Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963094 | 8.1721 | 0 |
2 | 0.913961 | 7.7552 | 0 |
3 | 0.872121 | 7.4002 | 0 |
4 | 0.836543 | 7.0983 | 0 |
5 | 0.808729 | 6.8623 | 0 |
6 | 0.777131 | 6.5942 | 0 |
7 | 0.743924 | 6.3124 | 0 |
8 | 0.707391 | 6.0024 | 0 |
9 | 0.665612 | 5.6479 | 0 |
10 | 0.626015 | 5.3119 | 1e-06 |
11 | 0.589364 | 5.0009 | 2e-06 |
12 | 0.55289 | 4.6914 | 6e-06 |
13 | 0.516183 | 4.38 | 2e-05 |
14 | 0.48274 | 4.0962 | 5.4e-05 |
15 | 0.450656 | 3.8239 | 0.000138 |
16 | 0.412093 | 3.4967 | 0.000405 |
17 | 0.371825 | 3.155 | 0.001171 |
18 | 0.327318 | 2.7774 | 0.003491 |
19 | 0.280287 | 2.3783 | 0.010024 |
20 | 0.230649 | 1.9571 | 0.027105 |
21 | 0.179503 | 1.5231 | 0.066053 |
22 | 0.124801 | 1.059 | 0.146577 |
23 | 0.074271 | 0.6302 | 0.265275 |
24 | 0.026713 | 0.2267 | 0.410662 |
25 | -0.023474 | -0.1992 | 0.42134 |
26 | -0.076104 | -0.6458 | 0.260244 |
27 | -0.125672 | -1.0664 | 0.144912 |
28 | -0.164162 | -1.393 | 0.083959 |
29 | -0.192313 | -1.6318 | 0.053541 |
30 | -0.219497 | -1.8625 | 0.033307 |
31 | -0.248898 | -2.112 | 0.01908 |
32 | -0.278624 | -2.3642 | 0.010384 |
33 | -0.30521 | -2.5898 | 0.005807 |
34 | -0.328637 | -2.7886 | 0.003384 |
35 | -0.348771 | -2.9594 | 0.002085 |
36 | -0.368375 | -3.1258 | 0.001279 |
37 | -0.390191 | -3.3109 | 0.000728 |
38 | -0.408016 | -3.4621 | 0.000453 |
39 | -0.421853 | -3.5795 | 0.000311 |
40 | -0.430625 | -3.654 | 0.000244 |
41 | -0.438668 | -3.7222 | 0.000194 |
42 | -0.447264 | -3.7952 | 0.000152 |
43 | -0.458664 | -3.8919 | 0.00011 |
44 | -0.468516 | -3.9755 | 8.3e-05 |
45 | -0.4645 | -3.9414 | 9.3e-05 |
46 | -0.451422 | -3.8304 | 0.000135 |
47 | -0.437479 | -3.7121 | 0.000201 |
48 | -0.424438 | -3.6015 | 0.000289 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963094 | 8.1721 | 0 |
2 | -0.187559 | -1.5915 | 0.05794 |
3 | 0.106326 | 0.9022 | 0.184978 |
4 | 0.026695 | 0.2265 | 0.410723 |
5 | 0.080769 | 0.6853 | 0.247663 |
6 | -0.09388 | -0.7966 | 0.214152 |
7 | 0.009458 | 0.0803 | 0.468129 |
8 | -0.071719 | -0.6086 | 0.272368 |
9 | -0.075166 | -0.6378 | 0.262811 |
10 | 0.006977 | 0.0592 | 0.476478 |
11 | -0.006543 | -0.0555 | 0.477938 |
12 | -0.040302 | -0.342 | 0.366683 |
13 | -0.023583 | -0.2001 | 0.420979 |
14 | 0.040957 | 0.3475 | 0.364603 |
15 | -0.022225 | -0.1886 | 0.425473 |
16 | -0.11082 | -0.9403 | 0.175095 |
17 | -0.0077 | -0.0653 | 0.474044 |
18 | -0.104724 | -0.8886 | 0.188586 |
19 | -0.063193 | -0.5362 | 0.296734 |
20 | -0.098323 | -0.8343 | 0.203437 |
21 | -0.050215 | -0.4261 | 0.335657 |
22 | -0.135543 | -1.1501 | 0.12695 |
23 | 0.03695 | 0.3135 | 0.377391 |
24 | -0.039514 | -0.3353 | 0.369192 |
25 | -0.08967 | -0.7609 | 0.224608 |
26 | -0.076862 | -0.6522 | 0.258175 |
27 | 0.025326 | 0.2149 | 0.415228 |
28 | 0.080727 | 0.685 | 0.247774 |
29 | 0.052097 | 0.4421 | 0.329886 |
30 | -0.027 | -0.2291 | 0.40972 |
31 | -0.029553 | -0.2508 | 0.401355 |
32 | -0.011033 | -0.0936 | 0.462835 |
33 | 0.035964 | 0.3052 | 0.380559 |
34 | -0.018686 | -0.1586 | 0.437232 |
35 | -0.001573 | -0.0133 | 0.494693 |
36 | -0.043521 | -0.3693 | 0.356499 |
37 | -0.019667 | -0.1669 | 0.433967 |
38 | 0.038101 | 0.3233 | 0.373703 |
39 | 0.019222 | 0.1631 | 0.435446 |
40 | 0.036778 | 0.3121 | 0.377945 |
41 | -0.014792 | -0.1255 | 0.450232 |
42 | 0.005322 | 0.0452 | 0.482054 |
43 | -0.07958 | -0.6753 | 0.250836 |
44 | -0.011229 | -0.0953 | 0.462179 |
45 | 0.14488 | 1.2293 | 0.111472 |
46 | 0.034601 | 0.2936 | 0.384954 |
47 | -0.031635 | -0.2684 | 0.394566 |
48 | -0.021916 | -0.186 | 0.4265 |