Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959582 | 8.1423 | 0 |
2 | 0.892912 | 7.5766 | 0 |
3 | 0.819673 | 6.9552 | 0 |
4 | 0.754173 | 6.3994 | 0 |
5 | 0.701097 | 5.949 | 0 |
6 | 0.660824 | 5.6073 | 0 |
7 | 0.636967 | 5.4048 | 0 |
8 | 0.619047 | 5.2528 | 1e-06 |
9 | 0.610352 | 5.179 | 1e-06 |
10 | 0.590715 | 5.0124 | 2e-06 |
11 | 0.556007 | 4.7179 | 6e-06 |
12 | 0.50276 | 4.2661 | 3e-05 |
13 | 0.440771 | 3.7401 | 0.000183 |
14 | 0.375883 | 3.1895 | 0.001056 |
15 | 0.314322 | 2.6671 | 0.004722 |
16 | 0.263426 | 2.2352 | 0.014252 |
17 | 0.219275 | 1.8606 | 0.033441 |
18 | 0.185307 | 1.5724 | 0.060124 |
19 | 0.15055 | 1.2775 | 0.102772 |
20 | 0.118238 | 1.0033 | 0.159542 |
21 | 0.078107 | 0.6628 | 0.254801 |
22 | 0.035878 | 0.3044 | 0.380838 |
23 | -0.011997 | -0.1018 | 0.4596 |
24 | -0.068019 | -0.5772 | 0.282814 |
25 | -0.115392 | -0.9791 | 0.165395 |
26 | -0.156337 | -1.3266 | 0.094423 |
27 | -0.187429 | -1.5904 | 0.058064 |
28 | -0.21637 | -1.836 | 0.035246 |
29 | -0.23483 | -1.9926 | 0.025049 |
30 | -0.249015 | -2.113 | 0.019036 |
31 | -0.25943 | -2.2013 | 0.015459 |
32 | -0.276979 | -2.3502 | 0.010752 |
33 | -0.300568 | -2.5504 | 0.006444 |
34 | -0.322431 | -2.7359 | 0.003914 |
35 | -0.347352 | -2.9474 | 0.002158 |
36 | -0.373094 | -3.1658 | 0.001134 |
37 | -0.39943 | -3.3893 | 0.00057 |
38 | -0.418368 | -3.55 | 0.000342 |
39 | -0.429894 | -3.6478 | 0.000249 |
40 | -0.432741 | -3.6719 | 0.00023 |
41 | -0.42637 | -3.6179 | 0.000274 |
42 | -0.414692 | -3.5188 | 0.000378 |
43 | -0.403543 | -3.4242 | 0.000511 |
44 | -0.397958 | -3.3768 | 0.000593 |
45 | -0.393266 | -3.337 | 0.000671 |
46 | -0.386533 | -3.2798 | 0.000801 |
47 | -0.374122 | -3.1745 | 0.001104 |
48 | -0.358933 | -3.0456 | 0.001621 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959582 | 8.1423 | 0 |
2 | -0.352085 | -2.9875 | 0.001922 |
3 | -0.013964 | -0.1185 | 0.453005 |
4 | 0.091292 | 0.7746 | 0.220545 |
5 | 0.062976 | 0.5344 | 0.297366 |
6 | 0.0539 | 0.4574 | 0.324397 |
7 | 0.129156 | 1.0959 | 0.138381 |
8 | -0.037079 | -0.3146 | 0.376979 |
9 | 0.119524 | 1.0142 | 0.156943 |
10 | -0.19992 | -1.6964 | 0.047067 |
11 | -0.092769 | -0.7872 | 0.216882 |
12 | -0.140296 | -1.1904 | 0.11889 |
13 | -0.008235 | -0.0699 | 0.472241 |
14 | -0.076514 | -0.6492 | 0.259123 |
15 | 0.003864 | 0.0328 | 0.486966 |
16 | -0.01245 | -0.1056 | 0.45808 |
17 | -0.043181 | -0.3664 | 0.35757 |
18 | -0.010108 | -0.0858 | 0.465944 |
19 | -0.110458 | -0.9373 | 0.175876 |
20 | 0.025045 | 0.2125 | 0.416153 |
21 | -0.104962 | -0.8906 | 0.188046 |
22 | 0.053867 | 0.4571 | 0.324497 |
23 | -0.096525 | -0.819 | 0.207733 |
24 | -0.089117 | -0.7562 | 0.226004 |
25 | 0.107119 | 0.9089 | 0.183209 |
26 | -0.033026 | -0.2802 | 0.390052 |
27 | -0.035525 | -0.3014 | 0.381975 |
28 | -0.037109 | -0.3149 | 0.376882 |
29 | 0.08035 | 0.6818 | 0.248778 |
30 | -0.007553 | -0.0641 | 0.474539 |
31 | 0.041214 | 0.3497 | 0.363789 |
32 | -0.166134 | -1.4097 | 0.081467 |
33 | 0.065614 | 0.5568 | 0.289711 |
34 | 0.025704 | 0.2181 | 0.413981 |
35 | -0.078316 | -0.6645 | 0.254237 |
36 | -0.12429 | -1.0546 | 0.147559 |
37 | 0.027107 | 0.23 | 0.409369 |
38 | -0.021728 | -0.1844 | 0.42712 |
39 | 0.028646 | 0.2431 | 0.404321 |
40 | -0.057525 | -0.4881 | 0.313475 |
41 | 0.078166 | 0.6633 | 0.254642 |
42 | 0.047372 | 0.402 | 0.34445 |
43 | -0.07712 | -0.6544 | 0.257476 |
44 | -0.037752 | -0.3203 | 0.374819 |
45 | 0.015648 | 0.1328 | 0.447371 |
46 | 0.139685 | 1.1853 | 0.119905 |
47 | 0.025717 | 0.2182 | 0.413938 |
48 | -0.040463 | -0.3433 | 0.366172 |