Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957852 | 8.1276 | 0 |
2 | 0.919422 | 7.8016 | 0 |
3 | 0.879133 | 7.4597 | 0 |
4 | 0.84156 | 7.1409 | 0 |
5 | 0.802129 | 6.8063 | 0 |
6 | 0.763024 | 6.4745 | 0 |
7 | 0.724736 | 6.1496 | 0 |
8 | 0.684018 | 5.8041 | 0 |
9 | 0.641013 | 5.4392 | 0 |
10 | 0.601296 | 5.1022 | 1e-06 |
11 | 0.559863 | 4.7506 | 5e-06 |
12 | 0.518613 | 4.4006 | 1.8e-05 |
13 | 0.478324 | 4.0587 | 6.2e-05 |
14 | 0.438646 | 3.722 | 0.000195 |
15 | 0.399294 | 3.3881 | 0.000572 |
16 | 0.357369 | 3.0324 | 0.001686 |
17 | 0.326191 | 2.7678 | 0.003585 |
18 | 0.293725 | 2.4923 | 0.007496 |
19 | 0.25983 | 2.2047 | 0.015334 |
20 | 0.223933 | 1.9001 | 0.03071 |
21 | 0.186893 | 1.5858 | 0.058579 |
22 | 0.149956 | 1.2724 | 0.103659 |
23 | 0.113773 | 0.9654 | 0.168788 |
24 | 0.078123 | 0.6629 | 0.254757 |
25 | 0.043005 | 0.3649 | 0.358126 |
26 | 0.009356 | 0.0794 | 0.468473 |
27 | -0.026152 | -0.2219 | 0.412508 |
28 | -0.057942 | -0.4917 | 0.31223 |
29 | -0.088978 | -0.755 | 0.226356 |
30 | -0.121872 | -1.0341 | 0.152271 |
31 | -0.150906 | -1.2805 | 0.102243 |
32 | -0.178979 | -1.5187 | 0.06661 |
33 | -0.206011 | -1.7481 | 0.042358 |
34 | -0.231574 | -1.965 | 0.026638 |
35 | -0.256383 | -2.1755 | 0.016439 |
36 | -0.277331 | -2.3532 | 0.010673 |
37 | -0.299423 | -2.5407 | 0.00661 |
38 | -0.317512 | -2.6942 | 0.004387 |
39 | -0.334211 | -2.8359 | 0.002965 |
40 | -0.349234 | -2.9633 | 0.002061 |
41 | -0.36301 | -3.0802 | 0.001464 |
42 | -0.375173 | -3.1835 | 0.001075 |
43 | -0.38362 | -3.2551 | 0.000864 |
44 | -0.392924 | -3.3341 | 0.000677 |
45 | -0.400695 | -3.4 | 0.000551 |
46 | -0.404463 | -3.432 | 0.000498 |
47 | -0.408803 | -3.4688 | 0.000443 |
48 | -0.411896 | -3.4951 | 0.000408 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957852 | 8.1276 | 0 |
2 | 0.02352 | 0.1996 | 0.42119 |
3 | -0.040654 | -0.345 | 0.365566 |
4 | 0.009728 | 0.0825 | 0.467223 |
5 | -0.039898 | -0.3385 | 0.367967 |
6 | -0.020915 | -0.1775 | 0.429819 |
7 | -0.010246 | -0.0869 | 0.46548 |
8 | -0.052253 | -0.4434 | 0.32941 |
9 | -0.05439 | -0.4615 | 0.32291 |
10 | 0.0133 | 0.1129 | 0.455231 |
11 | -0.04373 | -0.3711 | 0.355841 |
12 | -0.028072 | -0.2382 | 0.406201 |
13 | -0.010972 | -0.0931 | 0.463043 |
14 | -0.022297 | -0.1892 | 0.425234 |
15 | -0.022432 | -0.1903 | 0.424787 |
16 | -0.056237 | -0.4772 | 0.317336 |
17 | 0.09689 | 0.8221 | 0.206856 |
18 | -0.029882 | -0.2536 | 0.40028 |
19 | -0.048622 | -0.4126 | 0.340572 |
20 | -0.045768 | -0.3884 | 0.349451 |
21 | -0.050971 | -0.4325 | 0.333333 |
22 | -0.031133 | -0.2642 | 0.396202 |
23 | -0.018536 | -0.1573 | 0.437732 |
24 | -0.031379 | -0.2663 | 0.395399 |
25 | -0.035678 | -0.3027 | 0.381482 |
26 | -0.003332 | -0.0283 | 0.48876 |
27 | -0.059309 | -0.5033 | 0.308162 |
28 | 0.007984 | 0.0677 | 0.473087 |
29 | -0.016329 | -0.1386 | 0.445094 |
30 | -0.061482 | -0.5217 | 0.301743 |
31 | 0.013016 | 0.1104 | 0.456183 |
32 | -0.027495 | -0.2333 | 0.408095 |
33 | -0.012622 | -0.1071 | 0.457504 |
34 | -0.013451 | -0.1141 | 0.454724 |
35 | -0.030354 | -0.2576 | 0.398741 |
36 | 0.00245 | 0.0208 | 0.491737 |
37 | -0.044029 | -0.3736 | 0.3549 |
38 | 0.010218 | 0.0867 | 0.465576 |
39 | -0.011742 | -0.0996 | 0.460457 |
40 | -0.011054 | -0.0938 | 0.462765 |
41 | -0.016607 | -0.1409 | 0.444166 |
42 | -0.006514 | -0.0553 | 0.478038 |
43 | 0.004869 | 0.0413 | 0.483579 |
44 | -0.029594 | -0.2511 | 0.40122 |
45 | -0.007437 | -0.0631 | 0.47493 |
46 | 0.006897 | 0.0585 | 0.476746 |
47 | -0.021838 | -0.1853 | 0.426758 |
48 | -0.015509 | -0.1316 | 0.447834 |