Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959657 | 8.143 | 0 |
2 | 0.919874 | 7.8054 | 0 |
3 | 0.879761 | 7.465 | 0 |
4 | 0.839533 | 7.1237 | 0 |
5 | 0.798871 | 6.7786 | 0 |
6 | 0.758289 | 6.4343 | 0 |
7 | 0.71894 | 6.1004 | 0 |
8 | 0.678676 | 5.7588 | 0 |
9 | 0.63768 | 5.4109 | 0 |
10 | 0.597635 | 5.0711 | 1e-06 |
11 | 0.55794 | 4.7343 | 5e-06 |
12 | 0.518336 | 4.3982 | 1.9e-05 |
13 | 0.478 | 4.056 | 6.3e-05 |
14 | 0.437888 | 3.7156 | 0.000199 |
15 | 0.398741 | 3.3834 | 0.000581 |
16 | 0.35963 | 3.0516 | 0.001593 |
17 | 0.32591 | 2.7654 | 0.003608 |
18 | 0.291208 | 2.471 | 0.007921 |
19 | 0.257126 | 2.1818 | 0.016195 |
20 | 0.221848 | 1.8824 | 0.031908 |
21 | 0.186005 | 1.5783 | 0.05944 |
22 | 0.149677 | 1.2701 | 0.104077 |
23 | 0.115146 | 0.977 | 0.165908 |
24 | 0.081558 | 0.692 | 0.245569 |
25 | 0.04682 | 0.3973 | 0.346168 |
26 | 0.012364 | 0.1049 | 0.458367 |
27 | -0.020703 | -0.1757 | 0.430521 |
28 | -0.052952 | -0.4493 | 0.327277 |
29 | -0.085078 | -0.7219 | 0.236344 |
30 | -0.117001 | -0.9928 | 0.16207 |
31 | -0.147449 | -1.2511 | 0.107466 |
32 | -0.177479 | -1.506 | 0.068226 |
33 | -0.206524 | -1.7524 | 0.04198 |
34 | -0.233779 | -1.9837 | 0.025552 |
35 | -0.257774 | -2.1873 | 0.015985 |
36 | -0.280032 | -2.3762 | 0.010078 |
37 | -0.301257 | -2.5562 | 0.006345 |
38 | -0.32076 | -2.7217 | 0.004069 |
39 | -0.33674 | -2.8573 | 0.002791 |
40 | -0.349882 | -2.9688 | 0.002029 |
41 | -0.36156 | -3.0679 | 0.001518 |
42 | -0.372392 | -3.1599 | 0.001154 |
43 | -0.381335 | -3.2357 | 0.000917 |
44 | -0.389511 | -3.3051 | 0.000741 |
45 | -0.396689 | -3.366 | 0.000613 |
46 | -0.402166 | -3.4125 | 0.00053 |
47 | -0.405468 | -3.4405 | 0.000485 |
48 | -0.407811 | -3.4604 | 0.000455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959657 | 8.143 | 0 |
2 | -0.013496 | -0.1145 | 0.454572 |
3 | -0.024849 | -0.2109 | 0.4168 |
4 | -0.022855 | -0.1939 | 0.423389 |
5 | -0.027361 | -0.2322 | 0.408532 |
6 | -0.021661 | -0.1838 | 0.427342 |
7 | -0.007395 | -0.0627 | 0.47507 |
8 | -0.03427 | -0.2908 | 0.386022 |
9 | -0.033523 | -0.2845 | 0.388439 |
10 | -0.013052 | -0.1108 | 0.45606 |
11 | -0.020516 | -0.1741 | 0.431144 |
12 | -0.024181 | -0.2052 | 0.419003 |
13 | -0.035132 | -0.2981 | 0.383242 |
14 | -0.025085 | -0.2129 | 0.416021 |
15 | -0.015664 | -0.1329 | 0.447318 |
16 | -0.026815 | -0.2275 | 0.410328 |
17 | 0.039985 | 0.3393 | 0.367691 |
18 | -0.037787 | -0.3206 | 0.37471 |
19 | -0.020303 | -0.1723 | 0.431852 |
20 | -0.042447 | -0.3602 | 0.359886 |
21 | -0.036808 | -0.3123 | 0.377848 |
22 | -0.03691 | -0.3132 | 0.377521 |
23 | -0.006993 | -0.0593 | 0.476425 |
24 | -0.020258 | -0.1719 | 0.432002 |
25 | -0.046902 | -0.398 | 0.345912 |
26 | -0.029151 | -0.2474 | 0.40267 |
27 | -0.01667 | -0.1415 | 0.443954 |
28 | -0.023253 | -0.1973 | 0.422071 |
29 | -0.033529 | -0.2845 | 0.388422 |
30 | -0.03343 | -0.2837 | 0.388743 |
31 | -0.018385 | -0.156 | 0.438234 |
32 | -0.030879 | -0.262 | 0.397029 |
33 | -0.019321 | -0.1639 | 0.435116 |
34 | -0.017188 | -0.1458 | 0.442226 |
35 | 0.004012 | 0.034 | 0.486468 |
36 | -0.015743 | -0.1336 | 0.447051 |
37 | -0.021738 | -0.1845 | 0.427087 |
38 | -0.015181 | -0.1288 | 0.44893 |
39 | 0.012337 | 0.1047 | 0.458458 |
40 | 0.005275 | 0.0448 | 0.48221 |
41 | -0.013304 | -0.1129 | 0.455218 |
42 | -0.020516 | -0.1741 | 0.431144 |
43 | -0.006878 | -0.0584 | 0.476812 |
44 | -0.018784 | -0.1594 | 0.436904 |
45 | -0.015676 | -0.133 | 0.447276 |
46 | -0.008053 | -0.0683 | 0.472857 |
47 | -0.001433 | -0.0122 | 0.495165 |
48 | -0.015812 | -0.1342 | 0.446821 |