Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956908 | 8.7702 | 0 |
2 | 0.912363 | 8.3619 | 0 |
3 | 0.86641 | 7.9408 | 0 |
4 | 0.822007 | 7.5338 | 0 |
5 | 0.775513 | 7.1077 | 0 |
6 | 0.727849 | 6.6708 | 0 |
7 | 0.684284 | 6.2716 | 0 |
8 | 0.639912 | 5.8649 | 0 |
9 | 0.594471 | 5.4484 | 0 |
10 | 0.548128 | 5.0237 | 1e-06 |
11 | 0.50372 | 4.6167 | 7e-06 |
12 | 0.461099 | 4.226 | 3e-05 |
13 | 0.416189 | 3.8144 | 0.00013 |
14 | 0.37123 | 3.4024 | 0.000513 |
15 | 0.331464 | 3.0379 | 0.001587 |
16 | 0.29448 | 2.699 | 0.004204 |
17 | 0.257239 | 2.3576 | 0.010358 |
18 | 0.221535 | 2.0304 | 0.02274 |
19 | 0.197941 | 1.8142 | 0.036612 |
20 | 0.177128 | 1.6234 | 0.054125 |
21 | 0.159105 | 1.4582 | 0.074254 |
22 | 0.141997 | 1.3014 | 0.098335 |
23 | 0.125494 | 1.1502 | 0.126668 |
24 | 0.109076 | 0.9997 | 0.160164 |
25 | 0.093111 | 0.8534 | 0.197939 |
26 | 0.077139 | 0.707 | 0.240766 |
27 | 0.061343 | 0.5622 | 0.287731 |
28 | 0.045628 | 0.4182 | 0.338437 |
29 | 0.029501 | 0.2704 | 0.393767 |
30 | 0.012988 | 0.119 | 0.452766 |
31 | -0.002301 | -0.0211 | 0.491611 |
32 | -0.017321 | -0.1587 | 0.437124 |
33 | -0.031327 | -0.2871 | 0.387366 |
34 | -0.045648 | -0.4184 | 0.338372 |
35 | -0.059895 | -0.549 | 0.292248 |
36 | -0.074198 | -0.68 | 0.249175 |
37 | -0.087767 | -0.8044 | 0.211719 |
38 | -0.101222 | -0.9277 | 0.178107 |
39 | -0.112068 | -1.0271 | 0.153656 |
40 | -0.123292 | -1.13 | 0.130849 |
41 | -0.134997 | -1.2373 | 0.109718 |
42 | -0.147052 | -1.3478 | 0.090681 |
43 | -0.159941 | -1.4659 | 0.073206 |
44 | -0.173302 | -1.5883 | 0.057983 |
45 | -0.186862 | -1.7126 | 0.045236 |
46 | -0.200809 | -1.8404 | 0.034617 |
47 | -0.212662 | -1.9491 | 0.027312 |
48 | -0.224416 | -2.0568 | 0.021404 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956908 | 8.7702 | 0 |
2 | -0.039247 | -0.3597 | 0.359985 |
3 | -0.039749 | -0.3643 | 0.358273 |
4 | -0.00565 | -0.0518 | 0.479411 |
5 | -0.049591 | -0.4545 | 0.325318 |
6 | -0.039944 | -0.3661 | 0.357608 |
7 | 0.022911 | 0.21 | 0.417096 |
8 | -0.037604 | -0.3446 | 0.36561 |
9 | -0.041063 | -0.3764 | 0.353802 |
10 | -0.035945 | -0.3294 | 0.37132 |
11 | -0.008558 | -0.0784 | 0.468836 |
12 | -0.00992 | -0.0909 | 0.463888 |
13 | -0.055239 | -0.5063 | 0.306994 |
14 | -0.031447 | -0.2882 | 0.386946 |
15 | 0.029629 | 0.2716 | 0.393314 |
16 | -0.001901 | -0.0174 | 0.49307 |
17 | -0.032542 | -0.2983 | 0.383122 |
18 | -0.007749 | -0.071 | 0.471774 |
19 | 0.110829 | 1.0158 | 0.15633 |
20 | 0.001916 | 0.0176 | 0.493016 |
21 | 0.011748 | 0.1077 | 0.457258 |
22 | -0.003259 | -0.0299 | 0.488123 |
23 | -0.022622 | -0.2073 | 0.418126 |
24 | -0.025359 | -0.2324 | 0.408388 |
25 | -0.002531 | -0.0232 | 0.490775 |
26 | -0.019757 | -0.1811 | 0.428371 |
27 | -0.023632 | -0.2166 | 0.414525 |
28 | -0.02506 | -0.2297 | 0.409451 |
29 | -0.019649 | -0.1801 | 0.428759 |
30 | -0.020115 | -0.1844 | 0.427087 |
31 | -0.012446 | -0.1141 | 0.454726 |
32 | -0.019308 | -0.177 | 0.429984 |
33 | 0.004651 | 0.0426 | 0.48305 |
34 | -0.016259 | -0.149 | 0.44095 |
35 | -0.018825 | -0.1725 | 0.431717 |
36 | -0.014733 | -0.135 | 0.446457 |
37 | 0.006944 | 0.0636 | 0.474703 |
38 | -0.013591 | -0.1246 | 0.450582 |
39 | 0.021847 | 0.2002 | 0.420894 |
40 | -0.019695 | -0.1805 | 0.428594 |
41 | -0.026499 | -0.2429 | 0.40435 |
42 | -0.023951 | -0.2195 | 0.413389 |
43 | -0.028839 | -0.2643 | 0.396093 |
44 | -0.029359 | -0.2691 | 0.394263 |
45 | -0.022353 | -0.2049 | 0.419086 |
46 | -0.030325 | -0.2779 | 0.390872 |
47 | 0.001433 | 0.0131 | 0.494776 |
48 | -0.022847 | -0.2094 | 0.417324 |