Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95877 | 8.7873 | 0 |
2 | 0.917731 | 8.4111 | 0 |
3 | 0.877073 | 8.0385 | 0 |
4 | 0.839363 | 7.6929 | 0 |
5 | 0.795929 | 7.2948 | 0 |
6 | 0.753837 | 6.909 | 0 |
7 | 0.716129 | 6.5634 | 0 |
8 | 0.683385 | 6.2633 | 0 |
9 | 0.639202 | 5.8584 | 0 |
10 | 0.597645 | 5.4775 | 0 |
11 | 0.559376 | 5.1268 | 1e-06 |
12 | 0.526918 | 4.8293 | 3e-06 |
13 | 0.497779 | 4.5622 | 9e-06 |
14 | 0.47098 | 4.3166 | 2.2e-05 |
15 | 0.443116 | 4.0612 | 5.5e-05 |
16 | 0.411914 | 3.7753 | 0.000149 |
17 | 0.377081 | 3.456 | 0.000431 |
18 | 0.34358 | 3.149 | 0.001135 |
19 | 0.3087 | 2.8293 | 0.002917 |
20 | 0.274219 | 2.5133 | 0.006936 |
21 | 0.241173 | 2.2104 | 0.014899 |
22 | 0.205237 | 1.881 | 0.031716 |
23 | 0.172106 | 1.5774 | 0.059234 |
24 | 0.1435 | 1.3152 | 0.096011 |
25 | 0.11843 | 1.0854 | 0.140418 |
26 | 0.093988 | 0.8614 | 0.195731 |
27 | 0.07119 | 0.6525 | 0.257942 |
28 | 0.049807 | 0.4565 | 0.32461 |
29 | 0.03255 | 0.2983 | 0.383096 |
30 | 0.016091 | 0.1475 | 0.441556 |
31 | -0.000426 | -0.0039 | 0.498447 |
32 | -0.017561 | -0.1609 | 0.43626 |
33 | -0.035209 | -0.3227 | 0.373864 |
34 | -0.055281 | -0.5067 | 0.30686 |
35 | -0.080412 | -0.737 | 0.231591 |
36 | -0.105696 | -0.9687 | 0.167733 |
37 | -0.128918 | -1.1816 | 0.120359 |
38 | -0.151216 | -1.3859 | 0.08472 |
39 | -0.174741 | -1.6015 | 0.056507 |
40 | -0.19973 | -1.8306 | 0.035356 |
41 | -0.216631 | -1.9855 | 0.025178 |
42 | -0.235584 | -2.1592 | 0.016845 |
43 | -0.2518 | -2.3078 | 0.011735 |
44 | -0.270943 | -2.4832 | 0.007504 |
45 | -0.281882 | -2.5835 | 0.005756 |
46 | -0.293049 | -2.6858 | 0.004359 |
47 | -0.305214 | -2.7973 | 0.003194 |
48 | -0.317161 | -2.9068 | 0.002334 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95877 | 8.7873 | 0 |
2 | -0.018694 | -0.1713 | 0.432185 |
3 | -0.016673 | -0.1528 | 0.439455 |
4 | 0.014884 | 0.1364 | 0.44591 |
5 | -0.091306 | -0.8368 | 0.20253 |
6 | -0.007293 | -0.0668 | 0.473433 |
7 | 0.03144 | 0.2881 | 0.386971 |
8 | 0.035081 | 0.3215 | 0.374307 |
9 | -0.156688 | -1.4361 | 0.077348 |
10 | 0.008964 | 0.0822 | 0.467359 |
11 | 0.013126 | 0.1203 | 0.452266 |
12 | 0.033261 | 0.3048 | 0.38062 |
13 | 0.044334 | 0.4063 | 0.342767 |
14 | 0.010021 | 0.0918 | 0.463519 |
15 | -0.045189 | -0.4142 | 0.339906 |
16 | -0.080263 | -0.7356 | 0.232005 |
17 | -0.045364 | -0.4158 | 0.339321 |
18 | -0.008398 | -0.077 | 0.469417 |
19 | -0.038549 | -0.3533 | 0.36237 |
20 | -0.0232 | -0.2126 | 0.416063 |
21 | -0.012343 | -0.1131 | 0.455099 |
22 | -0.076721 | -0.7032 | 0.241951 |
23 | 0.014367 | 0.1317 | 0.447779 |
24 | 0.052032 | 0.4769 | 0.317341 |
25 | 0.028259 | 0.259 | 0.398134 |
26 | -0.019639 | -0.18 | 0.428794 |
27 | -0.008246 | -0.0756 | 0.469969 |
28 | -0.025487 | -0.2336 | 0.407934 |
29 | 0.01408 | 0.129 | 0.448816 |
30 | 0.016107 | 0.1476 | 0.441497 |
31 | -0.018048 | -0.1654 | 0.434508 |
32 | -0.038933 | -0.3568 | 0.361056 |
33 | -0.043828 | -0.4017 | 0.344467 |
34 | -0.04684 | -0.4293 | 0.334404 |
35 | -0.076526 | -0.7014 | 0.242505 |
36 | -0.00738 | -0.0676 | 0.473118 |
37 | 0.004091 | 0.0375 | 0.485089 |
38 | -0.018643 | -0.1709 | 0.432369 |
39 | -0.048068 | -0.4406 | 0.330334 |
40 | -0.049675 | -0.4553 | 0.325041 |
41 | 0.07182 | 0.6582 | 0.256092 |
42 | -0.052075 | -0.4773 | 0.317204 |
43 | 0.025402 | 0.2328 | 0.408237 |
44 | -0.071794 | -0.658 | 0.256169 |
45 | 0.034511 | 0.3163 | 0.376279 |
46 | -0.039138 | -0.3587 | 0.360359 |
47 | -0.029617 | -0.2714 | 0.393359 |
48 | 0.008615 | 0.079 | 0.468628 |