Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955037 | 8.7531 | 0 |
2 | 0.896139 | 8.2133 | 0 |
3 | 0.837993 | 7.6803 | 0 |
4 | 0.79337 | 7.2714 | 0 |
5 | 0.767128 | 7.0308 | 0 |
6 | 0.736076 | 6.7462 | 0 |
7 | 0.698723 | 6.4039 | 0 |
8 | 0.663061 | 6.0771 | 0 |
9 | 0.643473 | 5.8975 | 0 |
10 | 0.639336 | 5.8596 | 0 |
11 | 0.639757 | 5.8635 | 0 |
12 | 0.624073 | 5.7197 | 0 |
13 | 0.575087 | 5.2708 | 1e-06 |
14 | 0.509859 | 4.6729 | 6e-06 |
15 | 0.447497 | 4.1014 | 4.7e-05 |
16 | 0.401888 | 3.6834 | 0.000203 |
17 | 0.371469 | 3.4046 | 0.000509 |
18 | 0.33957 | 3.1122 | 0.001269 |
19 | 0.302245 | 2.7701 | 0.003448 |
20 | 0.262295 | 2.404 | 0.009209 |
21 | 0.23812 | 2.1824 | 0.015936 |
22 | 0.231193 | 2.1189 | 0.018525 |
23 | 0.228695 | 2.096 | 0.019545 |
24 | 0.210164 | 1.9262 | 0.028732 |
25 | 0.171149 | 1.5686 | 0.06025 |
26 | 0.111416 | 1.0211 | 0.15506 |
27 | 0.055707 | 0.5106 | 0.305499 |
28 | 0.014841 | 0.136 | 0.446067 |
29 | -0.016193 | -0.1484 | 0.441186 |
30 | -0.045005 | -0.4125 | 0.34052 |
31 | -0.08059 | -0.7386 | 0.231099 |
32 | -0.110355 | -1.0114 | 0.157361 |
33 | -0.126993 | -1.1639 | 0.123878 |
34 | -0.127247 | -1.1662 | 0.123409 |
35 | -0.123908 | -1.1356 | 0.129669 |
36 | -0.138474 | -1.2691 | 0.10395 |
37 | -0.168236 | -1.5419 | 0.063427 |
38 | -0.214219 | -1.9633 | 0.026457 |
39 | -0.25713 | -2.3566 | 0.010384 |
40 | -0.286978 | -2.6302 | 0.005074 |
41 | -0.308875 | -2.8309 | 0.002903 |
42 | -0.32547 | -2.983 | 0.001868 |
43 | -0.345948 | -3.1707 | 0.001062 |
44 | -0.35695 | -3.2715 | 0.000777 |
45 | -0.357536 | -3.2769 | 0.000764 |
46 | -0.342214 | -3.1364 | 0.001179 |
47 | -0.322439 | -2.9552 | 0.002027 |
48 | -0.320166 | -2.9344 | 0.002154 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955037 | 8.7531 | 0 |
2 | -0.181522 | -1.6637 | 0.049952 |
3 | 0.001795 | 0.0165 | 0.493456 |
4 | 0.120902 | 1.1081 | 0.135493 |
5 | 0.146087 | 1.3389 | 0.092107 |
6 | -0.130563 | -1.1966 | 0.117408 |
7 | -0.050825 | -0.4658 | 0.321276 |
8 | 0.069986 | 0.6414 | 0.261495 |
9 | 0.180151 | 1.6511 | 0.051225 |
10 | 0.072738 | 0.6667 | 0.253409 |
11 | -0.003011 | -0.0276 | 0.489026 |
12 | -0.150094 | -1.3756 | 0.086297 |
13 | -0.291319 | -2.67 | 0.004553 |
14 | -0.12754 | -1.1689 | 0.122871 |
15 | -0.003223 | -0.0295 | 0.488253 |
16 | 0.065204 | 0.5976 | 0.275856 |
17 | 0.053442 | 0.4898 | 0.312774 |
18 | -0.02111 | -0.1935 | 0.423526 |
19 | -0.015582 | -0.1428 | 0.443391 |
20 | -0.058611 | -0.5372 | 0.296282 |
21 | 0.060588 | 0.5553 | 0.290085 |
22 | 0.036775 | 0.337 | 0.368461 |
23 | -0.014621 | -0.134 | 0.446861 |
24 | -0.104554 | -0.9583 | 0.170341 |
25 | -0.014276 | -0.1308 | 0.448105 |
26 | -0.157308 | -1.4417 | 0.076546 |
27 | -0.013768 | -0.1262 | 0.449942 |
28 | -0.005685 | -0.0521 | 0.479285 |
29 | -0.010303 | -0.0944 | 0.462498 |
30 | -0.011816 | -0.1083 | 0.457011 |
31 | -0.022071 | -0.2023 | 0.420093 |
32 | 0.079926 | 0.7325 | 0.232941 |
33 | -7.7e-05 | -7e-04 | 0.499721 |
34 | -0.003619 | -0.0332 | 0.486811 |
35 | -0.038481 | -0.3527 | 0.362605 |
36 | -0.11396 | -1.0445 | 0.149634 |
37 | 0.013934 | 0.1277 | 0.449343 |
38 | -0.065948 | -0.6044 | 0.273595 |
39 | -0.015778 | -0.1446 | 0.442683 |
40 | -0.013076 | -0.1198 | 0.452446 |
41 | -0.004147 | -0.038 | 0.484885 |
42 | 0.033753 | 0.3094 | 0.378911 |
43 | -0.009366 | -0.0858 | 0.465899 |
44 | 0.065673 | 0.6019 | 0.274431 |
45 | -0.018569 | -0.1702 | 0.432635 |
46 | 0.023551 | 0.2159 | 0.414813 |
47 | 0.006777 | 0.0621 | 0.475312 |
48 | -0.082403 | -0.7552 | 0.226111 |