Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960091 | 9.4069 | 0 |
2 | 0.920182 | 9.0159 | 0 |
3 | 0.880273 | 8.6249 | 0 |
4 | 0.845431 | 8.2835 | 0 |
5 | 0.81059 | 7.9421 | 0 |
6 | 0.775748 | 7.6007 | 0 |
7 | 0.740907 | 7.2594 | 0 |
8 | 0.706065 | 6.918 | 0 |
9 | 0.671223 | 6.5766 | 0 |
10 | 0.648282 | 6.3518 | 0 |
11 | 0.625341 | 6.1271 | 0 |
12 | 0.6024 | 5.9023 | 0 |
13 | 0.569352 | 5.5785 | 0 |
14 | 0.536304 | 5.2547 | 0 |
15 | 0.503257 | 4.9309 | 2e-06 |
16 | 0.476453 | 4.6683 | 5e-06 |
17 | 0.449649 | 4.4056 | 1.4e-05 |
18 | 0.422846 | 4.143 | 3.7e-05 |
19 | 0.396042 | 3.8804 | 9.6e-05 |
20 | 0.369238 | 3.6178 | 0.000238 |
21 | 0.342435 | 3.3552 | 0.000569 |
22 | 0.322958 | 3.1643 | 0.001041 |
23 | 0.303482 | 2.9735 | 0.001861 |
24 | 0.284005 | 2.7827 | 0.003246 |
25 | 0.254376 | 2.4924 | 0.007201 |
26 | 0.224747 | 2.2021 | 0.015028 |
27 | 0.195118 | 1.9118 | 0.029445 |
28 | 0.170596 | 1.6715 | 0.048941 |
29 | 0.146074 | 1.4312 | 0.077807 |
30 | 0.121552 | 1.191 | 0.118303 |
31 | 0.097029 | 0.9507 | 0.172074 |
32 | 0.072507 | 0.7104 | 0.239582 |
33 | 0.047985 | 0.4702 | 0.319654 |
34 | 0.031963 | 0.3132 | 0.377413 |
35 | 0.015942 | 0.1562 | 0.438104 |
36 | -8e-05 | -8e-04 | 0.499687 |
37 | -0.026984 | -0.2644 | 0.396022 |
38 | -0.053888 | -0.528 | 0.29936 |
39 | -0.080793 | -0.7916 | 0.215272 |
40 | -0.109359 | -1.0715 | 0.143316 |
41 | -0.137926 | -1.3514 | 0.089872 |
42 | -0.166493 | -1.6313 | 0.053053 |
43 | -0.19506 | -1.9112 | 0.029482 |
44 | -0.223627 | -2.1911 | 0.015433 |
45 | -0.252194 | -2.471 | 0.007619 |
46 | -0.262884 | -2.5757 | 0.005764 |
47 | -0.273574 | -2.6805 | 0.004327 |
48 | -0.284264 | -2.7852 | 0.003223 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960091 | 9.4069 | 0 |
2 | -0.020361 | -0.1995 | 0.421149 |
3 | -0.020784 | -0.2036 | 0.419533 |
4 | 0.04361 | 0.4273 | 0.335061 |
5 | -0.019047 | -0.1866 | 0.426176 |
6 | -0.019417 | -0.1902 | 0.424759 |
7 | -0.015674 | -0.1536 | 0.439134 |
8 | -0.020035 | -0.1963 | 0.422394 |
9 | -0.020445 | -0.2003 | 0.420828 |
10 | 0.132215 | 1.2954 | 0.099138 |
11 | -0.01567 | -0.1535 | 0.43915 |
12 | -0.015919 | -0.156 | 0.438189 |
13 | -0.128385 | -1.2579 | 0.105737 |
14 | -0.020609 | -0.2019 | 0.420201 |
15 | -0.021043 | -0.2062 | 0.418545 |
16 | 0.049639 | 0.4864 | 0.31391 |
17 | -0.019052 | -0.1867 | 0.426155 |
18 | -0.019422 | -0.1903 | 0.424738 |
19 | 0.008101 | 0.0794 | 0.468451 |
20 | -0.01911 | -0.1872 | 0.425933 |
21 | -0.019483 | -0.1909 | 0.424507 |
22 | 0.044614 | 0.4371 | 0.331502 |
23 | -0.017818 | -0.1746 | 0.430887 |
24 | -0.018142 | -0.1778 | 0.429646 |
25 | -0.109495 | -1.0728 | 0.143019 |
26 | -0.022603 | -0.2215 | 0.412601 |
27 | -0.023126 | -0.2266 | 0.410614 |
28 | 0.025199 | 0.2469 | 0.402756 |
29 | -0.021989 | -0.2154 | 0.414938 |
30 | -0.022483 | -0.2203 | 0.413056 |
31 | 0.002609 | 0.0256 | 0.489831 |
32 | -0.022366 | -0.2191 | 0.413501 |
33 | -0.022878 | -0.2242 | 0.411555 |
34 | 0.047956 | 0.4699 | 0.319757 |
35 | -0.020784 | -0.2036 | 0.419532 |
36 | -0.021225 | -0.208 | 0.417848 |
37 | -0.111259 | -1.0901 | 0.139196 |
38 | -0.02654 | -0.26 | 0.397697 |
39 | -0.027263 | -0.2671 | 0.394973 |
40 | -0.075878 | -0.7434 | 0.229513 |
41 | -0.03174 | -0.311 | 0.378241 |
42 | -0.032781 | -0.3212 | 0.374385 |
43 | -0.009275 | -0.0909 | 0.463892 |
44 | -0.033394 | -0.3272 | 0.372115 |
45 | -0.034548 | -0.3385 | 0.367862 |
46 | 0.151608 | 1.4855 | 0.07035 |
47 | -0.025452 | -0.2494 | 0.401802 |
48 | -0.026116 | -0.2559 | 0.399293 |