Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.932661 | 7.9139 | 0 |
2 | 0.899455 | 7.6321 | 0 |
3 | 0.861649 | 7.3113 | 0 |
4 | 0.825565 | 7.0052 | 0 |
5 | 0.784001 | 6.6525 | 0 |
6 | 0.774666 | 6.5733 | 0 |
7 | 0.707769 | 6.0056 | 0 |
8 | 0.671656 | 5.6992 | 0 |
9 | 0.631172 | 5.3557 | 0 |
10 | 0.595117 | 5.0497 | 2e-06 |
11 | 0.552289 | 4.6863 | 6e-06 |
12 | 0.536825 | 4.5551 | 1e-05 |
13 | 0.464929 | 3.9451 | 9.2e-05 |
14 | 0.424758 | 3.6042 | 0.000287 |
15 | 0.382501 | 3.2456 | 0.00089 |
16 | 0.338257 | 2.8702 | 0.002691 |
17 | 0.291846 | 2.4764 | 0.007811 |
18 | 0.271539 | 2.3041 | 0.012053 |
19 | 0.204221 | 1.7329 | 0.043699 |
20 | 0.168488 | 1.4297 | 0.078568 |
21 | 0.134692 | 1.1429 | 0.128433 |
22 | 0.099949 | 0.8481 | 0.199598 |
23 | 0.062797 | 0.5329 | 0.297888 |
24 | 0.054468 | 0.4622 | 0.322675 |
25 | -0.001671 | -0.0142 | 0.494363 |
26 | -0.028686 | -0.2434 | 0.404191 |
27 | -0.056089 | -0.4759 | 0.317783 |
28 | -0.078127 | -0.6629 | 0.254747 |
29 | -0.102066 | -0.8661 | 0.194668 |
30 | -0.102692 | -0.8714 | 0.193225 |
31 | -0.143059 | -1.2139 | 0.114378 |
32 | -0.158935 | -1.3486 | 0.090845 |
33 | -0.180336 | -1.5302 | 0.065175 |
34 | -0.202567 | -1.7188 | 0.04497 |
35 | -0.22653 | -1.9222 | 0.02927 |
36 | -0.226106 | -1.9186 | 0.029502 |
37 | -0.268817 | -2.281 | 0.012755 |
38 | -0.287153 | -2.4366 | 0.00865 |
39 | -0.306623 | -2.6018 | 0.005625 |
40 | -0.323974 | -2.749 | 0.003776 |
41 | -0.346382 | -2.9391 | 0.00221 |
42 | -0.349689 | -2.9672 | 0.002038 |
43 | -0.383559 | -3.2546 | 0.000866 |
44 | -0.399452 | -3.3895 | 0.00057 |
45 | -0.416579 | -3.5348 | 0.000359 |
46 | -0.428795 | -3.6384 | 0.000256 |
47 | -0.437752 | -3.7144 | 0.000199 |
48 | -0.427262 | -3.6254 | 0.000267 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.932661 | 7.9139 | 0 |
2 | 0.227428 | 1.9298 | 0.028786 |
3 | 0.011631 | 0.0987 | 0.460829 |
4 | -0.007182 | -0.0609 | 0.475788 |
5 | -0.05869 | -0.498 | 0.310001 |
6 | 0.218105 | 1.8507 | 0.034159 |
7 | -0.369816 | -3.138 | 0.001233 |
8 | 0.060831 | 0.5162 | 0.30366 |
9 | 0.000586 | 0.005 | 0.498022 |
10 | 0.010019 | 0.085 | 0.466242 |
11 | -0.018472 | -0.1567 | 0.437943 |
12 | 0.046959 | 0.3985 | 0.345734 |
13 | -0.271139 | -2.3007 | 0.012154 |
14 | 0.029198 | 0.2478 | 0.402515 |
15 | 0.018179 | 0.1543 | 0.43892 |
16 | -0.070548 | -0.5986 | 0.275653 |
17 | 0.008612 | 0.0731 | 0.470974 |
18 | 0.009931 | 0.0843 | 0.466539 |
19 | -0.126574 | -1.074 | 0.143201 |
20 | 0.024948 | 0.2117 | 0.416473 |
21 | 0.039099 | 0.3318 | 0.370515 |
22 | -0.021675 | -0.1839 | 0.427297 |
23 | -0.002316 | -0.0197 | 0.492188 |
24 | 0.056929 | 0.4831 | 0.315261 |
25 | -0.12946 | -1.0985 | 0.137823 |
26 | -0.000279 | -0.0024 | 0.499058 |
27 | -0.009504 | -0.0806 | 0.467973 |
28 | 0.059412 | 0.5041 | 0.307854 |
29 | 0.017641 | 0.1497 | 0.440714 |
30 | -0.01313 | -0.1114 | 0.455799 |
31 | -0.040731 | -0.3456 | 0.36532 |
32 | -0.038035 | -0.3227 | 0.373916 |
33 | -0.056957 | -0.4833 | 0.315177 |
34 | -0.05162 | -0.438 | 0.331345 |
35 | -0.011307 | -0.0959 | 0.461915 |
36 | 0.005155 | 0.0437 | 0.482616 |
37 | -0.098226 | -0.8335 | 0.203667 |
38 | -0.043516 | -0.3692 | 0.356514 |
39 | -0.016394 | -0.1391 | 0.444877 |
40 | 0.000899 | 0.0076 | 0.496968 |
41 | -0.050012 | -0.4244 | 0.336282 |
42 | -0.06173 | -0.5238 | 0.301014 |
43 | 0.009243 | 0.0784 | 0.468853 |
44 | -0.065828 | -0.5586 | 0.289094 |
45 | -0.024185 | -0.2052 | 0.418991 |
46 | 0.01347 | 0.1143 | 0.454662 |
47 | 0.065258 | 0.5537 | 0.29074 |
48 | 0.01586 | 0.1346 | 0.44666 |