Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947747 | 8.0419 | 0 |
2 | 0.913998 | 7.7555 | 0 |
3 | 0.880249 | 7.4692 | 0 |
4 | 0.8465 | 7.1828 | 0 |
5 | 0.812752 | 6.8964 | 0 |
6 | 0.779003 | 6.6101 | 0 |
7 | 0.745254 | 6.3237 | 0 |
8 | 0.711505 | 6.0373 | 0 |
9 | 0.677756 | 5.7509 | 0 |
10 | 0.644007 | 5.4646 | 0 |
11 | 0.610258 | 5.1782 | 1e-06 |
12 | 0.576509 | 4.8918 | 3e-06 |
13 | 0.528587 | 4.4852 | 1.3e-05 |
14 | 0.480665 | 4.0786 | 5.8e-05 |
15 | 0.432743 | 3.6719 | 0.00023 |
16 | 0.384821 | 3.2653 | 0.000838 |
17 | 0.336899 | 2.8587 | 0.00278 |
18 | 0.288976 | 2.452 | 0.008315 |
19 | 0.241054 | 2.0454 | 0.022234 |
20 | 0.193132 | 1.6388 | 0.052811 |
21 | 0.14521 | 1.2321 | 0.110951 |
22 | 0.097288 | 0.8255 | 0.205903 |
23 | 0.049366 | 0.4189 | 0.338275 |
24 | 0.001444 | 0.0122 | 0.49513 |
25 | -0.053565 | -0.4545 | 0.325413 |
26 | -0.09007 | -0.7643 | 0.223602 |
27 | -0.126575 | -1.074 | 0.143199 |
28 | -0.16308 | -1.3838 | 0.085351 |
29 | -0.199584 | -1.6935 | 0.047339 |
30 | -0.236089 | -2.0033 | 0.024456 |
31 | -0.272594 | -2.313 | 0.01179 |
32 | -0.309099 | -2.6228 | 0.005319 |
33 | -0.345604 | -2.9325 | 0.002253 |
34 | -0.382108 | -3.2423 | 0.000899 |
35 | -0.418613 | -3.5521 | 0.000339 |
36 | -0.435433 | -3.6948 | 0.000213 |
37 | -0.466426 | -3.9578 | 8.8e-05 |
38 | -0.460411 | -3.9067 | 0.000105 |
39 | -0.454396 | -3.8557 | 0.000124 |
40 | -0.448381 | -3.8046 | 0.000148 |
41 | -0.442367 | -3.7536 | 0.000175 |
42 | -0.436352 | -3.7026 | 0.000207 |
43 | -0.430337 | -3.6515 | 0.000245 |
44 | -0.424322 | -3.6005 | 0.00029 |
45 | -0.418307 | -3.5495 | 0.000342 |
46 | -0.412292 | -3.4984 | 0.000403 |
47 | -0.406277 | -3.4474 | 0.000474 |
48 | -0.39042 | -3.3128 | 0.000724 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947747 | 8.0419 | 0 |
2 | 0.154984 | 1.3151 | 0.096327 |
3 | 0.013869 | 0.1177 | 0.453322 |
4 | -0.012213 | -0.1036 | 0.458876 |
5 | -0.017256 | -0.1464 | 0.442 |
6 | -0.018459 | -0.1566 | 0.437986 |
7 | -0.018972 | -0.161 | 0.43628 |
8 | -0.019369 | -0.1643 | 0.434959 |
9 | -0.019757 | -0.1676 | 0.433668 |
10 | -0.020156 | -0.171 | 0.43234 |
11 | -0.020571 | -0.1745 | 0.430962 |
12 | -0.021003 | -0.1782 | 0.429527 |
13 | -0.164623 | -1.3969 | 0.083371 |
14 | -0.083138 | -0.7054 | 0.241404 |
15 | -0.04889 | -0.4148 | 0.339743 |
16 | -0.039731 | -0.3371 | 0.3685 |
17 | -0.038406 | -0.3259 | 0.372727 |
18 | -0.039226 | -0.3328 | 0.370111 |
19 | -0.04066 | -0.345 | 0.365545 |
20 | -0.042342 | -0.3593 | 0.360217 |
21 | -0.044184 | -0.3749 | 0.354412 |
22 | -0.046108 | -0.3912 | 0.348387 |
23 | -0.047696 | -0.4047 | 0.343444 |
24 | -0.046576 | -0.3952 | 0.346929 |
25 | -0.105128 | -0.892 | 0.18767 |
26 | 0.120868 | 1.0256 | 0.154256 |
27 | 0.026031 | 0.2209 | 0.412904 |
28 | -0.020245 | -0.1718 | 0.432045 |
29 | -0.035924 | -0.3048 | 0.38069 |
30 | -0.041547 | -0.3525 | 0.362734 |
31 | -0.044469 | -0.3773 | 0.353518 |
32 | -0.046825 | -0.3973 | 0.346151 |
33 | -0.049203 | -0.4175 | 0.338778 |
34 | -0.051776 | -0.4393 | 0.330869 |
35 | -0.054553 | -0.4629 | 0.322416 |
36 | 0.161941 | 1.3741 | 0.086834 |
37 | -0.104277 | -0.8848 | 0.1896 |
38 | 0.289201 | 2.4539 | 0.008275 |
39 | 0.08657 | 0.7346 | 0.232492 |
40 | 0.032899 | 0.2792 | 0.390463 |
41 | 0.005034 | 0.0427 | 0.483024 |
42 | -0.007302 | -0.062 | 0.475385 |
43 | -0.012872 | -0.1092 | 0.456665 |
44 | -0.014866 | -0.1261 | 0.449986 |
45 | -0.013854 | -0.1176 | 0.453375 |
46 | -0.01003 | -0.0851 | 0.466207 |
47 | -0.027327 | -0.2319 | 0.408645 |
48 | 0.06511 | 0.5525 | 0.291166 |