Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958714 | 8.135 | 0 |
2 | 0.917351 | 7.784 | 0 |
3 | 0.875023 | 7.4248 | 0 |
4 | 0.832405 | 7.0632 | 0 |
5 | 0.788756 | 6.6928 | 0 |
6 | 0.745592 | 6.3266 | 0 |
7 | 0.701259 | 5.9504 | 0 |
8 | 0.656318 | 5.569 | 0 |
9 | 0.611131 | 5.1856 | 1e-06 |
10 | 0.570385 | 4.8399 | 4e-06 |
11 | 0.530103 | 4.4981 | 1.3e-05 |
12 | 0.49271 | 4.1808 | 4e-05 |
13 | 0.450999 | 3.8269 | 0.000137 |
14 | 0.41027 | 3.4813 | 0.000426 |
15 | 0.373834 | 3.1721 | 0.001113 |
16 | 0.336795 | 2.8578 | 0.002787 |
17 | 0.301917 | 2.5619 | 0.006252 |
18 | 0.266819 | 2.264 | 0.013293 |
19 | 0.230889 | 1.9592 | 0.026983 |
20 | 0.194059 | 1.6466 | 0.051995 |
21 | 0.159534 | 1.3537 | 0.090035 |
22 | 0.123967 | 1.0519 | 0.148183 |
23 | 0.097391 | 0.8264 | 0.205658 |
24 | 0.071333 | 0.6053 | 0.273448 |
25 | 0.042104 | 0.3573 | 0.360971 |
26 | 0.01283 | 0.1089 | 0.456805 |
27 | -0.018465 | -0.1567 | 0.437967 |
28 | -0.049861 | -0.4231 | 0.336747 |
29 | -0.080318 | -0.6815 | 0.248863 |
30 | -0.110743 | -0.9397 | 0.17526 |
31 | -0.141779 | -1.203 | 0.116452 |
32 | -0.172715 | -1.4655 | 0.073564 |
33 | -0.200963 | -1.7052 | 0.046232 |
34 | -0.228333 | -1.9375 | 0.028306 |
35 | -0.249414 | -2.1164 | 0.018886 |
36 | -0.266032 | -2.2574 | 0.01351 |
37 | -0.285788 | -2.425 | 0.008909 |
38 | -0.302689 | -2.5684 | 0.006146 |
39 | -0.314306 | -2.667 | 0.004723 |
40 | -0.325129 | -2.7588 | 0.003675 |
41 | -0.33329 | -2.8281 | 0.003031 |
42 | -0.341085 | -2.8942 | 0.002514 |
43 | -0.349278 | -2.9637 | 0.002059 |
44 | -0.357274 | -3.0316 | 0.00169 |
45 | -0.364151 | -3.0899 | 0.001423 |
46 | -0.370652 | -3.1451 | 0.001207 |
47 | -0.378089 | -3.2082 | 0.000997 |
48 | -0.383928 | -3.2577 | 0.000857 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958714 | 8.135 | 0 |
2 | -0.022035 | -0.187 | 0.426103 |
3 | -0.033506 | -0.2843 | 0.388494 |
4 | -0.026144 | -0.2218 | 0.412533 |
5 | -0.03591 | -0.3047 | 0.380736 |
6 | -0.018307 | -0.1553 | 0.438493 |
7 | -0.038959 | -0.3306 | 0.370963 |
8 | -0.033684 | -0.2858 | 0.387919 |
9 | -0.029806 | -0.2529 | 0.40053 |
10 | 0.027335 | 0.2319 | 0.408621 |
11 | -0.01971 | -0.1672 | 0.433822 |
12 | 0.008527 | 0.0724 | 0.471262 |
13 | -0.079426 | -0.6739 | 0.251251 |
14 | -0.018301 | -0.1553 | 0.438516 |
15 | 0.026288 | 0.2231 | 0.412058 |
16 | -0.03654 | -0.31 | 0.37871 |
17 | -0.00151 | -0.0128 | 0.494907 |
18 | -0.032976 | -0.2798 | 0.390213 |
19 | -0.03667 | -0.3112 | 0.37829 |
20 | -0.039189 | -0.3325 | 0.370228 |
21 | -0.000122 | -0.001 | 0.499588 |
22 | -0.049019 | -0.4159 | 0.339346 |
23 | 0.081996 | 0.6958 | 0.244408 |
24 | -0.018986 | -0.1611 | 0.436234 |
25 | -0.067042 | -0.5689 | 0.285606 |
26 | -0.02472 | -0.2098 | 0.417225 |
27 | -0.066184 | -0.5616 | 0.28807 |
28 | -0.029913 | -0.2538 | 0.400177 |
29 | -0.02499 | -0.212 | 0.416335 |
30 | -0.034897 | -0.2961 | 0.384 |
31 | -0.042018 | -0.3565 | 0.361241 |
32 | -0.022011 | -0.1868 | 0.426185 |
33 | -0.007527 | -0.0639 | 0.474627 |
34 | -0.020872 | -0.1771 | 0.429962 |
35 | 0.033415 | 0.2835 | 0.388791 |
36 | 0.014453 | 0.1226 | 0.451369 |
37 | -0.056329 | -0.478 | 0.31706 |
38 | -0.004218 | -0.0358 | 0.485775 |
39 | 0.036051 | 0.3059 | 0.380282 |
40 | -0.023134 | -0.1963 | 0.422466 |
41 | -0.004184 | -0.0355 | 0.48589 |
42 | -0.028692 | -0.2435 | 0.404171 |
43 | -0.029236 | -0.2481 | 0.402391 |
44 | -0.020568 | -0.1745 | 0.430972 |
45 | -0.005288 | -0.0449 | 0.482167 |
46 | -0.021331 | -0.181 | 0.428438 |
47 | -0.052115 | -0.4422 | 0.329833 |
48 | -0.009695 | -0.0823 | 0.467333 |