Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956218 | 9.9373 | 0 |
2 | 0.903441 | 9.3888 | 0 |
3 | 0.850947 | 8.8433 | 0 |
4 | 0.804661 | 8.3623 | 0 |
5 | 0.763566 | 7.9352 | 0 |
6 | 0.726703 | 7.5521 | 0 |
7 | 0.691178 | 7.1829 | 0 |
8 | 0.659203 | 6.8506 | 0 |
9 | 0.633949 | 6.5882 | 0 |
10 | 0.616885 | 6.4109 | 0 |
11 | 0.601319 | 6.2491 | 0 |
12 | 0.576544 | 5.9916 | 0 |
13 | 0.544661 | 5.6603 | 0 |
14 | 0.507695 | 5.2761 | 0 |
15 | 0.472236 | 4.9076 | 2e-06 |
16 | 0.442821 | 4.6019 | 6e-06 |
17 | 0.420865 | 4.3738 | 1.4e-05 |
18 | 0.402449 | 4.1824 | 2.9e-05 |
19 | 0.383037 | 3.9806 | 6.2e-05 |
20 | 0.365849 | 3.802 | 0.000119 |
21 | 0.354215 | 3.6811 | 0.000182 |
22 | 0.347196 | 3.6082 | 0.000234 |
23 | 0.34135 | 3.5474 | 0.000288 |
24 | 0.327321 | 3.4016 | 0.00047 |
25 | 0.289906 | 3.0128 | 0.001612 |
26 | 0.248775 | 2.5853 | 0.00553 |
27 | 0.208957 | 2.1715 | 0.016039 |
28 | 0.175046 | 1.8191 | 0.035831 |
29 | 0.144962 | 1.5065 | 0.067431 |
30 | 0.120077 | 1.2479 | 0.107388 |
31 | 0.095413 | 0.9916 | 0.161814 |
32 | 0.070333 | 0.7309 | 0.233204 |
33 | 0.048494 | 0.504 | 0.307656 |
34 | 0.02979 | 0.3096 | 0.378735 |
35 | 0.010856 | 0.1128 | 0.455192 |
36 | -0.015526 | -0.1613 | 0.43606 |
37 | -0.046794 | -0.4863 | 0.313872 |
38 | -0.082349 | -0.8558 | 0.197002 |
39 | -0.114249 | -1.1873 | 0.118854 |
40 | -0.13924 | -1.447 | 0.075393 |
41 | -0.159931 | -1.6621 | 0.049701 |
42 | -0.178389 | -1.8539 | 0.033243 |
43 | -0.196529 | -2.0424 | 0.021775 |
44 | -0.214027 | -2.2242 | 0.014107 |
45 | -0.228893 | -2.3787 | 0.009564 |
46 | -0.239306 | -2.4869 | 0.007207 |
47 | -0.247098 | -2.5679 | 0.005799 |
48 | -0.261247 | -2.715 | 0.003859 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956218 | 9.9373 | 0 |
2 | -0.12742 | -1.3242 | 0.094118 |
3 | -0.013943 | -0.1449 | 0.442532 |
4 | 0.043568 | 0.4528 | 0.325809 |
5 | 0.021453 | 0.2229 | 0.411998 |
6 | 0.01649 | 0.1714 | 0.432128 |
7 | -0.009917 | -0.1031 | 0.459051 |
8 | 0.024994 | 0.2597 | 0.397776 |
9 | 0.059576 | 0.6191 | 0.268567 |
10 | 0.071529 | 0.7433 | 0.229442 |
11 | -0.0036 | -0.0374 | 0.485112 |
12 | -0.109258 | -1.1354 | 0.129353 |
13 | -0.05995 | -0.623 | 0.267294 |
14 | -0.051793 | -0.5382 | 0.295757 |
15 | 0.003391 | 0.0352 | 0.485976 |
16 | 0.038291 | 0.3979 | 0.345734 |
17 | 0.051348 | 0.5336 | 0.29735 |
18 | 0.01778 | 0.1848 | 0.426875 |
19 | -0.026429 | -0.2747 | 0.392054 |
20 | 0.013437 | 0.1396 | 0.444602 |
21 | 0.036042 | 0.3746 | 0.354361 |
22 | 0.025167 | 0.2615 | 0.397088 |
23 | 0.009972 | 0.1036 | 0.458828 |
24 | -0.077463 | -0.805 | 0.211289 |
25 | -0.241059 | -2.5052 | 0.006866 |
26 | -0.001637 | -0.017 | 0.49323 |
27 | -0.011154 | -0.1159 | 0.453968 |
28 | 0.001751 | 0.0182 | 0.492757 |
29 | -0.015112 | -0.157 | 0.43775 |
30 | 0.027095 | 0.2816 | 0.389402 |
31 | -0.024062 | -0.2501 | 0.401507 |
32 | -0.046111 | -0.4792 | 0.316384 |
33 | -0.017789 | -0.1849 | 0.426841 |
34 | -0.031569 | -0.3281 | 0.371745 |
35 | -0.020947 | -0.2177 | 0.414043 |
36 | -0.050463 | -0.5244 | 0.300527 |
37 | -0.023761 | -0.2469 | 0.402715 |
38 | -0.044656 | -0.4641 | 0.321764 |
39 | 0.007425 | 0.0772 | 0.469318 |
40 | 0.010002 | 0.1039 | 0.458703 |
41 | -0.039527 | -0.4108 | 0.341026 |
42 | -0.01555 | -0.1616 | 0.43596 |
43 | -0.008629 | -0.0897 | 0.464355 |
44 | -0.029217 | -0.3036 | 0.380995 |
45 | -0.025342 | -0.2634 | 0.396388 |
46 | 0.007471 | 0.0776 | 0.469128 |
47 | 0.013487 | 0.1402 | 0.444398 |
48 | -0.051904 | -0.5394 | 0.295359 |