Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970826 | 9.5121 | 0 |
2 | 0.939219 | 9.2024 | 0 |
3 | 0.907004 | 8.8868 | 0 |
4 | 0.87727 | 8.5955 | 0 |
5 | 0.8501 | 8.3292 | 0 |
6 | 0.823626 | 8.0699 | 0 |
7 | 0.797921 | 7.818 | 0 |
8 | 0.772268 | 7.5666 | 0 |
9 | 0.745068 | 7.3001 | 0 |
10 | 0.716498 | 7.0202 | 0 |
11 | 0.687246 | 6.7336 | 0 |
12 | 0.656972 | 6.437 | 0 |
13 | 0.624653 | 6.1203 | 0 |
14 | 0.591478 | 5.7953 | 0 |
15 | 0.559247 | 5.4795 | 0 |
16 | 0.527234 | 5.1658 | 1e-06 |
17 | 0.49487 | 4.8487 | 2e-06 |
18 | 0.461815 | 4.5248 | 9e-06 |
19 | 0.427944 | 4.193 | 3.1e-05 |
20 | 0.392758 | 3.8482 | 0.000107 |
21 | 0.35573 | 3.4854 | 0.000371 |
22 | 0.318183 | 3.1175 | 0.001203 |
23 | 0.282181 | 2.7648 | 0.003415 |
24 | 0.252075 | 2.4698 | 0.007642 |
25 | 0.222803 | 2.183 | 0.015737 |
26 | 0.193015 | 1.8912 | 0.030809 |
27 | 0.162443 | 1.5916 | 0.05738 |
28 | 0.132272 | 1.296 | 0.099042 |
29 | 0.102439 | 1.0037 | 0.159026 |
30 | 0.072205 | 0.7075 | 0.240496 |
31 | 0.042503 | 0.4164 | 0.339009 |
32 | 0.016313 | 0.1598 | 0.436675 |
33 | -0.008222 | -0.0806 | 0.46798 |
34 | -0.033072 | -0.324 | 0.373306 |
35 | -0.056963 | -0.5581 | 0.289031 |
36 | -0.074952 | -0.7344 | 0.232255 |
37 | -0.092987 | -0.9111 | 0.182268 |
38 | -0.111575 | -1.0932 | 0.138519 |
39 | -0.129343 | -1.2673 | 0.104056 |
40 | -0.147056 | -1.4409 | 0.07644 |
41 | -0.164966 | -1.6163 | 0.054652 |
42 | -0.182945 | -1.7925 | 0.038102 |
43 | -0.200185 | -1.9614 | 0.026364 |
44 | -0.213136 | -2.0883 | 0.019709 |
45 | -0.224767 | -2.2023 | 0.015021 |
46 | -0.23658 | -2.318 | 0.011286 |
47 | -0.249232 | -2.442 | 0.008219 |
48 | -0.262822 | -2.5751 | 0.005774 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970826 | 9.5121 | 0 |
2 | -0.057108 | -0.5595 | 0.288548 |
3 | -0.025213 | -0.247 | 0.402703 |
4 | 0.027218 | 0.2667 | 0.395142 |
5 | 0.025494 | 0.2498 | 0.401644 |
6 | -0.007005 | -0.0686 | 0.47271 |
7 | -0.001198 | -0.0117 | 0.495331 |
8 | -0.011309 | -0.1108 | 0.456002 |
9 | -0.039541 | -0.3874 | 0.34965 |
10 | -0.035695 | -0.3497 | 0.363652 |
11 | -0.024798 | -0.243 | 0.404272 |
12 | -0.035511 | -0.3479 | 0.364325 |
13 | -0.056122 | -0.5499 | 0.29184 |
14 | -0.03475 | -0.3405 | 0.36712 |
15 | -0.005669 | -0.0555 | 0.477911 |
16 | -0.023193 | -0.2272 | 0.410359 |
17 | -0.032126 | -0.3148 | 0.37681 |
18 | -0.033557 | -0.3288 | 0.371517 |
19 | -0.035362 | -0.3465 | 0.36487 |
20 | -0.045973 | -0.4504 | 0.326703 |
21 | -0.055351 | -0.5423 | 0.294424 |
22 | -0.034191 | -0.335 | 0.369177 |
23 | -0.003337 | -0.0327 | 0.486993 |
24 | 0.070163 | 0.6875 | 0.246728 |
25 | -0.019242 | -0.1885 | 0.425427 |
26 | -0.034659 | -0.3396 | 0.367456 |
27 | -0.029251 | -0.2866 | 0.387519 |
28 | -0.00764 | -0.0749 | 0.470242 |
29 | -0.014979 | -0.1468 | 0.441812 |
30 | -0.029819 | -0.2922 | 0.385397 |
31 | -0.015433 | -0.1512 | 0.440063 |
32 | 0.033126 | 0.3246 | 0.373107 |
33 | -0.001869 | -0.0183 | 0.492716 |
34 | -0.034323 | -0.3363 | 0.368693 |
35 | -0.007623 | -0.0747 | 0.47031 |
36 | 0.079059 | 0.7746 | 0.220236 |
37 | -0.029038 | -0.2845 | 0.388314 |
38 | -0.027621 | -0.2706 | 0.39363 |
39 | 0.004876 | 0.0478 | 0.480996 |
40 | -0.017913 | -0.1755 | 0.430525 |
41 | -0.032611 | -0.3195 | 0.375013 |
42 | -0.025827 | -0.2531 | 0.400383 |
43 | -0.016211 | -0.1588 | 0.437066 |
44 | 0.035845 | 0.3512 | 0.3631 |
45 | -0.012375 | -0.1213 | 0.451872 |
46 | -0.024012 | -0.2353 | 0.407251 |
47 | -0.025946 | -0.2542 | 0.399937 |
48 | -0.041042 | -0.4021 | 0.344241 |