Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.938514 | 8.6016 | 0 |
2 | 0.864814 | 7.9262 | 0 |
3 | 0.805532 | 7.3828 | 0 |
4 | 0.750045 | 6.8743 | 0 |
5 | 0.70832 | 6.4919 | 0 |
6 | 0.661969 | 6.067 | 0 |
7 | 0.63026 | 5.7764 | 0 |
8 | 0.608361 | 5.5757 | 0 |
9 | 0.6002 | 5.5009 | 0 |
10 | 0.589095 | 5.3991 | 0 |
11 | 0.570643 | 5.23 | 1e-06 |
12 | 0.565682 | 5.1846 | 1e-06 |
13 | 0.523339 | 4.7965 | 3e-06 |
14 | 0.463183 | 4.2451 | 2.8e-05 |
15 | 0.411138 | 3.7681 | 0.000152 |
16 | 0.364842 | 3.3438 | 0.000618 |
17 | 0.331864 | 3.0416 | 0.00157 |
18 | 0.29358 | 2.6907 | 0.004301 |
19 | 0.259332 | 2.3768 | 0.009868 |
20 | 0.233391 | 2.1391 | 0.017666 |
21 | 0.226998 | 2.0805 | 0.020265 |
22 | 0.219025 | 2.0074 | 0.023961 |
23 | 0.192935 | 1.7683 | 0.040322 |
24 | 0.17733 | 1.6253 | 0.053927 |
25 | 0.144323 | 1.3227 | 0.094756 |
26 | 0.096975 | 0.8888 | 0.188326 |
27 | 0.058802 | 0.5389 | 0.29568 |
28 | 0.023426 | 0.2147 | 0.41526 |
29 | -0.00272 | -0.0249 | 0.490084 |
30 | -0.030013 | -0.2751 | 0.391966 |
31 | -0.049782 | -0.4563 | 0.324691 |
32 | -0.065606 | -0.6013 | 0.274632 |
33 | -0.072457 | -0.6641 | 0.254228 |
34 | -0.072128 | -0.6611 | 0.25519 |
35 | -0.089724 | -0.8223 | 0.206608 |
36 | -0.107949 | -0.9894 | 0.162661 |
37 | -0.125846 | -1.1534 | 0.12601 |
38 | -0.148784 | -1.3636 | 0.088165 |
39 | -0.163196 | -1.4957 | 0.069237 |
40 | -0.17563 | -1.6097 | 0.055611 |
41 | -0.192656 | -1.7657 | 0.040538 |
42 | -0.214034 | -1.9617 | 0.026558 |
43 | -0.224399 | -2.0567 | 0.021411 |
44 | -0.232894 | -2.1345 | 0.017858 |
45 | -0.244583 | -2.2416 | 0.013811 |
46 | -0.259547 | -2.3788 | 0.009819 |
47 | -0.283574 | -2.599 | 0.005521 |
48 | -0.299113 | -2.7414 | 0.003737 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.938514 | 8.6016 | 0 |
2 | -0.134188 | -1.2299 | 0.111092 |
3 | 0.093272 | 0.8548 | 0.197533 |
4 | -0.026842 | -0.246 | 0.403137 |
5 | 0.097586 | 0.8944 | 0.186834 |
6 | -0.089487 | -0.8202 | 0.207223 |
7 | 0.143197 | 1.3124 | 0.096476 |
8 | 0.015679 | 0.1437 | 0.44304 |
9 | 0.147362 | 1.3506 | 0.090226 |
10 | -0.070672 | -0.6477 | 0.259465 |
11 | 0.021414 | 0.1963 | 0.42244 |
12 | 0.097918 | 0.8974 | 0.186027 |
13 | -0.334322 | -3.0641 | 0.001467 |
14 | -0.066989 | -0.614 | 0.27045 |
15 | 0.00641 | 0.0587 | 0.476647 |
16 | 0.022495 | 0.2062 | 0.41858 |
17 | -0.00561 | -0.0514 | 0.479558 |
18 | -0.046946 | -0.4303 | 0.33405 |
19 | -0.001148 | -0.0105 | 0.495816 |
20 | 0.00613 | 0.0562 | 0.477664 |
21 | 0.092103 | 0.8441 | 0.200494 |
22 | -0.088922 | -0.815 | 0.208694 |
23 | -0.02942 | -0.2696 | 0.394051 |
24 | 0.032886 | 0.3014 | 0.381925 |
25 | -0.131567 | -1.2058 | 0.115634 |
26 | -0.054526 | -0.4997 | 0.309283 |
27 | 0.054031 | 0.4952 | 0.310877 |
28 | -0.007814 | -0.0716 | 0.471537 |
29 | -0.032884 | -0.3014 | 0.381933 |
30 | -0.032627 | -0.299 | 0.382828 |
31 | 0.05885 | 0.5394 | 0.295531 |
32 | -0.016164 | -0.1481 | 0.441293 |
33 | -0.027498 | -0.252 | 0.400818 |
34 | -0.003531 | -0.0324 | 0.487129 |
35 | -0.020186 | -0.185 | 0.426834 |
36 | -0.044669 | -0.4094 | 0.341644 |
37 | 0.017756 | 0.1627 | 0.435558 |
38 | 0.010545 | 0.0966 | 0.461618 |
39 | 0.03987 | 0.3654 | 0.35786 |
40 | -0.001844 | -0.0169 | 0.493277 |
41 | -0.113601 | -1.0412 | 0.150393 |
42 | -0.037182 | -0.3408 | 0.367062 |
43 | 0.057916 | 0.5308 | 0.298476 |
44 | -0.054185 | -0.4966 | 0.310381 |
45 | -0.081826 | -0.75 | 0.22769 |
46 | -0.106795 | -0.9788 | 0.165248 |
47 | 0.035048 | 0.3212 | 0.37442 |
48 | 0.037772 | 0.3462 | 0.365034 |