Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952697 | 8.0839 | 0 |
2 | 0.904515 | 7.6751 | 0 |
3 | 0.856066 | 7.264 | 0 |
4 | 0.808862 | 6.8634 | 0 |
5 | 0.767564 | 6.513 | 0 |
6 | 0.735551 | 6.2414 | 0 |
7 | 0.701948 | 5.9562 | 0 |
8 | 0.669539 | 5.6812 | 0 |
9 | 0.63284 | 5.3698 | 0 |
10 | 0.591053 | 5.0153 | 2e-06 |
11 | 0.545062 | 4.625 | 8e-06 |
12 | 0.499864 | 4.2415 | 3.3e-05 |
13 | 0.455 | 3.8608 | 0.000122 |
14 | 0.414017 | 3.5131 | 0.000385 |
15 | 0.377609 | 3.2041 | 0.00101 |
16 | 0.341003 | 2.8935 | 0.002519 |
17 | 0.309158 | 2.6233 | 0.005312 |
18 | 0.277523 | 2.3549 | 0.010629 |
19 | 0.244688 | 2.0762 | 0.020721 |
20 | 0.20945 | 1.7772 | 0.039876 |
21 | 0.172776 | 1.4661 | 0.073494 |
22 | 0.134078 | 1.1377 | 0.129511 |
23 | 0.095633 | 0.8115 | 0.209884 |
24 | 0.054874 | 0.4656 | 0.321447 |
25 | 0.01412 | 0.1198 | 0.452483 |
26 | -0.027816 | -0.236 | 0.407041 |
27 | -0.069362 | -0.5886 | 0.279001 |
28 | -0.105788 | -0.8976 | 0.186184 |
29 | -0.143409 | -1.2169 | 0.113814 |
30 | -0.183358 | -1.5558 | 0.062065 |
31 | -0.223462 | -1.8961 | 0.030978 |
32 | -0.264704 | -2.2461 | 0.013884 |
33 | -0.306987 | -2.6049 | 0.005579 |
34 | -0.338393 | -2.8714 | 0.002682 |
35 | -0.37004 | -3.1399 | 0.001226 |
36 | -0.397812 | -3.3755 | 0.000595 |
37 | -0.415629 | -3.5267 | 0.000368 |
38 | -0.423603 | -3.5944 | 0.000296 |
39 | -0.431088 | -3.6579 | 0.00024 |
40 | -0.428502 | -3.636 | 0.000258 |
41 | -0.422943 | -3.5888 | 0.000301 |
42 | -0.417979 | -3.5467 | 0.000345 |
43 | -0.410978 | -3.4873 | 0.000418 |
44 | -0.40472 | -3.4342 | 0.000495 |
45 | -0.396624 | -3.3655 | 0.000614 |
46 | -0.385871 | -3.2742 | 0.000815 |
47 | -0.373281 | -3.1674 | 0.001128 |
48 | -0.362677 | -3.0774 | 0.001476 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952697 | 8.0839 | 0 |
2 | -0.033741 | -0.2863 | 0.387733 |
3 | -0.0281 | -0.2384 | 0.40611 |
4 | -0.012556 | -0.1065 | 0.457724 |
5 | 0.037739 | 0.3202 | 0.374862 |
6 | 0.076093 | 0.6457 | 0.260274 |
7 | -0.03847 | -0.3264 | 0.372525 |
8 | -0.006581 | -0.0558 | 0.477811 |
9 | -0.061226 | -0.5195 | 0.302495 |
10 | -0.066446 | -0.5638 | 0.287318 |
11 | -0.063494 | -0.5388 | 0.295856 |
12 | -0.022189 | -0.1883 | 0.425592 |
13 | -0.028477 | -0.2416 | 0.404873 |
14 | -0.002474 | -0.021 | 0.491654 |
15 | 0.009072 | 0.077 | 0.469426 |
16 | -0.036481 | -0.3096 | 0.378899 |
17 | 0.028245 | 0.2397 | 0.405634 |
18 | -0.016646 | -0.1412 | 0.444036 |
19 | -0.022882 | -0.1942 | 0.4233 |
20 | -0.043549 | -0.3695 | 0.35641 |
21 | -0.039944 | -0.3389 | 0.367821 |
22 | -0.044994 | -0.3818 | 0.351872 |
23 | -0.038925 | -0.3303 | 0.371071 |
24 | -0.06856 | -0.5817 | 0.281277 |
25 | -0.050069 | -0.4248 | 0.336107 |
26 | -0.061311 | -0.5202 | 0.302247 |
27 | -0.046679 | -0.3961 | 0.346606 |
28 | 0.014637 | 0.1242 | 0.450751 |
29 | -0.057642 | -0.4891 | 0.313125 |
30 | -0.065813 | -0.5584 | 0.289137 |
31 | -0.046334 | -0.3932 | 0.347682 |
32 | -0.054921 | -0.466 | 0.321305 |
33 | -0.055207 | -0.4684 | 0.32044 |
34 | 0.061202 | 0.5193 | 0.302565 |
35 | -0.056101 | -0.476 | 0.317746 |
36 | -0.01564 | -0.1327 | 0.447398 |
37 | 0.055534 | 0.4712 | 0.319455 |
38 | 0.076284 | 0.6473 | 0.259751 |
39 | -0.001633 | -0.0139 | 0.49449 |
40 | 0.085981 | 0.7296 | 0.23401 |
41 | 0.043211 | 0.3667 | 0.357474 |
42 | 0.001255 | 0.0107 | 0.495766 |
43 | 0.019 | 0.1612 | 0.436186 |
44 | -0.014718 | -0.1249 | 0.450479 |
45 | 0.024171 | 0.2051 | 0.419037 |
46 | -0.002959 | -0.0251 | 0.490019 |
47 | -0.00015 | -0.0013 | 0.499495 |
48 | -0.041496 | -0.3521 | 0.362893 |