Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964262 | 8.182 | 0 |
2 | 0.925752 | 7.8553 | 0 |
3 | 0.893496 | 7.5816 | 0 |
4 | 0.863629 | 7.3281 | 0 |
5 | 0.832465 | 7.0637 | 0 |
6 | 0.80042 | 6.7918 | 0 |
7 | 0.762487 | 6.4699 | 0 |
8 | 0.71792 | 6.0918 | 0 |
9 | 0.680031 | 5.7703 | 0 |
10 | 0.644344 | 5.4674 | 0 |
11 | 0.605671 | 5.1393 | 1e-06 |
12 | 0.561909 | 4.768 | 5e-06 |
13 | 0.514484 | 4.3655 | 2.1e-05 |
14 | 0.464615 | 3.9424 | 9.3e-05 |
15 | 0.420741 | 3.5701 | 0.00032 |
16 | 0.381291 | 3.2354 | 0.000918 |
17 | 0.344482 | 2.923 | 0.002315 |
18 | 0.308086 | 2.6142 | 0.005442 |
19 | 0.267522 | 2.27 | 0.013101 |
20 | 0.225072 | 1.9098 | 0.030071 |
21 | 0.179095 | 1.5197 | 0.066486 |
22 | 0.13514 | 1.1467 | 0.127651 |
23 | 0.098001 | 0.8316 | 0.204202 |
24 | 0.061449 | 0.5214 | 0.301841 |
25 | 0.022011 | 0.1868 | 0.426182 |
26 | -0.02315 | -0.1964 | 0.422411 |
27 | -0.068032 | -0.5773 | 0.28278 |
28 | -0.107363 | -0.911 | 0.182666 |
29 | -0.140525 | -1.1924 | 0.118511 |
30 | -0.173584 | -1.4729 | 0.072566 |
31 | -0.207968 | -1.7647 | 0.04093 |
32 | -0.243048 | -2.0623 | 0.021393 |
33 | -0.272686 | -2.3138 | 0.011768 |
34 | -0.296932 | -2.5195 | 0.006985 |
35 | -0.319658 | -2.7124 | 0.004175 |
36 | -0.340153 | -2.8863 | 0.002571 |
37 | -0.361013 | -3.0633 | 0.001539 |
38 | -0.381605 | -3.238 | 0.000911 |
39 | -0.400622 | -3.3994 | 0.000552 |
40 | -0.411768 | -3.494 | 0.000409 |
41 | -0.416341 | -3.5328 | 0.000361 |
42 | -0.421979 | -3.5806 | 0.000309 |
43 | -0.428102 | -3.6326 | 0.000261 |
44 | -0.434329 | -3.6854 | 0.00022 |
45 | -0.439336 | -3.7279 | 0.000191 |
46 | -0.438151 | -3.7178 | 0.000197 |
47 | -0.431833 | -3.6642 | 0.000235 |
48 | -0.427743 | -3.6295 | 0.000264 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964262 | 8.182 | 0 |
2 | -0.057665 | -0.4893 | 0.313056 |
3 | 0.070855 | 0.6012 | 0.27479 |
4 | 0.009917 | 0.0842 | 0.466585 |
5 | -0.029603 | -0.2512 | 0.401191 |
6 | -0.02314 | -0.1963 | 0.422445 |
7 | -0.103489 | -0.8781 | 0.191396 |
8 | -0.113574 | -0.9637 | 0.169209 |
9 | 0.063547 | 0.5392 | 0.295702 |
10 | -0.018357 | -0.1558 | 0.438328 |
11 | -0.054604 | -0.4633 | 0.322261 |
12 | -0.083045 | -0.7047 | 0.241649 |
13 | -0.078994 | -0.6703 | 0.252411 |
14 | -0.065708 | -0.5576 | 0.28944 |
15 | 0.04053 | 0.3439 | 0.365958 |
16 | 0.00337 | 0.0286 | 0.488635 |
17 | 0.030949 | 0.2626 | 0.396802 |
18 | 0.009321 | 0.0791 | 0.468591 |
19 | -0.071221 | -0.6043 | 0.273763 |
20 | -0.051849 | -0.44 | 0.330644 |
21 | -0.110083 | -0.9341 | 0.17669 |
22 | -0.03847 | -0.3264 | 0.372525 |
23 | 0.060525 | 0.5136 | 0.304562 |
24 | -0.020938 | -0.1777 | 0.429743 |
25 | -0.045859 | -0.3891 | 0.349167 |
26 | -0.11229 | -0.9528 | 0.171936 |
27 | -0.062846 | -0.5333 | 0.297746 |
28 | 0.00783 | 0.0664 | 0.473606 |
29 | 0.020137 | 0.1709 | 0.432403 |
30 | -0.032555 | -0.2762 | 0.391579 |
31 | -0.004011 | -0.034 | 0.486472 |
32 | -0.015761 | -0.1337 | 0.446992 |
33 | 0.038118 | 0.3234 | 0.37365 |
34 | 0.000896 | 0.0076 | 0.496978 |
35 | -0.055879 | -0.4742 | 0.318413 |
36 | 0.002311 | 0.0196 | 0.492205 |
37 | -0.003468 | -0.0294 | 0.488301 |
38 | -0.015455 | -0.1311 | 0.448016 |
39 | -0.018124 | -0.1538 | 0.439104 |
40 | 0.037506 | 0.3183 | 0.375608 |
41 | 0.044767 | 0.3799 | 0.352584 |
42 | -0.03345 | -0.2838 | 0.388677 |
43 | -0.032543 | -0.2761 | 0.391618 |
44 | -0.030066 | -0.2551 | 0.39968 |
45 | -0.006083 | -0.0516 | 0.47949 |
46 | 0.057139 | 0.4848 | 0.31463 |
47 | 0.027972 | 0.2373 | 0.40653 |
48 | -0.058457 | -0.496 | 0.310693 |