Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951044 | 8.0699 | 0 |
2 | 0.902088 | 7.6545 | 0 |
3 | 0.853131 | 7.2391 | 0 |
4 | 0.811317 | 6.8843 | 0 |
5 | 0.769504 | 6.5295 | 0 |
6 | 0.72769 | 6.1747 | 0 |
7 | 0.685876 | 5.8199 | 0 |
8 | 0.644062 | 5.465 | 0 |
9 | 0.602248 | 5.1102 | 1e-06 |
10 | 0.577152 | 4.8973 | 3e-06 |
11 | 0.552055 | 4.6843 | 6e-06 |
12 | 0.526959 | 4.4714 | 1.4e-05 |
13 | 0.488459 | 4.1447 | 4.6e-05 |
14 | 0.449959 | 3.818 | 0.000141 |
15 | 0.41146 | 3.4914 | 0.000412 |
16 | 0.370634 | 3.1449 | 0.001207 |
17 | 0.329809 | 2.7985 | 0.003292 |
18 | 0.288984 | 2.4521 | 0.008314 |
19 | 0.248159 | 2.1057 | 0.019359 |
20 | 0.207333 | 1.7593 | 0.041389 |
21 | 0.166508 | 1.4129 | 0.081001 |
22 | 0.135976 | 1.1538 | 0.1262 |
23 | 0.105444 | 0.8947 | 0.186958 |
24 | 0.074912 | 0.6357 | 0.263509 |
25 | 0.027471 | 0.2331 | 0.408172 |
26 | -0.01997 | -0.1694 | 0.43296 |
27 | -0.067411 | -0.572 | 0.284552 |
28 | -0.093393 | -0.7925 | 0.215347 |
29 | -0.119375 | -1.0129 | 0.157243 |
30 | -0.145357 | -1.2334 | 0.11072 |
31 | -0.171339 | -1.4539 | 0.075165 |
32 | -0.197321 | -1.6743 | 0.049203 |
33 | -0.223303 | -1.8948 | 0.031068 |
34 | -0.237344 | -2.0139 | 0.023877 |
35 | -0.251385 | -2.1331 | 0.018164 |
36 | -0.265426 | -2.2522 | 0.013679 |
37 | -0.292548 | -2.4823 | 0.007692 |
38 | -0.319669 | -2.7125 | 0.004174 |
39 | -0.34679 | -2.9426 | 0.002188 |
40 | -0.363708 | -3.0862 | 0.001439 |
41 | -0.380625 | -3.2297 | 0.000934 |
42 | -0.397543 | -3.3733 | 0.000599 |
43 | -0.414461 | -3.5168 | 0.00038 |
44 | -0.431379 | -3.6604 | 0.000238 |
45 | -0.448296 | -3.8039 | 0.000148 |
46 | -0.440101 | -3.7344 | 0.000187 |
47 | -0.431906 | -3.6648 | 0.000235 |
48 | -0.42371 | -3.5953 | 0.000295 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951044 | 8.0699 | 0 |
2 | -0.025092 | -0.2129 | 0.415997 |
3 | -0.025738 | -0.2184 | 0.413869 |
4 | 0.048456 | 0.4112 | 0.341087 |
5 | -0.023359 | -0.1982 | 0.42172 |
6 | -0.023918 | -0.2029 | 0.419874 |
7 | -0.019023 | -0.1614 | 0.436109 |
8 | -0.024845 | -0.2108 | 0.416811 |
9 | -0.025478 | -0.2162 | 0.414725 |
10 | 0.150402 | 1.2762 | 0.102992 |
11 | -0.018816 | -0.1597 | 0.436797 |
12 | -0.019177 | -0.1627 | 0.435596 |
13 | -0.137502 | -1.1667 | 0.123583 |
14 | -0.025292 | -0.2146 | 0.41534 |
15 | -0.025948 | -0.2202 | 0.413178 |
16 | -0.066439 | -0.5638 | 0.287338 |
17 | -0.029641 | -0.2515 | 0.401066 |
18 | -0.030547 | -0.2592 | 0.398111 |
19 | -0.00735 | -0.0624 | 0.475222 |
20 | -0.030999 | -0.263 | 0.396637 |
21 | -0.031991 | -0.2715 | 0.39341 |
22 | 0.036291 | 0.3079 | 0.379509 |
23 | -0.02975 | -0.2524 | 0.40071 |
24 | -0.030662 | -0.2602 | 0.397734 |
25 | -0.202896 | -1.7216 | 0.044715 |
26 | -0.046272 | -0.3926 | 0.347875 |
27 | -0.048517 | -0.4117 | 0.340898 |
28 | 0.19347 | 1.6416 | 0.052512 |
29 | -0.032787 | -0.2782 | 0.390825 |
30 | -0.033899 | -0.2876 | 0.387224 |
31 | 0.009752 | 0.0828 | 0.467139 |
32 | -0.033244 | -0.2821 | 0.389344 |
33 | -0.034387 | -0.2918 | 0.385646 |
34 | 0.023231 | 0.1971 | 0.422146 |
35 | -0.032826 | -0.2785 | 0.3907 |
36 | -0.03394 | -0.288 | 0.387092 |
37 | -0.064427 | -0.5467 | 0.293145 |
38 | -0.038614 | -0.3277 | 0.372063 |
39 | -0.040165 | -0.3408 | 0.367119 |
40 | 0.056064 | 0.4757 | 0.317858 |
41 | -0.035901 | -0.3046 | 0.380765 |
42 | -0.037237 | -0.316 | 0.37647 |
43 | -0.042386 | -0.3597 | 0.360079 |
44 | -0.040534 | -0.3439 | 0.365947 |
45 | -0.042246 | -0.3585 | 0.36052 |
46 | 0.200133 | 1.6982 | 0.046895 |
47 | -0.028156 | -0.2389 | 0.405925 |
48 | -0.028972 | -0.2458 | 0.403254 |