Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965511 | 8.1926 | 0 |
2 | 0.927521 | 7.8703 | 0 |
3 | 0.888585 | 7.5399 | 0 |
4 | 0.85361 | 7.2431 | 0 |
5 | 0.821308 | 6.969 | 0 |
6 | 0.789871 | 6.7023 | 0 |
7 | 0.758054 | 6.4323 | 0 |
8 | 0.725577 | 6.1567 | 0 |
9 | 0.689882 | 5.8538 | 0 |
10 | 0.652272 | 5.5347 | 0 |
11 | 0.613419 | 5.205 | 1e-06 |
12 | 0.572556 | 4.8583 | 3e-06 |
13 | 0.528122 | 4.4813 | 1.4e-05 |
14 | 0.483168 | 4.0998 | 5.4e-05 |
15 | 0.440197 | 3.7352 | 0.000186 |
16 | 0.398324 | 3.3799 | 0.000587 |
17 | 0.355765 | 3.0188 | 0.001754 |
18 | 0.31213 | 2.6485 | 0.004964 |
19 | 0.267407 | 2.269 | 0.013132 |
20 | 0.221748 | 1.8816 | 0.031967 |
21 | 0.175603 | 1.49 | 0.070291 |
22 | 0.129054 | 1.0951 | 0.13857 |
23 | 0.084034 | 0.7131 | 0.239058 |
24 | 0.046062 | 0.3908 | 0.348531 |
25 | 0.009368 | 0.0795 | 0.468432 |
26 | -0.028201 | -0.2393 | 0.405778 |
27 | -0.067261 | -0.5707 | 0.284981 |
28 | -0.107799 | -0.9147 | 0.181701 |
29 | -0.148951 | -1.2639 | 0.105174 |
30 | -0.186974 | -1.5865 | 0.058501 |
31 | -0.22301 | -1.8923 | 0.031236 |
32 | -0.253834 | -2.1539 | 0.0173 |
33 | -0.283082 | -2.402 | 0.009443 |
34 | -0.312542 | -2.652 | 0.004918 |
35 | -0.341182 | -2.895 | 0.002508 |
36 | -0.361709 | -3.0692 | 0.001513 |
37 | -0.382874 | -3.2488 | 0.000881 |
38 | -0.396152 | -3.3615 | 0.000622 |
39 | -0.40812 | -3.463 | 0.000451 |
40 | -0.42016 | -3.5652 | 0.000325 |
41 | -0.430276 | -3.651 | 0.000246 |
42 | -0.434675 | -3.6883 | 0.000217 |
43 | -0.436107 | -3.7005 | 0.000209 |
44 | -0.433276 | -3.6765 | 0.000226 |
45 | -0.430209 | -3.6504 | 0.000246 |
46 | -0.428052 | -3.6321 | 0.000262 |
47 | -0.426889 | -3.6223 | 0.00027 |
48 | -0.426081 | -3.6154 | 0.000276 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965511 | 8.1926 | 0 |
2 | -0.069188 | -0.5871 | 0.279492 |
3 | -0.031199 | -0.2647 | 0.395986 |
4 | 0.039382 | 0.3342 | 0.369613 |
5 | 0.015143 | 0.1285 | 0.449059 |
6 | -0.010318 | -0.0876 | 0.465237 |
7 | -0.022183 | -0.1882 | 0.425615 |
8 | -0.0238 | -0.202 | 0.420262 |
9 | -0.063411 | -0.5381 | 0.296098 |
10 | -0.04481 | -0.3802 | 0.35245 |
11 | -0.038341 | -0.3253 | 0.372935 |
12 | -0.057377 | -0.4869 | 0.313917 |
13 | -0.082626 | -0.7011 | 0.242748 |
14 | -0.03643 | -0.3091 | 0.379064 |
15 | -0.003907 | -0.0332 | 0.486823 |
16 | -0.024411 | -0.2071 | 0.418244 |
17 | -0.046061 | -0.3908 | 0.348533 |
18 | -0.043776 | -0.3714 | 0.355697 |
19 | -0.043467 | -0.3688 | 0.35667 |
20 | -0.045324 | -0.3846 | 0.350839 |
21 | -0.040636 | -0.3448 | 0.365622 |
22 | -0.044727 | -0.3795 | 0.352708 |
23 | -0.020808 | -0.1766 | 0.430174 |
24 | 0.063309 | 0.5372 | 0.296394 |
25 | -0.023928 | -0.203 | 0.41984 |
26 | -0.051288 | -0.4352 | 0.332363 |
27 | -0.048871 | -0.4147 | 0.339804 |
28 | -0.051537 | -0.4373 | 0.3316 |
29 | -0.046966 | -0.3985 | 0.345714 |
30 | 0.002809 | 0.0238 | 0.490524 |
31 | -0.022131 | -0.1878 | 0.425785 |
32 | 0.020941 | 0.1777 | 0.429732 |
33 | -0.024796 | -0.2104 | 0.416974 |
34 | -0.045178 | -0.3834 | 0.351295 |
35 | -0.026875 | -0.228 | 0.410128 |
36 | 0.078744 | 0.6682 | 0.253081 |
37 | -0.054347 | -0.4612 | 0.32304 |
38 | 0.089655 | 0.7608 | 0.224645 |
39 | -0.003788 | -0.0321 | 0.487224 |
40 | -0.037258 | -0.3161 | 0.376403 |
41 | 0.002525 | 0.0214 | 0.491483 |
42 | 0.056598 | 0.4802 | 0.316253 |
43 | 0.004164 | 0.0353 | 0.485958 |
44 | 0.027266 | 0.2314 | 0.408845 |
45 | -0.016331 | -0.1386 | 0.445088 |
46 | -0.031518 | -0.2674 | 0.394948 |
47 | -0.02925 | -0.2482 | 0.402345 |
48 | -0.039613 | -0.3361 | 0.368876 |