Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959681 | 8.1432 | 0 |
2 | 0.927026 | 7.8661 | 0 |
3 | 0.892839 | 7.576 | 0 |
4 | 0.854201 | 7.2481 | 0 |
5 | 0.818481 | 6.945 | 0 |
6 | 0.782761 | 6.6419 | 0 |
7 | 0.751788 | 6.3791 | 0 |
8 | 0.716217 | 6.0773 | 0 |
9 | 0.67313 | 5.7117 | 0 |
10 | 0.628509 | 5.3331 | 1e-06 |
11 | 0.582356 | 4.9415 | 2e-06 |
12 | 0.539567 | 4.5784 | 1e-05 |
13 | 0.501377 | 4.2543 | 3.1e-05 |
14 | 0.455521 | 3.8652 | 0.00012 |
15 | 0.414265 | 3.5152 | 0.000382 |
16 | 0.371476 | 3.1521 | 0.001182 |
17 | 0.327005 | 2.7747 | 0.003517 |
18 | 0.277935 | 2.3584 | 0.010537 |
19 | 0.233761 | 1.9835 | 0.025561 |
20 | 0.192654 | 1.6347 | 0.053236 |
21 | 0.148481 | 1.2599 | 0.105886 |
22 | 0.104308 | 0.8851 | 0.189529 |
23 | 0.063052 | 0.535 | 0.297145 |
24 | 0.021795 | 0.1849 | 0.426898 |
25 | -0.022527 | -0.1911 | 0.424475 |
26 | -0.066849 | -0.5672 | 0.28616 |
27 | -0.101973 | -0.8653 | 0.194882 |
28 | -0.136948 | -1.162 | 0.124527 |
29 | -0.182804 | -1.5511 | 0.062626 |
30 | -0.222378 | -1.8869 | 0.0316 |
31 | -0.26225 | -2.2253 | 0.014598 |
32 | -0.298758 | -2.535 | 0.006708 |
33 | -0.332349 | -2.8201 | 0.003099 |
34 | -0.356743 | -3.0271 | 0.001712 |
35 | -0.376388 | -3.1938 | 0.001042 |
36 | -0.392967 | -3.3344 | 0.000677 |
37 | -0.409547 | -3.4751 | 0.000434 |
38 | -0.427659 | -3.6288 | 0.000264 |
39 | -0.439788 | -3.7317 | 0.000188 |
40 | -0.444253 | -3.7696 | 0.000166 |
41 | -0.43937 | -3.7282 | 0.000191 |
42 | -0.440918 | -3.7413 | 0.000182 |
43 | -0.439101 | -3.7259 | 0.000192 |
44 | -0.429769 | -3.6467 | 0.000249 |
45 | -0.424886 | -3.6053 | 0.000286 |
46 | -0.429351 | -3.6432 | 0.000252 |
47 | -0.421551 | -3.577 | 0.000313 |
48 | -0.413751 | -3.5108 | 0.000388 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959681 | 8.1432 | 0 |
2 | 0.076434 | 0.6486 | 0.259341 |
3 | -0.027537 | -0.2337 | 0.407955 |
4 | -0.077479 | -0.6574 | 0.256499 |
5 | 0.005936 | 0.0504 | 0.479985 |
6 | -0.011908 | -0.101 | 0.459898 |
7 | 0.043665 | 0.3705 | 0.356045 |
8 | -0.069173 | -0.5869 | 0.279537 |
9 | -0.129504 | -1.0989 | 0.137742 |
10 | -0.070247 | -0.5961 | 0.2765 |
11 | -0.040138 | -0.3406 | 0.367204 |
12 | 0.022477 | 0.1907 | 0.42464 |
13 | 0.042825 | 0.3634 | 0.358694 |
14 | -0.125279 | -1.063 | 0.14566 |
15 | -0.011495 | -0.0975 | 0.461283 |
16 | -0.036272 | -0.3078 | 0.379571 |
17 | -0.027508 | -0.2334 | 0.408053 |
18 | -0.09024 | -0.7657 | 0.223175 |
19 | 0.022337 | 0.1895 | 0.425103 |
20 | -0.007422 | -0.063 | 0.474978 |
21 | -0.064821 | -0.55 | 0.292004 |
22 | -0.051084 | -0.4335 | 0.332988 |
23 | -0.004044 | -0.0343 | 0.486361 |
24 | -0.022051 | -0.1871 | 0.426051 |
25 | -0.070314 | -0.5966 | 0.276312 |
26 | -0.056528 | -0.4797 | 0.316464 |
27 | 0.077426 | 0.657 | 0.256645 |
28 | -0.02461 | -0.2088 | 0.417587 |
29 | -0.193283 | -1.6401 | 0.052678 |
30 | -0.01425 | -0.1209 | 0.452047 |
31 | -0.013958 | -0.1184 | 0.453027 |
32 | -0.000758 | -0.0064 | 0.497444 |
33 | -0.005674 | -0.0481 | 0.480866 |
34 | 0.088434 | 0.7504 | 0.227732 |
35 | 0.008725 | 0.074 | 0.470594 |
36 | -0.003362 | -0.0285 | 0.488658 |
37 | -0.026293 | -0.2231 | 0.412042 |
38 | -0.020164 | -0.1711 | 0.432313 |
39 | 0.056144 | 0.4764 | 0.317615 |
40 | 0.052252 | 0.4434 | 0.329414 |
41 | 0.10866 | 0.922 | 0.179801 |
42 | -0.084605 | -0.7179 | 0.237573 |
43 | -0.067006 | -0.5686 | 0.285712 |
44 | 0.063496 | 0.5388 | 0.295849 |
45 | 0.005252 | 0.0446 | 0.482288 |
46 | -0.13282 | -1.127 | 0.131739 |
47 | 0.059812 | 0.5075 | 0.306669 |
48 | -0.015246 | -0.1294 | 0.448716 |