Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966149 | 8.8549 | 0 |
2 | 0.930147 | 8.5249 | 0 |
3 | 0.88353 | 8.0977 | 0 |
4 | 0.828731 | 7.5954 | 0 |
5 | 0.777626 | 7.1271 | 0 |
6 | 0.731369 | 6.7031 | 0 |
7 | 0.683713 | 6.2663 | 0 |
8 | 0.639023 | 5.8567 | 0 |
9 | 0.603327 | 5.5296 | 0 |
10 | 0.567145 | 5.198 | 1e-06 |
11 | 0.545018 | 4.9952 | 2e-06 |
12 | 0.521471 | 4.7794 | 4e-06 |
13 | 0.491156 | 4.5015 | 1.1e-05 |
14 | 0.460447 | 4.2201 | 3.1e-05 |
15 | 0.428769 | 3.9297 | 8.7e-05 |
16 | 0.388427 | 3.56 | 0.000307 |
17 | 0.35824 | 3.2833 | 0.000748 |
18 | 0.329504 | 3.02 | 0.001674 |
19 | 0.301387 | 2.7623 | 0.003525 |
20 | 0.279738 | 2.5638 | 0.006066 |
21 | 0.261097 | 2.393 | 0.00947 |
22 | 0.242775 | 2.2251 | 0.014378 |
23 | 0.225508 | 2.0668 | 0.020916 |
24 | 0.202899 | 1.8596 | 0.033221 |
25 | 0.179976 | 1.6495 | 0.051389 |
26 | 0.154981 | 1.4204 | 0.079593 |
27 | 0.130498 | 1.196 | 0.117525 |
28 | 0.103424 | 0.9479 | 0.17295 |
29 | 0.076556 | 0.7016 | 0.242419 |
30 | 0.045589 | 0.4178 | 0.33857 |
31 | 0.013731 | 0.1258 | 0.450078 |
32 | -0.01726 | -0.1582 | 0.437342 |
33 | -0.049556 | -0.4542 | 0.325433 |
34 | -0.076072 | -0.6972 | 0.243798 |
35 | -0.102394 | -0.9385 | 0.175351 |
36 | -0.133388 | -1.2225 | 0.112465 |
37 | -0.161983 | -1.4846 | 0.070696 |
38 | -0.190211 | -1.7433 | 0.042469 |
39 | -0.213755 | -1.9591 | 0.026709 |
40 | -0.230683 | -2.1142 | 0.01873 |
41 | -0.24378 | -2.2343 | 0.01406 |
42 | -0.258529 | -2.3695 | 0.010054 |
43 | -0.273004 | -2.5021 | 0.007142 |
44 | -0.287756 | -2.6373 | 0.004977 |
45 | -0.300724 | -2.7562 | 0.003586 |
46 | -0.311953 | -2.8591 | 0.002678 |
47 | -0.321535 | -2.9469 | 0.002077 |
48 | -0.330181 | -3.0262 | 0.001644 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966149 | 8.8549 | 0 |
2 | -0.049543 | -0.4541 | 0.325476 |
3 | -0.177545 | -1.6272 | 0.053717 |
4 | -0.143876 | -1.3186 | 0.095435 |
5 | 0.055333 | 0.5071 | 0.306694 |
6 | 0.084694 | 0.7762 | 0.219896 |
7 | -0.058687 | -0.5379 | 0.296042 |
8 | -0.030245 | -0.2772 | 0.391152 |
9 | 0.107269 | 0.9831 | 0.164181 |
10 | -0.020121 | -0.1844 | 0.427067 |
11 | 0.154044 | 1.4118 | 0.080846 |
12 | -0.08104 | -0.7427 | 0.229855 |
13 | -0.174003 | -1.5948 | 0.057261 |
14 | -0.040938 | -0.3752 | 0.354226 |
15 | 0.040933 | 0.3752 | 0.354245 |
16 | -0.098185 | -0.8999 | 0.185377 |
17 | 0.119764 | 1.0977 | 0.137746 |
18 | 0.01003 | 0.0919 | 0.463487 |
19 | 0.014527 | 0.1331 | 0.447199 |
20 | 0.019119 | 0.1752 | 0.430662 |
21 | 0.02766 | 0.2535 | 0.400249 |
22 | -0.035707 | -0.3273 | 0.372143 |
23 | -0.084725 | -0.7765 | 0.219812 |
24 | -0.141535 | -1.2972 | 0.099058 |
25 | 0.060571 | 0.5551 | 0.290136 |
26 | -0.047084 | -0.4315 | 0.333593 |
27 | 0.076476 | 0.7009 | 0.242648 |
28 | -0.038763 | -0.3553 | 0.36164 |
29 | -0.056092 | -0.5141 | 0.304269 |
30 | -0.084552 | -0.7749 | 0.220279 |
31 | 0.00015 | 0.0014 | 0.499455 |
32 | -0.076034 | -0.6969 | 0.243905 |
33 | -0.04586 | -0.4203 | 0.337664 |
34 | 0.011686 | 0.1071 | 0.45748 |
35 | 0.012172 | 0.1116 | 0.455719 |
36 | -0.125059 | -1.1462 | 0.127487 |
37 | 0.039643 | 0.3633 | 0.358632 |
38 | -0.010149 | -0.093 | 0.463057 |
39 | 0.079329 | 0.7271 | 0.234604 |
40 | -0.014701 | -0.1347 | 0.446571 |
41 | 0.017064 | 0.1564 | 0.438049 |
42 | -0.12438 | -1.14 | 0.128772 |
43 | -0.029265 | -0.2682 | 0.394594 |
44 | -0.015205 | -0.1394 | 0.444751 |
45 | 0.072937 | 0.6685 | 0.252831 |
46 | -0.089209 | -0.8176 | 0.207944 |
47 | 0.047814 | 0.4382 | 0.331174 |
48 | -0.009911 | -0.0908 | 0.463919 |