Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977655 | 8.9604 | 0 |
2 | 0.950128 | 8.7081 | 0 |
3 | 0.921678 | 8.4473 | 0 |
4 | 0.892459 | 8.1795 | 0 |
5 | 0.862325 | 7.9033 | 0 |
6 | 0.832627 | 7.6312 | 0 |
7 | 0.802277 | 7.353 | 0 |
8 | 0.773252 | 7.087 | 0 |
9 | 0.741559 | 6.7965 | 0 |
10 | 0.710512 | 6.512 | 0 |
11 | 0.680029 | 6.2326 | 0 |
12 | 0.646388 | 5.9242 | 0 |
13 | 0.609049 | 5.582 | 0 |
14 | 0.567355 | 5.1999 | 1e-06 |
15 | 0.522635 | 4.79 | 4e-06 |
16 | 0.477589 | 4.3772 | 1.7e-05 |
17 | 0.43384 | 3.9762 | 7.4e-05 |
18 | 0.390877 | 3.5824 | 0.000285 |
19 | 0.348711 | 3.196 | 0.000982 |
20 | 0.309971 | 2.8409 | 0.002821 |
21 | 0.274166 | 2.5128 | 0.006945 |
22 | 0.239223 | 2.1925 | 0.015554 |
23 | 0.203818 | 1.868 | 0.032623 |
24 | 0.167441 | 1.5346 | 0.064317 |
25 | 0.131512 | 1.2053 | 0.11573 |
26 | 0.091723 | 0.8407 | 0.201464 |
27 | 0.053961 | 0.4946 | 0.311099 |
28 | 0.019169 | 0.1757 | 0.430482 |
29 | -0.014569 | -0.1335 | 0.447049 |
30 | -0.045084 | -0.4132 | 0.340257 |
31 | -0.07547 | -0.6917 | 0.245519 |
32 | -0.102651 | -0.9408 | 0.17475 |
33 | -0.126467 | -1.1591 | 0.124852 |
34 | -0.149556 | -1.3707 | 0.087059 |
35 | -0.172375 | -1.5798 | 0.05895 |
36 | -0.194179 | -1.7797 | 0.039373 |
37 | -0.221962 | -2.0343 | 0.022537 |
38 | -0.249771 | -2.2892 | 0.012289 |
39 | -0.277025 | -2.539 | 0.006481 |
40 | -0.2991 | -2.7413 | 0.003738 |
41 | -0.320192 | -2.9346 | 0.002153 |
42 | -0.34056 | -3.1213 | 0.001234 |
43 | -0.360678 | -3.3057 | 0.000697 |
44 | -0.379196 | -3.4754 | 0.000405 |
45 | -0.395377 | -3.6237 | 0.000248 |
46 | -0.403647 | -3.6995 | 0.000192 |
47 | -0.408205 | -3.7413 | 0.000167 |
48 | -0.412271 | -3.7785 | 0.000147 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977655 | 8.9604 | 0 |
2 | -0.12856 | -1.1783 | 0.121007 |
3 | -0.021872 | -0.2005 | 0.420801 |
4 | -0.029291 | -0.2685 | 0.394504 |
5 | -0.032799 | -0.3006 | 0.382229 |
6 | -0.001502 | -0.0138 | 0.494524 |
7 | -0.033378 | -0.3059 | 0.380212 |
8 | 0.017558 | 0.1609 | 0.436269 |
9 | -0.084856 | -0.7777 | 0.21946 |
10 | 0.010699 | 0.0981 | 0.46106 |
11 | -0.008909 | -0.0817 | 0.467559 |
12 | -0.094614 | -0.8672 | 0.194164 |
13 | -0.087184 | -0.7991 | 0.213256 |
14 | -0.112458 | -1.0307 | 0.15282 |
15 | -0.073638 | -0.6749 | 0.250796 |
16 | -0.028138 | -0.2579 | 0.398563 |
17 | 0.00559 | 0.0512 | 0.479631 |
18 | -0.018648 | -0.1709 | 0.432351 |
19 | -0.023534 | -0.2157 | 0.414876 |
20 | 0.050668 | 0.4644 | 0.321789 |
21 | 0.023061 | 0.2114 | 0.41656 |
22 | -0.018276 | -0.1675 | 0.433689 |
23 | -0.040502 | -0.3712 | 0.355708 |
24 | -0.049323 | -0.4521 | 0.326197 |
25 | -0.00564 | -0.0517 | 0.479448 |
26 | -0.110021 | -1.0084 | 0.15809 |
27 | 0.051164 | 0.4689 | 0.32017 |
28 | 0.025201 | 0.231 | 0.408948 |
29 | -0.024802 | -0.2273 | 0.410366 |
30 | 0.042395 | 0.3886 | 0.349294 |
31 | -0.064544 | -0.5916 | 0.277868 |
32 | 0.036036 | 0.3303 | 0.371007 |
33 | -0.000428 | -0.0039 | 0.498439 |
34 | -0.030703 | -0.2814 | 0.389548 |
35 | -0.034248 | -0.3139 | 0.377193 |
36 | -0.018315 | -0.1679 | 0.433548 |
37 | -0.150621 | -1.3805 | 0.085554 |
38 | -0.014936 | -0.1369 | 0.445724 |
39 | -0.01509 | -0.1383 | 0.445165 |
40 | 0.082502 | 0.7561 | 0.225838 |
41 | -0.054538 | -0.4999 | 0.309244 |
42 | -0.038304 | -0.3511 | 0.363211 |
43 | -0.047526 | -0.4356 | 0.332129 |
44 | -0.030391 | -0.2785 | 0.390641 |
45 | 0.012117 | 0.1111 | 0.455921 |
46 | 0.131431 | 1.2046 | 0.115874 |
47 | 0.036815 | 0.3374 | 0.368323 |
48 | -0.01829 | -0.1676 | 0.43364 |