Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951816 | 8.1323 | 0 |
2 | 0.912503 | 7.7964 | 0 |
3 | 0.875824 | 7.483 | 0 |
4 | 0.826879 | 7.0649 | 0 |
5 | 0.784013 | 6.6986 | 0 |
6 | 0.749613 | 6.4047 | 0 |
7 | 0.706713 | 6.0382 | 0 |
8 | 0.671403 | 5.7365 | 0 |
9 | 0.639578 | 5.4646 | 0 |
10 | 0.603325 | 5.1548 | 1e-06 |
11 | 0.554837 | 4.7405 | 5e-06 |
12 | 0.501096 | 4.2814 | 2.8e-05 |
13 | 0.450782 | 3.8515 | 0.000125 |
14 | 0.410917 | 3.5109 | 0.000385 |
15 | 0.370993 | 3.1698 | 0.001115 |
16 | 0.337506 | 2.8836 | 0.002581 |
17 | 0.308203 | 2.6333 | 0.005158 |
18 | 0.285629 | 2.4404 | 0.008549 |
19 | 0.261489 | 2.2342 | 0.014267 |
20 | 0.23896 | 2.0417 | 0.022399 |
21 | 0.210786 | 1.801 | 0.03792 |
22 | 0.178533 | 1.5254 | 0.065742 |
23 | 0.143071 | 1.2224 | 0.112744 |
24 | 0.100979 | 0.8628 | 0.195545 |
25 | 0.063884 | 0.5458 | 0.293426 |
26 | 0.027938 | 0.2387 | 0.406003 |
27 | -0.015307 | -0.1308 | 0.448153 |
28 | -0.052351 | -0.4473 | 0.327997 |
29 | -0.087889 | -0.7509 | 0.227555 |
30 | -0.131219 | -1.1211 | 0.132953 |
31 | -0.175555 | -1.4999 | 0.068971 |
32 | -0.209506 | -1.79 | 0.038799 |
33 | -0.26127 | -2.2323 | 0.014332 |
34 | -0.302218 | -2.5822 | 0.005912 |
35 | -0.331337 | -2.8309 | 0.002996 |
36 | -0.358894 | -3.0664 | 0.001519 |
37 | -0.381893 | -3.2629 | 0.000839 |
38 | -0.396915 | -3.3912 | 0.000563 |
39 | -0.406656 | -3.4745 | 0.000432 |
40 | -0.411816 | -3.5186 | 0.000375 |
41 | -0.409324 | -3.4973 | 0.000402 |
42 | -0.41103 | -3.5118 | 0.000384 |
43 | -0.409544 | -3.4991 | 4e-04 |
44 | -0.409919 | -3.5024 | 0.000396 |
45 | -0.406568 | -3.4737 | 0.000434 |
46 | -0.402853 | -3.442 | 0.00048 |
47 | -0.39564 | -3.3804 | 0.000583 |
48 | -0.389506 | -3.3279 | 0.000686 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951816 | 8.1323 | 0 |
2 | 0.069638 | 0.595 | 0.276847 |
3 | 0.015903 | 0.1359 | 0.446146 |
4 | -0.144857 | -1.2377 | 0.109905 |
5 | 0.016918 | 0.1445 | 0.442734 |
6 | 0.070798 | 0.6049 | 0.273562 |
7 | -0.078653 | -0.672 | 0.251848 |
8 | 0.03608 | 0.3083 | 0.37938 |
9 | 0.007152 | 0.0611 | 0.475719 |
10 | -0.034272 | -0.2928 | 0.385246 |
11 | -0.177756 | -1.5187 | 0.066573 |
12 | -0.130178 | -1.1122 | 0.134842 |
13 | 0.012486 | 0.1067 | 0.457669 |
14 | 0.119395 | 1.0201 | 0.155522 |
15 | -0.003626 | -0.031 | 0.487686 |
16 | 0.013375 | 0.1143 | 0.454665 |
17 | 0.010147 | 0.0867 | 0.465574 |
18 | 0.068553 | 0.5857 | 0.279936 |
19 | -0.044329 | -0.3788 | 0.352986 |
20 | -0.02092 | -0.1787 | 0.429319 |
21 | -0.041039 | -0.3506 | 0.363436 |
22 | -0.033021 | -0.2821 | 0.389319 |
23 | -0.079855 | -0.6823 | 0.248611 |
24 | -0.163779 | -1.3993 | 0.082975 |
25 | -0.001239 | -0.0106 | 0.495792 |
26 | -0.014484 | -0.1237 | 0.450927 |
27 | -0.111187 | -0.95 | 0.172629 |
28 | -0.045545 | -0.3891 | 0.349154 |
29 | -0.016019 | -0.1369 | 0.445755 |
30 | -0.068395 | -0.5844 | 0.280388 |
31 | -0.085251 | -0.7284 | 0.234355 |
32 | 0.071702 | 0.6126 | 0.271015 |
33 | -0.151343 | -1.2931 | 0.100031 |
34 | 0.056199 | 0.4802 | 0.316273 |
35 | 0.05819 | 0.4972 | 0.31028 |
36 | 0.032841 | 0.2806 | 0.389909 |
37 | -0.006752 | -0.0577 | 0.477078 |
38 | -0.003606 | -0.0308 | 0.487754 |
39 | 0.071603 | 0.6118 | 0.271294 |
40 | 0.020439 | 0.1746 | 0.430928 |
41 | 0.071238 | 0.6087 | 0.272321 |
42 | -0.069845 | -0.5968 | 0.276259 |
43 | 0.033593 | 0.287 | 0.387455 |
44 | -0.054632 | -0.4668 | 0.321026 |
45 | -0.000295 | -0.0025 | 0.498997 |
46 | -0.082722 | -0.7068 | 0.240978 |
47 | 0.047131 | 0.4027 | 0.344178 |
48 | -0.017586 | -0.1503 | 0.440489 |