Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964949 | 10.028 | 0 |
2 | 0.932253 | 9.6883 | 0 |
3 | 0.916424 | 9.5238 | 0 |
4 | 0.896789 | 9.3197 | 0 |
5 | 0.866606 | 9.006 | 0 |
6 | 0.831247 | 8.6386 | 0 |
7 | 0.810553 | 8.4235 | 0 |
8 | 0.789877 | 8.2086 | 0 |
9 | 0.764054 | 7.9403 | 0 |
10 | 0.734585 | 7.634 | 0 |
11 | 0.707261 | 7.3501 | 0 |
12 | 0.680095 | 7.0678 | 0 |
13 | 0.644704 | 6.7 | 0 |
14 | 0.611742 | 6.3574 | 0 |
15 | 0.577219 | 5.9986 | 0 |
16 | 0.54111 | 5.6234 | 0 |
17 | 0.499234 | 5.1882 | 1e-06 |
18 | 0.453983 | 4.7179 | 4e-06 |
19 | 0.416476 | 4.3282 | 1.7e-05 |
20 | 0.374176 | 3.8886 | 8.7e-05 |
21 | 0.330361 | 3.4332 | 0.000423 |
22 | 0.296427 | 3.0806 | 0.001311 |
23 | 0.267989 | 2.785 | 0.003161 |
24 | 0.2341 | 2.4328 | 0.008312 |
25 | 0.19299 | 2.0056 | 0.023699 |
26 | 0.157877 | 1.6407 | 0.051884 |
27 | 0.126867 | 1.3184 | 0.095073 |
28 | 0.09371 | 0.9739 | 0.16615 |
29 | 0.06203 | 0.6446 | 0.260264 |
30 | 0.028496 | 0.2961 | 0.383847 |
31 | 0.00538 | 0.0559 | 0.477757 |
32 | -0.018573 | -0.193 | 0.423653 |
33 | -0.040354 | -0.4194 | 0.33789 |
34 | -0.059948 | -0.623 | 0.2673 |
35 | -0.075809 | -0.7878 | 0.21626 |
36 | -0.090212 | -0.9375 | 0.175293 |
37 | -0.108516 | -1.1277 | 0.130966 |
38 | -0.119599 | -1.2429 | 0.108297 |
39 | -0.131425 | -1.3658 | 0.087418 |
40 | -0.148771 | -1.5461 | 0.062506 |
41 | -0.16729 | -1.7385 | 0.042484 |
42 | -0.179384 | -1.8642 | 0.032503 |
43 | -0.188182 | -1.9556 | 0.026545 |
44 | -0.199099 | -2.0691 | 0.020462 |
45 | -0.209329 | -2.1754 | 0.01589 |
46 | -0.219349 | -2.2795 | 0.0123 |
47 | -0.226106 | -2.3498 | 0.010301 |
48 | -0.23079 | -2.3984 | 0.00909 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964949 | 10.028 | 0 |
2 | 0.016358 | 0.17 | 0.432666 |
3 | 0.22915 | 2.3814 | 0.009499 |
4 | -0.049272 | -0.5121 | 0.304831 |
5 | -0.114484 | -1.1898 | 0.118375 |
6 | -0.128243 | -1.3327 | 0.092711 |
7 | 0.144724 | 1.504 | 0.067748 |
8 | -0.028075 | -0.2918 | 0.385515 |
9 | 0.019348 | 0.2011 | 0.42051 |
10 | -0.081056 | -0.8424 | 0.200725 |
11 | -0.027918 | -0.2901 | 0.386135 |
12 | -0.073082 | -0.7595 | 0.224606 |
13 | -0.096541 | -1.0033 | 0.158983 |
14 | 0.014098 | 0.1465 | 0.441896 |
15 | -0.080488 | -0.8365 | 0.202372 |
16 | -0.03708 | -0.3853 | 0.350371 |
17 | -0.12437 | -1.2925 | 0.099473 |
18 | -0.089707 | -0.9323 | 0.176641 |
19 | 0.019614 | 0.2038 | 0.419432 |
20 | -0.087036 | -0.9045 | 0.183869 |
21 | -0.008804 | -0.0915 | 0.463634 |
22 | 0.116484 | 1.2105 | 0.114358 |
23 | 0.046745 | 0.4858 | 0.31405 |
24 | -0.058009 | -0.6028 | 0.273937 |
25 | -0.08821 | -0.9167 | 0.180671 |
26 | -0.020454 | -0.2126 | 0.416033 |
27 | -0.003751 | -0.039 | 0.48449 |
28 | 0.025026 | 0.2601 | 0.397651 |
29 | 0.093197 | 0.9685 | 0.167472 |
30 | -0.069298 | -0.7202 | 0.236489 |
31 | 0.099008 | 1.0289 | 0.152907 |
32 | -0.039903 | -0.4147 | 0.339597 |
33 | 0.085073 | 0.8841 | 0.189301 |
34 | -0.005607 | -0.0583 | 0.476822 |
35 | 0.083937 | 0.8723 | 0.192491 |
36 | -0.037354 | -0.3882 | 0.349319 |
37 | -0.015841 | -0.1646 | 0.434774 |
38 | 0.020307 | 0.211 | 0.416628 |
39 | -0.054328 | -0.5646 | 0.286759 |
40 | -0.08172 | -0.8493 | 0.198809 |
41 | -0.050052 | -0.5202 | 0.302012 |
42 | 0.042506 | 0.4417 | 0.329784 |
43 | -0.020991 | -0.2181 | 0.413862 |
44 | 0.058433 | 0.6073 | 0.27248 |
45 | -0.074913 | -0.7785 | 0.218983 |
46 | -0.09476 | -0.9848 | 0.163467 |
47 | -0.045441 | -0.4722 | 0.318856 |
48 | 0.02018 | 0.2097 | 0.417141 |