Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970315 | 8.8931 | 0 |
2 | 0.931077 | 8.5335 | 0 |
3 | 0.892354 | 8.1786 | 0 |
4 | 0.850984 | 7.7994 | 0 |
5 | 0.808309 | 7.4083 | 0 |
6 | 0.769204 | 7.0499 | 0 |
7 | 0.735302 | 6.7392 | 0 |
8 | 0.705325 | 6.4644 | 0 |
9 | 0.675586 | 6.1918 | 0 |
10 | 0.64512 | 5.9126 | 0 |
11 | 0.619172 | 5.6748 | 0 |
12 | 0.595309 | 5.4561 | 0 |
13 | 0.563674 | 5.1662 | 1e-06 |
14 | 0.523683 | 4.7996 | 3e-06 |
15 | 0.48404 | 4.4363 | 1.4e-05 |
16 | 0.442205 | 4.0529 | 5.6e-05 |
17 | 0.398984 | 3.6567 | 0.000222 |
18 | 0.356675 | 3.269 | 0.000783 |
19 | 0.320241 | 2.9351 | 0.00215 |
20 | 0.287217 | 2.6324 | 0.005044 |
21 | 0.256044 | 2.3467 | 0.010648 |
22 | 0.226893 | 2.0795 | 0.02031 |
23 | 0.201883 | 1.8503 | 0.033894 |
24 | 0.176725 | 1.6197 | 0.054522 |
25 | 0.145768 | 1.336 | 0.092581 |
26 | 0.109128 | 1.0002 | 0.160049 |
27 | 0.074409 | 0.682 | 0.248568 |
28 | 0.038094 | 0.3491 | 0.363929 |
29 | 0.002281 | 0.0209 | 0.491687 |
30 | -0.032016 | -0.2934 | 0.384957 |
31 | -0.059848 | -0.5485 | 0.292395 |
32 | -0.084113 | -0.7709 | 0.221463 |
33 | -0.1069 | -0.9798 | 0.165011 |
34 | -0.127294 | -1.1667 | 0.123322 |
35 | -0.143654 | -1.3166 | 0.095774 |
36 | -0.158757 | -1.455 | 0.074693 |
37 | -0.179463 | -1.6448 | 0.051874 |
38 | -0.203332 | -1.8636 | 0.032938 |
39 | -0.226044 | -2.0717 | 0.020679 |
40 | -0.249303 | -2.2849 | 0.01242 |
41 | -0.272585 | -2.4983 | 0.007214 |
42 | -0.292322 | -2.6792 | 0.004439 |
43 | -0.308296 | -2.8256 | 0.002948 |
44 | -0.320539 | -2.9378 | 0.002133 |
45 | -0.330351 | -3.0277 | 0.001636 |
46 | -0.338296 | -3.1005 | 0.001315 |
47 | -0.343861 | -3.1515 | 0.001126 |
48 | -0.350861 | -3.2157 | 0.000924 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970315 | 8.8931 | 0 |
2 | -0.178386 | -1.6349 | 0.052903 |
3 | 0.014939 | 0.1369 | 0.44571 |
4 | -0.074492 | -0.6827 | 0.248327 |
5 | -0.028835 | -0.2643 | 0.396107 |
6 | 0.041926 | 0.3843 | 0.35088 |
7 | 0.050842 | 0.466 | 0.32122 |
8 | 0.028717 | 0.2632 | 0.396521 |
9 | -0.033657 | -0.3085 | 0.379245 |
10 | -0.036425 | -0.3338 | 0.369665 |
11 | 0.060929 | 0.5584 | 0.289022 |
12 | 0.000964 | 0.0088 | 0.496486 |
13 | -0.146253 | -1.3404 | 0.091859 |
14 | -0.127944 | -1.1726 | 0.12213 |
15 | 0.008416 | 0.0771 | 0.469352 |
16 | -0.060532 | -0.5548 | 0.290258 |
17 | -0.011742 | -0.1076 | 0.457279 |
18 | -0.012093 | -0.1108 | 0.456007 |
19 | 0.047527 | 0.4356 | 0.332125 |
20 | -0.020108 | -0.1843 | 0.427115 |
21 | -0.007649 | -0.0701 | 0.472138 |
22 | 0.005166 | 0.0473 | 0.481175 |
23 | 0.021398 | 0.1961 | 0.422496 |
24 | -0.066538 | -0.6098 | 0.271811 |
25 | -0.103287 | -0.9466 | 0.173269 |
26 | -0.075384 | -0.6909 | 0.245764 |
27 | 0.036875 | 0.338 | 0.368117 |
28 | -0.059003 | -0.5408 | 0.295047 |
29 | 0.027743 | 0.2543 | 0.399956 |
30 | -0.016842 | -0.1544 | 0.43885 |
31 | 0.051008 | 0.4675 | 0.320677 |
32 | -0.028732 | -0.2633 | 0.39647 |
33 | -0.007562 | -0.0693 | 0.472456 |
34 | -0.005253 | -0.0481 | 0.480857 |
35 | 0.002555 | 0.0234 | 0.490687 |
36 | -0.041298 | -0.3785 | 0.353006 |
37 | -0.090293 | -0.8275 | 0.205136 |
38 | -0.024005 | -0.22 | 0.4132 |
39 | 0.011403 | 0.1045 | 0.458506 |
40 | -0.032067 | -0.2939 | 0.384781 |
41 | 0.019203 | 0.176 | 0.430361 |
42 | 0.020585 | 0.1887 | 0.425404 |
43 | -0.010258 | -0.094 | 0.462661 |
44 | -0.017895 | -0.164 | 0.435057 |
45 | 0.009556 | 0.0876 | 0.465207 |
46 | -0.021487 | -0.1969 | 0.422178 |
47 | -0.022624 | -0.2073 | 0.41812 |
48 | -0.086993 | -0.7973 | 0.213761 |