Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.939141 | 7.9689 | 0 |
2 | 0.895385 | 7.5976 | 0 |
3 | 0.862409 | 7.3178 | 0 |
4 | 0.802588 | 6.8102 | 0 |
5 | 0.757759 | 6.4298 | 0 |
6 | 0.733251 | 6.2218 | 0 |
7 | 0.678892 | 5.7606 | 0 |
8 | 0.642109 | 5.4485 | 0 |
9 | 0.618111 | 5.2448 | 1e-06 |
10 | 0.568797 | 4.8264 | 4e-06 |
11 | 0.533073 | 4.5233 | 1.2e-05 |
12 | 0.509209 | 4.3208 | 2.4e-05 |
13 | 0.452017 | 3.8355 | 0.000133 |
14 | 0.408274 | 3.4643 | 0.00045 |
15 | 0.372065 | 3.1571 | 0.001164 |
16 | 0.313046 | 2.6563 | 0.004862 |
17 | 0.269239 | 2.2846 | 0.012644 |
18 | 0.242429 | 2.0571 | 0.021651 |
19 | 0.19216 | 1.6305 | 0.053678 |
20 | 0.157427 | 1.3358 | 0.092909 |
21 | 0.138009 | 1.171 | 0.122721 |
22 | 0.098529 | 0.836 | 0.202947 |
23 | 0.075847 | 0.6436 | 0.260945 |
24 | 0.05954 | 0.5052 | 0.307475 |
25 | 0.026409 | 0.2241 | 0.411662 |
26 | 0.000978 | 0.0083 | 0.4967 |
27 | -0.021393 | -0.1815 | 0.428232 |
28 | -0.061086 | -0.5183 | 0.302907 |
29 | -0.078198 | -0.6635 | 0.254556 |
30 | -0.086057 | -0.7302 | 0.233814 |
31 | -0.115694 | -0.9817 | 0.164769 |
32 | -0.128928 | -1.094 | 0.138802 |
33 | -0.137638 | -1.1679 | 0.123351 |
34 | -0.165511 | -1.4044 | 0.082248 |
35 | -0.17984 | -1.526 | 0.065696 |
36 | -0.190964 | -1.6204 | 0.054761 |
37 | -0.220558 | -1.8715 | 0.032669 |
38 | -0.236585 | -2.0075 | 0.024226 |
39 | -0.250794 | -2.1281 | 0.018378 |
40 | -0.281336 | -2.3872 | 0.009802 |
41 | -0.300234 | -2.5476 | 0.006492 |
42 | -0.314536 | -2.6689 | 0.004698 |
43 | -0.345793 | -2.9341 | 0.002242 |
44 | -0.3612 | -3.0649 | 0.001532 |
45 | -0.365246 | -3.0992 | 0.001384 |
46 | -0.38191 | -3.2406 | 0.000904 |
47 | -0.387089 | -3.2846 | 0.00079 |
48 | -0.397697 | -3.3746 | 0.000597 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.939141 | 7.9689 | 0 |
2 | 0.113535 | 0.9634 | 0.169292 |
3 | 0.088948 | 0.7547 | 0.226431 |
4 | -0.221168 | -1.8767 | 0.032308 |
5 | 0.05028 | 0.4266 | 0.335457 |
6 | 0.147676 | 1.2531 | 0.107116 |
7 | -0.18492 | -1.5691 | 0.060505 |
8 | 0.063995 | 0.543 | 0.294397 |
9 | 0.044389 | 0.3767 | 0.35377 |
10 | -0.114425 | -0.9709 | 0.167418 |
11 | 0.023035 | 0.1955 | 0.422793 |
12 | 0.019578 | 0.1661 | 0.434261 |
13 | -0.179374 | -1.522 | 0.066189 |
14 | -0.009029 | -0.0766 | 0.469572 |
15 | -0.032381 | -0.2748 | 0.392143 |
16 | -0.077732 | -0.6596 | 0.255814 |
17 | 0.007701 | 0.0653 | 0.474041 |
18 | 0.052422 | 0.4448 | 0.328894 |
19 | -0.068394 | -0.5803 | 0.281749 |
20 | 0.002165 | 0.0184 | 0.492698 |
21 | 0.047219 | 0.4007 | 0.344926 |
22 | -0.030539 | -0.2591 | 0.398138 |
23 | 0.043659 | 0.3705 | 0.356064 |
24 | -0.042756 | -0.3628 | 0.358911 |
25 | 0.004678 | 0.0397 | 0.484224 |
26 | -0.045032 | -0.3821 | 0.351752 |
27 | -0.06637 | -0.5632 | 0.287535 |
28 | -0.032155 | -0.2728 | 0.392876 |
29 | 0.092425 | 0.7843 | 0.217732 |
30 | 0.026435 | 0.2243 | 0.411577 |
31 | -0.091135 | -0.7733 | 0.220936 |
32 | 0.005461 | 0.0463 | 0.481586 |
33 | -0.026515 | -0.225 | 0.411313 |
34 | -0.04356 | -0.3696 | 0.356375 |
35 | -0.028717 | -0.2437 | 0.404089 |
36 | -0.036056 | -0.3059 | 0.380265 |
37 | -0.050114 | -0.4252 | 0.335968 |
38 | -0.009774 | -0.0829 | 0.467066 |
39 | -0.03842 | -0.326 | 0.372683 |
40 | -0.033379 | -0.2832 | 0.388906 |
41 | -0.060732 | -0.5153 | 0.303952 |
42 | -0.021507 | -0.1825 | 0.427856 |
43 | -0.059885 | -0.5081 | 0.306454 |
44 | -0.017709 | -0.1503 | 0.440488 |
45 | 0.076991 | 0.6533 | 0.257826 |
46 | 0.006608 | 0.0561 | 0.477719 |
47 | -0.030287 | -0.257 | 0.398958 |
48 | -0.138643 | -1.1764 | 0.121651 |