Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.942565 | 8.6387 | 0 |
2 | 0.891431 | 8.1701 | 0 |
3 | 0.832154 | 7.6268 | 0 |
4 | 0.794831 | 7.2847 | 0 |
5 | 0.756972 | 6.9378 | 0 |
6 | 0.72947 | 6.6857 | 0 |
7 | 0.717925 | 6.5799 | 0 |
8 | 0.717645 | 6.5773 | 0 |
9 | 0.71166 | 6.5225 | 0 |
10 | 0.715917 | 6.5615 | 0 |
11 | 0.699902 | 6.4147 | 0 |
12 | 0.692604 | 6.3478 | 0 |
13 | 0.621509 | 5.6962 | 0 |
14 | 0.55618 | 5.0975 | 1e-06 |
15 | 0.482911 | 4.4259 | 1.4e-05 |
16 | 0.425965 | 3.904 | 9.5e-05 |
17 | 0.368539 | 3.3777 | 0.000555 |
18 | 0.322105 | 2.9521 | 0.002045 |
19 | 0.294625 | 2.7003 | 0.004188 |
20 | 0.270507 | 2.4792 | 0.007583 |
21 | 0.245292 | 2.2481 | 0.013593 |
22 | 0.219838 | 2.0149 | 0.023559 |
23 | 0.179756 | 1.6475 | 0.051596 |
24 | 0.152523 | 1.3979 | 0.082912 |
25 | 0.08628 | 0.7908 | 0.215652 |
26 | 0.023728 | 0.2175 | 0.414184 |
27 | -0.037268 | -0.3416 | 0.366767 |
28 | -0.086309 | -0.791 | 0.215575 |
29 | -0.133901 | -1.2272 | 0.111583 |
30 | -0.178277 | -1.6339 | 0.053008 |
31 | -0.203812 | -1.868 | 0.032627 |
32 | -0.216809 | -1.9871 | 0.025086 |
33 | -0.227961 | -2.0893 | 0.019853 |
34 | -0.239491 | -2.195 | 0.015463 |
35 | -0.266163 | -2.4394 | 0.008408 |
36 | -0.285055 | -2.6126 | 0.005322 |
37 | -0.327171 | -2.9986 | 0.001784 |
38 | -0.363997 | -3.3361 | 0.000633 |
39 | -0.399208 | -3.6588 | 0.000221 |
40 | -0.416795 | -3.82 | 0.000127 |
41 | -0.431143 | -3.9515 | 8.1e-05 |
42 | -0.441098 | -4.0427 | 5.8e-05 |
43 | -0.439795 | -4.0308 | 6.1e-05 |
44 | -0.430852 | -3.9488 | 8.1e-05 |
45 | -0.423638 | -3.8827 | 0.000103 |
46 | -0.414001 | -3.7944 | 0.000139 |
47 | -0.417705 | -3.8283 | 0.000124 |
48 | -0.413484 | -3.7896 | 0.000141 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.942565 | 8.6387 | 0 |
2 | 0.026913 | 0.2467 | 0.402886 |
3 | -0.097151 | -0.8904 | 0.187897 |
4 | 0.158946 | 1.4568 | 0.074455 |
5 | -0.004491 | -0.0412 | 0.483631 |
6 | 0.048492 | 0.4444 | 0.328933 |
7 | 0.172785 | 1.5836 | 0.058521 |
8 | 0.105489 | 0.9668 | 0.168203 |
9 | -0.034152 | -0.313 | 0.377524 |
10 | 0.147617 | 1.3529 | 0.089854 |
11 | -0.125415 | -1.1494 | 0.126817 |
12 | 0.064937 | 0.5952 | 0.27667 |
13 | -0.525873 | -4.8197 | 3e-06 |
14 | -0.052373 | -0.48 | 0.316234 |
15 | -0.093648 | -0.8583 | 0.196585 |
16 | -0.11421 | -1.0468 | 0.149108 |
17 | -0.104916 | -0.9616 | 0.169513 |
18 | -0.040262 | -0.369 | 0.356525 |
19 | 0.042309 | 0.3878 | 0.349585 |
20 | -0.14252 | -1.3062 | 0.097522 |
21 | 0.05628 | 0.5158 | 0.303671 |
22 | -0.108267 | -0.9923 | 0.161956 |
23 | 0.012623 | 0.1157 | 0.454086 |
24 | 0.053439 | 0.4898 | 0.312784 |
25 | -0.070215 | -0.6435 | 0.260815 |
26 | -0.037797 | -0.3464 | 0.364949 |
27 | 0.094582 | 0.8669 | 0.194245 |
28 | -0.040167 | -0.3681 | 0.35685 |
29 | -0.050081 | -0.459 | 0.323709 |
30 | -0.018103 | -0.1659 | 0.434311 |
31 | -0.018174 | -0.1666 | 0.434056 |
32 | 0.149065 | 1.3662 | 0.087761 |
33 | 0.002267 | 0.0208 | 0.491736 |
34 | 0.051754 | 0.4743 | 0.318248 |
35 | -0.025542 | -0.2341 | 0.40774 |
36 | -0.003026 | -0.0277 | 0.488969 |
37 | -0.030989 | -0.284 | 0.388548 |
38 | 0.034938 | 0.3202 | 0.374801 |
39 | -0.020374 | -0.1867 | 0.426161 |
40 | 0.087828 | 0.805 | 0.211558 |
41 | 0.030698 | 0.2814 | 0.389566 |
42 | 0.017848 | 0.1636 | 0.435229 |
43 | -0.019318 | -0.1771 | 0.429946 |
44 | -0.0321 | -0.2942 | 0.384665 |
45 | -0.02847 | -0.2609 | 0.39739 |
46 | -0.001363 | -0.0125 | 0.495031 |
47 | 0.008692 | 0.0797 | 0.468347 |
48 | -0.035997 | -0.3299 | 0.371141 |