Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961795 | 8.1611 | 0 |
2 | 0.922577 | 7.8283 | 0 |
3 | 0.885474 | 7.5135 | 0 |
4 | 0.846865 | 7.1859 | 0 |
5 | 0.813409 | 6.902 | 0 |
6 | 0.779358 | 6.6131 | 0 |
7 | 0.742888 | 6.3036 | 0 |
8 | 0.708031 | 6.0078 | 0 |
9 | 0.674088 | 5.7198 | 0 |
10 | 0.640156 | 5.4319 | 0 |
11 | 0.602725 | 5.1143 | 1e-06 |
12 | 0.565213 | 4.796 | 4e-06 |
13 | 0.526613 | 4.4685 | 1.4e-05 |
14 | 0.487406 | 4.1358 | 4.7e-05 |
15 | 0.450061 | 3.8189 | 0.000141 |
16 | 0.406631 | 3.4504 | 0.00047 |
17 | 0.359171 | 3.0477 | 0.001612 |
18 | 0.31306 | 2.6564 | 0.00486 |
19 | 0.265318 | 2.2513 | 0.01371 |
20 | 0.219491 | 1.8624 | 0.03331 |
21 | 0.174835 | 1.4835 | 0.07115 |
22 | 0.126358 | 1.0722 | 0.143609 |
23 | 0.084315 | 0.7154 | 0.238327 |
24 | 0.041335 | 0.3507 | 0.363403 |
25 | -0.002421 | -0.0205 | 0.491835 |
26 | -0.03808 | -0.3231 | 0.373771 |
27 | -0.076671 | -0.6506 | 0.258697 |
28 | -0.11479 | -0.974 | 0.166653 |
29 | -0.152806 | -1.2966 | 0.099454 |
30 | -0.189508 | -1.608 | 0.056102 |
31 | -0.229076 | -1.9438 | 0.027916 |
32 | -0.269894 | -2.2901 | 0.012473 |
33 | -0.309068 | -2.6225 | 0.005323 |
34 | -0.344038 | -2.9193 | 0.00234 |
35 | -0.371884 | -3.1555 | 0.001169 |
36 | -0.393305 | -3.3373 | 0.000671 |
37 | -0.415998 | -3.5299 | 0.000365 |
38 | -0.430988 | -3.6571 | 0.000241 |
39 | -0.439374 | -3.7282 | 0.000191 |
40 | -0.441516 | -3.7464 | 0.000179 |
41 | -0.439624 | -3.7303 | 0.000189 |
42 | -0.437444 | -3.7118 | 0.000201 |
43 | -0.435578 | -3.696 | 0.000212 |
44 | -0.433379 | -3.6773 | 0.000226 |
45 | -0.43018 | -3.6502 | 0.000247 |
46 | -0.425299 | -3.6088 | 0.000282 |
47 | -0.423408 | -3.5927 | 0.000297 |
48 | -0.412783 | -3.5026 | 0.000398 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961795 | 8.1611 | 0 |
2 | -0.032981 | -0.2799 | 0.390196 |
3 | 0.008016 | 0.068 | 0.47298 |
4 | -0.040551 | -0.3441 | 0.365892 |
5 | 0.04937 | 0.4189 | 0.338263 |
6 | -0.029796 | -0.2528 | 0.400561 |
7 | -0.047025 | -0.399 | 0.345529 |
8 | -0.001661 | -0.0141 | 0.494398 |
9 | -0.005458 | -0.0463 | 0.481594 |
10 | -0.019505 | -0.1655 | 0.434505 |
11 | -0.071874 | -0.6099 | 0.271934 |
12 | -0.020086 | -0.1704 | 0.432573 |
13 | -0.038909 | -0.3302 | 0.371121 |
14 | -0.03223 | -0.2735 | 0.392632 |
15 | -0.008737 | -0.0741 | 0.470553 |
16 | -0.107553 | -0.9126 | 0.182244 |
17 | -0.081134 | -0.6884 | 0.246694 |
18 | -0.023935 | -0.2031 | 0.419817 |
19 | -0.056022 | -0.4754 | 0.317983 |
20 | -0.021172 | -0.1796 | 0.428967 |
21 | -0.031301 | -0.2656 | 0.395655 |
22 | -0.083066 | -0.7048 | 0.241593 |
23 | 0.044209 | 0.3751 | 0.354335 |
24 | -0.059977 | -0.5089 | 0.306181 |
25 | -0.046956 | -0.3984 | 0.345743 |
26 | 0.064279 | 0.5454 | 0.293574 |
27 | -0.067495 | -0.5727 | 0.28431 |
28 | -0.025981 | -0.2205 | 0.413071 |
29 | -0.048563 | -0.4121 | 0.340756 |
30 | -0.013037 | -0.1106 | 0.456112 |
31 | -0.085993 | -0.7297 | 0.233978 |
32 | -0.057256 | -0.4858 | 0.31428 |
33 | -0.037447 | -0.3177 | 0.375799 |
34 | 0.014063 | 0.1193 | 0.452672 |
35 | 0.042143 | 0.3576 | 0.360846 |
36 | 0.025436 | 0.2158 | 0.414865 |
37 | -0.036584 | -0.3104 | 0.378568 |
38 | 0.065632 | 0.5569 | 0.289658 |
39 | 0.056076 | 0.4758 | 0.317821 |
40 | 0.083233 | 0.7063 | 0.241154 |
41 | 0.016921 | 0.1436 | 0.443117 |
42 | 0.001739 | 0.0148 | 0.494135 |
43 | 0.006067 | 0.0515 | 0.479544 |
44 | -0.020286 | -0.1721 | 0.431909 |
45 | 0.000102 | 9e-04 | 0.499655 |
46 | 0.000542 | 0.0046 | 0.498173 |
47 | -0.063898 | -0.5422 | 0.294681 |
48 | 0.120194 | 1.0199 | 0.1556 |