Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954331 | 8.3197 | 0 |
2 | 0.90948 | 7.9287 | 0 |
3 | 0.865843 | 7.5482 | 0 |
4 | 0.824011 | 7.1836 | 0 |
5 | 0.783112 | 6.827 | 0 |
6 | 0.743809 | 6.4844 | 0 |
7 | 0.706448 | 6.1587 | 0 |
8 | 0.67045 | 5.8448 | 0 |
9 | 0.635529 | 5.5404 | 0 |
10 | 0.60093 | 5.2388 | 1e-06 |
11 | 0.566771 | 4.941 | 2e-06 |
12 | 0.532974 | 4.6464 | 7e-06 |
13 | 0.500689 | 4.3649 | 2e-05 |
14 | 0.47038 | 4.1007 | 5.1e-05 |
15 | 0.440607 | 3.8411 | 0.000126 |
16 | 0.409482 | 3.5698 | 0.000312 |
17 | 0.378641 | 3.3009 | 0.000735 |
18 | 0.348145 | 3.0351 | 0.001646 |
19 | 0.315457 | 2.7501 | 0.003721 |
20 | 0.28069 | 2.447 | 0.008357 |
21 | 0.244386 | 2.1305 | 0.018182 |
22 | 0.2059 | 1.795 | 0.038315 |
23 | 0.164858 | 1.4372 | 0.077383 |
24 | 0.123335 | 1.0752 | 0.142841 |
25 | 0.082481 | 0.7191 | 0.237156 |
26 | 0.040271 | 0.3511 | 0.363252 |
27 | -0.001455 | -0.0127 | 0.494956 |
28 | -0.04342 | -0.3785 | 0.353048 |
29 | -0.083866 | -0.7311 | 0.233474 |
30 | -0.121427 | -1.0586 | 0.146572 |
31 | -0.155855 | -1.3587 | 0.089129 |
32 | -0.189125 | -1.6488 | 0.051663 |
33 | -0.220001 | -1.9179 | 0.029439 |
34 | -0.247648 | -2.1589 | 0.017005 |
35 | -0.27301 | -2.38 | 0.009909 |
36 | -0.297847 | -2.5966 | 0.00565 |
37 | -0.32239 | -2.8105 | 0.003144 |
38 | -0.343783 | -2.997 | 0.001841 |
39 | -0.360501 | -3.1428 | 0.001193 |
40 | -0.373696 | -3.2578 | 0.00084 |
41 | -0.38531 | -3.3591 | 0.000613 |
42 | -0.39561 | -3.4488 | 0.000461 |
43 | -0.403772 | -3.52 | 0.000366 |
44 | -0.409346 | -3.5686 | 0.000313 |
45 | -0.41283 | -3.599 | 0.000283 |
46 | -0.41576 | -3.6245 | 0.00026 |
47 | -0.41662 | -3.632 | 0.000254 |
48 | -0.414784 | -3.616 | 0.000268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954331 | 8.3197 | 0 |
2 | -0.014209 | -0.1239 | 0.450873 |
3 | -0.009803 | -0.0855 | 0.466059 |
4 | -0.002925 | -0.0255 | 0.48986 |
5 | -0.012002 | -0.1046 | 0.458471 |
6 | -0.004395 | -0.0383 | 0.484769 |
7 | 0.000106 | 9e-04 | 0.499634 |
8 | -0.005558 | -0.0485 | 0.480739 |
9 | -0.008079 | -0.0704 | 0.472019 |
10 | -0.0162 | -0.1412 | 0.444033 |
11 | -0.015188 | -0.1324 | 0.447507 |
12 | -0.016252 | -0.1417 | 0.443855 |
13 | -0.003686 | -0.0321 | 0.487224 |
14 | 0.002061 | 0.018 | 0.492855 |
15 | -0.01318 | -0.1149 | 0.454415 |
16 | -0.034279 | -0.2988 | 0.382939 |
17 | -0.017478 | -0.1524 | 0.439649 |
18 | -0.017416 | -0.1518 | 0.43986 |
19 | -0.046104 | -0.4019 | 0.344433 |
20 | -0.046865 | -0.4086 | 0.342005 |
21 | -0.043956 | -0.3832 | 0.351319 |
22 | -0.054587 | -0.4759 | 0.317763 |
23 | -0.062037 | -0.5408 | 0.295103 |
24 | -0.042714 | -0.3724 | 0.355328 |
25 | -0.032046 | -0.2794 | 0.39036 |
26 | -0.055995 | -0.4881 | 0.313425 |
27 | -0.037981 | -0.3311 | 0.370737 |
28 | -0.048151 | -0.4198 | 0.337917 |
29 | -0.030659 | -0.2673 | 0.394988 |
30 | -0.013527 | -0.1179 | 0.45322 |
31 | -0.008805 | -0.0768 | 0.469507 |
32 | -0.029895 | -0.2606 | 0.397546 |
33 | -0.015438 | -0.1346 | 0.446647 |
34 | -0.003308 | -0.0288 | 0.488536 |
35 | -0.011374 | -0.0992 | 0.460639 |
36 | -0.029178 | -0.2544 | 0.39995 |
37 | -0.030076 | -0.2622 | 0.39694 |
38 | 0.00223 | 0.0194 | 0.492271 |
39 | 0.021661 | 0.1888 | 0.425364 |
40 | 0.014258 | 0.1243 | 0.450703 |
41 | -0.001724 | -0.015 | 0.494023 |
42 | -0.003617 | -0.0315 | 0.487466 |
43 | 0.006912 | 0.0603 | 0.476056 |
44 | 0.014434 | 0.1258 | 0.450098 |
45 | 0.010491 | 0.0915 | 0.463686 |
46 | -0.005304 | -0.0462 | 0.481619 |
47 | 0.011806 | 0.1029 | 0.459146 |
48 | 0.017786 | 0.1551 | 0.438595 |