Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959835 | 8.1445 | 0 |
2 | 0.928052 | 7.8748 | 0 |
3 | 0.905329 | 7.682 | 0 |
4 | 0.876038 | 7.4334 | 0 |
5 | 0.840473 | 7.1316 | 0 |
6 | 0.804038 | 6.8225 | 0 |
7 | 0.7677 | 6.5141 | 0 |
8 | 0.72726 | 6.171 | 0 |
9 | 0.687138 | 5.8306 | 0 |
10 | 0.64736 | 5.493 | 0 |
11 | 0.605605 | 5.1387 | 1e-06 |
12 | 0.563585 | 4.7822 | 4e-06 |
13 | 0.514178 | 4.3629 | 2.1e-05 |
14 | 0.463967 | 3.9369 | 9.4e-05 |
15 | 0.419258 | 3.5575 | 0.000333 |
16 | 0.37725 | 3.2011 | 0.001019 |
17 | 0.331708 | 2.8146 | 0.003147 |
18 | 0.287208 | 2.437 | 0.00864 |
19 | 0.24638 | 2.0906 | 0.020047 |
20 | 0.202028 | 1.7143 | 0.045391 |
21 | 0.156714 | 1.3298 | 0.093897 |
22 | 0.118813 | 1.0082 | 0.158377 |
23 | 0.076039 | 0.6452 | 0.260421 |
24 | 0.029502 | 0.2503 | 0.401521 |
25 | -0.007714 | -0.0655 | 0.473995 |
26 | -0.045359 | -0.3849 | 0.350728 |
27 | -0.082711 | -0.7018 | 0.242525 |
28 | -0.11947 | -1.0137 | 0.157052 |
29 | -0.151795 | -1.288 | 0.100931 |
30 | -0.18728 | -1.5891 | 0.058207 |
31 | -0.21751 | -1.8456 | 0.034528 |
32 | -0.247715 | -2.1019 | 0.019529 |
33 | -0.2713 | -2.3021 | 0.012113 |
34 | -0.303233 | -2.573 | 0.006071 |
35 | -0.328654 | -2.7887 | 0.003383 |
36 | -0.346473 | -2.9399 | 0.002205 |
37 | -0.368766 | -3.1291 | 0.001266 |
38 | -0.388497 | -3.2965 | 0.000761 |
39 | -0.402382 | -3.4143 | 0.000527 |
40 | -0.415309 | -3.524 | 0.000371 |
41 | -0.425254 | -3.6084 | 0.000283 |
42 | -0.437764 | -3.7145 | 0.000199 |
43 | -0.442925 | -3.7583 | 0.000172 |
44 | -0.44548 | -3.78 | 0.00016 |
45 | -0.446534 | -3.789 | 0.000156 |
46 | -0.445676 | -3.7817 | 0.000159 |
47 | -0.442376 | -3.7537 | 0.000175 |
48 | -0.436198 | -3.7013 | 0.000208 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959835 | 8.1445 | 0 |
2 | 0.085997 | 0.7297 | 0.233968 |
3 | 0.110244 | 0.9354 | 0.176342 |
4 | -0.071063 | -0.603 | 0.274206 |
5 | -0.098536 | -0.8361 | 0.202931 |
6 | -0.065418 | -0.5551 | 0.290278 |
7 | -0.039147 | -0.3322 | 0.370362 |
8 | -0.071288 | -0.6049 | 0.273574 |
9 | -0.02224 | -0.1887 | 0.425425 |
10 | -0.024177 | -0.2051 | 0.419018 |
11 | -0.04009 | -0.3402 | 0.367356 |
12 | -0.026264 | -0.2229 | 0.412138 |
13 | -0.128461 | -1.09 | 0.139668 |
14 | -0.066787 | -0.5667 | 0.286339 |
15 | 0.015049 | 0.1277 | 0.449372 |
16 | 0.029421 | 0.2496 | 0.401785 |
17 | -0.033162 | -0.2814 | 0.38961 |
18 | -0.012723 | -0.108 | 0.457166 |
19 | -0.000718 | -0.0061 | 0.497577 |
20 | -0.066647 | -0.5655 | 0.28674 |
21 | -0.052335 | -0.4441 | 0.329161 |
22 | 0.036338 | 0.3083 | 0.379357 |
23 | -0.081851 | -0.6945 | 0.244792 |
24 | -0.074325 | -0.6307 | 0.265128 |
25 | 0.059139 | 0.5018 | 0.308666 |
26 | -0.0342 | -0.2902 | 0.38625 |
27 | -0.010892 | -0.0924 | 0.463309 |
28 | -0.044311 | -0.376 | 0.354014 |
29 | 0.006511 | 0.0552 | 0.478048 |
30 | -0.068823 | -0.584 | 0.280528 |
31 | 0.027419 | 0.2327 | 0.408343 |
32 | -0.046492 | -0.3945 | 0.34719 |
33 | 0.073333 | 0.6222 | 0.267872 |
34 | -0.152329 | -1.2926 | 0.100148 |
35 | 0.035648 | 0.3025 | 0.381579 |
36 | 0.053034 | 0.45 | 0.32703 |
37 | -0.074729 | -0.6341 | 0.264014 |
38 | -0.019281 | -0.1636 | 0.43525 |
39 | 0.033717 | 0.2861 | 0.387813 |
40 | -0.004859 | -0.0412 | 0.483614 |
41 | 0.008221 | 0.0698 | 0.472289 |
42 | -0.065216 | -0.5534 | 0.29086 |
43 | 0.055423 | 0.4703 | 0.319789 |
44 | -0.002886 | -0.0245 | 0.490266 |
45 | -0.01106 | -0.0938 | 0.462746 |
46 | 0.043051 | 0.3653 | 0.35798 |
47 | -0.007709 | -0.0654 | 0.474015 |
48 | -0.025303 | -0.2147 | 0.415303 |