Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950831 | 8.1239 | 0 |
2 | 0.898671 | 7.6782 | 0 |
3 | 0.84786 | 7.2441 | 0 |
4 | 0.801231 | 6.8457 | 0 |
5 | 0.758332 | 6.4792 | 0 |
6 | 0.716841 | 6.1247 | 0 |
7 | 0.679296 | 5.8039 | 0 |
8 | 0.639911 | 5.4674 | 0 |
9 | 0.601854 | 5.1422 | 1e-06 |
10 | 0.563354 | 4.8133 | 4e-06 |
11 | 0.524285 | 4.4795 | 1.4e-05 |
12 | 0.483545 | 4.1314 | 4.7e-05 |
13 | 0.443328 | 3.7878 | 0.000155 |
14 | 0.405391 | 3.4637 | 0.000448 |
15 | 0.366019 | 3.1273 | 0.001267 |
16 | 0.326788 | 2.7921 | 0.003341 |
17 | 0.292164 | 2.4962 | 0.007405 |
18 | 0.259807 | 2.2198 | 0.01477 |
19 | 0.228417 | 1.9516 | 0.027412 |
20 | 0.197007 | 1.6832 | 0.048301 |
21 | 0.166463 | 1.4223 | 0.079604 |
22 | 0.137316 | 1.1732 | 0.122259 |
23 | 0.108691 | 0.9287 | 0.178064 |
24 | 0.0789 | 0.6741 | 0.251181 |
25 | 0.047908 | 0.4093 | 0.341751 |
26 | 0.018072 | 0.1544 | 0.438858 |
27 | -0.010888 | -0.093 | 0.463068 |
28 | -0.035539 | -0.3036 | 0.381132 |
29 | -0.058981 | -0.5039 | 0.307913 |
30 | -0.082289 | -0.7031 | 0.242122 |
31 | -0.10315 | -0.8813 | 0.190521 |
32 | -0.124839 | -1.0666 | 0.144829 |
33 | -0.144311 | -1.233 | 0.110767 |
34 | -0.163382 | -1.3959 | 0.083482 |
35 | -0.180828 | -1.545 | 0.063336 |
36 | -0.198746 | -1.6981 | 0.046875 |
37 | -0.218142 | -1.8638 | 0.033185 |
38 | -0.2381 | -2.0343 | 0.022776 |
39 | -0.257588 | -2.2008 | 0.015456 |
40 | -0.274668 | -2.3468 | 0.010827 |
41 | -0.290906 | -2.4855 | 0.007614 |
42 | -0.305313 | -2.6086 | 0.00551 |
43 | -0.320368 | -2.7372 | 0.003889 |
44 | -0.333736 | -2.8514 | 0.002828 |
45 | -0.347779 | -2.9714 | 0.002006 |
46 | -0.360044 | -3.0762 | 0.001475 |
47 | -0.367182 | -3.1372 | 0.00123 |
48 | -0.373917 | -3.1947 | 0.001034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950831 | 8.1239 | 0 |
2 | -0.056388 | -0.4818 | 0.315702 |
3 | -0.012463 | -0.1065 | 0.457746 |
4 | 0.015388 | 0.1315 | 0.447881 |
5 | 0.010673 | 0.0912 | 0.463795 |
6 | -0.011061 | -0.0945 | 0.462484 |
7 | 0.018641 | 0.1593 | 0.43695 |
8 | -0.041302 | -0.3529 | 0.362596 |
9 | -0.005812 | -0.0497 | 0.480266 |
10 | -0.025869 | -0.221 | 0.412845 |
11 | -0.028551 | -0.2439 | 0.40398 |
12 | -0.042056 | -0.3593 | 0.360194 |
13 | -0.018827 | -0.1609 | 0.436325 |
14 | -0.006401 | -0.0547 | 0.478267 |
15 | -0.043603 | -0.3725 | 0.355283 |
16 | -0.027505 | -0.235 | 0.407432 |
17 | 0.020269 | 0.1732 | 0.431496 |
18 | -0.007446 | -0.0636 | 0.474724 |
19 | -0.01636 | -0.1398 | 0.444609 |
20 | -0.022626 | -0.1933 | 0.423622 |
21 | -0.014911 | -0.1274 | 0.449486 |
22 | -0.008592 | -0.0734 | 0.470839 |
23 | -0.017728 | -0.1515 | 0.440014 |
24 | -0.039114 | -0.3342 | 0.369598 |
25 | -0.037919 | -0.324 | 0.373439 |
26 | -0.015069 | -0.1287 | 0.448956 |
27 | -0.02166 | -0.1851 | 0.426845 |
28 | 0.011301 | 0.0966 | 0.461673 |
29 | -0.018291 | -0.1563 | 0.438124 |
30 | -0.02459 | -0.2101 | 0.417088 |
31 | 4.5e-05 | 4e-04 | 0.499849 |
32 | -0.034319 | -0.2932 | 0.385092 |
33 | -0.001727 | -0.0148 | 0.494133 |
34 | -0.017649 | -0.1508 | 0.440278 |
35 | -0.008449 | -0.0722 | 0.471325 |
36 | -0.030881 | -0.2638 | 0.396322 |
37 | -0.04059 | -0.3468 | 0.364868 |
38 | -0.034282 | -0.2929 | 0.385212 |
39 | -0.022312 | -0.1906 | 0.42467 |
40 | -0.009953 | -0.085 | 0.466231 |
41 | -0.023717 | -0.2026 | 0.419992 |
42 | -0.014869 | -0.127 | 0.449629 |
43 | -0.036615 | -0.3128 | 0.377647 |
44 | -0.007651 | -0.0654 | 0.474028 |
45 | -0.037323 | -0.3189 | 0.375361 |
46 | -0.009782 | -0.0836 | 0.466811 |
47 | 0.02511 | 0.2145 | 0.415362 |
48 | -0.023074 | -0.1971 | 0.422132 |