Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971423 | 9.518 | 0 |
2 | 0.941975 | 9.2294 | 0 |
3 | 0.915213 | 8.9672 | 0 |
4 | 0.890197 | 8.7221 | 0 |
5 | 0.86474 | 8.4727 | 0 |
6 | 0.838584 | 8.2164 | 0 |
7 | 0.810608 | 7.9423 | 0 |
8 | 0.781002 | 7.6522 | 0 |
9 | 0.751856 | 7.3667 | 0 |
10 | 0.724967 | 7.1032 | 0 |
11 | 0.697483 | 6.8339 | 0 |
12 | 0.669089 | 6.5557 | 0 |
13 | 0.638856 | 6.2595 | 0 |
14 | 0.607652 | 5.9537 | 0 |
15 | 0.576829 | 5.6518 | 0 |
16 | 0.548427 | 5.3735 | 0 |
17 | 0.520766 | 5.1024 | 1e-06 |
18 | 0.492234 | 4.8229 | 3e-06 |
19 | 0.462459 | 4.5312 | 8e-06 |
20 | 0.431876 | 4.2315 | 2.7e-05 |
21 | 0.401381 | 3.9327 | 7.9e-05 |
22 | 0.370509 | 3.6302 | 0.000228 |
23 | 0.341065 | 3.3417 | 0.000594 |
24 | 0.310829 | 3.0455 | 0.001499 |
25 | 0.279214 | 2.7357 | 0.003707 |
26 | 0.247032 | 2.4204 | 0.008692 |
27 | 0.215933 | 2.1157 | 0.018479 |
28 | 0.185784 | 1.8203 | 0.035914 |
29 | 0.157526 | 1.5434 | 0.063008 |
30 | 0.128631 | 1.2603 | 0.105303 |
31 | 0.098497 | 0.9651 | 0.168468 |
32 | 0.067656 | 0.6629 | 0.254494 |
33 | 0.038637 | 0.3786 | 0.352922 |
34 | 0.011027 | 0.108 | 0.457095 |
35 | -0.015706 | -0.1539 | 0.43901 |
36 | -0.043118 | -0.4225 | 0.336815 |
37 | -0.071708 | -0.7026 | 0.242005 |
38 | -0.100582 | -0.9855 | 0.163428 |
39 | -0.128398 | -1.258 | 0.105714 |
40 | -0.15268 | -1.4959 | 0.068974 |
41 | -0.174664 | -1.7113 | 0.045123 |
42 | -0.197077 | -1.931 | 0.028219 |
43 | -0.220432 | -2.1598 | 0.01664 |
44 | -0.244228 | -2.3929 | 0.00933 |
45 | -0.265105 | -2.5975 | 0.005434 |
46 | -0.28296 | -2.7724 | 0.003342 |
47 | -0.298439 | -2.9241 | 0.002155 |
48 | -0.314256 | -3.0791 | 0.001354 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971423 | 9.518 | 0 |
2 | -0.029951 | -0.2935 | 0.384904 |
3 | 0.032787 | 0.3212 | 0.37436 |
4 | 0.015565 | 0.1525 | 0.439555 |
5 | -0.019894 | -0.1949 | 0.422933 |
6 | -0.023114 | -0.2265 | 0.41066 |
7 | -0.046065 | -0.4513 | 0.326378 |
8 | -0.044921 | -0.4401 | 0.330414 |
9 | -0.011073 | -0.1085 | 0.456915 |
10 | 0.019086 | 0.187 | 0.426027 |
11 | -0.027869 | -0.2731 | 0.392699 |
12 | -0.027263 | -0.2671 | 0.394973 |
13 | -0.046968 | -0.4602 | 0.323208 |
14 | -0.035852 | -0.3513 | 0.363075 |
15 | -0.015925 | -0.156 | 0.438166 |
16 | 0.018191 | 0.1782 | 0.429457 |
17 | -0.007323 | -0.0718 | 0.471474 |
18 | -0.027616 | -0.2706 | 0.393647 |
19 | -0.033851 | -0.3317 | 0.370429 |
20 | -0.033932 | -0.3325 | 0.37013 |
21 | -0.023188 | -0.2272 | 0.410378 |
22 | -0.035493 | -0.3478 | 0.364393 |
23 | 3.3e-05 | 3e-04 | 0.499871 |
24 | -0.035421 | -0.3471 | 0.364657 |
25 | -0.04006 | -0.3925 | 0.347777 |
26 | -0.03196 | -0.3131 | 0.377427 |
27 | -0.010473 | -0.1026 | 0.459242 |
28 | -0.014399 | -0.1411 | 0.444052 |
29 | 0.007096 | 0.0695 | 0.472359 |
30 | -0.033389 | -0.3271 | 0.372137 |
31 | -0.039746 | -0.3894 | 0.348912 |
32 | -0.033961 | -0.3328 | 0.370023 |
33 | -0.000667 | -0.0065 | 0.497398 |
34 | -0.009611 | -0.0942 | 0.462588 |
35 | -0.013628 | -0.1335 | 0.447027 |
36 | -0.03523 | -0.3452 | 0.365355 |
37 | -0.044015 | -0.4313 | 0.333624 |
38 | -0.030595 | -0.2998 | 0.382499 |
39 | -0.01899 | -0.1861 | 0.426392 |
40 | 0.023696 | 0.2322 | 0.40845 |
41 | 0.00843 | 0.0826 | 0.467173 |
42 | -0.026362 | -0.2583 | 0.398367 |
43 | -0.0332 | -0.3253 | 0.372832 |
44 | -0.033551 | -0.3287 | 0.371536 |
45 | 0.015921 | 0.156 | 0.438182 |
46 | 0.013608 | 0.1333 | 0.447104 |
47 | 0.011701 | 0.1146 | 0.454481 |
48 | -0.024033 | -0.2355 | 0.407171 |