Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967764 | 8.8697 | 0 |
2 | 0.935828 | 8.577 | 0 |
3 | 0.903055 | 8.2766 | 0 |
4 | 0.870667 | 7.9798 | 0 |
5 | 0.837228 | 7.6733 | 0 |
6 | 0.803643 | 7.3655 | 0 |
7 | 0.770097 | 7.0581 | 0 |
8 | 0.736452 | 6.7497 | 0 |
9 | 0.702249 | 6.4362 | 0 |
10 | 0.668294 | 6.125 | 0 |
11 | 0.63429 | 5.8134 | 0 |
12 | 0.600058 | 5.4996 | 0 |
13 | 0.567106 | 5.1976 | 1e-06 |
14 | 0.533838 | 4.8927 | 2e-06 |
15 | 0.500335 | 4.5856 | 8e-06 |
16 | 0.467137 | 4.2814 | 2.5e-05 |
17 | 0.433883 | 3.9766 | 7.4e-05 |
18 | 0.400192 | 3.6678 | 0.000214 |
19 | 0.367005 | 3.3637 | 0.00058 |
20 | 0.332884 | 3.0509 | 0.001526 |
21 | 0.299599 | 2.7459 | 0.00369 |
22 | 0.2658 | 2.4361 | 0.00848 |
23 | 0.232448 | 2.1304 | 0.018031 |
24 | 0.198925 | 1.8232 | 0.035917 |
25 | 0.167464 | 1.5348 | 0.064292 |
26 | 0.135546 | 1.2423 | 0.108791 |
27 | 0.104427 | 0.9571 | 0.170634 |
28 | 0.073291 | 0.6717 | 0.251801 |
29 | 0.042906 | 0.3932 | 0.34757 |
30 | 0.01287 | 0.118 | 0.453193 |
31 | -0.016869 | -0.1546 | 0.438752 |
32 | -0.04636 | -0.4249 | 0.336 |
33 | -0.075265 | -0.6898 | 0.246107 |
34 | -0.103047 | -0.9444 | 0.173827 |
35 | -0.130246 | -1.1937 | 0.117974 |
36 | -0.15674 | -1.4365 | 0.077281 |
37 | -0.18132 | -1.6618 | 0.050138 |
38 | -0.204547 | -1.8747 | 0.032155 |
39 | -0.226684 | -2.0776 | 0.0204 |
40 | -0.247741 | -2.2706 | 0.012866 |
41 | -0.268026 | -2.4565 | 0.008045 |
42 | -0.287103 | -2.6313 | 0.005059 |
43 | -0.305091 | -2.7962 | 0.003204 |
44 | -0.321933 | -2.9506 | 0.002055 |
45 | -0.33779 | -3.0959 | 0.001333 |
46 | -0.352412 | -3.2299 | 0.000884 |
47 | -0.365737 | -3.352 | 0.000602 |
48 | -0.377407 | -3.459 | 0.000427 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967764 | 8.8697 | 0 |
2 | -0.011647 | -0.1067 | 0.457622 |
3 | -0.029667 | -0.2719 | 0.393184 |
4 | -0.011278 | -0.1034 | 0.458961 |
5 | -0.033667 | -0.3086 | 0.37921 |
6 | -0.020834 | -0.1909 | 0.424515 |
7 | -0.017583 | -0.1612 | 0.436181 |
8 | -0.020652 | -0.1893 | 0.425164 |
9 | -0.028004 | -0.2567 | 0.399033 |
10 | -0.016145 | -0.148 | 0.44136 |
11 | -0.020927 | -0.1918 | 0.424183 |
12 | -0.024593 | -0.2254 | 0.411108 |
13 | -0.000793 | -0.0073 | 0.497108 |
14 | -0.025847 | -0.2369 | 0.406659 |
15 | -0.025992 | -0.2382 | 0.406144 |
16 | -0.017009 | -0.1559 | 0.438246 |
17 | -0.023989 | -0.2199 | 0.413256 |
18 | -0.030336 | -0.278 | 0.390836 |
19 | -0.015799 | -0.1448 | 0.442607 |
20 | -0.03906 | -0.358 | 0.360625 |
21 | -0.013078 | -0.1199 | 0.452438 |
22 | -0.032741 | -0.3001 | 0.382429 |
23 | -0.020375 | -0.1867 | 0.426157 |
24 | -0.029238 | -0.268 | 0.39469 |
25 | 0.004903 | 0.0449 | 0.482134 |
26 | -0.033772 | -0.3095 | 0.378846 |
27 | -0.01666 | -0.1527 | 0.439502 |
28 | -0.027268 | -0.2499 | 0.401631 |
29 | -0.018747 | -0.1718 | 0.431998 |
30 | -0.023532 | -0.2157 | 0.414882 |
31 | -0.025147 | -0.2305 | 0.409142 |
32 | -0.027286 | -0.2501 | 0.401568 |
33 | -0.022078 | -0.2023 | 0.420068 |
34 | -0.013708 | -0.1256 | 0.45016 |
35 | -0.022496 | -0.2062 | 0.418575 |
36 | -0.021187 | -0.1942 | 0.423253 |
37 | -0.000449 | -0.0041 | 0.498362 |
38 | -0.011055 | -0.1013 | 0.459767 |
39 | -0.01355 | -0.1242 | 0.45073 |
40 | -0.014181 | -0.13 | 0.448451 |
41 | -0.018885 | -0.1731 | 0.431501 |
42 | -0.013261 | -0.1215 | 0.451777 |
43 | -0.012893 | -0.1182 | 0.453109 |
44 | -0.014348 | -0.1315 | 0.447847 |
45 | -0.014082 | -0.1291 | 0.448809 |
46 | -0.011838 | -0.1085 | 0.456929 |
47 | -0.009007 | -0.0825 | 0.467204 |
48 | -0.004388 | -0.0402 | 0.484009 |