Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960739 | 8.8053 | 0 |
2 | 0.918445 | 8.4177 | 0 |
3 | 0.875928 | 8.028 | 0 |
4 | 0.837457 | 7.6754 | 0 |
5 | 0.801319 | 7.3442 | 0 |
6 | 0.768619 | 7.0445 | 0 |
7 | 0.736261 | 6.7479 | 0 |
8 | 0.703939 | 6.4517 | 0 |
9 | 0.674594 | 6.1828 | 0 |
10 | 0.648744 | 5.9458 | 0 |
11 | 0.621786 | 5.6988 | 0 |
12 | 0.58609 | 5.3716 | 0 |
13 | 0.544692 | 4.9922 | 2e-06 |
14 | 0.500122 | 4.5837 | 8e-06 |
15 | 0.455849 | 4.1779 | 3.6e-05 |
16 | 0.416647 | 3.8186 | 0.000128 |
17 | 0.383151 | 3.5116 | 0.00036 |
18 | 0.352753 | 3.233 | 0.000876 |
19 | 0.323034 | 2.9607 | 0.001995 |
20 | 0.293612 | 2.691 | 0.004297 |
21 | 0.267357 | 2.4504 | 0.008173 |
22 | 0.244514 | 2.241 | 0.013832 |
23 | 0.221496 | 2.03 | 0.022758 |
24 | 0.1924 | 1.7634 | 0.040737 |
25 | 0.158933 | 1.4566 | 0.074471 |
26 | 0.122712 | 1.1247 | 0.131966 |
27 | 0.087953 | 0.8061 | 0.21123 |
28 | 0.058306 | 0.5344 | 0.297244 |
29 | 0.031976 | 0.2931 | 0.385096 |
30 | 0.010245 | 0.0939 | 0.462709 |
31 | -0.011687 | -0.1071 | 0.457479 |
32 | -0.034015 | -0.3118 | 0.378 |
33 | -0.053963 | -0.4946 | 0.311094 |
34 | -0.071322 | -0.6537 | 0.257554 |
35 | -0.088666 | -0.8126 | 0.209361 |
36 | -0.110701 | -1.0146 | 0.156607 |
37 | -0.136242 | -1.2487 | 0.107625 |
38 | -0.165658 | -1.5183 | 0.066349 |
39 | -0.19135 | -1.7538 | 0.04156 |
40 | -0.212027 | -1.9433 | 0.027667 |
41 | -0.230083 | -2.1087 | 0.018972 |
42 | -0.247039 | -2.2642 | 0.013071 |
43 | -0.264038 | -2.4199 | 0.00884 |
44 | -0.280501 | -2.5708 | 0.005954 |
45 | -0.294996 | -2.7037 | 0.004149 |
46 | -0.305924 | -2.8038 | 0.003135 |
47 | -0.313878 | -2.8767 | 0.002546 |
48 | -0.326478 | -2.9922 | 0.001818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960739 | 8.8053 | 0 |
2 | -0.059423 | -0.5446 | 0.293729 |
3 | -0.023497 | -0.2154 | 0.415005 |
4 | 0.030272 | 0.2774 | 0.391058 |
5 | 0.005501 | 0.0504 | 0.479956 |
6 | 0.022195 | 0.2034 | 0.41965 |
7 | -0.015204 | -0.1393 | 0.444754 |
8 | -0.016369 | -0.15 | 0.440551 |
9 | 0.024553 | 0.225 | 0.41125 |
10 | 0.02733 | 0.2505 | 0.401412 |
11 | -0.032475 | -0.2976 | 0.383357 |
12 | -0.126551 | -1.1599 | 0.124696 |
13 | -0.083279 | -0.7633 | 0.223723 |
14 | -0.058523 | -0.5364 | 0.296561 |
15 | -0.02949 | -0.2703 | 0.393804 |
16 | 0.025067 | 0.2297 | 0.409424 |
17 | 0.030497 | 0.2795 | 0.390271 |
18 | 0.008212 | 0.0753 | 0.470093 |
19 | -0.01336 | -0.1224 | 0.45142 |
20 | -0.021076 | -0.1932 | 0.423648 |
21 | 0.014728 | 0.135 | 0.446472 |
22 | 0.023359 | 0.2141 | 0.415497 |
23 | -0.011722 | -0.1074 | 0.457351 |
24 | -0.079958 | -0.7328 | 0.232853 |
25 | -0.053765 | -0.4928 | 0.311732 |
26 | -0.046051 | -0.4221 | 0.337027 |
27 | -0.019578 | -0.1794 | 0.429014 |
28 | 0.012107 | 0.111 | 0.455957 |
29 | -0.011893 | -0.109 | 0.456731 |
30 | 0.025641 | 0.235 | 0.407388 |
31 | -0.024505 | -0.2246 | 0.411422 |
32 | -0.032722 | -0.2999 | 0.382496 |
33 | 0.001765 | 0.0162 | 0.493565 |
34 | 0.006279 | 0.0575 | 0.477124 |
35 | -0.008985 | -0.0824 | 0.467282 |
36 | -0.060804 | -0.5573 | 0.289409 |
37 | -0.041213 | -0.3777 | 0.353295 |
38 | -0.0615 | -0.5637 | 0.287243 |
39 | 0.008902 | 0.0816 | 0.467585 |
40 | 0.007556 | 0.0693 | 0.472476 |
41 | -0.030865 | -0.2829 | 0.38898 |
42 | -0.021219 | -0.1945 | 0.423136 |
43 | -0.021446 | -0.1966 | 0.422326 |
44 | -0.019741 | -0.1809 | 0.42843 |
45 | -0.008112 | -0.0744 | 0.470454 |
46 | 0.013852 | 0.127 | 0.449641 |
47 | 0.026467 | 0.2426 | 0.404463 |
48 | -0.059383 | -0.5443 | 0.293856 |