Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949746 | 8.1146 | 0 |
2 | 0.899914 | 7.6889 | 0 |
3 | 0.849352 | 7.2569 | 0 |
4 | 0.800461 | 6.8391 | 0 |
5 | 0.756536 | 6.4638 | 0 |
6 | 0.716175 | 6.119 | 0 |
7 | 0.673139 | 5.7513 | 0 |
8 | 0.626933 | 5.3565 | 0 |
9 | 0.579227 | 4.9489 | 2e-06 |
10 | 0.541763 | 4.6288 | 8e-06 |
11 | 0.502615 | 4.2943 | 2.7e-05 |
12 | 0.460777 | 3.9369 | 9.3e-05 |
13 | 0.414227 | 3.5392 | 0.000351 |
14 | 0.386433 | 3.3017 | 0.000745 |
15 | 0.36045 | 3.0797 | 0.00146 |
16 | 0.327982 | 2.8023 | 0.003247 |
17 | 0.297316 | 2.5403 | 0.006602 |
18 | 0.262146 | 2.2398 | 0.014076 |
19 | 0.223702 | 1.9113 | 0.029945 |
20 | 0.189421 | 1.6184 | 0.054943 |
21 | 0.169221 | 1.4458 | 0.076253 |
22 | 0.150047 | 1.282 | 0.101949 |
23 | 0.129736 | 1.1085 | 0.135649 |
24 | 0.101342 | 0.8659 | 0.194701 |
25 | 0.053126 | 0.4539 | 0.325622 |
26 | 0.00719 | 0.0614 | 0.475591 |
27 | -0.034008 | -0.2906 | 0.386105 |
28 | -0.07293 | -0.6231 | 0.267576 |
29 | -0.11046 | -0.9438 | 0.1742 |
30 | -0.143252 | -1.2239 | 0.112454 |
31 | -0.17111 | -1.462 | 0.074021 |
32 | -0.194044 | -1.6579 | 0.050814 |
33 | -0.217187 | -1.8556 | 0.03377 |
34 | -0.239262 | -2.0443 | 0.022268 |
35 | -0.262967 | -2.2468 | 0.013839 |
36 | -0.294274 | -2.5143 | 0.007066 |
37 | -0.320006 | -2.7341 | 0.003922 |
38 | -0.332983 | -2.845 | 0.00288 |
39 | -0.342212 | -2.9239 | 0.002301 |
40 | -0.352919 | -3.0153 | 0.001765 |
41 | -0.366064 | -3.1277 | 0.001266 |
42 | -0.379215 | -3.24 | 0.000901 |
43 | -0.383258 | -3.2746 | 0.00081 |
44 | -0.37907 | -3.2388 | 0.000904 |
45 | -0.374024 | -3.1957 | 0.001031 |
46 | -0.358756 | -3.0652 | 0.001524 |
47 | -0.341643 | -2.919 | 0.002333 |
48 | -0.339148 | -2.8977 | 0.00248 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949746 | 8.1146 | 0 |
2 | -0.021464 | -0.1834 | 0.427501 |
3 | -0.033663 | -0.2876 | 0.387228 |
4 | -0.010326 | -0.0882 | 0.464968 |
5 | 0.023798 | 0.2033 | 0.419722 |
6 | 0.011453 | 0.0979 | 0.461157 |
7 | -0.051463 | -0.4397 | 0.330727 |
8 | -0.057711 | -0.4931 | 0.311718 |
9 | -0.04011 | -0.3427 | 0.366404 |
10 | 0.078721 | 0.6726 | 0.251665 |
11 | -0.04318 | -0.3689 | 0.356623 |
12 | -0.062522 | -0.5342 | 0.297417 |
13 | -0.078331 | -0.6693 | 0.252721 |
14 | 0.175507 | 1.4995 | 0.069025 |
15 | 0.006761 | 0.0578 | 0.477045 |
16 | -0.110999 | -0.9484 | 0.173034 |
17 | -0.02044 | -0.1746 | 0.430924 |
18 | -0.047149 | -0.4028 | 0.344122 |
19 | -0.027325 | -0.2335 | 0.408028 |
20 | -0.003903 | -0.0333 | 0.486745 |
21 | 0.097323 | 0.8315 | 0.204193 |
22 | -0.029255 | -0.25 | 0.401661 |
23 | 0.002528 | 0.0216 | 0.491414 |
24 | -0.102303 | -0.8741 | 0.192471 |
25 | -0.255368 | -2.1819 | 0.016169 |
26 | -0.021162 | -0.1808 | 0.428508 |
27 | 0.057881 | 0.4945 | 0.311207 |
28 | -0.018047 | -0.1542 | 0.43894 |
29 | -0.09275 | -0.7925 | 0.215331 |
30 | 0.041794 | 0.3571 | 0.36103 |
31 | 0.039336 | 0.3361 | 0.368885 |
32 | 0.009088 | 0.0776 | 0.46916 |
33 | -0.061908 | -0.5289 | 0.299224 |
34 | -0.020828 | -0.178 | 0.429626 |
35 | -0.014141 | -0.1208 | 0.452083 |
36 | -0.093788 | -0.8013 | 0.212772 |
37 | 0.000818 | 0.007 | 0.497221 |
38 | -0.012597 | -0.1076 | 0.457291 |
39 | 0.028858 | 0.2466 | 0.402968 |
40 | 0.020734 | 0.1772 | 0.42994 |
41 | -0.04745 | -0.4054 | 0.34318 |
42 | -0.046223 | -0.3949 | 0.347024 |
43 | 0.1214 | 1.0372 | 0.151523 |
44 | 0.072504 | 0.6195 | 0.268767 |
45 | -0.125446 | -1.0718 | 0.143668 |
46 | 0.086623 | 0.7401 | 0.230805 |
47 | 0.094011 | 0.8032 | 0.212224 |
48 | -0.14384 | -1.229 | 0.111515 |