Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953341 | 8.7375 | 0 |
2 | 0.914099 | 8.3779 | 0 |
3 | 0.892072 | 8.176 | 0 |
4 | 0.872745 | 7.9988 | 0 |
5 | 0.856794 | 7.8526 | 0 |
6 | 0.841374 | 7.7113 | 0 |
7 | 0.800847 | 7.3399 | 0 |
8 | 0.755919 | 6.9281 | 0 |
9 | 0.715429 | 6.557 | 0 |
10 | 0.673579 | 6.1735 | 0 |
11 | 0.661348 | 6.0614 | 0 |
12 | 0.642309 | 5.8869 | 0 |
13 | 0.583494 | 5.3478 | 0 |
14 | 0.528367 | 4.8426 | 3e-06 |
15 | 0.487865 | 4.4714 | 1.2e-05 |
16 | 0.446559 | 4.0928 | 4.9e-05 |
17 | 0.415179 | 3.8052 | 0.000134 |
18 | 0.38325 | 3.5125 | 0.000359 |
19 | 0.331357 | 3.0369 | 0.001592 |
20 | 0.280796 | 2.5735 | 0.005911 |
21 | 0.236997 | 2.1721 | 0.016333 |
22 | 0.189525 | 1.737 | 0.043024 |
23 | 0.167344 | 1.5337 | 0.064427 |
24 | 0.135111 | 1.2383 | 0.109525 |
25 | 0.071586 | 0.6561 | 0.256776 |
26 | 0.015871 | 0.1455 | 0.442348 |
27 | -0.021894 | -0.2007 | 0.420725 |
28 | -0.057446 | -0.5265 | 0.299962 |
29 | -0.084512 | -0.7746 | 0.220386 |
30 | -0.114383 | -1.0483 | 0.148746 |
31 | -0.160497 | -1.471 | 0.072517 |
32 | -0.199973 | -1.8328 | 0.035189 |
33 | -0.232441 | -2.1304 | 0.018033 |
34 | -0.264945 | -2.4283 | 0.008653 |
35 | -0.274781 | -2.5184 | 0.006843 |
36 | -0.292197 | -2.678 | 0.004453 |
37 | -0.331328 | -3.0367 | 0.001593 |
38 | -0.361737 | -3.3154 | 0.000676 |
39 | -0.378335 | -3.4675 | 0.000415 |
40 | -0.390172 | -3.576 | 0.000291 |
41 | -0.395015 | -3.6204 | 0.000251 |
42 | -0.40331 | -3.6964 | 0.000194 |
43 | -0.42251 | -3.8724 | 0.000106 |
44 | -0.434729 | -3.9844 | 7.2e-05 |
45 | -0.439598 | -4.029 | 6.1e-05 |
46 | -0.442572 | -4.0562 | 5.6e-05 |
47 | -0.430242 | -3.9432 | 8.3e-05 |
48 | -0.42566 | -3.9012 | 9.6e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953341 | 8.7375 | 0 |
2 | 0.057487 | 0.5269 | 0.299835 |
3 | 0.17521 | 1.6058 | 0.056032 |
4 | 0.051062 | 0.468 | 0.3205 |
5 | 0.073296 | 0.6718 | 0.251786 |
6 | 0.027924 | 0.2559 | 0.399316 |
7 | -0.265282 | -2.4313 | 0.008585 |
8 | -0.12059 | -1.1052 | 0.136108 |
9 | -0.099344 | -0.9105 | 0.182582 |
10 | -0.107033 | -0.981 | 0.164712 |
11 | 0.300673 | 2.7557 | 0.00359 |
12 | -0.033091 | -0.3033 | 0.38121 |
13 | -0.340019 | -3.1163 | 0.001253 |
14 | -0.027707 | -0.2539 | 0.400081 |
15 | 0.029462 | 0.27 | 0.393901 |
16 | -0.020527 | -0.1881 | 0.425611 |
17 | -0.013636 | -0.125 | 0.450419 |
18 | -0.047074 | -0.4314 | 0.333626 |
19 | -0.075176 | -0.689 | 0.24636 |
20 | -0.009739 | -0.0893 | 0.464545 |
21 | 0.076194 | 0.6983 | 0.243449 |
22 | -0.115631 | -1.0598 | 0.146142 |
23 | 0.046501 | 0.4262 | 0.335531 |
24 | -0.08635 | -0.7914 | 0.215468 |
25 | -0.198741 | -1.8215 | 0.036046 |
26 | -0.007178 | -0.0658 | 0.47385 |
27 | 0.073743 | 0.6759 | 0.250492 |
28 | 0.051867 | 0.4754 | 0.317879 |
29 | -0.032329 | -0.2963 | 0.383867 |
30 | -0.032476 | -0.2976 | 0.383354 |
31 | 0.000214 | 0.002 | 0.499218 |
32 | -0.012019 | -0.1102 | 0.456274 |
33 | 0.054416 | 0.4987 | 0.309637 |
34 | -0.090027 | -0.8251 | 0.205824 |
35 | 0.000765 | 0.007 | 0.497213 |
36 | 0.018049 | 0.1654 | 0.434504 |
37 | 0.00429 | 0.0393 | 0.484366 |
38 | 0.022985 | 0.2107 | 0.41683 |
39 | -0.017622 | -0.1615 | 0.436041 |
40 | 0.048238 | 0.4421 | 0.329772 |
41 | -0.046352 | -0.4248 | 0.336024 |
42 | -0.02038 | -0.1868 | 0.426138 |
43 | 0.056837 | 0.5209 | 0.301898 |
44 | -0.056086 | -0.514 | 0.304288 |
45 | 0.08236 | 0.7548 | 0.226228 |
46 | -0.017774 | -0.1629 | 0.435493 |
47 | -0.022725 | -0.2083 | 0.417757 |
48 | 0.013534 | 0.124 | 0.450788 |