Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956781 | 8.1186 | 0 |
2 | 0.916376 | 7.7757 | 0 |
3 | 0.870342 | 7.3851 | 0 |
4 | 0.827123 | 7.0184 | 0 |
5 | 0.783903 | 6.6516 | 0 |
6 | 0.749127 | 6.3566 | 0 |
7 | 0.714351 | 6.0615 | 0 |
8 | 0.67676 | 5.7425 | 0 |
9 | 0.636355 | 5.3997 | 0 |
10 | 0.593136 | 5.0329 | 2e-06 |
11 | 0.547102 | 4.6423 | 8e-06 |
12 | 0.514007 | 4.3615 | 2.1e-05 |
13 | 0.475283 | 4.0329 | 6.8e-05 |
14 | 0.442187 | 3.7521 | 0.000176 |
15 | 0.407958 | 3.4616 | 0.000453 |
16 | 0.373729 | 3.1712 | 0.001116 |
17 | 0.320933 | 2.7232 | 0.004053 |
18 | 0.268137 | 2.2752 | 0.012936 |
19 | 0.215341 | 1.8272 | 0.035905 |
20 | 0.165359 | 1.4031 | 0.082439 |
21 | 0.115378 | 0.979 | 0.165426 |
22 | 0.092406 | 0.7841 | 0.217779 |
23 | 0.069435 | 0.5892 | 0.278795 |
24 | 0.053773 | 0.4563 | 0.324782 |
25 | 0.025172 | 0.2136 | 0.415733 |
26 | -0.003428 | -0.0291 | 0.488438 |
27 | -0.034842 | -0.2956 | 0.384175 |
28 | -0.063443 | -0.5383 | 0.296005 |
29 | -0.094857 | -0.8049 | 0.211766 |
30 | -0.126272 | -1.0715 | 0.143772 |
31 | -0.163315 | -1.3858 | 0.085046 |
32 | -0.200359 | -1.7001 | 0.046714 |
33 | -0.237402 | -2.0144 | 0.023851 |
34 | -0.274445 | -2.3287 | 0.011342 |
35 | -0.311489 | -2.6431 | 0.005038 |
36 | -0.328832 | -2.7902 | 0.003368 |
37 | -0.346174 | -2.9374 | 0.002221 |
38 | -0.349445 | -2.9651 | 0.002051 |
39 | -0.352716 | -2.9929 | 0.001892 |
40 | -0.355987 | -3.0207 | 0.001745 |
41 | -0.362073 | -3.0723 | 0.001499 |
42 | -0.368158 | -3.1239 | 0.001286 |
43 | -0.374243 | -3.1756 | 0.001101 |
44 | -0.380329 | -3.2272 | 0.000941 |
45 | -0.386414 | -3.2788 | 0.000804 |
46 | -0.392499 | -3.3305 | 0.000685 |
47 | -0.398584 | -3.3821 | 0.000583 |
48 | -0.40467 | -3.4337 | 0.000495 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956781 | 8.1186 | 0 |
2 | 0.011191 | 0.095 | 0.462305 |
3 | -0.086613 | -0.7349 | 0.232384 |
4 | 0.004721 | 0.0401 | 0.484078 |
5 | -0.017638 | -0.1497 | 0.440723 |
6 | 0.072687 | 0.6168 | 0.269665 |
7 | -0.013992 | -0.1187 | 0.452912 |
8 | -0.066273 | -0.5623 | 0.287813 |
9 | -0.05407 | -0.4588 | 0.323881 |
10 | -0.05476 | -0.4647 | 0.321791 |
11 | -0.051324 | -0.4355 | 0.33225 |
12 | 0.128804 | 1.0929 | 0.139031 |
13 | -0.087572 | -0.7431 | 0.229928 |
14 | 0.011441 | 0.0971 | 0.461467 |
15 | -0.025745 | -0.2185 | 0.413846 |
16 | -0.03897 | -0.3307 | 0.370927 |
17 | -0.21991 | -1.866 | 0.033058 |
18 | -0.054514 | -0.4626 | 0.322536 |
19 | -0.017456 | -0.1481 | 0.44133 |
20 | -0.013342 | -0.1132 | 0.455088 |
21 | -0.05696 | -0.4833 | 0.315168 |
22 | 0.262867 | 2.2305 | 0.014416 |
23 | 0.008726 | 0.074 | 0.47059 |
24 | 0.03201 | 0.2716 | 0.393348 |
25 | -0.155331 | -1.318 | 0.095837 |
26 | -0.0338 | -0.2868 | 0.387543 |
27 | -0.011073 | -0.094 | 0.462701 |
28 | -0.048358 | -0.4103 | 0.34139 |
29 | -0.070206 | -0.5957 | 0.276617 |
30 | -0.075118 | -0.6374 | 0.262945 |
31 | -0.155321 | -1.3179 | 0.09585 |
32 | -0.048711 | -0.4133 | 0.340296 |
33 | 0.101698 | 0.8629 | 0.19552 |
34 | -0.060344 | -0.512 | 0.305096 |
35 | -0.016271 | -0.1381 | 0.445286 |
36 | 0.18268 | 1.5501 | 0.062752 |
37 | 0.011249 | 0.0954 | 0.462112 |
38 | 0.009685 | 0.0822 | 0.467366 |
39 | -0.033841 | -0.2871 | 0.387412 |
40 | -0.071332 | -0.6053 | 0.273452 |
41 | 0.005601 | 0.0475 | 0.481112 |
42 | -0.065719 | -0.5576 | 0.28941 |
43 | 0.071046 | 0.6028 | 0.274252 |
44 | -0.005741 | -0.0487 | 0.480643 |
45 | -0.031482 | -0.2671 | 0.395066 |
46 | -0.103848 | -0.8812 | 0.190577 |
47 | 0.0662 | 0.5617 | 0.288023 |
48 | -0.075475 | -0.6404 | 0.261965 |