Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953641 | 8.0919 | 0 |
2 | 0.909145 | 7.7144 | 0 |
3 | 0.866494 | 7.3524 | 0 |
4 | 0.827998 | 7.0258 | 0 |
5 | 0.796009 | 6.7544 | 0 |
6 | 0.760548 | 6.4535 | 0 |
7 | 0.722268 | 6.1286 | 0 |
8 | 0.677148 | 5.7458 | 0 |
9 | 0.632573 | 5.3676 | 0 |
10 | 0.593188 | 5.0334 | 2e-06 |
11 | 0.557229 | 4.7282 | 5e-06 |
12 | 0.520361 | 4.4154 | 1.7e-05 |
13 | 0.477054 | 4.0479 | 6.4e-05 |
14 | 0.433524 | 3.6786 | 0.000225 |
15 | 0.394421 | 3.3468 | 0.000651 |
16 | 0.360319 | 3.0574 | 0.001566 |
17 | 0.324963 | 2.7574 | 0.003689 |
18 | 0.289267 | 2.4545 | 0.008263 |
19 | 0.251168 | 2.1312 | 0.018242 |
20 | 0.209831 | 1.7805 | 0.039608 |
21 | 0.176604 | 1.4985 | 0.069183 |
22 | 0.145519 | 1.2348 | 0.110466 |
23 | 0.111366 | 0.945 | 0.173917 |
24 | 0.076193 | 0.6465 | 0.259998 |
25 | 0.037139 | 0.3151 | 0.376787 |
26 | -0.00056 | -0.0048 | 0.49811 |
27 | -0.038446 | -0.3262 | 0.372599 |
28 | -0.068099 | -0.5778 | 0.282588 |
29 | -0.094739 | -0.8039 | 0.212055 |
30 | -0.121728 | -1.0329 | 0.152555 |
31 | -0.151968 | -1.2895 | 0.100677 |
32 | -0.182345 | -1.5473 | 0.063094 |
33 | -0.208065 | -1.7655 | 0.040861 |
34 | -0.224665 | -1.9063 | 0.030298 |
35 | -0.242724 | -2.0596 | 0.021528 |
36 | -0.262839 | -2.2303 | 0.014424 |
37 | -0.285887 | -2.4258 | 0.00889 |
38 | -0.310707 | -2.6364 | 0.005128 |
39 | -0.34133 | -2.8963 | 0.002499 |
40 | -0.360226 | -3.0566 | 0.00157 |
41 | -0.371672 | -3.1537 | 0.001176 |
42 | -0.380652 | -3.2299 | 0.000933 |
43 | -0.391209 | -3.3195 | 0.000709 |
44 | -0.403059 | -3.4201 | 0.000517 |
45 | -0.412372 | -3.4991 | 0.000402 |
46 | -0.412517 | -3.5003 | 0.000401 |
47 | -0.411813 | -3.4943 | 0.000409 |
48 | -0.409667 | -3.4761 | 0.000433 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953641 | 8.0919 | 0 |
2 | -0.003163 | -0.0268 | 0.489331 |
3 | -0.002543 | -0.0216 | 0.491423 |
4 | 0.023794 | 0.2019 | 0.420281 |
5 | 0.052897 | 0.4488 | 0.327446 |
6 | -0.051974 | -0.441 | 0.330261 |
7 | -0.048186 | -0.4089 | 0.341924 |
8 | -0.094421 | -0.8012 | 0.212829 |
9 | -0.022904 | -0.1943 | 0.423225 |
10 | 0.020976 | 0.178 | 0.429617 |
11 | 0.007161 | 0.0608 | 0.475858 |
12 | -0.038092 | -0.3232 | 0.373733 |
13 | -0.086004 | -0.7298 | 0.233949 |
14 | -0.021796 | -0.1849 | 0.426895 |
15 | 0.023689 | 0.201 | 0.42063 |
16 | 0.019563 | 0.166 | 0.434313 |
17 | -0.053151 | -0.451 | 0.326673 |
18 | -0.027446 | -0.2329 | 0.408257 |
19 | -0.038218 | -0.3243 | 0.373329 |
20 | -0.052467 | -0.4452 | 0.328757 |
21 | 0.048969 | 0.4155 | 0.3395 |
22 | -0.017779 | -0.1509 | 0.440254 |
23 | -0.075905 | -0.6441 | 0.260786 |
24 | -0.033672 | -0.2857 | 0.387958 |
25 | -0.051021 | -0.4329 | 0.33318 |
26 | -0.022797 | -0.1934 | 0.423579 |
27 | -0.053813 | -0.4566 | 0.324659 |
28 | 0.034382 | 0.2917 | 0.385662 |
29 | 0.000947 | 0.008 | 0.496806 |
30 | -0.013798 | -0.1171 | 0.453561 |
31 | -0.053418 | -0.4533 | 0.325859 |
32 | -0.023966 | -0.2034 | 0.419714 |
33 | 0.000327 | 0.0028 | 0.498895 |
34 | 0.05981 | 0.5075 | 0.306677 |
35 | -0.046496 | -0.3945 | 0.347177 |
36 | -0.044959 | -0.3815 | 0.351981 |
37 | -0.05457 | -0.463 | 0.322365 |
38 | -0.042027 | -0.3566 | 0.361212 |
39 | -0.118992 | -1.0097 | 0.158015 |
40 | 0.056167 | 0.4766 | 0.317547 |
41 | 0.040181 | 0.3409 | 0.367067 |
42 | 0.013989 | 0.1187 | 0.452923 |
43 | -0.027143 | -0.2303 | 0.409249 |
44 | -0.016226 | -0.1377 | 0.445436 |
45 | -0.008557 | -0.0726 | 0.471158 |
46 | 0.070187 | 0.5956 | 0.27667 |
47 | -0.028469 | -0.2416 | 0.404901 |
48 | -0.001675 | -0.0142 | 0.494351 |