Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958317 | 8.7831 | 0 |
2 | 0.91836 | 8.4169 | 0 |
3 | 0.880952 | 8.0741 | 0 |
4 | 0.843982 | 7.7352 | 0 |
5 | 0.802845 | 7.3582 | 0 |
6 | 0.759194 | 6.9581 | 0 |
7 | 0.71111 | 6.5174 | 0 |
8 | 0.665314 | 6.0977 | 0 |
9 | 0.621262 | 5.694 | 0 |
10 | 0.577308 | 5.2911 | 0 |
11 | 0.541512 | 4.963 | 2e-06 |
12 | 0.503312 | 4.6129 | 7e-06 |
13 | 0.46092 | 4.2244 | 3e-05 |
14 | 0.419617 | 3.8458 | 0.000117 |
15 | 0.382616 | 3.5067 | 0.000365 |
16 | 0.35006 | 3.2084 | 0.000945 |
17 | 0.316301 | 2.899 | 0.002388 |
18 | 0.283153 | 2.5951 | 0.005578 |
19 | 0.246034 | 2.2549 | 0.013369 |
20 | 0.21274 | 1.9498 | 0.027268 |
21 | 0.181009 | 1.659 | 0.050425 |
22 | 0.146938 | 1.3467 | 0.090848 |
23 | 0.121073 | 1.1096 | 0.135159 |
24 | 0.094768 | 0.8686 | 0.19378 |
25 | 0.065501 | 0.6003 | 0.274954 |
26 | 0.037261 | 0.3415 | 0.366787 |
27 | 0.014826 | 0.1359 | 0.446119 |
28 | -0.004442 | -0.0407 | 0.48381 |
29 | -0.024096 | -0.2208 | 0.412876 |
30 | -0.042834 | -0.3926 | 0.34781 |
31 | -0.064845 | -0.5943 | 0.276949 |
32 | -0.083404 | -0.7644 | 0.223383 |
33 | -0.100856 | -0.9244 | 0.178973 |
34 | -0.118106 | -1.0825 | 0.141072 |
35 | -0.129443 | -1.1864 | 0.119412 |
36 | -0.141371 | -1.2957 | 0.099316 |
37 | -0.157215 | -1.4409 | 0.076665 |
38 | -0.171198 | -1.5691 | 0.060197 |
39 | -0.18153 | -1.6637 | 0.049945 |
40 | -0.191496 | -1.7551 | 0.041445 |
41 | -0.202602 | -1.8569 | 0.033417 |
42 | -0.213614 | -1.9578 | 0.026787 |
43 | -0.228469 | -2.094 | 0.019639 |
44 | -0.241642 | -2.2147 | 0.014745 |
45 | -0.255426 | -2.341 | 0.0108 |
46 | -0.26897 | -2.4651 | 0.007866 |
47 | -0.277767 | -2.5458 | 0.006365 |
48 | -0.284581 | -2.6082 | 0.005385 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958317 | 8.7831 | 0 |
2 | -0.000138 | -0.0013 | 0.499499 |
3 | 0.010826 | 0.0992 | 0.460599 |
4 | -0.013308 | -0.122 | 0.451607 |
5 | -0.069954 | -0.6411 | 0.26159 |
6 | -0.055434 | -0.5081 | 0.306371 |
7 | -0.084005 | -0.7699 | 0.221754 |
8 | -0.005334 | -0.0489 | 0.480563 |
9 | -0.006458 | -0.0592 | 0.476473 |
10 | -0.021068 | -0.1931 | 0.423677 |
11 | 0.081967 | 0.7512 | 0.227303 |
12 | -0.046875 | -0.4296 | 0.334286 |
13 | -0.07289 | -0.668 | 0.252969 |
14 | -0.022629 | -0.2074 | 0.418101 |
15 | 0.008875 | 0.0813 | 0.467684 |
16 | 0.027903 | 0.2557 | 0.39939 |
17 | -0.038712 | -0.3548 | 0.361816 |
18 | -0.00499 | -0.0457 | 0.481817 |
19 | -0.072969 | -0.6688 | 0.252736 |
20 | 0.003711 | 0.034 | 0.486476 |
21 | -0.007679 | -0.0704 | 0.472028 |
22 | -0.064724 | -0.5932 | 0.277319 |
23 | 0.076102 | 0.6975 | 0.243713 |
24 | -0.025546 | -0.2341 | 0.407726 |
25 | -0.046407 | -0.4253 | 0.335841 |
26 | -0.012643 | -0.1159 | 0.454014 |
27 | 0.022008 | 0.2017 | 0.420318 |
28 | 0.018128 | 0.1661 | 0.434221 |
29 | -0.040122 | -0.3677 | 0.357 |
30 | 0.008829 | 0.0809 | 0.467848 |
31 | -0.059409 | -0.5445 | 0.293773 |
32 | -0.007178 | -0.0658 | 0.473852 |
33 | -0.001873 | -0.0172 | 0.493174 |
34 | -0.030887 | -0.2831 | 0.388903 |
35 | 0.055042 | 0.5045 | 0.307627 |
36 | -0.028124 | -0.2578 | 0.398611 |
37 | -0.046823 | -0.4291 | 0.334461 |
38 | 0.002143 | 0.0196 | 0.49219 |
39 | -0.006446 | -0.0591 | 0.476515 |
40 | -0.008066 | -0.0739 | 0.470623 |
41 | -0.053407 | -0.4895 | 0.312887 |
42 | 0.005054 | 0.0463 | 0.481581 |
43 | -0.061202 | -0.5609 | 0.28817 |
44 | -0.029024 | -0.266 | 0.395443 |
45 | -0.018761 | -0.1719 | 0.431946 |
46 | -0.032913 | -0.3017 | 0.381831 |
47 | 0.039456 | 0.3616 | 0.35927 |
48 | 0.004024 | 0.0369 | 0.485334 |