Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956311 | 8.7647 | 0 |
2 | 0.913301 | 8.3705 | 0 |
3 | 0.873535 | 8.0061 | 0 |
4 | 0.833507 | 7.6392 | 0 |
5 | 0.794218 | 7.2791 | 0 |
6 | 0.754495 | 6.9151 | 0 |
7 | 0.716372 | 6.5657 | 0 |
8 | 0.679525 | 6.2279 | 0 |
9 | 0.644092 | 5.9032 | 0 |
10 | 0.607553 | 5.5683 | 0 |
11 | 0.570621 | 5.2298 | 1e-06 |
12 | 0.533267 | 4.8875 | 2e-06 |
13 | 0.496025 | 4.5461 | 9e-06 |
14 | 0.462483 | 4.2387 | 2.9e-05 |
15 | 0.429374 | 3.9353 | 8.5e-05 |
16 | 0.397506 | 3.6432 | 0.000233 |
17 | 0.364422 | 3.34 | 0.000626 |
18 | 0.332236 | 3.045 | 0.001554 |
19 | 0.301563 | 2.7639 | 0.003509 |
20 | 0.269909 | 2.4738 | 0.007692 |
21 | 0.239611 | 2.1961 | 0.015422 |
22 | 0.207573 | 1.9024 | 0.03027 |
23 | 0.177244 | 1.6245 | 0.054011 |
24 | 0.146018 | 1.3383 | 0.092209 |
25 | 0.114846 | 1.0526 | 0.147775 |
26 | 0.083566 | 0.7659 | 0.222942 |
27 | 0.057103 | 0.5234 | 0.301052 |
28 | 0.034452 | 0.3158 | 0.376483 |
29 | 0.015038 | 0.1378 | 0.445356 |
30 | -0.003888 | -0.0356 | 0.48583 |
31 | -0.022085 | -0.2024 | 0.420043 |
32 | -0.040727 | -0.3733 | 0.354944 |
33 | -0.060768 | -0.5569 | 0.289523 |
34 | -0.076831 | -0.7042 | 0.241637 |
35 | -0.092347 | -0.8464 | 0.199873 |
36 | -0.106241 | -0.9737 | 0.166496 |
37 | -0.120212 | -1.1018 | 0.136857 |
38 | -0.132909 | -1.2181 | 0.113292 |
39 | -0.145148 | -1.3303 | 0.09351 |
40 | -0.157543 | -1.4439 | 0.076242 |
41 | -0.169913 | -1.5573 | 0.061582 |
42 | -0.182467 | -1.6723 | 0.04909 |
43 | -0.198613 | -1.8203 | 0.036136 |
44 | -0.215023 | -1.9707 | 0.026025 |
45 | -0.232073 | -2.127 | 0.018177 |
46 | -0.249333 | -2.2852 | 0.012411 |
47 | -0.266619 | -2.4436 | 0.008317 |
48 | -0.283655 | -2.5997 | 0.00551 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956311 | 8.7647 | 0 |
2 | -0.014376 | -0.1318 | 0.447744 |
3 | 0.015534 | 0.1424 | 0.443563 |
4 | -0.023777 | -0.2179 | 0.414011 |
5 | -0.011869 | -0.1088 | 0.456817 |
6 | -0.02707 | -0.2481 | 0.402332 |
7 | -0.003267 | -0.0299 | 0.488091 |
8 | -0.007493 | -0.0687 | 0.472705 |
9 | -0.003767 | -0.0345 | 0.486271 |
10 | -0.033587 | -0.3078 | 0.379485 |
11 | -0.026046 | -0.2387 | 0.405954 |
12 | -0.029475 | -0.2701 | 0.393856 |
13 | -0.02282 | -0.2091 | 0.41742 |
14 | 0.018388 | 0.1685 | 0.433285 |
15 | -0.016555 | -0.1517 | 0.439883 |
16 | -0.005746 | -0.0527 | 0.479064 |
17 | -0.037381 | -0.3426 | 0.366378 |
18 | -0.013022 | -0.1194 | 0.452641 |
19 | -0.008173 | -0.0749 | 0.470232 |
20 | -0.032881 | -0.3014 | 0.381943 |
21 | -0.007115 | -0.0652 | 0.474081 |
22 | -0.043755 | -0.401 | 0.344712 |
23 | -0.006241 | -0.0572 | 0.47726 |
24 | -0.038662 | -0.3543 | 0.361984 |
25 | -0.025573 | -0.2344 | 0.40763 |
26 | -0.030522 | -0.2797 | 0.390184 |
27 | 0.030859 | 0.2828 | 0.389001 |
28 | 0.018311 | 0.1678 | 0.433564 |
29 | 0.020753 | 0.1902 | 0.424803 |
30 | -0.015787 | -0.1447 | 0.442652 |
31 | -0.008932 | -0.0819 | 0.467474 |
32 | -0.027649 | -0.2534 | 0.400286 |
33 | -0.037197 | -0.3409 | 0.367009 |
34 | 0.025785 | 0.2363 | 0.406878 |
35 | -0.014008 | -0.1284 | 0.449075 |
36 | 0.004319 | 0.0396 | 0.48426 |
37 | -0.024499 | -0.2245 | 0.411444 |
38 | -0.005469 | -0.0501 | 0.480071 |
39 | -0.01949 | -0.1786 | 0.429331 |
40 | -0.017586 | -0.1612 | 0.436171 |
41 | -0.015793 | -0.1447 | 0.442631 |
42 | -0.01745 | -0.1599 | 0.436661 |
43 | -0.063982 | -0.5864 | 0.279589 |
44 | -0.028853 | -0.2644 | 0.396043 |
45 | -0.036497 | -0.3345 | 0.369419 |
46 | -0.031595 | -0.2896 | 0.386428 |
47 | -0.025139 | -0.2304 | 0.409169 |
48 | -0.027632 | -0.2533 | 0.400347 |