Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965119 | 8.6323 | 0 |
2 | 0.930174 | 8.3197 | 0 |
3 | 0.894802 | 8.0034 | 0 |
4 | 0.859013 | 7.6832 | 0 |
5 | 0.8227 | 7.3585 | 0 |
6 | 0.785951 | 7.0298 | 0 |
7 | 0.748405 | 6.6939 | 0 |
8 | 0.710339 | 6.3535 | 0 |
9 | 0.672305 | 6.0133 | 0 |
10 | 0.634612 | 5.6761 | 0 |
11 | 0.596727 | 5.3373 | 0 |
12 | 0.558929 | 4.9992 | 2e-06 |
13 | 0.520738 | 4.6576 | 6e-06 |
14 | 0.482135 | 4.3124 | 2.3e-05 |
15 | 0.444084 | 3.972 | 7.7e-05 |
16 | 0.406512 | 3.636 | 0.000244 |
17 | 0.370083 | 3.3101 | 7e-04 |
18 | 0.333897 | 2.9865 | 0.001872 |
19 | 0.298656 | 2.6713 | 0.004576 |
20 | 0.264409 | 2.3649 | 0.010227 |
21 | 0.231245 | 2.0683 | 0.020921 |
22 | 0.199239 | 1.782 | 0.039268 |
23 | 0.168464 | 1.5068 | 0.067901 |
24 | 0.139086 | 1.244 | 0.108562 |
25 | 0.110626 | 0.9895 | 0.162709 |
26 | 0.082918 | 0.7416 | 0.230239 |
27 | 0.056482 | 0.5052 | 0.307408 |
28 | 0.0306 | 0.2737 | 0.392511 |
29 | 0.004967 | 0.0444 | 0.482338 |
30 | -0.020054 | -0.1794 | 0.429052 |
31 | -0.044778 | -0.4005 | 0.344924 |
32 | -0.068846 | -0.6158 | 0.269895 |
33 | -0.092533 | -0.8276 | 0.205169 |
34 | -0.1153 | -1.0313 | 0.15276 |
35 | -0.137525 | -1.2301 | 0.111139 |
36 | -0.1589 | -1.4212 | 0.079565 |
37 | -0.179851 | -1.6086 | 0.055817 |
38 | -0.200937 | -1.7972 | 0.038036 |
39 | -0.22142 | -1.9804 | 0.025546 |
40 | -0.240646 | -2.1524 | 0.01719 |
41 | -0.258462 | -2.3118 | 0.011682 |
42 | -0.274924 | -2.459 | 0.008045 |
43 | -0.290635 | -2.5995 | 0.005557 |
44 | -0.306364 | -2.7402 | 0.003785 |
45 | -0.321519 | -2.8758 | 0.002582 |
46 | -0.335619 | -3.0019 | 0.001789 |
47 | -0.348958 | -3.1212 | 0.001253 |
48 | -0.361055 | -3.2294 | 9e-04 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965119 | 8.6323 | 0 |
2 | -0.018693 | -0.1672 | 0.433818 |
3 | -0.024316 | -0.2175 | 0.41419 |
4 | -0.024771 | -0.2216 | 0.412612 |
5 | -0.026845 | -0.2401 | 0.405431 |
6 | -0.026235 | -0.2347 | 0.407538 |
7 | -0.032119 | -0.2873 | 0.387321 |
8 | -0.028954 | -0.259 | 0.39816 |
9 | -0.021586 | -0.1931 | 0.423697 |
10 | -0.017479 | -0.1563 | 0.438082 |
11 | -0.02561 | -0.2291 | 0.409702 |
12 | -0.022291 | -0.1994 | 0.421237 |
13 | -0.029839 | -0.2669 | 0.395123 |
14 | -0.031089 | -0.2781 | 0.390837 |
15 | -0.017912 | -0.1602 | 0.436561 |
16 | -0.01929 | -0.1725 | 0.431727 |
17 | -0.009857 | -0.0882 | 0.464982 |
18 | -0.022971 | -0.2055 | 0.418869 |
19 | -0.013317 | -0.1191 | 0.452743 |
20 | -0.012665 | -0.1133 | 0.455046 |
21 | -0.011692 | -0.1046 | 0.458487 |
22 | -0.010792 | -0.0965 | 0.461673 |
23 | -0.009716 | -0.0869 | 0.465482 |
24 | -0.006968 | -0.0623 | 0.47523 |
25 | -0.013779 | -0.1232 | 0.45111 |
26 | -0.016321 | -0.146 | 0.442151 |
27 | -0.009115 | -0.0815 | 0.467614 |
28 | -0.019352 | -0.1731 | 0.431509 |
29 | -0.024347 | -0.2178 | 0.414083 |
30 | -0.019372 | -0.1733 | 0.431438 |
31 | -0.02391 | -0.2139 | 0.415601 |
32 | -0.019092 | -0.1708 | 0.432422 |
33 | -0.023176 | -0.2073 | 0.418156 |
34 | -0.015751 | -0.1409 | 0.444159 |
35 | -0.020786 | -0.1859 | 0.42649 |
36 | -0.016566 | -0.1482 | 0.441289 |
37 | -0.022829 | -0.2042 | 0.419363 |
38 | -0.031263 | -0.2796 | 0.390245 |
39 | -0.021167 | -0.1893 | 0.425159 |
40 | -0.011616 | -0.1039 | 0.458757 |
41 | -0.008586 | -0.0768 | 0.469489 |
42 | -0.008878 | -0.0794 | 0.468452 |
43 | -0.017222 | -0.154 | 0.438984 |
44 | -0.028969 | -0.2591 | 0.398108 |
45 | -0.021132 | -0.189 | 0.42528 |
46 | -0.014417 | -0.129 | 0.448859 |
47 | -0.018952 | -0.1695 | 0.432911 |
48 | -0.011517 | -0.103 | 0.459107 |