Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964014 | 8.8353 | 0 |
2 | 0.929411 | 8.5182 | 0 |
3 | 0.894691 | 8.2 | 0 |
4 | 0.859749 | 7.8797 | 0 |
5 | 0.823793 | 7.5502 | 0 |
6 | 0.788017 | 7.2223 | 0 |
7 | 0.751628 | 6.8888 | 0 |
8 | 0.715627 | 6.5588 | 0 |
9 | 0.680978 | 6.2413 | 0 |
10 | 0.645766 | 5.9185 | 0 |
11 | 0.609816 | 5.5891 | 0 |
12 | 0.575743 | 5.2768 | 1e-06 |
13 | 0.540903 | 4.9575 | 2e-06 |
14 | 0.504887 | 4.6274 | 7e-06 |
15 | 0.470164 | 4.3091 | 2.2e-05 |
16 | 0.438044 | 4.0147 | 6.4e-05 |
17 | 0.405552 | 3.7169 | 0.000181 |
18 | 0.373392 | 3.4222 | 0.000481 |
19 | 0.341788 | 3.1325 | 0.001193 |
20 | 0.310051 | 2.8417 | 0.002816 |
21 | 0.27983 | 2.5647 | 0.006052 |
22 | 0.250373 | 2.2947 | 0.012122 |
23 | 0.222596 | 2.0401 | 0.022239 |
24 | 0.194606 | 1.7836 | 0.039051 |
25 | 0.16702 | 1.5308 | 0.064793 |
26 | 0.139836 | 1.2816 | 0.101752 |
27 | 0.111908 | 1.0257 | 0.154 |
28 | 0.083209 | 0.7626 | 0.223912 |
29 | 0.054743 | 0.5017 | 0.308585 |
30 | 0.02565 | 0.2351 | 0.407357 |
31 | -0.003399 | -0.0312 | 0.48761 |
32 | -0.032871 | -0.3013 | 0.381977 |
33 | -0.062378 | -0.5717 | 0.284526 |
34 | -0.09126 | -0.8364 | 0.202648 |
35 | -0.11984 | -1.0983 | 0.137595 |
36 | -0.14721 | -1.3492 | 0.090449 |
37 | -0.169907 | -1.5572 | 0.061589 |
38 | -0.190715 | -1.7479 | 0.042065 |
39 | -0.210215 | -1.9267 | 0.028702 |
40 | -0.229839 | -2.1065 | 0.019072 |
41 | -0.24843 | -2.2769 | 0.012667 |
42 | -0.266552 | -2.443 | 0.008331 |
43 | -0.285033 | -2.6124 | 0.005325 |
44 | -0.303395 | -2.7807 | 0.003347 |
45 | -0.320704 | -2.9393 | 0.002123 |
46 | -0.337987 | -3.0977 | 0.001326 |
47 | -0.353784 | -3.2425 | 0.00085 |
48 | -0.367086 | -3.3644 | 0.000579 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964014 | 8.8353 | 0 |
2 | 0.001238 | 0.0113 | 0.495486 |
3 | -0.019222 | -0.1762 | 0.43029 |
4 | -0.021516 | -0.1972 | 0.422075 |
5 | -0.033269 | -0.3049 | 0.380594 |
6 | -0.0177 | -0.1622 | 0.435761 |
7 | -0.028579 | -0.2619 | 0.397009 |
8 | -0.015524 | -0.1423 | 0.443602 |
9 | -0.001383 | -0.0127 | 0.494959 |
10 | -0.027909 | -0.2558 | 0.39937 |
11 | -0.031985 | -0.2931 | 0.385067 |
12 | 0.003674 | 0.0337 | 0.486611 |
13 | -0.031924 | -0.2926 | 0.385278 |
14 | -0.039567 | -0.3626 | 0.358894 |
15 | -0.006264 | -0.0574 | 0.477178 |
16 | 0.0138 | 0.1265 | 0.449828 |
17 | -0.025499 | -0.2337 | 0.407892 |
18 | -0.019253 | -0.1765 | 0.430181 |
19 | -0.016012 | -0.1468 | 0.441839 |
20 | -0.024993 | -0.2291 | 0.409688 |
21 | -0.003782 | -0.0347 | 0.486217 |
22 | -0.013782 | -0.1263 | 0.449891 |
23 | 0.002389 | 0.0219 | 0.49129 |
24 | -0.024735 | -0.2267 | 0.410603 |
25 | -0.020944 | -0.192 | 0.424119 |
26 | -0.017953 | -0.1645 | 0.434848 |
27 | -0.034053 | -0.3121 | 0.377869 |
28 | -0.038931 | -0.3568 | 0.361065 |
29 | -0.024618 | -0.2256 | 0.41102 |
30 | -0.034514 | -0.3163 | 0.37627 |
31 | -0.027268 | -0.2499 | 0.401631 |
32 | -0.035496 | -0.3253 | 0.372872 |
33 | -0.031183 | -0.2858 | 0.387869 |
34 | -0.021728 | -0.1991 | 0.421316 |
35 | -0.028886 | -0.2647 | 0.395928 |
36 | -0.014334 | -0.1314 | 0.447899 |
37 | 0.037229 | 0.3412 | 0.366898 |
38 | 0.001014 | 0.0093 | 0.496303 |
39 | -0.009469 | -0.0868 | 0.465524 |
40 | -0.028882 | -0.2647 | 0.395941 |
41 | -0.015599 | -0.143 | 0.443331 |
42 | -0.023175 | -0.2124 | 0.416154 |
43 | -0.035676 | -0.327 | 0.37225 |
44 | -0.028336 | -0.2597 | 0.397864 |
45 | -0.014214 | -0.1303 | 0.44833 |
46 | -0.031116 | -0.2852 | 0.388103 |
47 | -0.012654 | -0.116 | 0.453975 |
48 | 0.006317 | 0.0579 | 0.476983 |