Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962298 | 8.8196 | 0 |
2 | 0.929521 | 8.5192 | 0 |
3 | 0.894582 | 8.199 | 0 |
4 | 0.861266 | 7.8936 | 0 |
5 | 0.834601 | 7.6492 | 0 |
6 | 0.807486 | 7.4007 | 0 |
7 | 0.768856 | 7.0467 | 0 |
8 | 0.732239 | 6.7111 | 0 |
9 | 0.696493 | 6.3835 | 0 |
10 | 0.661333 | 6.0612 | 0 |
11 | 0.629379 | 5.7684 | 0 |
12 | 0.596686 | 5.4687 | 0 |
13 | 0.552806 | 5.0665 | 1e-06 |
14 | 0.510996 | 4.6834 | 5e-06 |
15 | 0.46906 | 4.299 | 2.3e-05 |
16 | 0.430532 | 3.9459 | 8.2e-05 |
17 | 0.398732 | 3.6544 | 0.000224 |
18 | 0.369166 | 3.3835 | 0.000545 |
19 | 0.33076 | 3.0315 | 0.001618 |
20 | 0.294689 | 2.7009 | 0.004182 |
21 | 0.262462 | 2.4055 | 0.009173 |
22 | 0.23013 | 2.1092 | 0.018953 |
23 | 0.203584 | 1.8659 | 0.032774 |
24 | 0.177169 | 1.6238 | 0.054085 |
25 | 0.141877 | 1.3003 | 0.098523 |
26 | 0.107571 | 0.9859 | 0.163506 |
27 | 0.076793 | 0.7038 | 0.241746 |
28 | 0.049828 | 0.4567 | 0.324541 |
29 | 0.02837 | 0.26 | 0.397742 |
30 | 0.009287 | 0.0851 | 0.466185 |
31 | -0.018171 | -0.1665 | 0.434065 |
32 | -0.045482 | -0.4168 | 0.338927 |
33 | -0.066807 | -0.6123 | 0.270997 |
34 | -0.088602 | -0.8121 | 0.209528 |
35 | -0.105777 | -0.9695 | 0.167548 |
36 | -0.123534 | -1.1322 | 0.130384 |
37 | -0.146307 | -1.3409 | 0.09178 |
38 | -0.169671 | -1.5551 | 0.061846 |
39 | -0.189848 | -1.74 | 0.042762 |
40 | -0.209538 | -1.9204 | 0.029097 |
41 | -0.225582 | -2.0675 | 0.020883 |
42 | -0.239903 | -2.1987 | 0.015323 |
43 | -0.261624 | -2.3978 | 0.009355 |
44 | -0.282442 | -2.5886 | 0.005677 |
45 | -0.297607 | -2.7276 | 0.003883 |
46 | -0.312739 | -2.8663 | 0.002624 |
47 | -0.324628 | -2.9753 | 0.001911 |
48 | -0.336794 | -3.0868 | 0.00137 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962298 | 8.8196 | 0 |
2 | 0.047362 | 0.4341 | 0.332673 |
3 | -0.042072 | -0.3856 | 0.350385 |
4 | 0.000171 | 0.0016 | 0.499375 |
5 | 0.075552 | 0.6924 | 0.245285 |
6 | -0.010525 | -0.0965 | 0.461691 |
7 | -0.177073 | -1.6229 | 0.054179 |
8 | -0.010217 | -0.0936 | 0.462808 |
9 | 0.013434 | 0.1231 | 0.45115 |
10 | -0.019008 | -0.1742 | 0.431058 |
11 | -0.006921 | -0.0634 | 0.474785 |
12 | -0.020844 | -0.191 | 0.424476 |
13 | -0.15202 | -1.3933 | 0.083604 |
14 | -0.021292 | -0.1951 | 0.422876 |
15 | -0.015662 | -0.1435 | 0.443101 |
16 | 0.01062 | 0.0973 | 0.461348 |
17 | 0.039172 | 0.359 | 0.360242 |
18 | 0.0238 | 0.2181 | 0.413928 |
19 | -0.106352 | -0.9747 | 0.166245 |
20 | -0.01176 | -0.1078 | 0.457212 |
21 | 0.052734 | 0.4833 | 0.315064 |
22 | -0.031334 | -0.2872 | 0.387341 |
23 | 0.003386 | 0.031 | 0.487658 |
24 | -0.007142 | -0.0655 | 0.473981 |
25 | -0.095929 | -0.8792 | 0.190899 |
26 | -0.041291 | -0.3784 | 0.353028 |
27 | 0.02826 | 0.259 | 0.39813 |
28 | 0.024478 | 0.2243 | 0.411516 |
29 | -0.002317 | -0.0212 | 0.491555 |
30 | 0.013165 | 0.1207 | 0.452126 |
31 | -0.077733 | -0.7124 | 0.239085 |
32 | -0.042208 | -0.3868 | 0.349927 |
33 | 0.06284 | 0.5759 | 0.283099 |
34 | -0.027393 | -0.2511 | 0.401189 |
35 | -0.028208 | -0.2585 | 0.398316 |
36 | -0.025049 | -0.2296 | 0.409487 |
37 | -0.02046 | -0.1875 | 0.425852 |
38 | -0.046844 | -0.4293 | 0.334391 |
39 | -0.006 | -0.055 | 0.478139 |
40 | -0.018463 | -0.1692 | 0.433016 |
41 | -0.0323 | -0.296 | 0.383967 |
42 | -0.005647 | -0.0518 | 0.479422 |
43 | -0.06195 | -0.5678 | 0.285848 |
44 | -0.025139 | -0.2304 | 0.409169 |
45 | 0.040865 | 0.3745 | 0.354477 |
46 | -0.014336 | -0.1314 | 0.447891 |
47 | -0.042907 | -0.3932 | 0.347566 |
48 | -0.02822 | -0.2586 | 0.398271 |