Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961461 | 8.1583 | 0 |
2 | 0.924496 | 7.8446 | 0 |
3 | 0.887651 | 7.532 | 0 |
4 | 0.849719 | 7.2101 | 0 |
5 | 0.811604 | 6.8867 | 0 |
6 | 0.772273 | 6.553 | 0 |
7 | 0.731789 | 6.2094 | 0 |
8 | 0.690666 | 5.8605 | 0 |
9 | 0.650475 | 5.5195 | 0 |
10 | 0.609791 | 5.1743 | 1e-06 |
11 | 0.568934 | 4.8276 | 4e-06 |
12 | 0.530409 | 4.5007 | 1.3e-05 |
13 | 0.493306 | 4.1858 | 4e-05 |
14 | 0.458082 | 3.887 | 0.000112 |
15 | 0.421989 | 3.5807 | 0.000309 |
16 | 0.385996 | 3.2753 | 0.000812 |
17 | 0.349315 | 2.964 | 0.002057 |
18 | 0.312078 | 2.6481 | 0.00497 |
19 | 0.275082 | 2.3341 | 0.011191 |
20 | 0.236472 | 2.0065 | 0.024278 |
21 | 0.19859 | 1.6851 | 0.048151 |
22 | 0.159534 | 1.3537 | 0.090035 |
23 | 0.119062 | 1.0103 | 0.157873 |
24 | 0.079658 | 0.6759 | 0.250628 |
25 | 0.039074 | 0.3316 | 0.370595 |
26 | -0.000493 | -0.0042 | 0.498337 |
27 | -0.037591 | -0.319 | 0.375337 |
28 | -0.072162 | -0.6123 | 0.271128 |
29 | -0.105906 | -0.8986 | 0.18592 |
30 | -0.140096 | -1.1888 | 0.119221 |
31 | -0.172685 | -1.4653 | 0.073599 |
32 | -0.203556 | -1.7272 | 0.044207 |
33 | -0.232901 | -1.9762 | 0.02598 |
34 | -0.259857 | -2.205 | 0.015326 |
35 | -0.284605 | -2.415 | 0.009139 |
36 | -0.306913 | -2.6042 | 0.005589 |
37 | -0.328986 | -2.7915 | 0.003356 |
38 | -0.347864 | -2.9517 | 0.002132 |
39 | -0.364255 | -3.0908 | 0.001419 |
40 | -0.37835 | -3.2104 | 0.000991 |
41 | -0.390034 | -3.3095 | 0.000731 |
42 | -0.399513 | -3.39 | 0.000569 |
43 | -0.406705 | -3.451 | 0.000469 |
44 | -0.413325 | -3.5072 | 0.000392 |
45 | -0.418586 | -3.5518 | 0.00034 |
46 | -0.420707 | -3.5698 | 0.00032 |
47 | -0.419426 | -3.5589 | 0.000332 |
48 | -0.415751 | -3.5278 | 0.000367 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961461 | 8.1583 | 0 |
2 | 0.001182 | 0.01 | 0.496013 |
3 | -0.017226 | -0.1462 | 0.442099 |
4 | -0.03382 | -0.287 | 0.387478 |
5 | -0.023502 | -0.1994 | 0.421247 |
6 | -0.037319 | -0.3167 | 0.376208 |
7 | -0.037979 | -0.3223 | 0.374093 |
8 | -0.032567 | -0.2763 | 0.391541 |
9 | -0.01199 | -0.1017 | 0.459623 |
10 | -0.02998 | -0.2544 | 0.399959 |
11 | -0.027258 | -0.2313 | 0.408871 |
12 | 0.00509 | 0.0432 | 0.482834 |
13 | -0.00431 | -0.0366 | 0.485463 |
14 | 0.001181 | 0.01 | 0.496016 |
15 | -0.035499 | -0.3012 | 0.382059 |
16 | -0.025019 | -0.2123 | 0.416239 |
17 | -0.036673 | -0.3112 | 0.378282 |
18 | -0.036625 | -0.3108 | 0.378434 |
19 | -0.027651 | -0.2346 | 0.407583 |
20 | -0.050584 | -0.4292 | 0.334522 |
21 | -0.022331 | -0.1895 | 0.425122 |
22 | -0.046608 | -0.3955 | 0.346828 |
23 | -0.052096 | -0.442 | 0.32989 |
24 | -0.0213 | -0.1807 | 0.42854 |
25 | -0.049114 | -0.4167 | 0.339053 |
26 | -0.024553 | -0.2083 | 0.417777 |
27 | -0.004748 | -0.0403 | 0.483988 |
28 | -0.002938 | -0.0249 | 0.490091 |
29 | -0.024346 | -0.2066 | 0.418459 |
30 | -0.044765 | -0.3798 | 0.352591 |
31 | -0.021256 | -0.1804 | 0.428688 |
32 | -0.016916 | -0.1435 | 0.443133 |
33 | -0.022216 | -0.1885 | 0.425504 |
34 | -0.009227 | -0.0783 | 0.468907 |
35 | -0.009207 | -0.0781 | 0.468974 |
36 | -0.004879 | -0.0414 | 0.483545 |
37 | -0.033133 | -0.2811 | 0.389703 |
38 | 0.004232 | 0.0359 | 0.485728 |
39 | 0.002703 | 0.0229 | 0.490882 |
40 | -0.000521 | -0.0044 | 0.498241 |
41 | -0.000285 | -0.0024 | 0.499037 |
42 | -0.001009 | -0.0086 | 0.496595 |
43 | -0.000348 | -0.003 | 0.498825 |
44 | -0.019601 | -0.1663 | 0.434185 |
45 | -0.012835 | -0.1089 | 0.456787 |
46 | 0.014221 | 0.1207 | 0.452146 |
47 | 0.02282 | 0.1936 | 0.423504 |
48 | 0.008452 | 0.0717 | 0.471513 |