Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964908 | 8.8435 | 0 |
2 | 0.929805 | 8.5218 | 0 |
3 | 0.89492 | 8.2021 | 0 |
4 | 0.859364 | 7.8762 | 0 |
5 | 0.82363 | 7.5487 | 0 |
6 | 0.787805 | 7.2203 | 0 |
7 | 0.752182 | 6.8939 | 0 |
8 | 0.715391 | 6.5567 | 0 |
9 | 0.676638 | 6.2015 | 0 |
10 | 0.637839 | 5.8459 | 0 |
11 | 0.598799 | 5.4881 | 0 |
12 | 0.559962 | 5.1321 | 1e-06 |
13 | 0.52121 | 4.777 | 4e-06 |
14 | 0.483004 | 4.4268 | 1.4e-05 |
15 | 0.444956 | 4.0781 | 5.1e-05 |
16 | 0.406457 | 3.7252 | 0.000176 |
17 | 0.368099 | 3.3737 | 0.000562 |
18 | 0.329753 | 3.0222 | 0.001663 |
19 | 0.29157 | 2.6723 | 0.004524 |
20 | 0.253414 | 2.3226 | 0.011311 |
21 | 0.215309 | 1.9733 | 0.025872 |
22 | 0.177084 | 1.623 | 0.054168 |
23 | 0.138602 | 1.2703 | 0.103741 |
24 | 0.099716 | 0.9139 | 0.18169 |
25 | 0.061248 | 0.5613 | 0.288028 |
26 | 0.022934 | 0.2102 | 0.417013 |
27 | -0.015058 | -0.138 | 0.445281 |
28 | -0.052694 | -0.483 | 0.315193 |
29 | -0.089473 | -0.82 | 0.207258 |
30 | -0.125528 | -1.1505 | 0.126605 |
31 | -0.161391 | -1.4792 | 0.071418 |
32 | -0.197011 | -1.8056 | 0.037279 |
33 | -0.232391 | -2.1299 | 0.018053 |
34 | -0.267536 | -2.452 | 0.008139 |
35 | -0.302865 | -2.7758 | 0.003394 |
36 | -0.338752 | -3.1047 | 0.001298 |
37 | -0.34657 | -3.1764 | 0.001043 |
38 | -0.35419 | -3.2462 | 0.00084 |
39 | -0.361526 | -3.3134 | 0.000681 |
40 | -0.368756 | -3.3797 | 0.000551 |
41 | -0.375717 | -3.4435 | 0.000449 |
42 | -0.382091 | -3.5019 | 0.000371 |
43 | -0.38805 | -3.5565 | 0.00031 |
44 | -0.393713 | -3.6084 | 0.000261 |
45 | -0.399638 | -3.6627 | 0.000218 |
46 | -0.405002 | -3.7119 | 0.000184 |
47 | -0.410264 | -3.7601 | 0.000157 |
48 | -0.415508 | -3.8082 | 0.000133 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964908 | 8.8435 | 0 |
2 | -0.018019 | -0.1652 | 0.434611 |
3 | -0.015023 | -0.1377 | 0.445408 |
4 | -0.028152 | -0.258 | 0.398513 |
5 | -0.021682 | -0.1987 | 0.421481 |
6 | -0.020999 | -0.1925 | 0.423922 |
7 | -0.01702 | -0.156 | 0.438208 |
8 | -0.037283 | -0.3417 | 0.366712 |
9 | -0.049964 | -0.4579 | 0.324095 |
10 | -0.024076 | -0.2207 | 0.412946 |
11 | -0.027191 | -0.2492 | 0.401902 |
12 | -0.020994 | -0.1924 | 0.423943 |
13 | -0.023581 | -0.2161 | 0.414708 |
14 | -0.017542 | -0.1608 | 0.436329 |
15 | -0.023407 | -0.2145 | 0.415328 |
16 | -0.032041 | -0.2937 | 0.384871 |
17 | -0.024677 | -0.2262 | 0.410811 |
18 | -0.027803 | -0.2548 | 0.399743 |
19 | -0.026244 | -0.2405 | 0.405253 |
20 | -0.029314 | -0.2687 | 0.394422 |
21 | -0.02998 | -0.2748 | 0.392085 |
22 | -0.033738 | -0.3092 | 0.378963 |
23 | -0.036238 | -0.3321 | 0.37031 |
24 | -0.039632 | -0.3632 | 0.35867 |
25 | -0.02934 | -0.2689 | 0.394331 |
26 | -0.033998 | -0.3116 | 0.37806 |
27 | -0.032686 | -0.2996 | 0.382623 |
28 | -0.033391 | -0.306 | 0.380167 |
29 | -0.027109 | -0.2485 | 0.402194 |
30 | -0.029421 | -0.2696 | 0.394046 |
31 | -0.037803 | -0.3465 | 0.364927 |
32 | -0.039023 | -0.3577 | 0.36075 |
33 | -0.041198 | -0.3776 | 0.353345 |
34 | -0.04283 | -0.3925 | 0.347827 |
35 | -0.051175 | -0.469 | 0.320132 |
36 | -0.059775 | -0.5479 | 0.292624 |
37 | 0.366852 | 3.3623 | 0.000583 |
38 | -0.022272 | -0.2041 | 0.419374 |
39 | -0.01684 | -0.1543 | 0.438855 |
40 | -0.031727 | -0.2908 | 0.385968 |
41 | -0.022702 | -0.2081 | 0.41784 |
42 | -0.016637 | -0.1525 | 0.439585 |
43 | -0.015181 | -0.1391 | 0.444838 |
44 | -0.034835 | -0.3193 | 0.375159 |
45 | -0.057168 | -0.5239 | 0.300847 |
46 | -0.020465 | -0.1876 | 0.425834 |
47 | -0.031573 | -0.2894 | 0.386503 |
48 | -0.027075 | -0.2481 | 0.402315 |