Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958675 | 8.1346 | 0 |
2 | 0.922437 | 7.8271 | 0 |
3 | 0.884511 | 7.5053 | 0 |
4 | 0.84584 | 7.1772 | 0 |
5 | 0.805064 | 6.8312 | 0 |
6 | 0.763704 | 6.4802 | 0 |
7 | 0.721219 | 6.1198 | 0 |
8 | 0.679474 | 5.7655 | 0 |
9 | 0.637311 | 5.4078 | 0 |
10 | 0.593594 | 5.0368 | 2e-06 |
11 | 0.549922 | 4.6662 | 7e-06 |
12 | 0.511773 | 4.3425 | 2.3e-05 |
13 | 0.474324 | 4.0248 | 7e-05 |
14 | 0.437123 | 3.7091 | 0.000203 |
15 | 0.40131 | 3.4052 | 0.000542 |
16 | 0.364936 | 3.0966 | 0.001395 |
17 | 0.328358 | 2.7862 | 0.003406 |
18 | 0.291446 | 2.473 | 0.00788 |
19 | 0.253748 | 2.1531 | 0.01733 |
20 | 0.215493 | 1.8285 | 0.035807 |
21 | 0.176576 | 1.4983 | 0.069214 |
22 | 0.137039 | 1.1628 | 0.124373 |
23 | 0.095469 | 0.8101 | 0.210282 |
24 | 0.050392 | 0.4276 | 0.335112 |
25 | 0.011142 | 0.0945 | 0.46247 |
26 | -0.01662 | -0.141 | 0.444123 |
27 | -0.043326 | -0.3676 | 0.357114 |
28 | -0.07001 | -0.5941 | 0.277169 |
29 | -0.095523 | -0.8105 | 0.21015 |
30 | -0.121115 | -1.0277 | 0.153767 |
31 | -0.146858 | -1.2461 | 0.108378 |
32 | -0.172596 | -1.4645 | 0.073702 |
33 | -0.198307 | -1.6827 | 0.048384 |
34 | -0.225893 | -1.9168 | 0.029618 |
35 | -0.246355 | -2.0904 | 0.020057 |
36 | -0.266071 | -2.2577 | 0.013499 |
37 | -0.287425 | -2.4389 | 0.0086 |
38 | -0.308432 | -2.6171 | 0.0054 |
39 | -0.3229 | -2.7399 | 0.003872 |
40 | -0.337703 | -2.8655 | 0.002727 |
41 | -0.352206 | -2.9886 | 0.001916 |
42 | -0.366038 | -3.1059 | 0.001357 |
43 | -0.379802 | -3.2227 | 0.000954 |
44 | -0.393241 | -3.3368 | 0.000672 |
45 | -0.405214 | -3.4384 | 0.000488 |
46 | -0.41674 | -3.5362 | 0.000357 |
47 | -0.427805 | -3.63 | 0.000263 |
48 | -0.426883 | -3.6222 | 0.00027 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958675 | 8.1346 | 0 |
2 | 0.041753 | 0.3543 | 0.362081 |
3 | -0.036026 | -0.3057 | 0.380362 |
4 | -0.031586 | -0.268 | 0.394727 |
5 | -0.047971 | -0.407 | 0.342592 |
6 | -0.032671 | -0.2772 | 0.391202 |
7 | -0.037498 | -0.3182 | 0.375635 |
8 | -0.016413 | -0.1393 | 0.444814 |
9 | -0.027724 | -0.2352 | 0.407342 |
10 | -0.045222 | -0.3837 | 0.351159 |
11 | -0.028617 | -0.2428 | 0.404417 |
12 | 0.041293 | 0.3504 | 0.363536 |
13 | -0.007402 | -0.0628 | 0.475047 |
14 | -0.022174 | -0.1882 | 0.425643 |
15 | -0.009469 | -0.0803 | 0.468093 |
16 | -0.033989 | -0.2884 | 0.386933 |
17 | -0.033164 | -0.2814 | 0.389603 |
18 | -0.034596 | -0.2936 | 0.384971 |
19 | -0.038946 | -0.3305 | 0.371002 |
20 | -0.038854 | -0.3297 | 0.371297 |
21 | -0.043582 | -0.3698 | 0.356306 |
22 | -0.041726 | -0.3541 | 0.362164 |
23 | -0.056409 | -0.4786 | 0.31682 |
24 | -0.083269 | -0.7066 | 0.24106 |
25 | 0.028365 | 0.2407 | 0.405241 |
26 | 0.122451 | 1.039 | 0.151133 |
27 | 0.004353 | 0.0369 | 0.485318 |
28 | -0.030784 | -0.2612 | 0.397338 |
29 | -0.022302 | -0.1892 | 0.425219 |
30 | -0.040459 | -0.3433 | 0.366186 |
31 | -0.043572 | -0.3697 | 0.356337 |
32 | -0.039098 | -0.3318 | 0.370519 |
33 | -0.035197 | -0.2987 | 0.383032 |
34 | -0.069941 | -0.5935 | 0.277364 |
35 | 0.034934 | 0.2964 | 0.383878 |
36 | -0.002795 | -0.0237 | 0.490572 |
37 | -0.033728 | -0.2862 | 0.387778 |
38 | -0.027858 | -0.2364 | 0.406904 |
39 | 0.054409 | 0.4617 | 0.322853 |
40 | -0.015973 | -0.1355 | 0.446284 |
41 | -0.036163 | -0.3069 | 0.37992 |
42 | -0.029051 | -0.2465 | 0.402997 |
43 | -0.03949 | -0.3351 | 0.369268 |
44 | -0.043828 | -0.3719 | 0.355533 |
45 | -0.02922 | -0.2479 | 0.402443 |
46 | -0.021761 | -0.1846 | 0.427013 |
47 | -0.03563 | -0.3023 | 0.381636 |
48 | 0.10095 | 0.8566 | 0.197257 |