Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972745 | 8.9154 | 0 |
2 | 0.942705 | 8.64 | 0 |
3 | 0.908907 | 8.3303 | 0 |
4 | 0.871735 | 7.9896 | 0 |
5 | 0.83206 | 7.626 | 0 |
6 | 0.792859 | 7.2667 | 0 |
7 | 0.754425 | 6.9144 | 0 |
8 | 0.715492 | 6.5576 | 0 |
9 | 0.676853 | 6.2035 | 0 |
10 | 0.636747 | 5.8359 | 0 |
11 | 0.593932 | 5.4435 | 0 |
12 | 0.550002 | 5.0409 | 1e-06 |
13 | 0.506299 | 4.6403 | 6e-06 |
14 | 0.46791 | 4.2885 | 2.4e-05 |
15 | 0.429655 | 3.9378 | 8.5e-05 |
16 | 0.389926 | 3.5737 | 0.000293 |
17 | 0.353307 | 3.2381 | 0.000862 |
18 | 0.315978 | 2.896 | 0.002408 |
19 | 0.279601 | 2.5626 | 0.006086 |
20 | 0.242131 | 2.2192 | 0.014586 |
21 | 0.20618 | 1.8897 | 0.031125 |
22 | 0.169279 | 1.5515 | 0.062275 |
23 | 0.140251 | 1.2854 | 0.101088 |
24 | 0.110985 | 1.0172 | 0.155992 |
25 | 0.08494 | 0.7785 | 0.219234 |
26 | 0.059894 | 0.5489 | 0.292253 |
27 | 0.033517 | 0.3072 | 0.379728 |
28 | 0.006473 | 0.0593 | 0.476417 |
29 | -0.023997 | -0.2199 | 0.413229 |
30 | -0.054756 | -0.5018 | 0.308544 |
31 | -0.086859 | -0.7961 | 0.214115 |
32 | -0.118509 | -1.0862 | 0.140258 |
33 | -0.143273 | -1.3131 | 0.09636 |
34 | -0.167675 | -1.5368 | 0.064055 |
35 | -0.187487 | -1.7184 | 0.044708 |
36 | -0.202337 | -1.8544 | 0.033592 |
37 | -0.216681 | -1.9859 | 0.025152 |
38 | -0.23316 | -2.1369 | 0.017755 |
39 | -0.254664 | -2.334 | 0.010991 |
40 | -0.276352 | -2.5328 | 0.006587 |
41 | -0.293564 | -2.6906 | 0.004302 |
42 | -0.310246 | -2.8435 | 0.002801 |
43 | -0.326789 | -2.9951 | 0.001802 |
44 | -0.342693 | -3.1408 | 0.001163 |
45 | -0.356015 | -3.2629 | 0.000798 |
46 | -0.369215 | -3.3839 | 0.000544 |
47 | -0.381489 | -3.4964 | 0.000378 |
48 | -0.39385 | -3.6097 | 0.00026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972745 | 8.9154 | 0 |
2 | -0.065633 | -0.6015 | 0.27455 |
3 | -0.083067 | -0.7613 | 0.224299 |
4 | -0.074685 | -0.6845 | 0.247772 |
5 | -0.057684 | -0.5287 | 0.299209 |
6 | -0.00198 | -0.0181 | 0.492783 |
7 | -7e-06 | -1e-04 | 0.499976 |
8 | -0.029822 | -0.2733 | 0.392639 |
9 | -0.018674 | -0.1712 | 0.432257 |
10 | -0.053616 | -0.4914 | 0.312213 |
11 | -0.075122 | -0.6885 | 0.246517 |
12 | -0.040948 | -0.3753 | 0.354194 |
13 | -0.014432 | -0.1323 | 0.447544 |
14 | 0.081971 | 0.7513 | 0.227293 |
15 | -0.025981 | -0.2381 | 0.406184 |
16 | -0.070436 | -0.6456 | 0.260164 |
17 | 0.018163 | 0.1665 | 0.434095 |
18 | -0.050023 | -0.4585 | 0.323901 |
19 | -0.007664 | -0.0702 | 0.472083 |
20 | -0.044706 | -0.4097 | 0.34152 |
21 | -0.00208 | -0.0191 | 0.492418 |
22 | -0.044683 | -0.4095 | 0.341597 |
23 | 0.115855 | 1.0618 | 0.145679 |
24 | -0.055102 | -0.505 | 0.307433 |
25 | 0.018319 | 0.1679 | 0.433535 |
26 | -0.023836 | -0.2185 | 0.413802 |
27 | -0.061099 | -0.56 | 0.28849 |
28 | -0.043174 | -0.3957 | 0.346665 |
29 | -0.098688 | -0.9045 | 0.184161 |
30 | -0.018197 | -0.1668 | 0.433972 |
31 | -0.046728 | -0.4283 | 0.334775 |
32 | -0.023908 | -0.2191 | 0.413543 |
33 | 0.093049 | 0.8528 | 0.198097 |
34 | -0.041972 | -0.3847 | 0.350724 |
35 | 0.03904 | 0.3578 | 0.360692 |
36 | 0.070961 | 0.6504 | 0.258614 |
37 | -0.043123 | -0.3952 | 0.346839 |
38 | -0.084377 | -0.7733 | 0.220748 |
39 | -0.11524 | -1.0562 | 0.146954 |
40 | -0.054384 | -0.4984 | 0.309738 |
41 | 0.093409 | 0.8561 | 0.197187 |
42 | -0.035738 | -0.3275 | 0.372035 |
43 | -0.035724 | -0.3274 | 0.372084 |
44 | -0.049953 | -0.4578 | 0.324129 |
45 | 0.011343 | 0.104 | 0.458725 |
46 | -0.01668 | -0.1529 | 0.439433 |
47 | -0.014323 | -0.1313 | 0.447938 |
48 | -0.027432 | -0.2514 | 0.401051 |