Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.909608 | 7.7183 | 0 |
2 | 0.874576 | 7.421 | 0 |
3 | 0.851858 | 7.2283 | 0 |
4 | 0.816054 | 6.9245 | 0 |
5 | 0.784927 | 6.6603 | 0 |
6 | 0.741869 | 6.295 | 0 |
7 | 0.709123 | 6.0171 | 0 |
8 | 0.672998 | 5.7106 | 0 |
9 | 0.645052 | 5.4734 | 0 |
10 | 0.590137 | 5.0075 | 2e-06 |
11 | 0.545772 | 4.631 | 8e-06 |
12 | 0.548235 | 4.6519 | 7e-06 |
13 | 0.482869 | 4.0973 | 5.4e-05 |
14 | 0.451362 | 3.8299 | 0.000136 |
15 | 0.422535 | 3.5853 | 0.000305 |
16 | 0.373789 | 3.1717 | 0.001114 |
17 | 0.335088 | 2.8433 | 0.002903 |
18 | 0.291214 | 2.471 | 0.00792 |
19 | 0.258048 | 2.1896 | 0.015897 |
20 | 0.211796 | 1.7971 | 0.038253 |
21 | 0.180818 | 1.5343 | 0.064671 |
22 | 0.132301 | 1.1226 | 0.132667 |
23 | 0.085714 | 0.7273 | 0.234698 |
24 | 0.081387 | 0.6906 | 0.246021 |
25 | 0.012465 | 0.1058 | 0.45803 |
26 | -0.01664 | -0.1412 | 0.444056 |
27 | -0.037172 | -0.3154 | 0.376679 |
28 | -0.084723 | -0.7189 | 0.237264 |
29 | -0.118358 | -1.0043 | 0.159299 |
30 | -0.154422 | -1.3103 | 0.097127 |
31 | -0.184281 | -1.5637 | 0.061139 |
32 | -0.217341 | -1.8442 | 0.034634 |
33 | -0.242028 | -2.0537 | 0.02182 |
34 | -0.270925 | -2.2989 | 0.012208 |
35 | -0.301802 | -2.5609 | 0.006269 |
36 | -0.291806 | -2.4761 | 0.007818 |
37 | -0.341243 | -2.8955 | 0.002504 |
38 | -0.3504 | -2.9732 | 0.002003 |
39 | -0.360188 | -3.0563 | 0.001571 |
40 | -0.379734 | -3.2222 | 0.000956 |
41 | -0.389756 | -3.3072 | 0.000736 |
42 | -0.396236 | -3.3622 | 0.000621 |
43 | -0.400438 | -3.3978 | 0.000555 |
44 | -0.407093 | -3.4543 | 0.000464 |
45 | -0.398764 | -3.3836 | 0.00058 |
46 | -0.411402 | -3.4909 | 0.000413 |
47 | -0.421422 | -3.5759 | 0.000314 |
48 | -0.402245 | -3.4132 | 0.000529 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.909608 | 7.7183 | 0 |
2 | 0.273385 | 2.3197 | 0.011597 |
3 | 0.157452 | 1.336 | 0.092875 |
4 | -0.010284 | -0.0873 | 0.465352 |
5 | -0.00162 | -0.0137 | 0.494535 |
6 | -0.092361 | -0.7837 | 0.21789 |
7 | -0.003933 | -0.0334 | 0.486734 |
8 | -0.031703 | -0.269 | 0.394348 |
9 | 0.038362 | 0.3255 | 0.372868 |
10 | -0.161735 | -1.3724 | 0.087105 |
11 | -0.052676 | -0.447 | 0.328119 |
12 | 0.246604 | 2.0925 | 0.01996 |
13 | -0.248215 | -2.1062 | 0.019338 |
14 | 0.039496 | 0.3351 | 0.369248 |
15 | 0.009703 | 0.0823 | 0.467305 |
16 | -0.120621 | -1.0235 | 0.154748 |
17 | -0.052608 | -0.4464 | 0.328326 |
18 | -0.024824 | -0.2106 | 0.416882 |
19 | 0.023936 | 0.2031 | 0.419813 |
20 | -0.086393 | -0.7331 | 0.232949 |
21 | -0.018961 | -0.1609 | 0.436314 |
22 | -0.027984 | -0.2374 | 0.406492 |
23 | -0.050236 | -0.4263 | 0.335592 |
24 | 0.102052 | 0.8659 | 0.1947 |
25 | -0.183152 | -1.5541 | 0.062273 |
26 | 0.040086 | 0.3401 | 0.36737 |
27 | 0.029396 | 0.2494 | 0.40187 |
28 | -0.12593 | -1.0686 | 0.14442 |
29 | -0.013934 | -0.1182 | 0.453107 |
30 | -0.013218 | -0.1122 | 0.455505 |
31 | -0.048594 | -0.4123 | 0.340661 |
32 | 0.011853 | 0.1006 | 0.460083 |
33 | -0.056054 | -0.4756 | 0.317887 |
34 | 0.053463 | 0.4536 | 0.325724 |
35 | -0.027202 | -0.2308 | 0.409055 |
36 | 0.062276 | 0.5284 | 0.299412 |
37 | -0.097455 | -0.8269 | 0.205503 |
38 | 0.042316 | 0.3591 | 0.360298 |
39 | -0.066405 | -0.5635 | 0.287434 |
40 | 0.026859 | 0.2279 | 0.410184 |
41 | -0.023919 | -0.203 | 0.41987 |
42 | 0.051693 | 0.4386 | 0.331122 |
43 | -0.033632 | -0.2854 | 0.388087 |
44 | 0.033411 | 0.2835 | 0.388803 |
45 | 0.029988 | 0.2545 | 0.399935 |
46 | -0.090176 | -0.7652 | 0.223337 |
47 | -0.000834 | -0.0071 | 0.497186 |
48 | -0.043302 | -0.3674 | 0.357189 |