Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958333 | 8.1317 | 0 |
2 | 0.916699 | 7.7784 | 0 |
3 | 0.875129 | 7.4257 | 0 |
4 | 0.833655 | 7.0738 | 0 |
5 | 0.79231 | 6.723 | 0 |
6 | 0.751125 | 6.3735 | 0 |
7 | 0.710134 | 6.0257 | 0 |
8 | 0.669368 | 5.6798 | 0 |
9 | 0.628859 | 5.336 | 1e-06 |
10 | 0.588639 | 4.9948 | 2e-06 |
11 | 0.548741 | 4.6562 | 7e-06 |
12 | 0.509197 | 4.3207 | 2.5e-05 |
13 | 0.470038 | 3.9884 | 7.9e-05 |
14 | 0.431298 | 3.6597 | 0.000239 |
15 | 0.393008 | 3.3348 | 0.000676 |
16 | 0.3552 | 3.014 | 0.001779 |
17 | 0.317906 | 2.6975 | 0.004348 |
18 | 0.28116 | 2.3857 | 0.009839 |
19 | 0.244992 | 2.0788 | 0.020599 |
20 | 0.209435 | 1.7771 | 0.039887 |
21 | 0.174521 | 1.4809 | 0.071504 |
22 | 0.140282 | 1.1903 | 0.118912 |
23 | 0.106751 | 0.9058 | 0.184028 |
24 | 0.07396 | 0.6276 | 0.266136 |
25 | 0.04194 | 0.3559 | 0.361488 |
26 | 0.010724 | 0.091 | 0.463874 |
27 | -0.019656 | -0.1668 | 0.434004 |
28 | -0.049167 | -0.4172 | 0.338888 |
29 | -0.077778 | -0.66 | 0.255689 |
30 | -0.105457 | -0.8948 | 0.186929 |
31 | -0.132171 | -1.1215 | 0.132899 |
32 | -0.157888 | -1.3397 | 0.092274 |
33 | -0.182576 | -1.5492 | 0.062858 |
34 | -0.206203 | -1.7497 | 0.042216 |
35 | -0.228737 | -1.9409 | 0.028093 |
36 | -0.250145 | -2.1225 | 0.018616 |
37 | -0.270395 | -2.2944 | 0.012344 |
38 | -0.289456 | -2.4561 | 0.008229 |
39 | -0.307295 | -2.6075 | 0.005541 |
40 | -0.323879 | -2.7482 | 0.003784 |
41 | -0.339178 | -2.878 | 0.002632 |
42 | -0.353158 | -2.9966 | 0.001871 |
43 | -0.365787 | -3.1038 | 0.001365 |
44 | -0.377034 | -3.1992 | 0.001025 |
45 | -0.386866 | -3.2827 | 0.000794 |
46 | -0.39525 | -3.3538 | 0.000637 |
47 | -0.402156 | -3.4124 | 0.00053 |
48 | -0.40755 | -3.4582 | 0.000458 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958333 | 8.1317 | 0 |
2 | -0.020883 | -0.1772 | 0.429927 |
3 | -0.020933 | -0.1776 | 0.429758 |
4 | -0.020985 | -0.1781 | 0.429585 |
5 | -0.021038 | -0.1785 | 0.429409 |
6 | -0.021092 | -0.179 | 0.429232 |
7 | -0.021145 | -0.1794 | 0.429055 |
8 | -0.021198 | -0.1799 | 0.42888 |
9 | -0.02125 | -0.1803 | 0.428707 |
10 | -0.0213 | -0.1807 | 0.42854 |
11 | -0.021349 | -0.1811 | 0.42838 |
12 | -0.021394 | -0.1815 | 0.428228 |
13 | -0.021437 | -0.1819 | 0.428087 |
14 | -0.021475 | -0.1822 | 0.42796 |
15 | -0.021509 | -0.1825 | 0.427848 |
16 | -0.021537 | -0.1827 | 0.427754 |
17 | -0.021559 | -0.1829 | 0.427681 |
18 | -0.021574 | -0.1831 | 0.427632 |
19 | -0.021581 | -0.1831 | 0.42761 |
20 | -0.021578 | -0.1831 | 0.427619 |
21 | -0.021565 | -0.183 | 0.427662 |
22 | -0.021541 | -0.1828 | 0.427742 |
23 | -0.021504 | -0.1825 | 0.427865 |
24 | -0.021453 | -0.182 | 0.428035 |
25 | -0.021386 | -0.1815 | 0.428256 |
26 | -0.021302 | -0.1808 | 0.428534 |
27 | -0.0212 | -0.1799 | 0.428874 |
28 | -0.021077 | -0.1788 | 0.429282 |
29 | -0.020931 | -0.1776 | 0.429765 |
30 | -0.020761 | -0.1762 | 0.430329 |
31 | -0.020565 | -0.1745 | 0.430981 |
32 | -0.02034 | -0.1726 | 0.43173 |
33 | -0.020083 | -0.1704 | 0.432583 |
34 | -0.019792 | -0.1679 | 0.433549 |
35 | -0.019465 | -0.1652 | 0.434638 |
36 | -0.019098 | -0.1621 | 0.435859 |
37 | -0.018689 | -0.1586 | 0.437222 |
38 | -0.018234 | -0.1547 | 0.438739 |
39 | -0.017729 | -0.1504 | 0.44042 |
40 | -0.017172 | -0.1457 | 0.442278 |
41 | -0.016559 | -0.1405 | 0.444325 |
42 | -0.015886 | -0.1348 | 0.446574 |
43 | -0.015149 | -0.1285 | 0.449039 |
44 | -0.014344 | -0.1217 | 0.451733 |
45 | -0.013467 | -0.1143 | 0.454669 |
46 | -0.012515 | -0.1062 | 0.457864 |
47 | -0.011482 | -0.0974 | 0.46133 |
48 | -0.010364 | -0.0879 | 0.465083 |