Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947022 | 8.6796 | 0 |
2 | 0.890752 | 8.1639 | 0 |
3 | 0.839239 | 7.6918 | 0 |
4 | 0.79214 | 7.2601 | 0 |
5 | 0.739173 | 6.7746 | 0 |
6 | 0.693092 | 6.3523 | 0 |
7 | 0.654437 | 5.998 | 0 |
8 | 0.614037 | 5.6277 | 0 |
9 | 0.57344 | 5.2557 | 1e-06 |
10 | 0.53493 | 4.9027 | 2e-06 |
11 | 0.493512 | 4.5231 | 1e-05 |
12 | 0.452728 | 4.1493 | 4e-05 |
13 | 0.41587 | 3.8115 | 0.000131 |
14 | 0.384153 | 3.5208 | 0.000349 |
15 | 0.351418 | 3.2208 | 0.000909 |
16 | 0.323045 | 2.9608 | 0.001994 |
17 | 0.302244 | 2.7701 | 0.003448 |
18 | 0.279698 | 2.5635 | 0.006072 |
19 | 0.25953 | 2.3786 | 0.009822 |
20 | 0.242032 | 2.2183 | 0.014618 |
21 | 0.220119 | 2.0174 | 0.023422 |
22 | 0.1983 | 1.8174 | 0.036357 |
23 | 0.174352 | 1.598 | 0.056904 |
24 | 0.154766 | 1.4185 | 0.079879 |
25 | 0.135855 | 1.2451 | 0.108273 |
26 | 0.117619 | 1.078 | 0.142061 |
27 | 0.09526 | 0.8731 | 0.192557 |
28 | 0.074843 | 0.6859 | 0.247319 |
29 | 0.052972 | 0.4855 | 0.314295 |
30 | 0.033334 | 0.3055 | 0.380368 |
31 | 0.012387 | 0.1135 | 0.454941 |
32 | -0.006908 | -0.0633 | 0.474833 |
33 | -0.025383 | -0.2326 | 0.408304 |
34 | -0.043172 | -0.3957 | 0.346672 |
35 | -0.060868 | -0.5579 | 0.28921 |
36 | -0.078273 | -0.7174 | 0.237564 |
37 | -0.091752 | -0.8409 | 0.20139 |
38 | -0.104556 | -0.9583 | 0.170338 |
39 | -0.121338 | -1.1121 | 0.134638 |
40 | -0.135305 | -1.2401 | 0.109198 |
41 | -0.148015 | -1.3566 | 0.089274 |
42 | -0.161889 | -1.4837 | 0.070811 |
43 | -0.177508 | -1.6269 | 0.053754 |
44 | -0.193853 | -1.7767 | 0.03962 |
45 | -0.208111 | -1.9074 | 0.029945 |
46 | -0.22213 | -2.0359 | 0.022458 |
47 | -0.238424 | -2.1852 | 0.01583 |
48 | -0.252921 | -2.3181 | 0.011439 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947022 | 8.6796 | 0 |
2 | -0.059129 | -0.5419 | 0.294653 |
3 | 0.017456 | 0.16 | 0.436639 |
4 | 0.01202 | 0.1102 | 0.456269 |
5 | -0.08417 | -0.7714 | 0.221309 |
6 | 0.044299 | 0.406 | 0.342883 |
7 | 0.037456 | 0.3433 | 0.366119 |
8 | -0.045128 | -0.4136 | 0.34011 |
9 | -0.011518 | -0.1056 | 0.458091 |
10 | -0.009266 | -0.0849 | 0.466263 |
11 | -0.060194 | -0.5517 | 0.291314 |
12 | -0.006383 | -0.0585 | 0.476743 |
13 | 0.010494 | 0.0962 | 0.461803 |
14 | 0.01538 | 0.141 | 0.44412 |
15 | -0.02659 | -0.2437 | 0.404027 |
16 | 0.021942 | 0.2011 | 0.420551 |
17 | 0.044278 | 0.4058 | 0.342955 |
18 | -0.037253 | -0.3414 | 0.366815 |
19 | 0.024386 | 0.2235 | 0.411845 |
20 | 0.007852 | 0.072 | 0.4714 |
21 | -0.067499 | -0.6186 | 0.268915 |
22 | 0.00655 | 0.06 | 0.476137 |
23 | -0.042154 | -0.3863 | 0.350108 |
24 | 0.012923 | 0.1184 | 0.453 |
25 | 0.001958 | 0.0179 | 0.492864 |
26 | -0.015734 | -0.1442 | 0.442843 |
27 | -0.061764 | -0.5661 | 0.286426 |
28 | 0.003814 | 0.035 | 0.486098 |
29 | -0.033924 | -0.3109 | 0.378317 |
30 | 0.006836 | 0.0627 | 0.475095 |
31 | -0.025457 | -0.2333 | 0.40804 |
32 | -0.00362 | -0.0332 | 0.486807 |
33 | -0.010839 | -0.0993 | 0.460552 |
34 | -0.022141 | -0.2029 | 0.41984 |
35 | -0.009509 | -0.0871 | 0.465381 |
36 | -0.020875 | -0.1913 | 0.424368 |
37 | 0.017993 | 0.1649 | 0.434706 |
38 | -0.010456 | -0.0958 | 0.46194 |
39 | -0.062354 | -0.5715 | 0.284599 |
40 | 0.014156 | 0.1297 | 0.448542 |
41 | -0.012116 | -0.111 | 0.455925 |
42 | -0.036771 | -0.337 | 0.368473 |
43 | -0.021657 | -0.1985 | 0.421572 |
44 | -0.039313 | -0.3603 | 0.359761 |
45 | -0.010145 | -0.093 | 0.463071 |
46 | -0.013888 | -0.1273 | 0.449509 |
47 | -0.046595 | -0.427 | 0.335219 |
48 | -0.004771 | -0.0437 | 0.482611 |