Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947472 | 8.6837 | 0 |
2 | 0.898288 | 8.2329 | 0 |
3 | 0.849026 | 7.7815 | 0 |
4 | 0.799816 | 7.3304 | 0 |
5 | 0.750788 | 6.8811 | 0 |
6 | 0.70066 | 6.4217 | 0 |
7 | 0.651658 | 5.9725 | 0 |
8 | 0.601711 | 5.5148 | 0 |
9 | 0.552995 | 5.0683 | 1e-06 |
10 | 0.503941 | 4.6187 | 7e-06 |
11 | 0.455458 | 4.1743 | 3.6e-05 |
12 | 0.434213 | 3.9796 | 7.3e-05 |
13 | 0.411713 | 3.7734 | 0.00015 |
14 | 0.389792 | 3.5725 | 0.000294 |
15 | 0.368366 | 3.3761 | 0.000558 |
16 | 0.347147 | 3.1817 | 0.001026 |
17 | 0.324828 | 2.9771 | 0.001901 |
18 | 0.303401 | 2.7807 | 0.003347 |
19 | 0.280796 | 2.5735 | 0.005911 |
20 | 0.258478 | 2.369 | 0.010065 |
21 | 0.235873 | 2.1618 | 0.016739 |
22 | 0.213762 | 1.9592 | 0.026706 |
23 | 0.191651 | 1.7565 | 0.041323 |
24 | 0.163618 | 1.4996 | 0.068736 |
25 | 0.123014 | 1.1274 | 0.131383 |
26 | 0.085598 | 0.7845 | 0.217471 |
27 | 0.065132 | 0.5969 | 0.276076 |
28 | 0.044665 | 0.4094 | 0.341657 |
29 | 0.024199 | 0.2218 | 0.412509 |
30 | 0.003733 | 0.0342 | 0.486395 |
31 | -0.016734 | -0.1534 | 0.439238 |
32 | -0.036888 | -0.3381 | 0.36807 |
33 | -0.057355 | -0.5257 | 0.300253 |
34 | -0.07751 | -0.7104 | 0.239716 |
35 | -0.097664 | -0.8951 | 0.186644 |
36 | -0.105771 | -0.9694 | 0.167562 |
37 | -0.11419 | -1.0466 | 0.149151 |
38 | -0.122296 | -1.1209 | 0.13277 |
39 | -0.130403 | -1.1952 | 0.117693 |
40 | -0.13851 | -1.2695 | 0.103891 |
41 | -0.146617 | -1.3438 | 0.091322 |
42 | -0.155035 | -1.4209 | 0.079521 |
43 | -0.163142 | -1.4952 | 0.069302 |
44 | -0.17156 | -1.5724 | 0.059811 |
45 | -0.179667 | -1.6467 | 0.05168 |
46 | -0.187774 | -1.721 | 0.044468 |
47 | -0.195881 | -1.7953 | 0.038103 |
48 | -0.217312 | -1.9917 | 0.024827 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947472 | 8.6837 | 0 |
2 | 0.00572 | 0.0524 | 0.479157 |
3 | -0.025686 | -0.2354 | 0.407228 |
4 | -0.02615 | -0.2397 | 0.405586 |
5 | -0.025534 | -0.234 | 0.40777 |
6 | -0.038671 | -0.3544 | 0.361954 |
7 | -0.019081 | -0.1749 | 0.430799 |
8 | -0.038289 | -0.3509 | 0.363263 |
9 | -0.019645 | -0.1801 | 0.428773 |
10 | -0.034015 | -0.3118 | 0.377999 |
11 | -0.02704 | -0.2478 | 0.402436 |
12 | 0.235082 | 2.1546 | 0.01703 |
13 | -0.014433 | -0.1323 | 0.447538 |
14 | -0.014932 | -0.1369 | 0.445735 |
15 | -0.013405 | -0.1229 | 0.451257 |
16 | -0.018057 | -0.1655 | 0.434475 |
17 | -0.03683 | -0.3375 | 0.368273 |
18 | -0.008631 | -0.0791 | 0.46857 |
19 | -0.038006 | -0.3483 | 0.36423 |
20 | -0.014683 | -0.1346 | 0.446636 |
21 | -0.027322 | -0.2504 | 0.401441 |
22 | -0.013403 | -0.1228 | 0.451262 |
23 | 0.050153 | 0.4597 | 0.323475 |
24 | -0.081859 | -0.7502 | 0.227601 |
25 | -0.159151 | -1.4586 | 0.074196 |
26 | -0.003151 | -0.0289 | 0.488513 |
27 | 0.154559 | 1.4166 | 0.080156 |
28 | -0.018552 | -0.17 | 0.432697 |
29 | -0.022859 | -0.2095 | 0.417279 |
30 | -0.030563 | -0.2801 | 0.390039 |
31 | -0.020649 | -0.1893 | 0.425175 |
32 | -0.024842 | -0.2277 | 0.410222 |
33 | -0.023501 | -0.2154 | 0.414991 |
34 | -0.006072 | -0.0557 | 0.477875 |
35 | -0.060577 | -0.5552 | 0.290119 |
36 | 0.025781 | 0.2363 | 0.406892 |
37 | 0.008962 | 0.0821 | 0.467365 |
38 | 0.084115 | 0.7709 | 0.221458 |
39 | -0.029128 | -0.267 | 0.395075 |
40 | -0.033755 | -0.3094 | 0.378904 |
41 | -0.021295 | -0.1952 | 0.422864 |
42 | -0.012422 | -0.1139 | 0.454813 |
43 | -0.02176 | -0.1994 | 0.421204 |
44 | -0.02179 | -0.1997 | 0.421097 |
45 | -0.020682 | -0.1896 | 0.425057 |
46 | -0.035892 | -0.329 | 0.371505 |
47 | 0.02366 | 0.2168 | 0.414426 |
48 | -0.138911 | -1.2731 | 0.10324 |