Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970009 | 9.5041 | 0 |
2 | 0.939245 | 9.2027 | 0 |
3 | 0.910996 | 8.9259 | 0 |
4 | 0.881682 | 8.6387 | 0 |
5 | 0.852728 | 8.355 | 0 |
6 | 0.824423 | 8.0777 | 0 |
7 | 0.79663 | 7.8053 | 0 |
8 | 0.767772 | 7.5226 | 0 |
9 | 0.73937 | 7.2443 | 0 |
10 | 0.710194 | 6.9584 | 0 |
11 | 0.68186 | 6.6808 | 0 |
12 | 0.653555 | 6.4035 | 0 |
13 | 0.624282 | 6.1167 | 0 |
14 | 0.593751 | 5.8175 | 0 |
15 | 0.562156 | 5.508 | 0 |
16 | 0.530976 | 5.2025 | 1e-06 |
17 | 0.502449 | 4.923 | 2e-06 |
18 | 0.473051 | 4.6349 | 6e-06 |
19 | 0.445878 | 4.3687 | 1.6e-05 |
20 | 0.417545 | 4.0911 | 4.5e-05 |
21 | 0.388534 | 3.8068 | 0.000124 |
22 | 0.360172 | 3.529 | 0.000321 |
23 | 0.331133 | 3.2444 | 0.00081 |
24 | 0.302743 | 2.9663 | 0.001902 |
25 | 0.273579 | 2.6805 | 0.004326 |
26 | 0.244927 | 2.3998 | 0.009167 |
27 | 0.216787 | 2.1241 | 0.018117 |
28 | 0.189877 | 1.8604 | 0.032944 |
29 | 0.162096 | 1.5882 | 0.057763 |
30 | 0.134634 | 1.3191 | 0.095131 |
31 | 0.1063 | 1.0415 | 0.150124 |
32 | 0.079003 | 0.7741 | 0.220397 |
33 | 0.051028 | 0.5 | 0.309119 |
34 | 0.022183 | 0.2173 | 0.4142 |
35 | -0.00611 | -0.0599 | 0.476192 |
36 | -0.033271 | -0.326 | 0.372573 |
37 | -0.059919 | -0.5871 | 0.279264 |
38 | -0.087244 | -0.8548 | 0.197391 |
39 | -0.11334 | -1.1105 | 0.134779 |
40 | -0.137016 | -1.3425 | 0.091303 |
41 | -0.160084 | -1.5685 | 0.060028 |
42 | -0.183635 | -1.7993 | 0.03756 |
43 | -0.20615 | -2.0199 | 0.023093 |
44 | -0.22944 | -2.248 | 0.013431 |
45 | -0.25031 | -2.4525 | 0.007996 |
46 | -0.269894 | -2.6444 | 0.00478 |
47 | -0.286865 | -2.8107 | 0.002996 |
48 | -0.3028 | -2.9668 | 0.001899 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970009 | 9.5041 | 0 |
2 | -0.028327 | -0.2775 | 0.39098 |
3 | 0.026919 | 0.2638 | 0.396269 |
4 | -0.033973 | -0.3329 | 0.369979 |
5 | -0.007208 | -0.0706 | 0.471923 |
6 | -0.006358 | -0.0623 | 0.475227 |
7 | -0.006196 | -0.0607 | 0.47586 |
8 | -0.033234 | -0.3256 | 0.372707 |
9 | -0.007616 | -0.0746 | 0.470335 |
10 | -0.031399 | -0.3077 | 0.379507 |
11 | -0.000751 | -0.0074 | 0.497072 |
12 | -0.01839 | -0.1802 | 0.428693 |
13 | -0.031914 | -0.3127 | 0.377596 |
14 | -0.039951 | -0.3914 | 0.34817 |
15 | -0.037522 | -0.3676 | 0.356975 |
16 | -0.014188 | -0.139 | 0.444865 |
17 | 0.024605 | 0.2411 | 0.405006 |
18 | -0.0354 | -0.3469 | 0.364731 |
19 | 0.021573 | 0.2114 | 0.416523 |
20 | -0.043513 | -0.4263 | 0.335408 |
21 | -0.025819 | -0.253 | 0.400415 |
22 | -0.011419 | -0.1119 | 0.455574 |
23 | -0.03193 | -0.3129 | 0.377535 |
24 | -0.010603 | -0.1039 | 0.458737 |
25 | -0.03563 | -0.3491 | 0.363888 |
26 | -0.014943 | -0.1464 | 0.441952 |
27 | -0.011807 | -0.1157 | 0.454072 |
28 | -0.002133 | -0.0209 | 0.491686 |
29 | -0.037932 | -0.3717 | 0.355485 |
30 | -0.017937 | -0.1758 | 0.43043 |
31 | -0.044855 | -0.4395 | 0.330647 |
32 | -0.004113 | -0.0403 | 0.48397 |
33 | -0.038675 | -0.3789 | 0.352785 |
34 | -0.038385 | -0.3761 | 0.353838 |
35 | -0.017867 | -0.1751 | 0.430699 |
36 | -0.012412 | -0.1216 | 0.451731 |
37 | -0.017637 | -0.1728 | 0.431585 |
38 | -0.038154 | -0.3738 | 0.354678 |
39 | -0.011958 | -0.1172 | 0.453488 |
40 | 0.013168 | 0.129 | 0.448804 |
41 | -0.02065 | -0.2023 | 0.420045 |
42 | -0.031266 | -0.3063 | 0.380005 |
43 | -0.011951 | -0.1171 | 0.453516 |
44 | -0.042116 | -0.4127 | 0.34039 |
45 | 0.014358 | 0.1407 | 0.44421 |
46 | -0.00837 | -0.082 | 0.467405 |
47 | 0.017426 | 0.1707 | 0.432393 |
48 | -0.00847 | -0.083 | 0.467016 |