Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952429 | 8.0816 | 0 |
2 | 0.901827 | 7.6523 | 0 |
3 | 0.849976 | 7.2123 | 0 |
4 | 0.811869 | 6.8889 | 0 |
5 | 0.775568 | 6.5809 | 0 |
6 | 0.739453 | 6.2745 | 0 |
7 | 0.702906 | 5.9644 | 0 |
8 | 0.666711 | 5.6572 | 0 |
9 | 0.631272 | 5.3565 | 0 |
10 | 0.596205 | 5.059 | 2e-06 |
11 | 0.561077 | 4.7609 | 5e-06 |
12 | 0.522867 | 4.4367 | 1.6e-05 |
13 | 0.477692 | 4.0533 | 6.3e-05 |
14 | 0.428847 | 3.6389 | 0.000256 |
15 | 0.38024 | 3.2264 | 0.000944 |
16 | 0.343439 | 2.9142 | 0.002374 |
17 | 0.308726 | 2.6196 | 0.005364 |
18 | 0.273296 | 2.319 | 0.011619 |
19 | 0.237186 | 2.0126 | 0.023949 |
20 | 0.200358 | 1.7001 | 0.046715 |
21 | 0.165323 | 1.4028 | 0.082486 |
22 | 0.134768 | 1.1435 | 0.1283 |
23 | 0.103767 | 0.8805 | 0.19076 |
24 | 0.070821 | 0.6009 | 0.274884 |
25 | 0.032812 | 0.2784 | 0.390743 |
26 | -0.008488 | -0.072 | 0.471392 |
27 | -0.046398 | -0.3937 | 0.347483 |
28 | -0.077259 | -0.6556 | 0.257098 |
29 | -0.10052 | -0.8529 | 0.198261 |
30 | -0.124146 | -1.0534 | 0.147838 |
31 | -0.148263 | -1.2581 | 0.106218 |
32 | -0.172776 | -1.4661 | 0.073494 |
33 | -0.19485 | -1.6534 | 0.051306 |
34 | -0.213738 | -1.8136 | 0.036951 |
35 | -0.230886 | -1.9591 | 0.026985 |
36 | -0.249304 | -2.1154 | 0.018928 |
37 | -0.271181 | -2.301 | 0.012144 |
38 | -0.29463 | -2.5 | 0.007349 |
39 | -0.315546 | -2.6775 | 0.004591 |
40 | -0.331651 | -2.8142 | 0.003151 |
41 | -0.34455 | -2.9236 | 0.002311 |
42 | -0.35742 | -3.0328 | 0.001684 |
43 | -0.37065 | -3.1451 | 0.001207 |
44 | -0.383841 | -3.257 | 0.000859 |
45 | -0.392169 | -3.3277 | 0.000691 |
46 | -0.395851 | -3.3589 | 0.000627 |
47 | -0.397112 | -3.3696 | 0.000606 |
48 | -0.398672 | -3.3828 | 0.000582 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952429 | 8.0816 | 0 |
2 | -0.056994 | -0.4836 | 0.315066 |
3 | -0.039125 | -0.332 | 0.370433 |
4 | 0.121439 | 1.0304 | 0.153125 |
5 | -0.011192 | -0.095 | 0.462301 |
6 | -0.02489 | -0.2112 | 0.416663 |
7 | -0.005308 | -0.045 | 0.4821 |
8 | -0.013899 | -0.1179 | 0.453222 |
9 | -0.014232 | -0.1208 | 0.452109 |
10 | -0.017015 | -0.1444 | 0.442803 |
11 | -0.021589 | -0.1832 | 0.427583 |
12 | -0.0543 | -0.4608 | 0.323182 |
13 | -0.098156 | -0.8329 | 0.203833 |
14 | -0.064465 | -0.547 | 0.293034 |
15 | -0.034782 | -0.2951 | 0.384369 |
16 | 0.076353 | 0.6479 | 0.259564 |
17 | -0.024744 | -0.21 | 0.417146 |
18 | -0.043376 | -0.3681 | 0.356955 |
19 | -0.004221 | -0.0358 | 0.485763 |
20 | -0.032584 | -0.2765 | 0.391484 |
21 | -0.015153 | -0.1286 | 0.449026 |
22 | 0.022448 | 0.1905 | 0.424737 |
23 | -0.035642 | -0.3024 | 0.381597 |
24 | -0.043218 | -0.3667 | 0.357454 |
25 | -0.06636 | -0.5631 | 0.287565 |
26 | -0.065424 | -0.5551 | 0.29026 |
27 | -0.006622 | -0.0562 | 0.477673 |
28 | 0.013386 | 0.1136 | 0.454943 |
29 | 0.026492 | 0.2248 | 0.411388 |
30 | -0.034813 | -0.2954 | 0.384269 |
31 | -0.011015 | -0.0935 | 0.462896 |
32 | -0.015714 | -0.1333 | 0.44715 |
33 | -0.01224 | -0.1039 | 0.458784 |
34 | 0.002865 | 0.0243 | 0.490335 |
35 | -0.011884 | -0.1008 | 0.459978 |
36 | -0.032445 | -0.2753 | 0.391936 |
37 | -0.043033 | -0.3651 | 0.358037 |
38 | -0.042514 | -0.3607 | 0.359674 |
39 | -0.015924 | -0.1351 | 0.446447 |
40 | -0.009367 | -0.0795 | 0.468435 |
41 | -0.025445 | -0.2159 | 0.414835 |
42 | -0.02832 | -0.2403 | 0.405388 |
43 | -0.01656 | -0.1405 | 0.444322 |
44 | -0.017082 | -0.1449 | 0.442579 |
45 | 0.014499 | 0.123 | 0.451213 |
46 | 0.01347 | 0.1143 | 0.454662 |
47 | -0.004359 | -0.037 | 0.485298 |
48 | -0.010581 | -0.0898 | 0.464356 |