Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959129 | 9.3975 | 0 |
2 | 0.924945 | 9.0626 | 0 |
3 | 0.884074 | 8.6621 | 0 |
4 | 0.847661 | 8.3054 | 0 |
5 | 0.80902 | 7.9267 | 0 |
6 | 0.779293 | 7.6355 | 0 |
7 | 0.749567 | 7.3442 | 0 |
8 | 0.717612 | 7.0311 | 0 |
9 | 0.683428 | 6.6962 | 0 |
10 | 0.647015 | 6.3394 | 0 |
11 | 0.608373 | 5.9608 | 0 |
12 | 0.581223 | 5.6948 | 0 |
13 | 0.553726 | 5.4254 | 0 |
14 | 0.526577 | 5.1594 | 1e-06 |
15 | 0.503885 | 4.937 | 2e-06 |
16 | 0.481194 | 4.7147 | 4e-06 |
17 | 0.442552 | 4.3361 | 1.8e-05 |
18 | 0.399801 | 3.9172 | 8.4e-05 |
19 | 0.357049 | 3.4984 | 0.000356 |
20 | 0.316527 | 3.1013 | 0.001265 |
21 | 0.276004 | 2.7043 | 0.004049 |
22 | 0.254009 | 2.4888 | 0.00727 |
23 | 0.232014 | 2.2733 | 0.012619 |
24 | 0.217054 | 2.1267 | 0.018005 |
25 | 0.190602 | 1.8675 | 0.032441 |
26 | 0.164149 | 1.6083 | 0.055524 |
27 | 0.135467 | 1.3273 | 0.093778 |
28 | 0.109015 | 1.0681 | 0.144072 |
29 | 0.082562 | 0.8089 | 0.210275 |
30 | 0.056109 | 0.5498 | 0.291881 |
31 | 0.025199 | 0.2469 | 0.402757 |
32 | -0.00794 | -0.0778 | 0.469075 |
33 | -0.038851 | -0.3807 | 0.352149 |
34 | -0.07199 | -0.7054 | 0.241148 |
35 | -0.105129 | -1.0301 | 0.152786 |
36 | -0.126776 | -1.2421 | 0.108604 |
37 | -0.148423 | -1.4542 | 0.074571 |
38 | -0.163035 | -1.5974 | 0.056731 |
39 | -0.177646 | -1.7406 | 0.042481 |
40 | -0.192258 | -1.8837 | 0.031314 |
41 | -0.209099 | -2.0487 | 0.021608 |
42 | -0.225939 | -2.2137 | 0.014607 |
43 | -0.240551 | -2.3569 | 0.010229 |
44 | -0.255163 | -2.5001 | 0.007056 |
45 | -0.267546 | -2.6214 | 0.005091 |
46 | -0.278048 | -2.7243 | 0.003828 |
47 | -0.286322 | -2.8054 | 0.003042 |
48 | -0.299053 | -2.9301 | 0.002117 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959129 | 9.3975 | 0 |
2 | 0.062647 | 0.6138 | 0.270395 |
3 | -0.095006 | -0.9309 | 0.17713 |
4 | 0.022182 | 0.2173 | 0.414203 |
5 | -0.034453 | -0.3376 | 0.368211 |
6 | 0.081131 | 0.7949 | 0.21431 |
7 | 0.003466 | 0.034 | 0.486488 |
8 | -0.06159 | -0.6035 | 0.273813 |
9 | -0.044556 | -0.4366 | 0.331706 |
10 | -0.050242 | -0.4923 | 0.311825 |
11 | -0.043087 | -0.4222 | 0.336924 |
12 | 0.126627 | 1.2407 | 0.108872 |
13 | -0.006378 | -0.0625 | 0.475152 |
14 | -0.042957 | -0.4209 | 0.337389 |
15 | 0.043726 | 0.4284 | 0.33465 |
16 | -0.016773 | -0.1643 | 0.434905 |
17 | -0.203008 | -1.9891 | 0.02477 |
18 | -0.095862 | -0.9393 | 0.17498 |
19 | -0.020324 | -0.1991 | 0.42129 |
20 | 0.001141 | 0.0112 | 0.495551 |
21 | -0.028029 | -0.2746 | 0.392098 |
22 | 0.17401 | 1.7049 | 0.045719 |
23 | 0.020616 | 0.202 | 0.420173 |
24 | 0.050883 | 0.4986 | 0.309617 |
25 | -0.138729 | -1.3593 | 0.088625 |
26 | -0.039499 | -0.387 | 0.349802 |
27 | 0.011404 | 0.1117 | 0.455631 |
28 | -0.054984 | -0.5387 | 0.29566 |
29 | -0.037293 | -0.3654 | 0.357812 |
30 | -0.041169 | -0.4034 | 0.343784 |
31 | -0.134939 | -1.3221 | 0.094633 |
32 | -0.087314 | -0.8555 | 0.197201 |
33 | 0.108475 | 1.0628 | 0.145262 |
34 | 0.00035 | 0.0034 | 0.498634 |
35 | -0.025817 | -0.2529 | 0.400424 |
36 | 0.124578 | 1.2206 | 0.112611 |
37 | -0.017836 | -0.1748 | 0.430818 |
38 | -0.011 | -0.1078 | 0.457198 |
39 | -0.062658 | -0.6139 | 0.27036 |
40 | -0.087775 | -0.86 | 0.195961 |
41 | 0.00389 | 0.0381 | 0.484839 |
42 | -0.028074 | -0.2751 | 0.391926 |
43 | 0.036287 | 0.3555 | 0.361482 |
44 | 0.028908 | 0.2832 | 0.388803 |
45 | 0.010863 | 0.1064 | 0.457731 |
46 | -0.059621 | -0.5842 | 0.28024 |
47 | 0.096751 | 0.948 | 0.172763 |
48 | -0.061814 | -0.6056 | 0.273089 |