Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955096 | 8.1043 | 0 |
2 | 0.910081 | 7.7223 | 0 |
3 | 0.864689 | 7.3371 | 0 |
4 | 0.819081 | 6.9501 | 0 |
5 | 0.779139 | 6.6112 | 0 |
6 | 0.738142 | 6.2633 | 0 |
7 | 0.697733 | 5.9205 | 0 |
8 | 0.657033 | 5.5751 | 0 |
9 | 0.615543 | 5.2231 | 1e-06 |
10 | 0.573823 | 4.8691 | 3e-06 |
11 | 0.533809 | 4.5295 | 1.1e-05 |
12 | 0.493884 | 4.1907 | 3.9e-05 |
13 | 0.458006 | 3.8863 | 0.000112 |
14 | 0.422589 | 3.5858 | 0.000304 |
15 | 0.387634 | 3.2892 | 0.000778 |
16 | 0.351729 | 2.9845 | 0.001939 |
17 | 0.315346 | 2.6758 | 0.004612 |
18 | 0.279754 | 2.3738 | 0.010138 |
19 | 0.245367 | 2.082 | 0.020448 |
20 | 0.210387 | 1.7852 | 0.039221 |
21 | 0.174814 | 1.4833 | 0.071174 |
22 | 0.139371 | 1.1826 | 0.120429 |
23 | 0.105211 | 0.8927 | 0.187484 |
24 | 0.070888 | 0.6015 | 0.274697 |
25 | 0.036612 | 0.3107 | 0.378476 |
26 | 0.003863 | 0.0328 | 0.48697 |
27 | -0.02499 | -0.212 | 0.416335 |
28 | -0.050978 | -0.4326 | 0.333313 |
29 | -0.07599 | -0.6448 | 0.260555 |
30 | -0.101162 | -0.8584 | 0.196763 |
31 | -0.124631 | -1.0575 | 0.146902 |
32 | -0.148117 | -1.2568 | 0.106442 |
33 | -0.171044 | -1.4514 | 0.075512 |
34 | -0.193143 | -1.6389 | 0.052801 |
35 | -0.214126 | -1.8169 | 0.036695 |
36 | -0.233786 | -1.9837 | 0.025549 |
37 | -0.254716 | -2.1613 | 0.016998 |
38 | -0.274495 | -2.3292 | 0.01133 |
39 | -0.293183 | -2.4877 | 0.007586 |
40 | -0.310333 | -2.6333 | 0.005172 |
41 | -0.326724 | -2.7723 | 0.00354 |
42 | -0.342982 | -2.9103 | 0.002401 |
43 | -0.357499 | -3.0335 | 0.00168 |
44 | -0.372012 | -3.1566 | 0.001166 |
45 | -0.385137 | -3.268 | 0.000831 |
46 | -0.394929 | -3.3511 | 0.000642 |
47 | -0.400203 | -3.3958 | 0.000558 |
48 | -0.40332 | -3.4223 | 0.000514 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955096 | 8.1043 | 0 |
2 | -0.024232 | -0.2056 | 0.418835 |
3 | -0.027861 | -0.2364 | 0.406893 |
4 | -0.026802 | -0.2274 | 0.410369 |
5 | 0.039629 | 0.3363 | 0.368824 |
6 | -0.034803 | -0.2953 | 0.384303 |
7 | -0.017481 | -0.1483 | 0.441246 |
8 | -0.027525 | -0.2336 | 0.407997 |
9 | -0.029676 | -0.2518 | 0.400952 |
10 | -0.029743 | -0.2524 | 0.400733 |
11 | -0.005872 | -0.0498 | 0.4802 |
12 | -0.025721 | -0.2183 | 0.413925 |
13 | 0.018776 | 0.1593 | 0.436933 |
14 | -0.020459 | -0.1736 | 0.431334 |
15 | -0.018069 | -0.1533 | 0.439288 |
16 | -0.037462 | -0.3179 | 0.375749 |
17 | -0.026528 | -0.2251 | 0.411272 |
18 | -0.019292 | -0.1637 | 0.435214 |
19 | -0.013106 | -0.1112 | 0.455881 |
20 | -0.037046 | -0.3143 | 0.377084 |
21 | -0.036504 | -0.3097 | 0.378825 |
22 | -0.028679 | -0.2434 | 0.404212 |
23 | -0.013316 | -0.113 | 0.455177 |
24 | -0.034296 | -0.291 | 0.385941 |
25 | -0.030356 | -0.2576 | 0.398734 |
26 | -0.01593 | -0.1352 | 0.446426 |
27 | 0.013845 | 0.1175 | 0.453405 |
28 | 9.1e-05 | 8e-04 | 0.499694 |
29 | -0.018882 | -0.1602 | 0.43658 |
30 | -0.030855 | -0.2618 | 0.397108 |
31 | -0.00575 | -0.0488 | 0.48061 |
32 | -0.028538 | -0.2422 | 0.404675 |
33 | -0.024386 | -0.2069 | 0.418326 |
34 | -0.023988 | -0.2035 | 0.419642 |
35 | -0.016054 | -0.1362 | 0.446013 |
36 | -0.017584 | -0.1492 | 0.440906 |
37 | -0.044736 | -0.3796 | 0.352682 |
38 | -0.018907 | -0.1604 | 0.436495 |
39 | -0.016028 | -0.136 | 0.446101 |
40 | -0.011323 | -0.0961 | 0.461862 |
41 | -0.024621 | -0.2089 | 0.417553 |
42 | -0.032259 | -0.2737 | 0.392539 |
43 | -0.01287 | -0.1092 | 0.456672 |
44 | -0.031391 | -0.2664 | 0.395362 |
45 | -0.016101 | -0.1366 | 0.445855 |
46 | 0.003903 | 0.0331 | 0.486838 |
47 | 0.020973 | 0.178 | 0.429625 |
48 | -0.00437 | -0.0371 | 0.485261 |