Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950539 | 8.0656 | 0 |
2 | 0.903679 | 7.668 | 0 |
3 | 0.861612 | 7.311 | 0 |
4 | 0.817492 | 6.9366 | 0 |
5 | 0.77384 | 6.5662 | 0 |
6 | 0.740244 | 6.2812 | 0 |
7 | 0.708515 | 6.0119 | 0 |
8 | 0.685406 | 5.8159 | 0 |
9 | 0.666006 | 5.6512 | 0 |
10 | 0.640922 | 5.4384 | 0 |
11 | 0.605342 | 5.1365 | 1e-06 |
12 | 0.56698 | 4.811 | 4e-06 |
13 | 0.525826 | 4.4618 | 1.5e-05 |
14 | 0.473943 | 4.0215 | 7e-05 |
15 | 0.42046 | 3.5677 | 0.000323 |
16 | 0.370303 | 3.1421 | 0.001217 |
17 | 0.32601 | 2.7663 | 0.0036 |
18 | 0.273024 | 2.3167 | 0.011685 |
19 | 0.225661 | 1.9148 | 0.029746 |
20 | 0.175939 | 1.4929 | 0.069918 |
21 | 0.137889 | 1.17 | 0.122925 |
22 | 0.089726 | 0.7614 | 0.224467 |
23 | 0.045417 | 0.3854 | 0.350547 |
24 | 0.007998 | 0.0679 | 0.473039 |
25 | -0.0329 | -0.2792 | 0.39046 |
26 | -0.077295 | -0.6559 | 0.256998 |
27 | -0.113668 | -0.9645 | 0.169011 |
28 | -0.154971 | -1.315 | 0.096347 |
29 | -0.194817 | -1.6531 | 0.051334 |
30 | -0.233298 | -1.9796 | 0.025786 |
31 | -0.269663 | -2.2882 | 0.012533 |
32 | -0.307409 | -2.6085 | 0.005526 |
33 | -0.340989 | -2.8934 | 0.002519 |
34 | -0.358993 | -3.0462 | 0.001619 |
35 | -0.379024 | -3.2161 | 0.000974 |
36 | -0.397931 | -3.3766 | 0.000593 |
37 | -0.422646 | -3.5863 | 0.000304 |
38 | -0.440817 | -3.7405 | 0.000183 |
39 | -0.455878 | -3.8683 | 0.000119 |
40 | -0.457215 | -3.8796 | 0.000115 |
41 | -0.44685 | -3.7916 | 0.000154 |
42 | -0.434649 | -3.6881 | 0.000218 |
43 | -0.432114 | -3.6666 | 0.000234 |
44 | -0.418939 | -3.5548 | 0.000336 |
45 | -0.405643 | -3.442 | 0.000483 |
46 | -0.396335 | -3.363 | 0.000619 |
47 | -0.38057 | -3.2292 | 0.000935 |
48 | -0.366451 | -3.1094 | 0.001342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950539 | 8.0656 | 0 |
2 | 0.001599 | 0.0136 | 0.494605 |
3 | 0.025742 | 0.2184 | 0.413857 |
4 | -0.041446 | -0.3517 | 0.363051 |
5 | -0.018048 | -0.1531 | 0.439357 |
6 | 0.078303 | 0.6644 | 0.254272 |
7 | 0.005566 | 0.0472 | 0.481231 |
8 | 0.081328 | 0.6901 | 0.246178 |
9 | 0.02716 | 0.2305 | 0.409193 |
10 | -0.061642 | -0.5231 | 0.301271 |
11 | -0.118882 | -1.0087 | 0.158237 |
12 | -0.059782 | -0.5073 | 0.30676 |
13 | -0.044779 | -0.38 | 0.352547 |
14 | -0.130029 | -1.1033 | 0.136778 |
15 | -0.061265 | -0.5199 | 0.302381 |
16 | -0.029237 | -0.2481 | 0.402389 |
17 | 0.010088 | 0.0856 | 0.466012 |
18 | -0.153358 | -1.3013 | 0.098655 |
19 | -0.020359 | -0.1728 | 0.431664 |
20 | -0.085033 | -0.7215 | 0.23646 |
21 | 0.084178 | 0.7143 | 0.238684 |
22 | -0.142854 | -1.2122 | 0.114707 |
23 | 0.009987 | 0.0847 | 0.466352 |
24 | 0.060382 | 0.5124 | 0.304986 |
25 | -0.070607 | -0.5991 | 0.275486 |
26 | -0.060222 | -0.511 | 0.305457 |
27 | 0.031595 | 0.2681 | 0.394697 |
28 | -0.045814 | -0.3887 | 0.349305 |
29 | -0.021724 | -0.1843 | 0.427135 |
30 | -0.056968 | -0.4834 | 0.315144 |
31 | 0.003529 | 0.0299 | 0.488097 |
32 | -0.04021 | -0.3412 | 0.366976 |
33 | -0.031184 | -0.2646 | 0.396035 |
34 | 0.100793 | 0.8553 | 0.197622 |
35 | -0.011948 | -0.1014 | 0.459764 |
36 | -0.021444 | -0.182 | 0.428065 |
37 | -0.12577 | -1.0672 | 0.144725 |
38 | 0.01724 | 0.1463 | 0.442052 |
39 | 0.066777 | 0.5666 | 0.286367 |
40 | 0.108656 | 0.922 | 0.17981 |
41 | 0.164479 | 1.3957 | 0.083554 |
42 | 0.029562 | 0.2508 | 0.401324 |
43 | -0.106906 | -0.9071 | 0.183682 |
44 | 0.050985 | 0.4326 | 0.333292 |
45 | 0.006393 | 0.0542 | 0.478446 |
46 | 0.005755 | 0.0488 | 0.480594 |
47 | 0.124104 | 1.0531 | 0.147919 |
48 | -0.058014 | -0.4923 | 0.312014 |