Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943798 | 8.0638 | 0 |
2 | 0.884449 | 7.5567 | 0 |
3 | 0.832321 | 7.1114 | 0 |
4 | 0.789079 | 6.7419 | 0 |
5 | 0.74362 | 6.3535 | 0 |
6 | 0.70648 | 6.0362 | 0 |
7 | 0.674309 | 5.7613 | 0 |
8 | 0.638791 | 5.4578 | 0 |
9 | 0.602745 | 5.1499 | 1e-06 |
10 | 0.564692 | 4.8247 | 4e-06 |
11 | 0.518859 | 4.4331 | 1.6e-05 |
12 | 0.461781 | 3.9455 | 9.1e-05 |
13 | 0.417821 | 3.5699 | 0.000318 |
14 | 0.377142 | 3.2223 | 0.000951 |
15 | 0.339463 | 2.9004 | 0.002461 |
16 | 0.29941 | 2.5582 | 0.006299 |
17 | 0.267007 | 2.2813 | 0.012724 |
18 | 0.240314 | 2.0532 | 0.021816 |
19 | 0.206357 | 1.7631 | 0.041033 |
20 | 0.182002 | 1.555 | 0.062133 |
21 | 0.156989 | 1.3413 | 0.091988 |
22 | 0.131163 | 1.1207 | 0.133054 |
23 | 0.090488 | 0.7731 | 0.220972 |
24 | 0.050365 | 0.4303 | 0.334115 |
25 | 0.014723 | 0.1258 | 0.450121 |
26 | -0.010645 | -0.091 | 0.463889 |
27 | -0.038756 | -0.3311 | 0.370748 |
28 | -0.059469 | -0.5081 | 0.306457 |
29 | -0.069304 | -0.5921 | 0.277795 |
30 | -0.081435 | -0.6958 | 0.244387 |
31 | -0.088949 | -0.76 | 0.224857 |
32 | -0.099782 | -0.8525 | 0.198352 |
33 | -0.112347 | -0.9599 | 0.170139 |
34 | -0.131513 | -1.1236 | 0.132423 |
35 | -0.150784 | -1.2883 | 0.100856 |
36 | -0.173069 | -1.4787 | 0.071761 |
37 | -0.190252 | -1.6255 | 0.054182 |
38 | -0.205368 | -1.7547 | 0.041756 |
39 | -0.22428 | -1.9163 | 0.029624 |
40 | -0.237591 | -2.03 | 0.023002 |
41 | -0.255296 | -2.1813 | 0.016193 |
42 | -0.278031 | -2.3755 | 0.010076 |
43 | -0.303 | -2.5888 | 0.005808 |
44 | -0.323453 | -2.7636 | 0.003616 |
45 | -0.355512 | -3.0375 | 0.001654 |
46 | -0.378534 | -3.2342 | 0.000917 |
47 | -0.39274 | -3.3556 | 0.00063 |
48 | -0.409724 | -3.5007 | 0.000398 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943798 | 8.0638 | 0 |
2 | -0.057716 | -0.4931 | 0.311703 |
3 | 0.035585 | 0.304 | 0.380981 |
4 | 0.049365 | 0.4218 | 0.337215 |
5 | -0.045565 | -0.3893 | 0.34909 |
6 | 0.061301 | 0.5238 | 0.301018 |
7 | 0.022131 | 0.1891 | 0.425275 |
8 | -0.047552 | -0.4063 | 0.34286 |
9 | -0.006696 | -0.0572 | 0.477266 |
10 | -0.041428 | -0.354 | 0.362193 |
11 | -0.095453 | -0.8156 | 0.208705 |
12 | -0.123711 | -1.057 | 0.147001 |
13 | 0.077913 | 0.6657 | 0.253853 |
14 | -0.031469 | -0.2689 | 0.394393 |
15 | -0.003689 | -0.0315 | 0.48747 |
16 | -0.039684 | -0.3391 | 0.36777 |
17 | 0.023167 | 0.1979 | 0.421823 |
18 | 0.036398 | 0.311 | 0.378348 |
19 | -0.077147 | -0.6591 | 0.255939 |
20 | 0.086746 | 0.7412 | 0.230488 |
21 | -0.030851 | -0.2636 | 0.39642 |
22 | -0.016229 | -0.1387 | 0.445049 |
23 | -0.143374 | -1.225 | 0.112259 |
24 | -0.057805 | -0.4939 | 0.311434 |
25 | 0.00693 | 0.0592 | 0.476473 |
26 | 0.046776 | 0.3997 | 0.345289 |
27 | -0.058468 | -0.4995 | 0.309448 |
28 | 0.019908 | 0.1701 | 0.432703 |
29 | 0.08435 | 0.7207 | 0.236702 |
30 | -0.031927 | -0.2728 | 0.392894 |
31 | 0.038127 | 0.3258 | 0.372771 |
32 | -0.015317 | -0.1309 | 0.44812 |
33 | -0.016485 | -0.1409 | 0.444187 |
34 | -0.024686 | -0.2109 | 0.416769 |
35 | -0.075213 | -0.6426 | 0.261241 |
36 | -0.081416 | -0.6956 | 0.244439 |
37 | 0.015477 | 0.1322 | 0.44758 |
38 | -0.016828 | -0.1438 | 0.443037 |
39 | -0.108389 | -0.9261 | 0.178729 |
40 | 0.018477 | 0.1579 | 0.4375 |
41 | -0.052244 | -0.4464 | 0.328326 |
42 | -0.090274 | -0.7713 | 0.221508 |
43 | -0.021218 | -0.1813 | 0.428323 |
44 | -0.013147 | -0.1123 | 0.455436 |
45 | -0.097633 | -0.8342 | 0.203452 |
46 | 0.055668 | 0.4756 | 0.317879 |
47 | 0.014062 | 0.1201 | 0.452347 |
48 | -0.105804 | -0.904 | 0.184487 |