Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956956 | 8.12 | 0 |
2 | 0.912729 | 7.7448 | 0 |
3 | 0.869626 | 7.379 | 0 |
4 | 0.824126 | 6.9929 | 0 |
5 | 0.780964 | 6.6267 | 0 |
6 | 0.73866 | 6.2677 | 0 |
7 | 0.693959 | 5.8884 | 0 |
8 | 0.647394 | 5.4933 | 0 |
9 | 0.598964 | 5.0824 | 1e-06 |
10 | 0.555595 | 4.7144 | 6e-06 |
11 | 0.517287 | 4.3893 | 1.9e-05 |
12 | 0.480635 | 4.0783 | 5.8e-05 |
13 | 0.439841 | 3.7322 | 0.000188 |
14 | 0.403989 | 3.428 | 0.000505 |
15 | 0.367071 | 3.1147 | 0.001322 |
16 | 0.331278 | 2.811 | 0.003179 |
17 | 0.294686 | 2.5005 | 0.00734 |
18 | 0.257029 | 2.181 | 0.016227 |
19 | 0.220762 | 1.8732 | 0.032548 |
20 | 0.180175 | 1.5288 | 0.065344 |
21 | 0.144382 | 1.2251 | 0.112261 |
22 | 0.113531 | 0.9633 | 0.169299 |
23 | 0.085019 | 0.7214 | 0.236498 |
24 | 0.05911 | 0.5016 | 0.308751 |
25 | 0.031071 | 0.2636 | 0.396403 |
26 | 0.005636 | 0.0478 | 0.480994 |
27 | -0.018141 | -0.1539 | 0.439046 |
28 | -0.04405 | -0.3738 | 0.354835 |
29 | -0.066821 | -0.567 | 0.28624 |
30 | -0.091191 | -0.7738 | 0.220797 |
31 | -0.116626 | -0.9896 | 0.162842 |
32 | -0.142859 | -1.2122 | 0.114699 |
33 | -0.16717 | -1.4185 | 0.080182 |
34 | -0.189675 | -1.6094 | 0.055948 |
35 | -0.209842 | -1.7806 | 0.039601 |
36 | -0.227671 | -1.9319 | 0.028657 |
37 | -0.246832 | -2.0944 | 0.019871 |
38 | -0.264069 | -2.2407 | 0.014066 |
39 | -0.27885 | -2.3661 | 0.010335 |
40 | -0.292772 | -2.4843 | 0.007655 |
41 | -0.303824 | -2.578 | 0.005991 |
42 | -0.316741 | -2.6876 | 0.004466 |
43 | -0.331255 | -2.8108 | 0.003181 |
44 | -0.34577 | -2.934 | 0.002243 |
45 | -0.358094 | -3.0385 | 0.001656 |
46 | -0.371218 | -3.1499 | 0.001189 |
47 | -0.381204 | -3.2346 | 0.00092 |
48 | -0.389533 | -3.3053 | 0.000741 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956956 | 8.12 | 0 |
2 | -0.036049 | -0.3059 | 0.380288 |
3 | -0.00957 | -0.0812 | 0.467753 |
4 | -0.051916 | -0.4405 | 0.330439 |
5 | 0.003866 | 0.0328 | 0.486961 |
6 | -0.015568 | -0.1321 | 0.447636 |
7 | -0.05165 | -0.4383 | 0.331254 |
8 | -0.04918 | -0.4173 | 0.338848 |
9 | -0.050537 | -0.4288 | 0.334666 |
10 | 0.032439 | 0.2753 | 0.391955 |
11 | 0.030523 | 0.259 | 0.39819 |
12 | -0.006024 | -0.0511 | 0.479687 |
13 | -0.078556 | -0.6666 | 0.253588 |
14 | 0.033407 | 0.2835 | 0.388816 |
15 | -0.036597 | -0.3105 | 0.378525 |
16 | -0.008729 | -0.0741 | 0.47058 |
17 | -0.049408 | -0.4192 | 0.338145 |
18 | -0.044614 | -0.3786 | 0.353063 |
19 | -0.011111 | -0.0943 | 0.462575 |
20 | -0.077075 | -0.654 | 0.257595 |
21 | 0.032607 | 0.2767 | 0.391408 |
22 | 0.016022 | 0.136 | 0.44612 |
23 | 0.005567 | 0.0472 | 0.481227 |
24 | 0.001537 | 0.013 | 0.494814 |
25 | -0.048756 | -0.4137 | 0.340159 |
26 | 0.002613 | 0.0222 | 0.491184 |
27 | -0.008876 | -0.0753 | 0.470086 |
28 | -0.056786 | -0.4818 | 0.315689 |
29 | -0.001588 | -0.0135 | 0.494642 |
30 | -0.055341 | -0.4696 | 0.320036 |
31 | -0.032941 | -0.2795 | 0.390326 |
32 | -0.028902 | -0.2452 | 0.403483 |
33 | -0.012824 | -0.1088 | 0.456825 |
34 | -0.005958 | -0.0506 | 0.47991 |
35 | -0.004625 | -0.0392 | 0.484401 |
36 | 0.002785 | 0.0236 | 0.490605 |
37 | -0.040881 | -0.3469 | 0.364843 |
38 | -0.015246 | -0.1294 | 0.448714 |
39 | 0.001678 | 0.0142 | 0.49434 |
40 | -0.024616 | -0.2089 | 0.41757 |
41 | -0.009983 | -0.0847 | 0.466366 |
42 | -0.047138 | -0.4 | 0.345179 |
43 | -0.049529 | -0.4203 | 0.337771 |
44 | -0.019093 | -0.162 | 0.435878 |
45 | -0.004475 | -0.038 | 0.484907 |
46 | -0.043487 | -0.369 | 0.356604 |
47 | 0.01026 | 0.0871 | 0.465432 |
48 | -0.016141 | -0.137 | 0.445723 |