Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958805 | 10.5032 | 0 |
2 | 0.926029 | 10.1441 | 0 |
3 | 0.903867 | 9.9014 | 0 |
4 | 0.871601 | 9.5479 | 0 |
5 | 0.837612 | 9.1756 | 0 |
6 | 0.807262 | 8.8431 | 0 |
7 | 0.774323 | 8.4823 | 0 |
8 | 0.74844 | 8.1987 | 0 |
9 | 0.72171 | 7.9059 | 0 |
10 | 0.677083 | 7.4171 | 0 |
11 | 0.648512 | 7.1041 | 0 |
12 | 0.630328 | 6.9049 | 0 |
13 | 0.58812 | 6.4425 | 0 |
14 | 0.553936 | 6.0681 | 0 |
15 | 0.530827 | 5.8149 | 0 |
16 | 0.499883 | 5.4759 | 0 |
17 | 0.46671 | 5.1125 | 1e-06 |
18 | 0.437572 | 4.7934 | 2e-06 |
19 | 0.405767 | 4.445 | 1e-05 |
20 | 0.381327 | 4.1772 | 2.8e-05 |
21 | 0.358166 | 3.9235 | 7.3e-05 |
22 | 0.319473 | 3.4996 | 0.000327 |
23 | 0.293569 | 3.2159 | 0.000836 |
24 | 0.277126 | 3.0358 | 0.001472 |
25 | 0.241883 | 2.6497 | 0.004571 |
26 | 0.213651 | 2.3404 | 0.010456 |
27 | 0.194566 | 2.1314 | 0.01755 |
28 | 0.168269 | 1.8433 | 0.033877 |
29 | 0.142647 | 1.5626 | 0.060388 |
30 | 0.122223 | 1.3389 | 0.09157 |
31 | 0.09839 | 1.0778 | 0.14164 |
32 | 0.0788 | 0.8632 | 0.194873 |
33 | 0.061908 | 0.6782 | 0.249487 |
34 | 0.030943 | 0.339 | 0.367617 |
35 | 0.011804 | 0.1293 | 0.448666 |
36 | 0.002312 | 0.0253 | 0.48992 |
37 | -0.022542 | -0.2469 | 0.402691 |
38 | -0.043013 | -0.4712 | 0.319183 |
39 | -0.054611 | -0.5982 | 0.275406 |
40 | -0.072052 | -0.7893 | 0.215751 |
41 | -0.088481 | -0.9693 | 0.167183 |
42 | -0.098964 | -1.0841 | 0.140247 |
43 | -0.11234 | -1.2306 | 0.110434 |
44 | -0.122955 | -1.3469 | 0.090275 |
45 | -0.129092 | -1.4141 | 0.079956 |
46 | -0.146266 | -1.6023 | 0.055864 |
47 | -0.153205 | -1.6783 | 0.047947 |
48 | -0.151883 | -1.6638 | 0.049381 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958805 | 10.5032 | 0 |
2 | 0.083313 | 0.9127 | 0.181628 |
3 | 0.125757 | 1.3776 | 0.085445 |
4 | -0.110709 | -1.2128 | 0.113803 |
5 | -0.044623 | -0.4888 | 0.312929 |
6 | -0.006064 | -0.0664 | 0.473576 |
7 | -0.038401 | -0.4207 | 0.337377 |
8 | 0.079592 | 0.8719 | 0.192506 |
9 | -0.018834 | -0.2063 | 0.418447 |
10 | -0.222301 | -2.4352 | 0.008178 |
11 | 0.12483 | 1.3674 | 0.087021 |
12 | 0.1012 | 1.1086 | 0.134911 |
13 | -0.229779 | -2.5171 | 0.006576 |
14 | 0.045825 | 0.502 | 0.308298 |
15 | 0.061204 | 0.6705 | 0.251928 |
16 | -0.052733 | -0.5777 | 0.282287 |
17 | -0.066938 | -0.7333 | 0.232412 |
18 | 0.017778 | 0.1947 | 0.422959 |
19 | 0.006212 | 0.068 | 0.472932 |
20 | -0.011085 | -0.1214 | 0.451776 |
21 | 0.000335 | 0.0037 | 0.498539 |
22 | -0.079836 | -0.8746 | 0.19178 |
23 | 0.021376 | 0.2342 | 0.40763 |
24 | 0.034928 | 0.3826 | 0.35134 |
25 | -0.105951 | -1.1606 | 0.124046 |
26 | 0.039369 | 0.4313 | 0.333524 |
27 | 0.008532 | 0.0935 | 0.462847 |
28 | -0.048745 | -0.534 | 0.297175 |
29 | -0.01216 | -0.1332 | 0.447125 |
30 | 0.02808 | 0.3076 | 0.379461 |
31 | 0.006918 | 0.0758 | 0.469857 |
32 | -0.056851 | -0.6228 | 0.267308 |
33 | 0.002287 | 0.0251 | 0.490027 |
34 | -0.052926 | -0.5798 | 0.281578 |
35 | 0.011177 | 0.1224 | 0.451379 |
36 | 0.04224 | 0.4627 | 0.322201 |
37 | -0.051908 | -0.5686 | 0.285338 |
38 | -0.007175 | -0.0786 | 0.46874 |
39 | 0.002524 | 0.0277 | 0.488993 |
40 | -0.018152 | -0.1988 | 0.421359 |
41 | 0.002358 | 0.0258 | 0.489717 |
42 | 0.024013 | 0.2631 | 0.396481 |
43 | 0.025154 | 0.2755 | 0.391686 |
44 | -0.057282 | -0.6275 | 0.265764 |
45 | 0.008077 | 0.0885 | 0.46482 |
46 | -0.004604 | -0.0504 | 0.479931 |
47 | 0.018404 | 0.2016 | 0.420284 |
48 | 0.024198 | 0.2651 | 0.395702 |