Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960851 | 8.1531 | 0 |
2 | 0.920176 | 7.808 | 0 |
3 | 0.879676 | 7.4643 | 0 |
4 | 0.840367 | 7.1307 | 0 |
5 | 0.802074 | 6.8058 | 0 |
6 | 0.76253 | 6.4703 | 0 |
7 | 0.721563 | 6.1227 | 0 |
8 | 0.680523 | 5.7744 | 0 |
9 | 0.640885 | 5.4381 | 0 |
10 | 0.60272 | 5.1142 | 1e-06 |
11 | 0.565186 | 4.7958 | 4e-06 |
12 | 0.527812 | 4.4786 | 1.4e-05 |
13 | 0.488504 | 4.1451 | 4.6e-05 |
14 | 0.448624 | 3.8067 | 0.000147 |
15 | 0.410624 | 3.4843 | 0.000422 |
16 | 0.374439 | 3.1772 | 0.001095 |
17 | 0.338989 | 2.8764 | 0.002644 |
18 | 0.302728 | 2.5687 | 0.00614 |
19 | 0.265667 | 2.2543 | 0.013612 |
20 | 0.227784 | 1.9328 | 0.028596 |
21 | 0.191532 | 1.6252 | 0.054245 |
22 | 0.155596 | 1.3203 | 0.095462 |
23 | 0.119635 | 1.0151 | 0.15672 |
24 | 0.084587 | 0.7177 | 0.237618 |
25 | 0.047827 | 0.4058 | 0.343038 |
26 | 0.010003 | 0.0849 | 0.466297 |
27 | -0.026533 | -0.2251 | 0.411253 |
28 | -0.061325 | -0.5204 | 0.302204 |
29 | -0.094684 | -0.8034 | 0.212188 |
30 | -0.126334 | -1.072 | 0.143655 |
31 | -0.158947 | -1.3487 | 0.090829 |
32 | -0.190948 | -1.6202 | 0.054776 |
33 | -0.220156 | -1.8681 | 0.03291 |
34 | -0.245294 | -2.0814 | 0.020478 |
35 | -0.268741 | -2.2803 | 0.012775 |
36 | -0.289979 | -2.4606 | 0.008136 |
37 | -0.312479 | -2.6515 | 0.004925 |
38 | -0.332559 | -2.8219 | 0.003084 |
39 | -0.350851 | -2.9771 | 0.001981 |
40 | -0.364812 | -3.0955 | 0.001399 |
41 | -0.375528 | -3.1865 | 0.001065 |
42 | -0.384992 | -3.2668 | 0.000834 |
43 | -0.394623 | -3.3485 | 0.000648 |
44 | -0.401882 | -3.4101 | 0.000534 |
45 | -0.406871 | -3.4524 | 0.000467 |
46 | -0.409366 | -3.4736 | 0.000437 |
47 | -0.409484 | -3.4746 | 0.000435 |
48 | -0.409575 | -3.4754 | 0.000434 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960851 | 8.1531 | 0 |
2 | -0.039857 | -0.3382 | 0.368098 |
3 | -0.018513 | -0.1571 | 0.437807 |
4 | -0.006106 | -0.0518 | 0.479411 |
5 | -0.008678 | -0.0736 | 0.470754 |
6 | -0.038036 | -0.3227 | 0.373911 |
7 | -0.040134 | -0.3405 | 0.367217 |
8 | -0.023737 | -0.2014 | 0.42047 |
9 | -0.00641 | -0.0544 | 0.478388 |
10 | -0.00649 | -0.0551 | 0.478119 |
11 | -0.016441 | -0.1395 | 0.444719 |
12 | -0.021141 | -0.1794 | 0.429068 |
13 | -0.04862 | -0.4126 | 0.34058 |
14 | -0.032822 | -0.2785 | 0.390712 |
15 | -0.003479 | -0.0295 | 0.488266 |
16 | -0.00551 | -0.0468 | 0.48142 |
17 | -0.018489 | -0.1569 | 0.437887 |
18 | -0.035924 | -0.3048 | 0.380691 |
19 | -0.03529 | -0.2994 | 0.382732 |
20 | -0.039143 | -0.3321 | 0.370374 |
21 | -0.011084 | -0.0941 | 0.462664 |
22 | -0.029651 | -0.2516 | 0.401036 |
23 | -0.032062 | -0.2721 | 0.393179 |
24 | -0.018097 | -0.1536 | 0.439195 |
25 | -0.052617 | -0.4465 | 0.3283 |
26 | -0.047844 | -0.406 | 0.342985 |
27 | -0.021578 | -0.1831 | 0.427619 |
28 | -0.017365 | -0.1473 | 0.441635 |
29 | -0.020404 | -0.1731 | 0.431515 |
30 | -0.013182 | -0.1119 | 0.455625 |
31 | -0.047105 | -0.3997 | 0.345281 |
32 | -0.028828 | -0.2446 | 0.403727 |
33 | -0.00517 | -0.0439 | 0.482564 |
34 | 0.010784 | 0.0915 | 0.463672 |
35 | -0.016746 | -0.1421 | 0.443701 |
36 | -0.005567 | -0.0472 | 0.481228 |
37 | -0.048238 | -0.4093 | 0.341763 |
38 | -0.001394 | -0.0118 | 0.495298 |
39 | -0.015449 | -0.1311 | 0.448034 |
40 | 0.016951 | 0.1438 | 0.443015 |
41 | 0.007768 | 0.0659 | 0.473813 |
42 | -0.011583 | -0.0983 | 0.460991 |
43 | -0.027029 | -0.2293 | 0.409625 |
44 | 0.00624 | 0.0529 | 0.478961 |
45 | -0.002202 | -0.0187 | 0.492572 |
46 | -0.001043 | -0.0088 | 0.496482 |
47 | 0.00462 | 0.0392 | 0.484419 |
48 | -0.020415 | -0.1732 | 0.43148 |