Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953737 | 8.5836 | 0 |
2 | 0.902068 | 8.1186 | 0 |
3 | 0.852672 | 7.674 | 0 |
4 | 0.803589 | 7.2323 | 0 |
5 | 0.756432 | 6.8079 | 0 |
6 | 0.71508 | 6.4357 | 0 |
7 | 0.6752 | 6.0768 | 0 |
8 | 0.635553 | 5.72 | 0 |
9 | 0.595988 | 5.3639 | 0 |
10 | 0.560412 | 5.0437 | 1e-06 |
11 | 0.526623 | 4.7396 | 5e-06 |
12 | 0.495358 | 4.4582 | 1.3e-05 |
13 | 0.467173 | 4.2046 | 3.3e-05 |
14 | 0.436792 | 3.9311 | 8.9e-05 |
15 | 0.404371 | 3.6393 | 0.00024 |
16 | 0.374108 | 3.367 | 0.000582 |
17 | 0.346372 | 3.1173 | 0.001263 |
18 | 0.314825 | 2.8334 | 0.002905 |
19 | 0.281486 | 2.5334 | 0.006613 |
20 | 0.249946 | 2.2495 | 0.013597 |
21 | 0.222557 | 2.003 | 0.02426 |
22 | 0.197373 | 1.7764 | 0.039714 |
23 | 0.17256 | 1.553 | 0.062156 |
24 | 0.149819 | 1.3484 | 0.090649 |
25 | 0.124218 | 1.118 | 0.133444 |
26 | 0.08666 | 0.7799 | 0.218849 |
27 | 0.046272 | 0.4165 | 0.33909 |
28 | 0.006973 | 0.0628 | 0.475059 |
29 | -0.021649 | -0.1948 | 0.423004 |
30 | -0.042407 | -0.3817 | 0.351856 |
31 | -0.059678 | -0.5371 | 0.296333 |
32 | -0.077267 | -0.6954 | 0.244398 |
33 | -0.089928 | -0.8094 | 0.210342 |
34 | -0.10324 | -0.9292 | 0.177784 |
35 | -0.114544 | -1.0309 | 0.15283 |
36 | -0.120889 | -1.088 | 0.139911 |
37 | -0.123559 | -1.112 | 0.134708 |
38 | -0.124095 | -1.1169 | 0.133679 |
39 | -0.126282 | -1.1365 | 0.129541 |
40 | -0.133654 | -1.2029 | 0.116263 |
41 | -0.148753 | -1.3388 | 0.092194 |
42 | -0.171881 | -1.5469 | 0.062889 |
43 | -0.198913 | -1.7902 | 0.038578 |
44 | -0.22708 | -2.0437 | 0.022115 |
45 | -0.254656 | -2.2919 | 0.012254 |
46 | -0.279632 | -2.5167 | 0.00691 |
47 | -0.300724 | -2.7065 | 0.004145 |
48 | -0.320475 | -2.8843 | 0.002512 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953737 | 8.5836 | 0 |
2 | -0.083489 | -0.7514 | 0.227293 |
3 | 0.001494 | 0.0134 | 0.494652 |
4 | -0.026259 | -0.2363 | 0.406886 |
5 | -0.005299 | -0.0477 | 0.481039 |
6 | 0.035429 | 0.3189 | 0.375325 |
7 | -0.014302 | -0.1287 | 0.448952 |
8 | -0.019901 | -0.1791 | 0.429148 |
9 | -0.022951 | -0.2066 | 0.418435 |
10 | 0.021763 | 0.1959 | 0.422601 |
11 | -0.004524 | -0.0407 | 0.483811 |
12 | 0.006912 | 0.0622 | 0.475275 |
13 | 0.010609 | 0.0955 | 0.462085 |
14 | -0.046081 | -0.4147 | 0.339719 |
15 | -0.034514 | -0.3106 | 0.378442 |
16 | 0.005645 | 0.0508 | 0.479804 |
17 | 0.006749 | 0.0607 | 0.475857 |
18 | -0.062842 | -0.5656 | 0.286623 |
19 | -0.039135 | -0.3522 | 0.362795 |
20 | -0.005831 | -0.0525 | 0.47914 |
21 | 0.024077 | 0.2167 | 0.414496 |
22 | 0.002958 | 0.0266 | 0.489412 |
23 | -0.024373 | -0.2194 | 0.413462 |
24 | -0.001991 | -0.0179 | 0.492873 |
25 | -0.052934 | -0.4764 | 0.317533 |
26 | -0.147432 | -1.3269 | 0.094138 |
27 | -0.050052 | -0.4505 | 0.326787 |
28 | -0.023563 | -0.2121 | 0.416294 |
29 | 0.086054 | 0.7745 | 0.220449 |
30 | 0.040627 | 0.3656 | 0.357794 |
31 | 0.000461 | 0.0041 | 0.49835 |
32 | -0.027152 | -0.2444 | 0.403781 |
33 | 0.039869 | 0.3588 | 0.360331 |
34 | -0.026678 | -0.2401 | 0.405427 |
35 | 0.003644 | 0.0328 | 0.486959 |
36 | 0.035858 | 0.3227 | 0.373867 |
37 | 0.015409 | 0.1387 | 0.445022 |
38 | 0.011757 | 0.1058 | 0.457996 |
39 | -0.020746 | -0.1867 | 0.426177 |
40 | -0.051616 | -0.4645 | 0.321751 |
41 | -0.091924 | -0.8273 | 0.205244 |
42 | -0.10802 | -0.9722 | 0.166929 |
43 | -0.063319 | -0.5699 | 0.28517 |
44 | -0.034826 | -0.3134 | 0.377377 |
45 | -0.020833 | -0.1875 | 0.42587 |
46 | -0.030954 | -0.2786 | 0.390635 |
47 | -0.013888 | -0.125 | 0.450419 |
48 | -0.025624 | -0.2306 | 0.409098 |