Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965011 | 8.8445 | 0 |
2 | 0.928177 | 8.5069 | 0 |
3 | 0.891719 | 8.1727 | 0 |
4 | 0.85652 | 7.8501 | 0 |
5 | 0.82124 | 7.5268 | 0 |
6 | 0.786754 | 7.2107 | 0 |
7 | 0.753844 | 6.9091 | 0 |
8 | 0.718883 | 6.5887 | 0 |
9 | 0.681423 | 6.2453 | 0 |
10 | 0.647123 | 5.931 | 0 |
11 | 0.617178 | 5.6565 | 0 |
12 | 0.587332 | 5.383 | 0 |
13 | 0.55235 | 5.0624 | 1e-06 |
14 | 0.51394 | 4.7103 | 5e-06 |
15 | 0.475722 | 4.3601 | 1.8e-05 |
16 | 0.439052 | 4.024 | 6.2e-05 |
17 | 0.401981 | 3.6842 | 0.000203 |
18 | 0.367432 | 3.3676 | 0.000573 |
19 | 0.334561 | 3.0663 | 0.001458 |
20 | 0.301174 | 2.7603 | 0.003544 |
21 | 0.264697 | 2.426 | 0.008704 |
22 | 0.229685 | 2.1051 | 0.019135 |
23 | 0.198226 | 1.8168 | 0.03641 |
24 | 0.168898 | 1.548 | 0.062694 |
25 | 0.136918 | 1.2549 | 0.106503 |
26 | 0.101109 | 0.9267 | 0.178374 |
27 | 0.06473 | 0.5933 | 0.2773 |
28 | 0.029289 | 0.2684 | 0.39451 |
29 | -0.004537 | -0.0416 | 0.483466 |
30 | -0.034489 | -0.3161 | 0.376357 |
31 | -0.060198 | -0.5517 | 0.291302 |
32 | -0.083894 | -0.7689 | 0.222053 |
33 | -0.108343 | -0.993 | 0.161787 |
34 | -0.131937 | -1.2092 | 0.114985 |
35 | -0.153251 | -1.4046 | 0.081919 |
36 | -0.1709 | -1.5663 | 0.060516 |
37 | -0.191138 | -1.7518 | 0.041728 |
38 | -0.213577 | -1.9575 | 0.026806 |
39 | -0.236 | -2.163 | 0.016693 |
40 | -0.258799 | -2.3719 | 0.009991 |
41 | -0.279849 | -2.5649 | 0.00605 |
42 | -0.297246 | -2.7243 | 0.003919 |
43 | -0.310992 | -2.8503 | 0.002747 |
44 | -0.322098 | -2.9521 | 0.002046 |
45 | -0.332979 | -3.0518 | 0.001522 |
46 | -0.344849 | -3.1606 | 0.001095 |
47 | -0.355086 | -3.2544 | 0.000819 |
48 | -0.363311 | -3.3298 | 0.000646 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965011 | 8.8445 | 0 |
2 | -0.044639 | -0.4091 | 0.341745 |
3 | -0.012933 | -0.1185 | 0.452965 |
4 | -0.00123 | -0.0113 | 0.495516 |
5 | -0.021056 | -0.193 | 0.423721 |
6 | -0.007533 | -0.069 | 0.472561 |
7 | 0.003376 | 0.0309 | 0.487695 |
8 | -0.049879 | -0.4572 | 0.324372 |
9 | -0.054645 | -0.5008 | 0.3089 |
10 | 0.026366 | 0.2416 | 0.404821 |
11 | 0.03925 | 0.3597 | 0.359976 |
12 | -0.020847 | -0.1911 | 0.424466 |
13 | -0.092672 | -0.8494 | 0.199049 |
14 | -0.069878 | -0.6404 | 0.261813 |
15 | -0.020071 | -0.184 | 0.427247 |
16 | 0.000652 | 0.006 | 0.497623 |
17 | -0.032204 | -0.2952 | 0.384302 |
18 | 0.002701 | 0.0248 | 0.490155 |
19 | -0.008351 | -0.0765 | 0.469585 |
20 | -0.026302 | -0.2411 | 0.405049 |
21 | -0.058286 | -0.5342 | 0.297308 |
22 | -0.006749 | -0.0619 | 0.475414 |
23 | 0.009868 | 0.0904 | 0.464075 |
24 | -0.002652 | -0.0243 | 0.490332 |
25 | -0.05964 | -0.5466 | 0.293048 |
26 | -0.0794 | -0.7277 | 0.234407 |
27 | -0.036526 | -0.3348 | 0.369319 |
28 | -0.012757 | -0.1169 | 0.453601 |
29 | -0.005735 | -0.0526 | 0.479102 |
30 | 0.012471 | 0.1143 | 0.454636 |
31 | 0.014669 | 0.1344 | 0.446688 |
32 | 0.001004 | 0.0092 | 0.496341 |
33 | -0.020022 | -0.1835 | 0.427422 |
34 | -0.008653 | -0.0793 | 0.468491 |
35 | -0.008214 | -0.0753 | 0.470085 |
36 | 0.013072 | 0.1198 | 0.452463 |
37 | -0.063658 | -0.5834 | 0.280582 |
38 | -0.053671 | -0.4919 | 0.312037 |
39 | -0.021721 | -0.1991 | 0.421343 |
40 | -0.028261 | -0.259 | 0.398127 |
41 | 0.002149 | 0.0197 | 0.492168 |
42 | 0.013704 | 0.1256 | 0.450175 |
43 | -0.000406 | -0.0037 | 0.49852 |
44 | 0.001493 | 0.0137 | 0.494556 |
45 | -0.00769 | -0.0705 | 0.471989 |
46 | -0.031504 | -0.2887 | 0.386745 |
47 | -0.010778 | -0.0988 | 0.460772 |
48 | -0.010023 | -0.0919 | 0.463515 |