Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957746 | 8.0701 | 0 |
2 | 0.915526 | 7.7144 | 0 |
3 | 0.873374 | 7.3592 | 0 |
4 | 0.831321 | 7.0048 | 0 |
5 | 0.789403 | 6.6516 | 0 |
6 | 0.747653 | 6.2998 | 0 |
7 | 0.706103 | 5.9497 | 0 |
8 | 0.664789 | 5.6016 | 0 |
9 | 0.623742 | 5.2557 | 1e-06 |
10 | 0.582998 | 4.9124 | 3e-06 |
11 | 0.542589 | 4.5719 | 1e-05 |
12 | 0.502549 | 4.2345 | 3.4e-05 |
13 | 0.462911 | 3.9006 | 0.000108 |
14 | 0.423709 | 3.5702 | 0.000322 |
15 | 0.384977 | 3.2439 | 0.000899 |
16 | 0.346747 | 2.9217 | 0.002332 |
17 | 0.309054 | 2.6041 | 0.005605 |
18 | 0.271932 | 2.2913 | 0.012457 |
19 | 0.235412 | 1.9836 | 0.025583 |
20 | 0.199531 | 1.6813 | 0.048552 |
21 | 0.164319 | 1.3846 | 0.085259 |
22 | 0.129812 | 1.0938 | 0.138866 |
23 | 0.096043 | 0.8093 | 0.210531 |
24 | 0.063045 | 0.5312 | 0.29846 |
25 | 0.030852 | 0.26 | 0.397823 |
26 | -0.000503 | -0.0042 | 0.498315 |
27 | -0.030986 | -0.2611 | 0.397389 |
28 | -0.060563 | -0.5103 | 0.305706 |
29 | -0.089202 | -0.7516 | 0.227379 |
30 | -0.116868 | -0.9847 | 0.164046 |
31 | -0.143528 | -1.2094 | 0.115263 |
32 | -0.169148 | -1.4253 | 0.079231 |
33 | -0.193696 | -1.6321 | 0.053542 |
34 | -0.217136 | -1.8296 | 0.035752 |
35 | -0.239437 | -2.0175 | 0.023711 |
36 | -0.260563 | -2.1955 | 0.015697 |
37 | -0.280483 | -2.3634 | 0.010425 |
38 | -0.299162 | -2.5208 | 0.006979 |
39 | -0.316566 | -2.6674 | 0.004731 |
40 | -0.332663 | -2.8031 | 0.003261 |
41 | -0.347418 | -2.9274 | 0.002295 |
42 | -0.360798 | -3.0401 | 0.001655 |
43 | -0.37277 | -3.141 | 0.001227 |
44 | -0.3833 | -3.2297 | 0.000939 |
45 | -0.392354 | -3.306 | 0.000743 |
46 | -0.399899 | -3.3696 | 0.00061 |
47 | -0.405902 | -3.4202 | 0.00052 |
48 | -0.410329 | -3.4575 | 0.000463 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957746 | 8.0701 | 0 |
2 | -0.021177 | -0.1784 | 0.429441 |
3 | -0.02123 | -0.1789 | 0.429269 |
4 | -0.021283 | -0.1793 | 0.429092 |
5 | -0.021338 | -0.1798 | 0.428913 |
6 | -0.021393 | -0.1803 | 0.428732 |
7 | -0.021447 | -0.1807 | 0.428551 |
8 | -0.021502 | -0.1812 | 0.428372 |
9 | -0.021555 | -0.1816 | 0.428197 |
10 | -0.021607 | -0.1821 | 0.428027 |
11 | -0.021656 | -0.1825 | 0.427864 |
12 | -0.021703 | -0.1829 | 0.427711 |
13 | -0.021746 | -0.1832 | 0.427569 |
14 | -0.021784 | -0.1836 | 0.427442 |
15 | -0.021818 | -0.1838 | 0.427331 |
16 | -0.021846 | -0.1841 | 0.427239 |
17 | -0.021867 | -0.1843 | 0.42717 |
18 | -0.02188 | -0.1844 | 0.427126 |
19 | -0.021885 | -0.1844 | 0.427111 |
20 | -0.021879 | -0.1844 | 0.427129 |
21 | -0.021863 | -0.1842 | 0.427182 |
22 | -0.021834 | -0.184 | 0.427277 |
23 | -0.021792 | -0.1836 | 0.427416 |
24 | -0.021735 | -0.1831 | 0.427605 |
25 | -0.02166 | -0.1825 | 0.42785 |
26 | -0.021568 | -0.1817 | 0.428154 |
27 | -0.021455 | -0.1808 | 0.428526 |
28 | -0.02132 | -0.1796 | 0.42897 |
29 | -0.021161 | -0.1783 | 0.429494 |
30 | -0.020976 | -0.1767 | 0.430106 |
31 | -0.020762 | -0.1749 | 0.430812 |
32 | -0.020516 | -0.1729 | 0.431621 |
33 | -0.020237 | -0.1705 | 0.432542 |
34 | -0.019922 | -0.1679 | 0.433585 |
35 | -0.019566 | -0.1649 | 0.434758 |
36 | -0.019168 | -0.1615 | 0.436074 |
37 | -0.018724 | -0.1578 | 0.437543 |
38 | -0.01823 | -0.1536 | 0.439176 |
39 | -0.017683 | -0.149 | 0.440987 |
40 | -0.01708 | -0.1439 | 0.442987 |
41 | -0.016415 | -0.1383 | 0.44519 |
42 | -0.015686 | -0.1322 | 0.447611 |
43 | -0.014888 | -0.1254 | 0.450262 |
44 | -0.014016 | -0.1181 | 0.453159 |
45 | -0.013067 | -0.1101 | 0.456317 |
46 | -0.012036 | -0.1014 | 0.459752 |
47 | -0.010919 | -0.092 | 0.463477 |
48 | -0.009711 | -0.0818 | 0.467509 |