Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946989 | 8.0911 | 0 |
2 | 0.907526 | 7.7539 | 0 |
3 | 0.867693 | 7.4136 | 0 |
4 | 0.81766 | 6.9861 | 0 |
5 | 0.782795 | 6.6882 | 0 |
6 | 0.74105 | 6.3315 | 0 |
7 | 0.698551 | 5.9684 | 0 |
8 | 0.66517 | 5.6832 | 0 |
9 | 0.633003 | 5.4084 | 0 |
10 | 0.594715 | 5.0812 | 1e-06 |
11 | 0.562596 | 4.8068 | 4e-06 |
12 | 0.523105 | 4.4694 | 1.4e-05 |
13 | 0.487338 | 4.1638 | 4.2e-05 |
14 | 0.450036 | 3.8451 | 0.000128 |
15 | 0.406917 | 3.4767 | 0.000429 |
16 | 0.369145 | 3.154 | 0.001169 |
17 | 0.332359 | 2.8397 | 0.002923 |
18 | 0.295899 | 2.5282 | 0.006814 |
19 | 0.25966 | 2.2185 | 0.014814 |
20 | 0.222391 | 1.9001 | 0.030684 |
21 | 0.187522 | 1.6022 | 0.056717 |
22 | 0.15862 | 1.3553 | 0.089758 |
23 | 0.125119 | 1.069 | 0.144292 |
24 | 0.100642 | 0.8599 | 0.196334 |
25 | 0.058076 | 0.4962 | 0.310621 |
26 | 0.022012 | 0.1881 | 0.425671 |
27 | -0.009389 | -0.0802 | 0.468142 |
28 | -0.051892 | -0.4434 | 0.329405 |
29 | -0.079504 | -0.6793 | 0.249552 |
30 | -0.11032 | -0.9426 | 0.174503 |
31 | -0.138175 | -1.1806 | 0.120803 |
32 | -0.156348 | -1.3358 | 0.092876 |
33 | -0.182766 | -1.5615 | 0.06136 |
34 | -0.202902 | -1.7336 | 0.043606 |
35 | -0.223726 | -1.9115 | 0.029932 |
36 | -0.248989 | -2.1274 | 0.018384 |
37 | -0.268512 | -2.2942 | 0.01233 |
38 | -0.28551 | -2.4394 | 0.008571 |
39 | -0.305052 | -2.6064 | 0.005543 |
40 | -0.323747 | -2.7661 | 0.003591 |
41 | -0.340994 | -2.9135 | 0.002371 |
42 | -0.362183 | -3.0945 | 0.001397 |
43 | -0.375606 | -3.2092 | 0.000989 |
44 | -0.385932 | -3.2974 | 0.000755 |
45 | -0.395051 | -3.3753 | 0.000592 |
46 | -0.393748 | -3.3642 | 0.000613 |
47 | -0.40127 | -3.4285 | 0.000501 |
48 | -0.397128 | -3.3931 | 0.00056 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946989 | 8.0911 | 0 |
2 | 0.104047 | 0.889 | 0.188468 |
3 | -0.008179 | -0.0699 | 0.472238 |
4 | -0.12006 | -1.0258 | 0.154189 |
5 | 0.098069 | 0.8379 | 0.202411 |
6 | -0.055888 | -0.4775 | 0.317214 |
7 | -0.034959 | -0.2987 | 0.383013 |
8 | 0.040662 | 0.3474 | 0.364638 |
9 | 0.035109 | 0.3 | 0.382526 |
10 | -0.086438 | -0.7385 | 0.231282 |
11 | 0.011498 | 0.0982 | 0.461007 |
12 | -0.069627 | -0.5949 | 0.276876 |
13 | 0.009814 | 0.0838 | 0.466703 |
14 | -0.060372 | -0.5158 | 0.303769 |
15 | -0.056852 | -0.4857 | 0.314303 |
16 | -0.004378 | -0.0374 | 0.485133 |
17 | 0.002129 | 0.0182 | 0.492769 |
18 | -0.022284 | -0.1904 | 0.424764 |
19 | -0.039719 | -0.3394 | 0.367657 |
20 | -0.034801 | -0.2973 | 0.383524 |
21 | 0.000406 | 0.0035 | 0.49862 |
22 | 0.020673 | 0.1766 | 0.430144 |
23 | -0.053155 | -0.4542 | 0.325532 |
24 | 0.055301 | 0.4725 | 0.318993 |
25 | -0.19754 | -1.6878 | 0.047861 |
26 | 0.014758 | 0.1261 | 0.450003 |
27 | -0.010138 | -0.0866 | 0.465607 |
28 | -0.082149 | -0.7019 | 0.242493 |
29 | 0.048 | 0.4101 | 0.341461 |
30 | -0.023101 | -0.1974 | 0.422041 |
31 | 0.011338 | 0.0969 | 0.461547 |
32 | 0.026376 | 0.2254 | 0.411166 |
33 | -0.089386 | -0.7637 | 0.223751 |
34 | 0.046375 | 0.3962 | 0.346547 |
35 | -0.074948 | -0.6404 | 0.261974 |
36 | -0.032708 | -0.2795 | 0.390341 |
37 | 0.003698 | 0.0316 | 0.487439 |
38 | 0.006381 | 0.0545 | 0.478335 |
39 | -0.008267 | -0.0706 | 0.47194 |
40 | -0.078004 | -0.6665 | 0.253606 |
41 | -0.013925 | -0.119 | 0.45281 |
42 | -0.047592 | -0.4066 | 0.342737 |
43 | 0.0038 | 0.0325 | 0.487096 |
44 | 0.029886 | 0.2553 | 0.399588 |
45 | 0.001183 | 0.0101 | 0.495981 |
46 | 0.046234 | 0.395 | 0.34699 |
47 | -0.069025 | -0.5897 | 0.278591 |
48 | 0.054923 | 0.4693 | 0.320139 |