Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964937 | 8.1878 | 0 |
2 | 0.928252 | 7.8765 | 0 |
3 | 0.887542 | 7.531 | 0 |
4 | 0.851505 | 7.2253 | 0 |
5 | 0.815144 | 6.9167 | 0 |
6 | 0.776281 | 6.587 | 0 |
7 | 0.734588 | 6.2332 | 0 |
8 | 0.690458 | 5.8587 | 0 |
9 | 0.647849 | 5.4972 | 0 |
10 | 0.605645 | 5.1391 | 1e-06 |
11 | 0.563579 | 4.7821 | 4e-06 |
12 | 0.519813 | 4.4108 | 1.8e-05 |
13 | 0.473369 | 4.0167 | 7.2e-05 |
14 | 0.424799 | 3.6045 | 0.000286 |
15 | 0.379217 | 3.2178 | 0.000969 |
16 | 0.33458 | 2.839 | 0.002939 |
17 | 0.2942 | 2.4964 | 0.007419 |
18 | 0.252109 | 2.1392 | 0.017905 |
19 | 0.20683 | 1.755 | 0.041756 |
20 | 0.161242 | 1.3682 | 0.087755 |
21 | 0.123437 | 1.0474 | 0.14921 |
22 | 0.094126 | 0.7987 | 0.213549 |
23 | 0.067906 | 0.5762 | 0.283137 |
24 | 0.042295 | 0.3589 | 0.360365 |
25 | 0.0148 | 0.1256 | 0.450207 |
26 | -0.013129 | -0.1114 | 0.455804 |
27 | -0.041057 | -0.3484 | 0.364284 |
28 | -0.065733 | -0.5578 | 0.289368 |
29 | -0.089322 | -0.7579 | 0.225486 |
30 | -0.113546 | -0.9635 | 0.169269 |
31 | -0.139883 | -1.1869 | 0.119575 |
32 | -0.167849 | -1.4242 | 0.079347 |
33 | -0.193118 | -1.6387 | 0.052823 |
34 | -0.215846 | -1.8315 | 0.03558 |
35 | -0.233579 | -1.982 | 0.02565 |
36 | -0.252948 | -2.1463 | 0.017608 |
37 | -0.27358 | -2.3214 | 0.01155 |
38 | -0.295248 | -2.5053 | 0.007249 |
39 | -0.311394 | -2.6423 | 0.005048 |
40 | -0.324548 | -2.7539 | 0.003725 |
41 | -0.335607 | -2.8477 | 0.002867 |
42 | -0.347468 | -2.9484 | 0.002152 |
43 | -0.360612 | -3.0599 | 0.001555 |
44 | -0.373685 | -3.1708 | 0.001117 |
45 | -0.385437 | -3.2705 | 0.000824 |
46 | -0.394216 | -3.345 | 0.000655 |
47 | -0.40313 | -3.4207 | 0.000516 |
48 | -0.412068 | -3.4965 | 0.000406 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964937 | 8.1878 | 0 |
2 | -0.041374 | -0.3511 | 0.36328 |
3 | -0.077041 | -0.6537 | 0.257689 |
4 | 0.04919 | 0.4174 | 0.338817 |
5 | -0.024073 | -0.2043 | 0.419362 |
6 | -0.064465 | -0.547 | 0.293033 |
7 | -0.056452 | -0.479 | 0.316692 |
8 | -0.054143 | -0.4594 | 0.323659 |
9 | -0.003334 | -0.0283 | 0.488755 |
10 | -0.022017 | -0.1868 | 0.426162 |
11 | -0.030114 | -0.2555 | 0.399522 |
12 | -0.046843 | -0.3975 | 0.346098 |
13 | -0.063458 | -0.5385 | 0.295959 |
14 | -0.058899 | -0.4998 | 0.309378 |
15 | 0.011451 | 0.0972 | 0.461433 |
16 | -0.024267 | -0.2059 | 0.418721 |
17 | 0.02218 | 0.1882 | 0.425622 |
18 | -0.050247 | -0.4264 | 0.335559 |
19 | -0.080407 | -0.6823 | 0.248626 |
20 | -0.029709 | -0.2521 | 0.400845 |
21 | 0.077282 | 0.6558 | 0.257035 |
22 | 0.076411 | 0.6484 | 0.259405 |
23 | 0.001053 | 0.0089 | 0.496448 |
24 | -0.015457 | -0.1312 | 0.448008 |
25 | -0.037062 | -0.3145 | 0.377033 |
26 | -0.03637 | -0.3086 | 0.379256 |
27 | -0.044877 | -0.3808 | 0.352238 |
28 | -0.003715 | -0.0315 | 0.487471 |
29 | -0.020969 | -0.1779 | 0.429638 |
30 | -0.042534 | -0.3609 | 0.359611 |
31 | -0.05098 | -0.4326 | 0.333307 |
32 | -0.057926 | -0.4915 | 0.312278 |
33 | -0.008825 | -0.0749 | 0.470257 |
34 | -0.018632 | -0.1581 | 0.437411 |
35 | 0.0262 | 0.2223 | 0.412348 |
36 | -0.046059 | -0.3908 | 0.348541 |
37 | -0.036747 | -0.3118 | 0.378042 |
38 | -0.031199 | -0.2647 | 0.395986 |
39 | 0.031091 | 0.2638 | 0.396339 |
40 | -0.011028 | -0.0936 | 0.462854 |
41 | -0.0096 | -0.0815 | 0.467652 |
42 | -0.014198 | -0.1205 | 0.452223 |
43 | -0.024178 | -0.2052 | 0.419013 |
44 | -0.019526 | -0.1657 | 0.434435 |
45 | -0.022571 | -0.1915 | 0.424329 |
46 | -0.013081 | -0.111 | 0.455964 |
47 | -0.048725 | -0.4134 | 0.340255 |
48 | -0.035808 | -0.3038 | 0.381063 |