Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953813 | 8.0934 | 0 |
2 | 0.905219 | 7.681 | 0 |
3 | 0.858856 | 7.2876 | 0 |
4 | 0.818773 | 6.9475 | 0 |
5 | 0.778518 | 6.6059 | 0 |
6 | 0.735689 | 6.2425 | 0 |
7 | 0.688494 | 5.8421 | 0 |
8 | 0.63819 | 5.4152 | 0 |
9 | 0.592198 | 5.025 | 2e-06 |
10 | 0.554836 | 4.7079 | 6e-06 |
11 | 0.521639 | 4.4263 | 1.7e-05 |
12 | 0.486257 | 4.126 | 4.9e-05 |
13 | 0.447244 | 3.795 | 0.000153 |
14 | 0.406377 | 3.4482 | 0.000473 |
15 | 0.366606 | 3.1108 | 0.001337 |
16 | 0.330448 | 2.8039 | 0.003242 |
17 | 0.297413 | 2.5236 | 0.006911 |
18 | 0.262303 | 2.2257 | 0.014582 |
19 | 0.224134 | 1.9018 | 0.030596 |
20 | 0.18392 | 1.5606 | 0.0615 |
21 | 0.146644 | 1.2443 | 0.108709 |
22 | 0.116052 | 0.9847 | 0.164027 |
23 | 0.087184 | 0.7398 | 0.230919 |
24 | 0.056449 | 0.479 | 0.3167 |
25 | 0.023277 | 0.1975 | 0.421992 |
26 | -0.010604 | -0.09 | 0.464278 |
27 | -0.041265 | -0.3501 | 0.363627 |
28 | -0.068421 | -0.5806 | 0.28167 |
29 | -0.093379 | -0.7923 | 0.215381 |
30 | -0.120029 | -1.0185 | 0.15593 |
31 | -0.148765 | -1.2623 | 0.105456 |
32 | -0.178643 | -1.5158 | 0.066969 |
33 | -0.203891 | -1.7301 | 0.043951 |
34 | -0.224726 | -1.9069 | 0.030264 |
35 | -0.241863 | -2.0523 | 0.02189 |
36 | -0.259643 | -2.2031 | 0.015393 |
37 | -0.278993 | -2.3673 | 0.010303 |
38 | -0.298296 | -2.5311 | 0.006777 |
39 | -0.312881 | -2.6549 | 0.00488 |
40 | -0.324019 | -2.7494 | 0.003772 |
41 | -0.331736 | -2.8149 | 0.003145 |
42 | -0.340249 | -2.8871 | 0.002565 |
43 | -0.34984 | -2.9685 | 0.002031 |
44 | -0.359825 | -3.0532 | 0.001586 |
45 | -0.366903 | -3.1133 | 0.001327 |
46 | -0.37084 | -3.1467 | 0.001201 |
47 | -0.372711 | -3.1626 | 0.001145 |
48 | -0.374658 | -3.1791 | 0.001089 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953813 | 8.0934 | 0 |
2 | -0.050313 | -0.4269 | 0.335356 |
3 | -5.6e-05 | -5e-04 | 0.499812 |
4 | 0.043533 | 0.3694 | 0.356459 |
5 | -0.027154 | -0.2304 | 0.409214 |
6 | -0.048237 | -0.4093 | 0.341766 |
7 | -0.067618 | -0.5738 | 0.283959 |
8 | -0.061906 | -0.5253 | 0.300499 |
9 | 0.014076 | 0.1194 | 0.452629 |
10 | 0.058845 | 0.4993 | 0.309539 |
11 | 0.016573 | 0.1406 | 0.444279 |
12 | -0.037669 | -0.3196 | 0.375085 |
13 | -0.048733 | -0.4135 | 0.34023 |
14 | -0.042434 | -0.3601 | 0.359928 |
15 | -0.026593 | -0.2256 | 0.411058 |
16 | -0.00491 | -0.0417 | 0.483443 |
17 | -0.001726 | -0.0146 | 0.494177 |
18 | -0.04166 | -0.3535 | 0.362373 |
19 | -0.042325 | -0.3591 | 0.36027 |
20 | -0.042264 | -0.3586 | 0.360463 |
21 | -0.007379 | -0.0626 | 0.475123 |
22 | 0.027543 | 0.2337 | 0.407938 |
23 | -0.020353 | -0.1727 | 0.431685 |
24 | -0.041721 | -0.354 | 0.362181 |
25 | -0.038157 | -0.3238 | 0.373524 |
26 | -0.032835 | -0.2786 | 0.39067 |
27 | -0.007244 | -0.0615 | 0.475579 |
28 | -0.0121 | -0.1027 | 0.459255 |
29 | -0.016009 | -0.1358 | 0.446162 |
30 | -0.03765 | -0.3195 | 0.375149 |
31 | -0.034835 | -0.2956 | 0.384199 |
32 | -0.039076 | -0.3316 | 0.370588 |
33 | 0.00492 | 0.0418 | 0.483406 |
34 | -0.00294 | -0.025 | 0.490082 |
35 | 0.002383 | 0.0202 | 0.491962 |
36 | -0.025313 | -0.2148 | 0.415271 |
37 | -0.029472 | -0.2501 | 0.401619 |
38 | -0.023025 | -0.1954 | 0.422826 |
39 | 0.00793 | 0.0673 | 0.47327 |
40 | -0.012838 | -0.1089 | 0.45678 |
41 | 0.002075 | 0.0176 | 0.493001 |
42 | -0.021605 | -0.1833 | 0.42753 |
43 | -0.017693 | -0.1501 | 0.440541 |
44 | -0.023133 | -0.1963 | 0.422468 |
45 | -0.007181 | -0.0609 | 0.47579 |
46 | -0.011007 | -0.0934 | 0.462924 |
47 | -0.009117 | -0.0774 | 0.469275 |
48 | -0.012868 | -0.1092 | 0.456677 |