Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960867 | 8.8065 | 0 |
2 | 0.9235 | 8.464 | 0 |
3 | 0.889027 | 8.1481 | 0 |
4 | 0.855595 | 7.8417 | 0 |
5 | 0.821778 | 7.5317 | 0 |
6 | 0.790469 | 7.2448 | 0 |
7 | 0.762778 | 6.991 | 0 |
8 | 0.73391 | 6.7264 | 0 |
9 | 0.705982 | 6.4704 | 0 |
10 | 0.675111 | 6.1875 | 0 |
11 | 0.639114 | 5.8576 | 0 |
12 | 0.600919 | 5.5075 | 0 |
13 | 0.563818 | 5.1675 | 1e-06 |
14 | 0.526146 | 4.8222 | 3e-06 |
15 | 0.489615 | 4.4874 | 1.1e-05 |
16 | 0.457462 | 4.1927 | 3.4e-05 |
17 | 0.422712 | 3.8742 | 0.000106 |
18 | 0.388536 | 3.561 | 0.000306 |
19 | 0.35681 | 3.2702 | 0.00078 |
20 | 0.325702 | 2.9851 | 0.001856 |
21 | 0.295769 | 2.7108 | 0.004069 |
22 | 0.264076 | 2.4203 | 0.008832 |
23 | 0.229085 | 2.0996 | 0.019382 |
24 | 0.190843 | 1.7491 | 0.041963 |
25 | 0.155471 | 1.4249 | 0.078944 |
26 | 0.120381 | 1.1033 | 0.136521 |
27 | 0.084661 | 0.7759 | 0.219984 |
28 | 0.050308 | 0.4611 | 0.322966 |
29 | 0.018265 | 0.1674 | 0.43373 |
30 | -0.009809 | -0.0899 | 0.464289 |
31 | -0.035433 | -0.3247 | 0.373089 |
32 | -0.058958 | -0.5404 | 0.29519 |
33 | -0.079184 | -0.7257 | 0.235009 |
34 | -0.101293 | -0.9284 | 0.177939 |
35 | -0.126361 | -1.1581 | 0.125049 |
36 | -0.151248 | -1.3862 | 0.084675 |
37 | -0.174288 | -1.5974 | 0.056969 |
38 | -0.197286 | -1.8082 | 0.03708 |
39 | -0.220657 | -2.0224 | 0.023161 |
40 | -0.244291 | -2.239 | 0.013901 |
41 | -0.264616 | -2.4252 | 0.00872 |
42 | -0.28311 | -2.5947 | 0.005584 |
43 | -0.299317 | -2.7433 | 0.003717 |
44 | -0.314603 | -2.8834 | 0.002498 |
45 | -0.325834 | -2.9863 | 0.00185 |
46 | -0.336985 | -3.0885 | 0.001363 |
47 | -0.350975 | -3.2167 | 0.000921 |
48 | -0.365172 | -3.3469 | 0.000612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960867 | 8.8065 | 0 |
2 | 0.003057 | 0.028 | 0.488859 |
3 | 0.018792 | 0.1722 | 0.431836 |
4 | -0.00305 | -0.028 | 0.488883 |
5 | -0.021088 | -0.1933 | 0.423606 |
6 | 0.015028 | 0.1377 | 0.44539 |
7 | 0.030956 | 0.2837 | 0.388664 |
8 | -0.026971 | -0.2472 | 0.402681 |
9 | -0.000734 | -0.0067 | 0.497323 |
10 | -0.054177 | -0.4965 | 0.310405 |
11 | -0.085867 | -0.787 | 0.216752 |
12 | -0.053097 | -0.4866 | 0.313889 |
13 | -0.01553 | -0.1423 | 0.443578 |
14 | -0.034927 | -0.3201 | 0.374838 |
15 | -0.010566 | -0.0968 | 0.461541 |
16 | 0.025914 | 0.2375 | 0.406422 |
17 | -0.060445 | -0.554 | 0.29053 |
18 | -0.015969 | -0.1464 | 0.441994 |
19 | 0.007789 | 0.0714 | 0.471631 |
20 | -0.01122 | -0.1028 | 0.459172 |
21 | 0.007189 | 0.0659 | 0.473813 |
22 | -0.038077 | -0.349 | 0.36399 |
23 | -0.07205 | -0.6603 | 0.255419 |
24 | -0.070553 | -0.6466 | 0.259818 |
25 | -0.002097 | -0.0192 | 0.492356 |
26 | -0.033034 | -0.3028 | 0.381411 |
27 | -0.035221 | -0.3228 | 0.373822 |
28 | -0.018116 | -0.166 | 0.434263 |
29 | -0.015051 | -0.1379 | 0.445309 |
30 | 0.019272 | 0.1766 | 0.430112 |
31 | 0.012506 | 0.1146 | 0.454509 |
32 | 0.00545 | 0.05 | 0.480139 |
33 | 0.038217 | 0.3503 | 0.363508 |
34 | -0.03235 | -0.2965 | 0.383793 |
35 | -0.06153 | -0.5639 | 0.287152 |
36 | -0.023181 | -0.2125 | 0.416133 |
37 | -0.007328 | -0.0672 | 0.473306 |
38 | -0.030331 | -0.278 | 0.390851 |
39 | -0.036587 | -0.3353 | 0.369106 |
40 | -0.045898 | -0.4207 | 0.337538 |
41 | -0.008237 | -0.0755 | 0.47 |
42 | -0.016271 | -0.1491 | 0.440906 |
43 | 0.000564 | 0.0052 | 0.497944 |
44 | -0.007563 | -0.0693 | 0.472453 |
45 | 0.046166 | 0.4231 | 0.336646 |
46 | -0.013658 | -0.1252 | 0.450341 |
47 | -0.056973 | -0.5222 | 0.301465 |
48 | -0.024964 | -0.2288 | 0.409792 |