Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962618 | 8.1681 | 0 |
2 | 0.927242 | 7.8679 | 0 |
3 | 0.895031 | 7.5946 | 0 |
4 | 0.859248 | 7.291 | 0 |
5 | 0.828317 | 7.0285 | 0 |
6 | 0.794801 | 6.7441 | 0 |
7 | 0.755719 | 6.4125 | 0 |
8 | 0.716265 | 6.0777 | 0 |
9 | 0.673395 | 5.7139 | 0 |
10 | 0.628511 | 5.3331 | 1e-06 |
11 | 0.587046 | 4.9812 | 2e-06 |
12 | 0.544643 | 4.6215 | 8e-06 |
13 | 0.503336 | 4.271 | 2.9e-05 |
14 | 0.463089 | 3.9294 | 9.7e-05 |
15 | 0.422465 | 3.5847 | 0.000305 |
16 | 0.383453 | 3.2537 | 0.000868 |
17 | 0.348864 | 2.9602 | 0.00208 |
18 | 0.311039 | 2.6393 | 0.005089 |
19 | 0.269815 | 2.2895 | 0.012494 |
20 | 0.228087 | 1.9354 | 0.028435 |
21 | 0.186559 | 1.583 | 0.058902 |
22 | 0.14398 | 1.2217 | 0.112901 |
23 | 0.103117 | 0.875 | 0.192249 |
24 | 0.056557 | 0.4799 | 0.316376 |
25 | 0.015863 | 0.1346 | 0.44665 |
26 | -0.025404 | -0.2156 | 0.41497 |
27 | -0.069181 | -0.587 | 0.279514 |
28 | -0.10561 | -0.8961 | 0.186585 |
29 | -0.145832 | -1.2374 | 0.109975 |
30 | -0.188259 | -1.5974 | 0.057275 |
31 | -0.227184 | -1.9277 | 0.028917 |
32 | -0.268825 | -2.2811 | 0.012753 |
33 | -0.307354 | -2.608 | 0.005533 |
34 | -0.338236 | -2.87 | 0.002692 |
35 | -0.362398 | -3.075 | 0.001487 |
36 | -0.385514 | -3.2712 | 0.000823 |
37 | -0.402907 | -3.4188 | 0.000519 |
38 | -0.417892 | -3.5459 | 0.000346 |
39 | -0.428979 | -3.64 | 0.000255 |
40 | -0.430358 | -3.6517 | 0.000245 |
41 | -0.42661 | -3.6199 | 0.000272 |
42 | -0.425645 | -3.6117 | 0.00028 |
43 | -0.420025 | -3.564 | 0.000326 |
44 | -0.416532 | -3.5344 | 0.000359 |
45 | -0.417104 | -3.5392 | 0.000354 |
46 | -0.411848 | -3.4946 | 0.000408 |
47 | -0.408777 | -3.4686 | 0.000444 |
48 | -0.40657 | -3.4499 | 0.000471 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962618 | 8.1681 | 0 |
2 | 0.008289 | 0.0703 | 0.472061 |
3 | 0.025498 | 0.2164 | 0.414661 |
4 | -0.063498 | -0.5388 | 0.295845 |
5 | 0.046602 | 0.3954 | 0.346848 |
6 | -0.053386 | -0.453 | 0.325957 |
7 | -0.088976 | -0.755 | 0.22636 |
8 | -0.039826 | -0.3379 | 0.368196 |
9 | -0.070119 | -0.595 | 0.276863 |
10 | -0.055604 | -0.4718 | 0.319243 |
11 | 0.006708 | 0.0569 | 0.477385 |
12 | -0.032872 | -0.2789 | 0.39055 |
13 | -0.006885 | -0.0584 | 0.476787 |
14 | -0.014717 | -0.1249 | 0.450483 |
15 | -0.016209 | -0.1375 | 0.445493 |
16 | -0.004519 | -0.0383 | 0.484759 |
17 | 0.03445 | 0.2923 | 0.385441 |
18 | -0.06261 | -0.5313 | 0.298437 |
19 | -0.080237 | -0.6808 | 0.249081 |
20 | -0.052224 | -0.4431 | 0.329498 |
21 | -0.028353 | -0.2406 | 0.405282 |
22 | -0.062824 | -0.5331 | 0.297811 |
23 | -0.025371 | -0.2153 | 0.415078 |
24 | -0.116987 | -0.9927 | 0.162099 |
25 | 0.041055 | 0.3484 | 0.36429 |
26 | -0.050684 | -0.4301 | 0.334215 |
27 | -0.050154 | -0.4256 | 0.335844 |
28 | 0.044266 | 0.3756 | 0.354155 |
29 | -0.078558 | -0.6666 | 0.253584 |
30 | -0.06517 | -0.553 | 0.290994 |
31 | -0.024637 | -0.2091 | 0.417499 |
32 | -0.072814 | -0.6178 | 0.269312 |
33 | -0.014827 | -0.1258 | 0.450116 |
34 | 0.023116 | 0.1961 | 0.422524 |
35 | 0.073898 | 0.627 | 0.266307 |
36 | -0.024833 | -0.2107 | 0.416853 |
37 | 0.055585 | 0.4717 | 0.319299 |
38 | 0.021383 | 0.1814 | 0.428267 |
39 | 0.030372 | 0.2577 | 0.398679 |
40 | 0.097088 | 0.8238 | 0.20638 |
41 | 0.07205 | 0.6114 | 0.271443 |
42 | -0.064836 | -0.5501 | 0.29196 |
43 | 0.02898 | 0.2459 | 0.403229 |
44 | -0.051343 | -0.4357 | 0.332192 |
45 | -0.089453 | -0.759 | 0.225154 |
46 | 0.002695 | 0.0229 | 0.490911 |
47 | -0.045982 | -0.3902 | 0.34878 |
48 | -0.057676 | -0.4894 | 0.313024 |