Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958941 | 8.7888 | 0 |
2 | 0.917371 | 8.4078 | 0 |
3 | 0.882681 | 8.0899 | 0 |
4 | 0.843929 | 7.7347 | 0 |
5 | 0.810464 | 7.428 | 0 |
6 | 0.778073 | 7.1312 | 0 |
7 | 0.764106 | 7.0031 | 0 |
8 | 0.746273 | 6.8397 | 0 |
9 | 0.719876 | 6.5978 | 0 |
10 | 0.696428 | 6.3829 | 0 |
11 | 0.671728 | 6.1565 | 0 |
12 | 0.643331 | 5.8962 | 0 |
13 | 0.596116 | 5.4635 | 0 |
14 | 0.550346 | 5.044 | 1e-06 |
15 | 0.509794 | 4.6723 | 6e-06 |
16 | 0.470714 | 4.3142 | 2.2e-05 |
17 | 0.432942 | 3.968 | 7.6e-05 |
18 | 0.395614 | 3.6259 | 0.000246 |
19 | 0.372429 | 3.4134 | 0.000495 |
20 | 0.342233 | 3.1366 | 0.001178 |
21 | 0.308273 | 2.8254 | 0.002949 |
22 | 0.278568 | 2.5531 | 0.006242 |
23 | 0.246881 | 2.2627 | 0.013117 |
24 | 0.211391 | 1.9374 | 0.028027 |
25 | 0.163779 | 1.5011 | 0.068545 |
26 | 0.120008 | 1.0999 | 0.137261 |
27 | 0.077637 | 0.7116 | 0.239357 |
28 | 0.038524 | 0.3531 | 0.362458 |
29 | 0.002092 | 0.0192 | 0.492375 |
30 | -0.034777 | -0.3187 | 0.375358 |
31 | -0.061078 | -0.5598 | 0.288556 |
32 | -0.08953 | -0.8206 | 0.207111 |
33 | -0.117058 | -1.0729 | 0.143205 |
34 | -0.139899 | -1.2822 | 0.10165 |
35 | -0.16326 | -1.4963 | 0.069162 |
36 | -0.189837 | -1.7399 | 0.042771 |
37 | -0.22382 | -2.0513 | 0.021675 |
38 | -0.253629 | -2.3246 | 0.011255 |
39 | -0.282988 | -2.5936 | 0.005601 |
40 | -0.308795 | -2.8302 | 0.00291 |
41 | -0.328837 | -3.0138 | 0.001705 |
42 | -0.348114 | -3.1905 | 0.000999 |
43 | -0.362131 | -3.319 | 0.000669 |
44 | -0.378726 | -3.4711 | 0.000411 |
45 | -0.389657 | -3.5713 | 0.000295 |
46 | -0.395406 | -3.624 | 0.000248 |
47 | -0.400892 | -3.6742 | 0.000209 |
48 | -0.405922 | -3.7203 | 0.000179 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958941 | 8.7888 | 0 |
2 | -0.027301 | -0.2502 | 0.401516 |
3 | 0.063952 | 0.5861 | 0.279681 |
4 | -0.070532 | -0.6464 | 0.259879 |
5 | 0.053423 | 0.4896 | 0.312836 |
6 | -0.015592 | -0.1429 | 0.443354 |
7 | 0.227965 | 2.0893 | 0.019852 |
8 | -0.076114 | -0.6976 | 0.243679 |
9 | -0.070563 | -0.6467 | 0.259789 |
10 | -0.011923 | -0.1093 | 0.456624 |
11 | -0.002436 | -0.0223 | 0.491122 |
12 | -0.056321 | -0.5162 | 0.303538 |
13 | -0.227934 | -2.0891 | 0.019865 |
14 | -0.028745 | -0.2634 | 0.396425 |
15 | -0.032786 | -0.3005 | 0.382274 |
16 | 0.037927 | 0.3476 | 0.364504 |
17 | -0.048228 | -0.442 | 0.329807 |
18 | -0.041251 | -0.3781 | 0.353164 |
19 | 0.076824 | 0.7041 | 0.241659 |
20 | -0.081897 | -0.7506 | 0.227495 |
21 | 0.006898 | 0.0632 | 0.474869 |
22 | -0.005304 | -0.0486 | 0.480671 |
23 | -0.016584 | -0.152 | 0.439779 |
24 | -0.075896 | -0.6956 | 0.2443 |
25 | -0.098988 | -0.9072 | 0.183437 |
26 | -0.026708 | -0.2448 | 0.403611 |
27 | -0.076855 | -0.7044 | 0.241571 |
28 | 0.045125 | 0.4136 | 0.340119 |
29 | -0.0531 | -0.4867 | 0.313879 |
30 | -0.051107 | -0.4684 | 0.320355 |
31 | 0.014137 | 0.1296 | 0.448609 |
32 | 0.00224 | 0.0205 | 0.491833 |
33 | 0.025017 | 0.2293 | 0.409602 |
34 | 0.018397 | 0.1686 | 0.433252 |
35 | 0.001134 | 0.0104 | 0.495866 |
36 | -0.069057 | -0.6329 | 0.264252 |
37 | -0.025122 | -0.2302 | 0.409231 |
38 | -0.014442 | -0.1324 | 0.447506 |
39 | -0.046966 | -0.4304 | 0.333985 |
40 | 0.022191 | 0.2034 | 0.419665 |
41 | -0.000822 | -0.0075 | 0.497005 |
42 | -0.033065 | -0.303 | 0.381304 |
43 | -0.027644 | -0.2534 | 0.400303 |
44 | -0.020622 | -0.189 | 0.425273 |
45 | 0.045892 | 0.4206 | 0.337559 |
46 | 0.04725 | 0.4331 | 0.333042 |
47 | 0.028287 | 0.2593 | 0.398037 |
48 | -0.015944 | -0.1461 | 0.442085 |