Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965096 | 8.7393 | 0 |
2 | 0.927528 | 8.3991 | 0 |
3 | 0.890712 | 8.0657 | 0 |
4 | 0.855073 | 7.743 | 0 |
5 | 0.818331 | 7.4103 | 0 |
6 | 0.782149 | 7.0827 | 0 |
7 | 0.744807 | 6.7445 | 0 |
8 | 0.708146 | 6.4125 | 0 |
9 | 0.675026 | 6.1126 | 0 |
10 | 0.643783 | 5.8297 | 0 |
11 | 0.613089 | 5.5518 | 0 |
12 | 0.581736 | 5.2678 | 1e-06 |
13 | 0.549333 | 4.9744 | 2e-06 |
14 | 0.516127 | 4.6737 | 6e-06 |
15 | 0.482016 | 4.3648 | 1.8e-05 |
16 | 0.447767 | 4.0547 | 5.7e-05 |
17 | 0.414722 | 3.7555 | 0.000161 |
18 | 0.38286 | 3.4669 | 0.00042 |
19 | 0.347945 | 3.1508 | 0.001137 |
20 | 0.310536 | 2.812 | 0.003079 |
21 | 0.273879 | 2.4801 | 0.007591 |
22 | 0.237423 | 2.15 | 0.017252 |
23 | 0.204107 | 1.8483 | 0.034084 |
24 | 0.171461 | 1.5526 | 0.06218 |
25 | 0.135609 | 1.228 | 0.111482 |
26 | 0.099609 | 0.902 | 0.184851 |
27 | 0.067493 | 0.6112 | 0.271386 |
28 | 0.035489 | 0.3214 | 0.374376 |
29 | 0.003441 | 0.0312 | 0.48761 |
30 | -0.026287 | -0.238 | 0.406222 |
31 | -0.053557 | -0.485 | 0.31449 |
32 | -0.080062 | -0.725 | 0.235261 |
33 | -0.102907 | -0.9319 | 0.177071 |
34 | -0.127323 | -1.153 | 0.126139 |
35 | -0.153585 | -1.3908 | 0.084028 |
36 | -0.178176 | -1.6134 | 0.055245 |
37 | -0.203378 | -1.8417 | 0.03457 |
38 | -0.227007 | -2.0556 | 0.0215 |
39 | -0.247814 | -2.2441 | 0.013762 |
40 | -0.267191 | -2.4195 | 0.008876 |
41 | -0.285062 | -2.5813 | 0.005811 |
42 | -0.301992 | -2.7347 | 0.003825 |
43 | -0.317395 | -2.8741 | 0.002579 |
44 | -0.331197 | -2.9991 | 0.001792 |
45 | -0.342703 | -3.1033 | 0.001313 |
46 | -0.352972 | -3.1963 | 0.000989 |
47 | -0.363162 | -3.2886 | 0.000742 |
48 | -0.370955 | -3.3591 | 0.000594 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965096 | 8.7393 | 0 |
2 | -0.056589 | -0.5124 | 0.304863 |
3 | -0.007072 | -0.064 | 0.474548 |
4 | -0.003135 | -0.0284 | 0.48871 |
5 | -0.036472 | -0.3303 | 0.371021 |
6 | -0.010393 | -0.0941 | 0.462624 |
7 | -0.038059 | -0.3446 | 0.365623 |
8 | -0.01045 | -0.0946 | 0.46242 |
9 | 0.029886 | 0.2706 | 0.393679 |
10 | 0.003121 | 0.0283 | 0.48876 |
11 | -0.010992 | -0.0995 | 0.460476 |
12 | -0.028003 | -0.2536 | 0.400229 |
13 | -0.035037 | -0.3173 | 0.37592 |
14 | -0.031878 | -0.2887 | 0.386782 |
15 | -0.036581 | -0.3313 | 0.370647 |
16 | -0.024288 | -0.2199 | 0.413233 |
17 | -0.003398 | -0.0308 | 0.487762 |
18 | -0.00471 | -0.0427 | 0.483042 |
19 | -0.067007 | -0.6068 | 0.272839 |
20 | -0.059057 | -0.5348 | 0.297125 |
21 | -0.017226 | -0.156 | 0.438211 |
22 | -0.030968 | -0.2804 | 0.389927 |
23 | 0.015632 | 0.1416 | 0.443889 |
24 | -0.021293 | -0.1928 | 0.423788 |
25 | -0.072842 | -0.6596 | 0.255674 |
26 | -0.025094 | -0.2272 | 0.410402 |
27 | 0.019565 | 0.1772 | 0.429905 |
28 | -0.03851 | -0.3487 | 0.364095 |
29 | -0.03241 | -0.2935 | 0.384946 |
30 | 0.003578 | 0.0324 | 0.487115 |
31 | 0.008222 | 0.0745 | 0.470415 |
32 | -0.016162 | -0.1464 | 0.442001 |
33 | 0.022159 | 0.2007 | 0.420731 |
34 | -0.055544 | -0.503 | 0.308164 |
35 | -0.053682 | -0.4861 | 0.314093 |
36 | -0.005427 | -0.0491 | 0.480463 |
37 | -0.04517 | -0.409 | 0.341791 |
38 | -0.001455 | -0.0132 | 0.494758 |
39 | 0.014698 | 0.1331 | 0.44722 |
40 | -0.008483 | -0.0768 | 0.469477 |
41 | -0.007198 | -0.0652 | 0.474096 |
42 | -0.025098 | -0.2273 | 0.410389 |
43 | -0.006608 | -0.0598 | 0.476215 |
44 | -0.004521 | -0.0409 | 0.483722 |
45 | -0.002589 | -0.0234 | 0.490678 |
46 | -0.009481 | -0.0858 | 0.465898 |
47 | -0.022786 | -0.2063 | 0.41852 |
48 | 0.012442 | 0.1127 | 0.455285 |