Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962506 | 8.8215 | 0 |
2 | 0.923961 | 8.4682 | 0 |
3 | 0.888214 | 8.1406 | 0 |
4 | 0.853073 | 7.8185 | 0 |
5 | 0.819181 | 7.5079 | 0 |
6 | 0.78512 | 7.1957 | 0 |
7 | 0.749604 | 6.8702 | 0 |
8 | 0.713301 | 6.5375 | 0 |
9 | 0.676104 | 6.1966 | 0 |
10 | 0.6381 | 5.8483 | 0 |
11 | 0.602429 | 5.5213 | 0 |
12 | 0.567717 | 5.2032 | 1e-06 |
13 | 0.531592 | 4.8721 | 3e-06 |
14 | 0.495457 | 4.5409 | 9e-06 |
15 | 0.458523 | 4.2024 | 3.3e-05 |
16 | 0.422928 | 3.8762 | 0.000105 |
17 | 0.387956 | 3.5557 | 0.000311 |
18 | 0.353564 | 3.2405 | 0.000856 |
19 | 0.318669 | 2.9206 | 0.002242 |
20 | 0.284021 | 2.6031 | 0.00546 |
21 | 0.248711 | 2.2795 | 0.012587 |
22 | 0.212491 | 1.9475 | 0.027407 |
23 | 0.176344 | 1.6162 | 0.054899 |
24 | 0.13925 | 1.2762 | 0.102693 |
25 | 0.114646 | 1.0507 | 0.148194 |
26 | 0.092576 | 0.8485 | 0.199293 |
27 | 0.06899 | 0.6323 | 0.264452 |
28 | 0.046146 | 0.4229 | 0.336713 |
29 | 0.025035 | 0.2294 | 0.40954 |
30 | 0.004303 | 0.0394 | 0.484316 |
31 | -0.016569 | -0.1519 | 0.439831 |
32 | -0.038334 | -0.3513 | 0.363109 |
33 | -0.060481 | -0.5543 | 0.290416 |
34 | -0.082475 | -0.7559 | 0.225913 |
35 | -0.103533 | -0.9489 | 0.172698 |
36 | -0.12497 | -1.1454 | 0.127654 |
37 | -0.145006 | -1.329 | 0.093722 |
38 | -0.163754 | -1.5008 | 0.068574 |
39 | -0.181633 | -1.6647 | 0.04985 |
40 | -0.198066 | -1.8153 | 0.036523 |
41 | -0.213591 | -1.9576 | 0.026799 |
42 | -0.230075 | -2.1087 | 0.018976 |
43 | -0.245607 | -2.251 | 0.013498 |
44 | -0.26228 | -2.4038 | 0.009212 |
45 | -0.278095 | -2.5488 | 0.006314 |
46 | -0.293037 | -2.6857 | 0.00436 |
47 | -0.306987 | -2.8136 | 0.00305 |
48 | -0.319598 | -2.9292 | 0.002187 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962506 | 8.8215 | 0 |
2 | -0.033382 | -0.306 | 0.380198 |
3 | 0.018224 | 0.167 | 0.433877 |
4 | -0.011794 | -0.1081 | 0.457088 |
5 | -0.000826 | -0.0076 | 0.49699 |
6 | -0.020932 | -0.1918 | 0.424162 |
7 | -0.037517 | -0.3438 | 0.36591 |
8 | -0.030365 | -0.2783 | 0.390733 |
9 | -0.034189 | -0.3133 | 0.377398 |
10 | -0.033935 | -0.311 | 0.378278 |
11 | 0.007315 | 0.067 | 0.473354 |
12 | -0.011369 | -0.1042 | 0.45863 |
13 | -0.03981 | -0.3649 | 0.358064 |
14 | -0.021866 | -0.2004 | 0.420826 |
15 | -0.034687 | -0.3179 | 0.375672 |
16 | -0.005856 | -0.0537 | 0.478661 |
17 | -0.019125 | -0.1753 | 0.430639 |
18 | -0.016958 | -0.1554 | 0.438431 |
19 | -0.032355 | -0.2965 | 0.383775 |
20 | -0.022231 | -0.2037 | 0.419521 |
21 | -0.035035 | -0.3211 | 0.374467 |
22 | -0.039446 | -0.3615 | 0.359306 |
23 | -0.03058 | -0.2803 | 0.389979 |
24 | -0.045609 | -0.418 | 0.3385 |
25 | 0.139416 | 1.2778 | 0.102425 |
26 | 0.005645 | 0.0517 | 0.479431 |
27 | -0.030793 | -0.2822 | 0.389234 |
28 | -0.008512 | -0.078 | 0.469001 |
29 | 0.005046 | 0.0463 | 0.48161 |
30 | -0.016827 | -0.1542 | 0.438902 |
31 | -0.02984 | -0.2735 | 0.392575 |
32 | -0.040667 | -0.3727 | 0.355147 |
33 | -0.033198 | -0.3043 | 0.380841 |
34 | -0.030346 | -0.2781 | 0.390801 |
35 | -0.006832 | -0.0626 | 0.475109 |
36 | -0.027804 | -0.2548 | 0.399741 |
37 | -0.015117 | -0.1385 | 0.44507 |
38 | -0.010121 | -0.0928 | 0.463159 |
39 | -0.014217 | -0.1303 | 0.448318 |
40 | 0.000665 | 0.0061 | 0.497576 |
41 | -0.011236 | -0.103 | 0.459112 |
42 | -0.03689 | -0.3381 | 0.368066 |
43 | -0.016609 | -0.1522 | 0.439687 |
44 | -0.044211 | -0.4052 | 0.343181 |
45 | -0.01753 | -0.1607 | 0.436373 |
46 | -0.02582 | -0.2366 | 0.406753 |
47 | -0.017503 | -0.1604 | 0.436469 |
48 | -0.016076 | -0.1473 | 0.441609 |