Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957386 | 8.1237 | 0 |
2 | 0.909259 | 7.7153 | 0 |
3 | 0.8649 | 7.3389 | 0 |
4 | 0.824351 | 6.9948 | 0 |
5 | 0.78591 | 6.6687 | 0 |
6 | 0.746202 | 6.3317 | 0 |
7 | 0.707355 | 6.0021 | 0 |
8 | 0.681713 | 5.7845 | 0 |
9 | 0.650465 | 5.5194 | 0 |
10 | 0.612936 | 5.2009 | 1e-06 |
11 | 0.574858 | 4.8778 | 3e-06 |
12 | 0.530499 | 4.5014 | 1.3e-05 |
13 | 0.486631 | 4.1292 | 4.8e-05 |
14 | 0.444209 | 3.7692 | 0.000166 |
15 | 0.401146 | 3.4038 | 0.000544 |
16 | 0.350498 | 2.9741 | 0.001998 |
17 | 0.294758 | 2.5011 | 0.007328 |
18 | 0.242258 | 2.0556 | 0.021723 |
19 | 0.193348 | 1.6406 | 0.05262 |
20 | 0.138519 | 1.1754 | 0.121858 |
21 | 0.081604 | 0.6924 | 0.245447 |
22 | 0.026284 | 0.223 | 0.412074 |
23 | -0.020974 | -0.178 | 0.429622 |
24 | -0.065341 | -0.5544 | 0.2905 |
25 | -0.100477 | -0.8526 | 0.198362 |
26 | -0.135648 | -1.151 | 0.126767 |
27 | -0.168968 | -1.4337 | 0.077987 |
28 | -0.193913 | -1.6454 | 0.052123 |
29 | -0.213266 | -1.8096 | 0.037264 |
30 | -0.233097 | -1.9779 | 0.025884 |
31 | -0.257892 | -2.1883 | 0.015947 |
32 | -0.289901 | -2.4599 | 0.00815 |
33 | -0.320023 | -2.7155 | 0.00414 |
34 | -0.345295 | -2.9299 | 0.00227 |
35 | -0.370332 | -3.1424 | 0.001217 |
36 | -0.38777 | -3.2903 | 0.000776 |
37 | -0.394567 | -3.348 | 0.000649 |
38 | -0.394477 | -3.3473 | 0.00065 |
39 | -0.391033 | -3.318 | 0.000712 |
40 | -0.382696 | -3.2473 | 0.000885 |
41 | -0.374323 | -3.1762 | 0.001099 |
42 | -0.374376 | -3.1767 | 0.001097 |
43 | -0.377541 | -3.2035 | 0.001012 |
44 | -0.382921 | -3.2492 | 0.00088 |
45 | -0.38761 | -3.289 | 0.000779 |
46 | -0.388111 | -3.2932 | 0.000769 |
47 | -0.384952 | -3.2664 | 0.000835 |
48 | -0.384577 | -3.2632 | 0.000843 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957386 | 8.1237 | 0 |
2 | -0.087858 | -0.7455 | 0.229198 |
3 | 0.024415 | 0.2072 | 0.41823 |
4 | 0.016135 | 0.1369 | 0.445741 |
5 | -0.000364 | -0.0031 | 0.498772 |
6 | -0.036407 | -0.3089 | 0.379136 |
7 | -0.00671 | -0.0569 | 0.477376 |
8 | 0.135959 | 1.1536 | 0.12623 |
9 | -0.106467 | -0.9034 | 0.184664 |
10 | -0.07299 | -0.6193 | 0.268822 |
11 | -0.012571 | -0.1067 | 0.457673 |
12 | -0.106204 | -0.9012 | 0.18525 |
13 | -0.024756 | -0.2101 | 0.417106 |
14 | -0.01624 | -0.1378 | 0.445392 |
15 | -0.019528 | -0.1657 | 0.434427 |
16 | -0.154185 | -1.3083 | 0.097467 |
17 | -0.099863 | -0.8474 | 0.199801 |
18 | 0.010673 | 0.0906 | 0.464044 |
19 | -0.042138 | -0.3576 | 0.360862 |
20 | -0.121266 | -1.029 | 0.153468 |
21 | -0.048684 | -0.4131 | 0.34038 |
22 | -0.035314 | -0.2996 | 0.382655 |
23 | 0.003486 | 0.0296 | 0.488242 |
24 | -0.036677 | -0.3112 | 0.378269 |
25 | 0.11575 | 0.9822 | 0.164652 |
26 | -0.042963 | -0.3646 | 0.358256 |
27 | -0.025725 | -0.2183 | 0.413912 |
28 | 0.101848 | 0.8642 | 0.19517 |
29 | 0.050601 | 0.4294 | 0.334469 |
30 | -0.021781 | -0.1848 | 0.426944 |
31 | -0.061634 | -0.523 | 0.301297 |
32 | -0.053795 | -0.4565 | 0.324716 |
33 | -0.041176 | -0.3494 | 0.363907 |
34 | -0.033361 | -0.2831 | 0.388965 |
35 | 0.003129 | 0.0265 | 0.489447 |
36 | 0.057594 | 0.4887 | 0.313268 |
37 | 0.058353 | 0.4951 | 0.311003 |
38 | 0.010453 | 0.0887 | 0.464784 |
39 | 0.001599 | 0.0136 | 0.494607 |
40 | 0.055306 | 0.4693 | 0.320143 |
41 | -0.014284 | -0.1212 | 0.451932 |
42 | -0.126081 | -1.0698 | 0.144134 |
43 | -0.035696 | -0.3029 | 0.381422 |
44 | -0.092114 | -0.7816 | 0.218502 |
45 | -0.061962 | -0.5258 | 0.300334 |
46 | 0.013278 | 0.1127 | 0.455304 |
47 | 0.041451 | 0.3517 | 0.363035 |
48 | -0.11379 | -0.9655 | 0.168754 |