Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971524 | 8.9042 | 0 |
2 | 0.943913 | 8.6511 | 0 |
3 | 0.915193 | 8.3879 | 0 |
4 | 0.886796 | 8.1276 | 0 |
5 | 0.857331 | 7.8576 | 0 |
6 | 0.827217 | 7.5816 | 0 |
7 | 0.794523 | 7.2819 | 0 |
8 | 0.760699 | 6.9719 | 0 |
9 | 0.726138 | 6.6552 | 0 |
10 | 0.69036 | 6.3273 | 0 |
11 | 0.654188 | 5.9957 | 0 |
12 | 0.617618 | 5.6606 | 0 |
13 | 0.580416 | 5.3196 | 0 |
14 | 0.542897 | 4.9757 | 2e-06 |
15 | 0.506098 | 4.6385 | 6e-06 |
16 | 0.47107 | 4.3174 | 2.1e-05 |
17 | 0.434933 | 3.9862 | 7.1e-05 |
18 | 0.398706 | 3.6542 | 0.000224 |
19 | 0.361645 | 3.3145 | 0.000678 |
20 | 0.323899 | 2.9686 | 0.001949 |
21 | 0.287042 | 2.6308 | 0.005066 |
22 | 0.250716 | 2.2978 | 0.012028 |
23 | 0.217654 | 1.9948 | 0.024652 |
24 | 0.184368 | 1.6898 | 0.047391 |
25 | 0.150913 | 1.3831 | 0.085143 |
26 | 0.116713 | 1.0697 | 0.143912 |
27 | 0.083544 | 0.7657 | 0.223003 |
28 | 0.051346 | 0.4706 | 0.319575 |
29 | 0.021151 | 0.1939 | 0.42338 |
30 | -0.009261 | -0.0849 | 0.466279 |
31 | -0.038877 | -0.3563 | 0.361249 |
32 | -0.06886 | -0.6311 | 0.26484 |
33 | -0.098801 | -0.9055 | 0.183888 |
34 | -0.127637 | -1.1698 | 0.122693 |
35 | -0.156384 | -1.4333 | 0.077745 |
36 | -0.183301 | -1.68 | 0.048338 |
37 | -0.21045 | -1.9288 | 0.028566 |
38 | -0.236484 | -2.1674 | 0.016517 |
39 | -0.259316 | -2.3767 | 0.009871 |
40 | -0.28217 | -2.5861 | 0.005715 |
41 | -0.302245 | -2.7701 | 0.003448 |
42 | -0.320556 | -2.9379 | 0.002132 |
43 | -0.336953 | -3.0882 | 0.001364 |
44 | -0.351643 | -3.2229 | 0.000904 |
45 | -0.363541 | -3.3319 | 0.000642 |
46 | -0.375361 | -3.4402 | 0.000454 |
47 | -0.383807 | -3.5176 | 0.000353 |
48 | -0.390723 | -3.581 | 0.000286 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971524 | 8.9042 | 0 |
2 | 0.000955 | 0.0087 | 0.49652 |
3 | -0.033711 | -0.309 | 0.379057 |
4 | -0.009841 | -0.0902 | 0.464173 |
5 | -0.033564 | -0.3076 | 0.379568 |
6 | -0.028211 | -0.2586 | 0.398304 |
7 | -0.062234 | -0.5704 | 0.284971 |
8 | -0.039832 | -0.3651 | 0.357989 |
9 | -0.03156 | -0.2893 | 0.38655 |
10 | -0.042052 | -0.3854 | 0.350454 |
11 | -0.02757 | -0.2527 | 0.400565 |
12 | -0.027471 | -0.2518 | 0.400916 |
13 | -0.031883 | -0.2922 | 0.385422 |
14 | -0.027261 | -0.2499 | 0.401654 |
15 | -0.009556 | -0.0876 | 0.465209 |
16 | 0.01048 | 0.096 | 0.461856 |
17 | -0.041076 | -0.3765 | 0.353758 |
18 | -0.026681 | -0.2445 | 0.403708 |
19 | -0.038633 | -0.3541 | 0.362083 |
20 | -0.040693 | -0.373 | 0.35506 |
21 | -0.013344 | -0.1223 | 0.451476 |
22 | -0.020908 | -0.1916 | 0.42425 |
23 | 0.030621 | 0.2807 | 0.389834 |
24 | -0.028445 | -0.2607 | 0.397479 |
25 | -0.032548 | -0.2983 | 0.383102 |
26 | -0.040101 | -0.3675 | 0.357072 |
27 | -0.014895 | -0.1365 | 0.44587 |
28 | -0.013662 | -0.1252 | 0.450328 |
29 | 0.001507 | 0.0138 | 0.494506 |
30 | -0.033141 | -0.3037 | 0.381038 |
31 | -0.017739 | -0.1626 | 0.435619 |
32 | -0.039694 | -0.3638 | 0.358462 |
33 | -0.035539 | -0.3257 | 0.372724 |
34 | -0.017089 | -0.1566 | 0.437958 |
35 | -0.035876 | -0.3288 | 0.37156 |
36 | -0.002144 | -0.0197 | 0.492184 |
37 | -0.036983 | -0.339 | 0.367744 |
38 | -0.014007 | -0.1284 | 0.449079 |
39 | 0.021414 | 0.1963 | 0.42244 |
40 | -0.036578 | -0.3352 | 0.369138 |
41 | 0.012542 | 0.1149 | 0.454381 |
42 | 9.1e-05 | 8e-04 | 0.499667 |
43 | 0.003657 | 0.0335 | 0.486671 |
44 | 0.002155 | 0.0198 | 0.492143 |
45 | 0.016572 | 0.1519 | 0.439821 |
46 | -0.029358 | -0.2691 | 0.394268 |
47 | 0.022716 | 0.2082 | 0.417791 |
48 | -0.004173 | -0.0382 | 0.484792 |