Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955608 | 8.1086 | 0 |
2 | 0.910052 | 7.722 | 0 |
3 | 0.865855 | 7.347 | 0 |
4 | 0.819445 | 6.9532 | 0 |
5 | 0.774072 | 6.5682 | 0 |
6 | 0.728894 | 6.1849 | 0 |
7 | 0.683357 | 5.7985 | 0 |
8 | 0.639412 | 5.4256 | 0 |
9 | 0.59573 | 5.0549 | 2e-06 |
10 | 0.549836 | 4.6655 | 7e-06 |
11 | 0.505186 | 4.2866 | 2.8e-05 |
12 | 0.463749 | 3.935 | 9.5e-05 |
13 | 0.420515 | 3.5682 | 0.000322 |
14 | 0.37999 | 3.2243 | 0.00095 |
15 | 0.346167 | 2.9373 | 0.002222 |
16 | 0.315538 | 2.6774 | 0.004591 |
17 | 0.284922 | 2.4176 | 0.009077 |
18 | 0.252853 | 2.1455 | 0.017642 |
19 | 0.221073 | 1.8759 | 0.032364 |
20 | 0.189074 | 1.6043 | 0.056508 |
21 | 0.159149 | 1.3504 | 0.090555 |
22 | 0.129765 | 1.1011 | 0.137262 |
23 | 0.100645 | 0.854 | 0.197968 |
24 | 0.07179 | 0.6092 | 0.272169 |
25 | 0.043154 | 0.3662 | 0.357655 |
26 | 0.015015 | 0.1274 | 0.449487 |
27 | -0.011187 | -0.0949 | 0.462318 |
28 | -0.036755 | -0.3119 | 0.378018 |
29 | -0.062241 | -0.5281 | 0.299516 |
30 | -0.085652 | -0.7268 | 0.234859 |
31 | -0.106504 | -0.9037 | 0.184581 |
32 | -0.128255 | -1.0883 | 0.140051 |
33 | -0.149672 | -1.27 | 0.104085 |
34 | -0.16899 | -1.4339 | 0.07796 |
35 | -0.189276 | -1.6061 | 0.056319 |
36 | -0.209229 | -1.7754 | 0.040031 |
37 | -0.227246 | -1.9282 | 0.028884 |
38 | -0.24518 | -2.0804 | 0.020523 |
39 | -0.264221 | -2.242 | 0.014022 |
40 | -0.281074 | -2.385 | 0.009857 |
41 | -0.296947 | -2.5197 | 0.006983 |
42 | -0.313718 | -2.662 | 0.004787 |
43 | -0.32793 | -2.7826 | 0.003441 |
44 | -0.339791 | -2.8832 | 0.002593 |
45 | -0.350627 | -2.9752 | 0.001992 |
46 | -0.360714 | -3.0608 | 0.001551 |
47 | -0.36845 | -3.1264 | 0.001276 |
48 | -0.375922 | -3.1898 | 0.001055 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955608 | 8.1086 | 0 |
2 | -0.0361 | -0.3063 | 0.380124 |
3 | -0.008017 | -0.068 | 0.472978 |
4 | -0.049624 | -0.4211 | 0.337478 |
5 | -0.012611 | -0.107 | 0.457539 |
6 | -0.02444 | -0.2074 | 0.418148 |
7 | -0.029308 | -0.2487 | 0.402154 |
8 | -0.009082 | -0.0771 | 0.469394 |
9 | -0.024303 | -0.2062 | 0.418601 |
10 | -0.052328 | -0.444 | 0.32918 |
11 | -0.015352 | -0.1303 | 0.448361 |
12 | 0.006766 | 0.0574 | 0.477187 |
13 | -0.048516 | -0.4117 | 0.340901 |
14 | 0.00139 | 0.0118 | 0.495312 |
15 | 0.045808 | 0.3887 | 0.349326 |
16 | 0.012161 | 0.1032 | 0.45905 |
17 | -0.026184 | -0.2222 | 0.412401 |
18 | -0.044034 | -0.3736 | 0.354885 |
19 | -0.02107 | -0.1788 | 0.429306 |
20 | -0.031128 | -0.2641 | 0.396217 |
21 | -0.004281 | -0.0363 | 0.485562 |
22 | -0.018293 | -0.1552 | 0.438541 |
23 | -0.02337 | -0.1983 | 0.421683 |
24 | -0.030804 | -0.2614 | 0.397273 |
25 | -0.024625 | -0.209 | 0.417538 |
26 | -0.019189 | -0.1628 | 0.435556 |
27 | -0.006664 | -0.0565 | 0.477531 |
28 | -0.019749 | -0.1676 | 0.433692 |
29 | -0.021749 | -0.1846 | 0.42705 |
30 | -0.001442 | -0.0122 | 0.495137 |
31 | 0.000101 | 9e-04 | 0.49966 |
32 | -0.039767 | -0.3374 | 0.368386 |
33 | -0.027496 | -0.2333 | 0.408092 |
34 | -0.005471 | -0.0464 | 0.481551 |
35 | -0.03682 | -0.3124 | 0.377809 |
36 | -0.024963 | -0.2118 | 0.416424 |
37 | -0.008138 | -0.0691 | 0.472571 |
38 | -0.027809 | -0.236 | 0.407063 |
39 | -0.046294 | -0.3928 | 0.347806 |
40 | -0.007394 | -0.0627 | 0.475073 |
41 | -0.013439 | -0.114 | 0.454763 |
42 | -0.039343 | -0.3338 | 0.369736 |
43 | -0.005844 | -0.0496 | 0.480292 |
44 | 0.001016 | 0.0086 | 0.496573 |
45 | -0.012497 | -0.106 | 0.457924 |
46 | -0.02685 | -0.2278 | 0.410211 |
47 | -0.001829 | -0.0155 | 0.49383 |
48 | -0.022803 | -0.1935 | 0.42356 |