Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959177 | 8.1389 | 0 |
2 | 0.920242 | 7.8085 | 0 |
3 | 0.879345 | 7.4615 | 0 |
4 | 0.838832 | 7.1177 | 0 |
5 | 0.80324 | 6.8157 | 0 |
6 | 0.769557 | 6.5299 | 0 |
7 | 0.738549 | 6.2668 | 0 |
8 | 0.699997 | 5.9397 | 0 |
9 | 0.660669 | 5.606 | 0 |
10 | 0.620461 | 5.2648 | 1e-06 |
11 | 0.578206 | 4.9062 | 3e-06 |
12 | 0.539687 | 4.5794 | 1e-05 |
13 | 0.496963 | 4.2169 | 3.6e-05 |
14 | 0.461436 | 3.9154 | 0.000101 |
15 | 0.425418 | 3.6098 | 0.000281 |
16 | 0.390492 | 3.3134 | 0.000722 |
17 | 0.356385 | 3.024 | 0.001728 |
18 | 0.317884 | 2.6973 | 0.00435 |
19 | 0.279228 | 2.3693 | 0.010252 |
20 | 0.234505 | 1.9898 | 0.025203 |
21 | 0.190677 | 1.6179 | 0.055024 |
22 | 0.147059 | 1.2478 | 0.108067 |
23 | 0.104812 | 0.8894 | 0.188385 |
24 | 0.067865 | 0.5759 | 0.283256 |
25 | 0.029287 | 0.2485 | 0.402225 |
26 | -0.007169 | -0.0608 | 0.475833 |
27 | -0.043312 | -0.3675 | 0.357157 |
28 | -0.078523 | -0.6663 | 0.253677 |
29 | -0.111007 | -0.9419 | 0.174689 |
30 | -0.145627 | -1.2357 | 0.110296 |
31 | -0.175494 | -1.4891 | 0.070413 |
32 | -0.21103 | -1.7906 | 0.038777 |
33 | -0.245406 | -2.0823 | 0.020433 |
34 | -0.278234 | -2.3609 | 0.010471 |
35 | -0.309245 | -2.624 | 0.005301 |
36 | -0.333971 | -2.8338 | 0.002982 |
37 | -0.352305 | -2.9894 | 0.001911 |
38 | -0.365633 | -3.1025 | 0.00137 |
39 | -0.377068 | -3.1995 | 0.001024 |
40 | -0.386482 | -3.2794 | 0.000802 |
41 | -0.393303 | -3.3373 | 0.000671 |
42 | -0.403048 | -3.42 | 0.000517 |
43 | -0.407332 | -3.4563 | 0.000461 |
44 | -0.413316 | -3.5071 | 0.000392 |
45 | -0.41803 | -3.5471 | 0.000345 |
46 | -0.422334 | -3.5836 | 0.000306 |
47 | -0.42623 | -3.6167 | 0.000275 |
48 | -0.426463 | -3.6187 | 0.000273 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959177 | 8.1389 | 0 |
2 | 0.002757 | 0.0234 | 0.490702 |
3 | -0.044275 | -0.3757 | 0.354128 |
4 | -0.018046 | -0.1531 | 0.439365 |
5 | 0.040394 | 0.3428 | 0.366392 |
6 | 0.006649 | 0.0564 | 0.477583 |
7 | 0.01251 | 0.1061 | 0.45788 |
8 | -0.112216 | -0.9522 | 0.172095 |
9 | -0.034543 | -0.2931 | 0.385141 |
10 | -0.027344 | -0.232 | 0.408589 |
11 | -0.04614 | -0.3915 | 0.348288 |
12 | 0.010823 | 0.0918 | 0.463541 |
13 | -0.080878 | -0.6863 | 0.247373 |
14 | 0.051775 | 0.4393 | 0.33087 |
15 | -0.020404 | -0.1731 | 0.431516 |
16 | -0.010427 | -0.0885 | 0.464873 |
17 | -0.018083 | -0.1534 | 0.439239 |
18 | -0.069203 | -0.5872 | 0.27945 |
19 | -0.037993 | -0.3224 | 0.37405 |
20 | -0.091477 | -0.7762 | 0.220084 |
21 | -0.038569 | -0.3273 | 0.372207 |
22 | -0.038262 | -0.3247 | 0.373187 |
23 | -0.023338 | -0.198 | 0.421791 |
24 | 0.011321 | 0.0961 | 0.461868 |
25 | -0.042037 | -0.3567 | 0.361183 |
26 | -0.022938 | -0.1946 | 0.423113 |
27 | -0.01014 | -0.086 | 0.465836 |
28 | -0.016407 | -0.1392 | 0.444833 |
29 | -0.000752 | -0.0064 | 0.497462 |
30 | -0.05497 | -0.4664 | 0.321155 |
31 | -3e-05 | -3e-04 | 0.499898 |
32 | -0.099337 | -0.8429 | 0.201037 |
33 | -0.045157 | -0.3832 | 0.351361 |
34 | -0.027147 | -0.2303 | 0.409237 |
35 | -0.017054 | -0.1447 | 0.442673 |
36 | 0.022017 | 0.1868 | 0.426165 |
37 | 0.063888 | 0.5421 | 0.294708 |
38 | 0.02321 | 0.1969 | 0.422214 |
39 | 0.016285 | 0.1382 | 0.445241 |
40 | 0.010404 | 0.0883 | 0.464948 |
41 | 0.010368 | 0.088 | 0.465069 |
42 | -0.043932 | -0.3728 | 0.355205 |
43 | 0.016096 | 0.1366 | 0.445871 |
44 | -0.042886 | -0.3639 | 0.358501 |
45 | -0.036672 | -0.3112 | 0.378284 |
46 | -0.035488 | -0.3011 | 0.382094 |
47 | -0.023168 | -0.1966 | 0.422353 |
48 | 0.00685 | 0.0581 | 0.476907 |