Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963519 | 8.1757 | 0 |
2 | 0.925008 | 7.849 | 0 |
3 | 0.885511 | 7.5138 | 0 |
4 | 0.848068 | 7.1961 | 0 |
5 | 0.813322 | 6.9013 | 0 |
6 | 0.778321 | 6.6043 | 0 |
7 | 0.742428 | 6.2997 | 0 |
8 | 0.704515 | 5.978 | 0 |
9 | 0.66558 | 5.6476 | 0 |
10 | 0.625987 | 5.3117 | 1e-06 |
11 | 0.58538 | 4.9671 | 2e-06 |
12 | 0.54453 | 4.6205 | 8e-06 |
13 | 0.501696 | 4.257 | 3.1e-05 |
14 | 0.459472 | 3.8987 | 0.000107 |
15 | 0.418984 | 3.5552 | 0.000336 |
16 | 0.378629 | 3.2128 | 0.000984 |
17 | 0.338805 | 2.8749 | 0.002656 |
18 | 0.299062 | 2.5376 | 0.006663 |
19 | 0.258195 | 2.1909 | 0.01585 |
20 | 0.218082 | 1.8505 | 0.034173 |
21 | 0.179172 | 1.5203 | 0.066404 |
22 | 0.138625 | 1.1763 | 0.12168 |
23 | 0.099562 | 0.8448 | 0.200507 |
24 | 0.060334 | 0.512 | 0.305125 |
25 | 0.021314 | 0.1809 | 0.428495 |
26 | -0.015229 | -0.1292 | 0.448771 |
27 | -0.051044 | -0.4331 | 0.33311 |
28 | -0.082671 | -0.7015 | 0.242629 |
29 | -0.115322 | -0.9785 | 0.165541 |
30 | -0.148225 | -1.2577 | 0.106277 |
31 | -0.179793 | -1.5256 | 0.065746 |
32 | -0.212231 | -1.8008 | 0.037958 |
33 | -0.242169 | -2.0549 | 0.02176 |
34 | -0.26943 | -2.2862 | 0.012594 |
35 | -0.291243 | -2.4713 | 0.007915 |
36 | -0.312798 | -2.6542 | 0.004889 |
37 | -0.3338 | -2.8324 | 0.002994 |
38 | -0.354278 | -3.0061 | 0.00182 |
39 | -0.368829 | -3.1296 | 0.001264 |
40 | -0.38045 | -3.2282 | 0.000938 |
41 | -0.388926 | -3.3001 | 0.000752 |
42 | -0.397556 | -3.3734 | 0.000599 |
43 | -0.404383 | -3.4313 | 0.000499 |
44 | -0.41089 | -3.4865 | 0.000419 |
45 | -0.418175 | -3.5483 | 0.000343 |
46 | -0.420574 | -3.5687 | 0.000322 |
47 | -0.421715 | -3.5784 | 0.000312 |
48 | -0.419682 | -3.5611 | 0.00033 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963519 | 8.1757 | 0 |
2 | -0.046907 | -0.398 | 0.345896 |
3 | -0.033057 | -0.2805 | 0.389949 |
4 | 0.008539 | 0.0725 | 0.471219 |
5 | 0.016128 | 0.1368 | 0.445766 |
6 | -0.025559 | -0.2169 | 0.414461 |
7 | -0.032263 | -0.2738 | 0.392526 |
8 | -0.046167 | -0.3917 | 0.348205 |
9 | -0.033743 | -0.2863 | 0.387728 |
10 | -0.032112 | -0.2725 | 0.393015 |
11 | -0.040057 | -0.3399 | 0.367461 |
12 | -0.030573 | -0.2594 | 0.398027 |
13 | -0.055033 | -0.467 | 0.320967 |
14 | -0.019386 | -0.1645 | 0.434903 |
15 | -0.004503 | -0.0382 | 0.484813 |
16 | -0.029132 | -0.2472 | 0.402732 |
17 | -0.023254 | -0.1973 | 0.422068 |
18 | -0.02593 | -0.22 | 0.413238 |
19 | -0.043945 | -0.3729 | 0.355166 |
20 | -0.019283 | -0.1636 | 0.435245 |
21 | -0.015265 | -0.1295 | 0.448652 |
22 | -0.058933 | -0.5001 | 0.309279 |
23 | -0.014245 | -0.1209 | 0.452064 |
24 | -0.037185 | -0.3155 | 0.376639 |
25 | -0.034579 | -0.2934 | 0.385027 |
26 | -0.003758 | -0.0319 | 0.487324 |
27 | -0.029107 | -0.247 | 0.402811 |
28 | 0.020435 | 0.1734 | 0.431415 |
29 | -0.050081 | -0.4249 | 0.336071 |
30 | -0.039845 | -0.3381 | 0.368137 |
31 | -0.014876 | -0.1262 | 0.449952 |
32 | -0.050595 | -0.4293 | 0.334488 |
33 | -0.010647 | -0.0903 | 0.464132 |
34 | -0.002713 | -0.023 | 0.490848 |
35 | 0.032719 | 0.2776 | 0.391045 |
36 | -0.037684 | -0.3198 | 0.375038 |
37 | -0.025994 | -0.2206 | 0.413028 |
38 | -0.028016 | -0.2377 | 0.406386 |
39 | 0.052025 | 0.4414 | 0.330107 |
40 | 0.002731 | 0.0232 | 0.490788 |
41 | 0.008173 | 0.0693 | 0.472452 |
42 | -0.031037 | -0.2634 | 0.396515 |
43 | -0.000609 | -0.0052 | 0.497947 |
44 | -0.024052 | -0.2041 | 0.419431 |
45 | -0.043419 | -0.3684 | 0.356821 |
46 | 0.032851 | 0.2788 | 0.390617 |
47 | -0.016601 | -0.1409 | 0.444185 |
48 | 0.016784 | 0.1424 | 0.443575 |