Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950581 | 8.0659 | 0 |
2 | 0.906072 | 7.6883 | 0 |
3 | 0.864438 | 7.335 | 0 |
4 | 0.825662 | 7.006 | 0 |
5 | 0.778025 | 6.6018 | 0 |
6 | 0.729024 | 6.186 | 0 |
7 | 0.699831 | 5.9383 | 0 |
8 | 0.671772 | 5.7002 | 0 |
9 | 0.634158 | 5.381 | 0 |
10 | 0.597606 | 5.0709 | 1e-06 |
11 | 0.565418 | 4.7977 | 4e-06 |
12 | 0.533961 | 4.5308 | 1.1e-05 |
13 | 0.485358 | 4.1184 | 5e-05 |
14 | 0.441768 | 3.7485 | 0.000178 |
15 | 0.400584 | 3.3991 | 0.000553 |
16 | 0.362027 | 3.0719 | 0.001501 |
17 | 0.318353 | 2.7013 | 0.004303 |
18 | 0.272602 | 2.3131 | 0.011789 |
19 | 0.24656 | 2.0921 | 0.019976 |
20 | 0.219125 | 1.8593 | 0.033533 |
21 | 0.182223 | 1.5462 | 0.063219 |
22 | 0.146809 | 1.2457 | 0.108454 |
23 | 0.1144 | 0.9707 | 0.167471 |
24 | 0.086744 | 0.736 | 0.232047 |
25 | 0.043707 | 0.3709 | 0.355913 |
26 | 0.005029 | 0.0427 | 0.48304 |
27 | -0.030313 | -0.2572 | 0.398874 |
28 | -0.065535 | -0.5561 | 0.28994 |
29 | -0.105391 | -0.8943 | 0.187077 |
30 | -0.143636 | -1.2188 | 0.113451 |
31 | -0.163122 | -1.3841 | 0.085296 |
32 | -0.179582 | -1.5238 | 0.065969 |
33 | -0.205869 | -1.7469 | 0.042464 |
34 | -0.226968 | -1.9259 | 0.029034 |
35 | -0.245405 | -2.0823 | 0.020433 |
36 | -0.258817 | -2.1961 | 0.015652 |
37 | -0.285871 | -2.4257 | 0.008893 |
38 | -0.308751 | -2.6198 | 0.005361 |
39 | -0.330443 | -2.8039 | 0.003242 |
40 | -0.345399 | -2.9308 | 0.002264 |
41 | -0.368276 | -3.1249 | 0.001282 |
42 | -0.390528 | -3.3137 | 0.000721 |
43 | -0.394446 | -3.347 | 0.000651 |
44 | -0.394602 | -3.3483 | 0.000648 |
45 | -0.398533 | -3.3817 | 0.000584 |
46 | -0.402156 | -3.4124 | 0.00053 |
47 | -0.40276 | -3.4175 | 0.000521 |
48 | -0.398248 | -3.3792 | 0.000588 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950581 | 8.0659 | 0 |
2 | 0.025599 | 0.2172 | 0.414327 |
3 | 0.008899 | 0.0755 | 0.47001 |
4 | 0.010277 | 0.0872 | 0.465375 |
5 | -0.109409 | -0.9284 | 0.178159 |
6 | -0.047951 | -0.4069 | 0.342653 |
7 | 0.173961 | 1.4761 | 0.072138 |
8 | 0.00748 | 0.0635 | 0.474784 |
9 | -0.104597 | -0.8875 | 0.188872 |
10 | -0.004826 | -0.041 | 0.483723 |
11 | -0.009031 | -0.0766 | 0.469564 |
12 | -0.026104 | -0.2215 | 0.412666 |
13 | -0.15217 | -1.2912 | 0.100382 |
14 | 0.0198 | 0.168 | 0.433524 |
15 | -0.038771 | -0.329 | 0.371562 |
16 | -0.009616 | -0.0816 | 0.467597 |
17 | -0.037262 | -0.3162 | 0.376392 |
18 | -0.060189 | -0.5107 | 0.305554 |
19 | 0.119865 | 1.0171 | 0.156259 |
20 | -0.017333 | -0.1471 | 0.44174 |
21 | -0.101743 | -0.8633 | 0.195416 |
22 | -0.007963 | -0.0676 | 0.473159 |
23 | -0.035014 | -0.2971 | 0.383622 |
24 | 0.001675 | 0.0142 | 0.494349 |
25 | -0.099594 | -0.8451 | 0.200432 |
26 | 0.00021 | 0.0018 | 0.49929 |
27 | -0.04986 | -0.4231 | 0.336751 |
28 | -0.050558 | -0.429 | 0.334603 |
29 | -0.039754 | -0.3373 | 0.368426 |
30 | -0.015539 | -0.1319 | 0.447735 |
31 | 0.086648 | 0.7352 | 0.232294 |
32 | 0.034984 | 0.2969 | 0.383717 |
33 | -0.098763 | -0.838 | 0.202392 |
34 | 0.016 | 0.1358 | 0.446193 |
35 | -0.03335 | -0.283 | 0.389001 |
36 | -0.003076 | -0.0261 | 0.489623 |
37 | -0.054072 | -0.4588 | 0.323875 |
38 | 0.001742 | 0.0148 | 0.494125 |
39 | -0.085922 | -0.7291 | 0.234162 |
40 | 0.036793 | 0.3122 | 0.377896 |
41 | -0.070203 | -0.5957 | 0.276626 |
42 | -0.032413 | -0.275 | 0.392039 |
43 | 0.089932 | 0.7631 | 0.22395 |
44 | 0.029966 | 0.2543 | 0.400007 |
45 | -0.02585 | -0.2193 | 0.413501 |
46 | -0.022226 | -0.1886 | 0.425471 |
47 | -0.025068 | -0.2127 | 0.416079 |
48 | -0.007445 | -0.0632 | 0.474901 |