Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965278 | 10.0315 | 0 |
2 | 0.930641 | 9.6715 | 0 |
3 | 0.893374 | 9.2842 | 0 |
4 | 0.855981 | 8.8956 | 0 |
5 | 0.815509 | 8.475 | 0 |
6 | 0.774247 | 8.0462 | 0 |
7 | 0.732545 | 7.6128 | 0 |
8 | 0.69158 | 7.1871 | 0 |
9 | 0.652964 | 6.7858 | 0 |
10 | 0.618544 | 6.4281 | 0 |
11 | 0.587598 | 6.1065 | 0 |
12 | 0.5592 | 5.8114 | 0 |
13 | 0.534839 | 5.5582 | 0 |
14 | 0.512957 | 5.3308 | 0 |
15 | 0.492435 | 5.1175 | 1e-06 |
16 | 0.472705 | 4.9125 | 2e-06 |
17 | 0.453775 | 4.7158 | 4e-06 |
18 | 0.435117 | 4.5219 | 8e-06 |
19 | 0.416966 | 4.3332 | 1.7e-05 |
20 | 0.398871 | 4.1452 | 3.4e-05 |
21 | 0.380829 | 3.9577 | 6.8e-05 |
22 | 0.364007 | 3.7829 | 0.000127 |
23 | 0.34757 | 3.6121 | 0.000231 |
24 | 0.33075 | 3.4373 | 0.000418 |
25 | 0.314302 | 3.2663 | 0.00073 |
26 | 0.297835 | 3.0952 | 0.001253 |
27 | 0.281243 | 2.9228 | 0.002113 |
28 | 0.265041 | 2.7544 | 0.003451 |
29 | 0.247814 | 2.5754 | 0.005683 |
30 | 0.230853 | 2.3991 | 0.009074 |
31 | 0.211674 | 2.1998 | 0.014977 |
32 | 0.191338 | 1.9884 | 0.024646 |
33 | 0.16965 | 1.7631 | 0.04036 |
34 | 0.146985 | 1.5275 | 0.064779 |
35 | 0.123961 | 1.2882 | 0.100208 |
36 | 0.101036 | 1.05 | 0.148032 |
37 | 0.078056 | 0.8112 | 0.209524 |
38 | 0.055283 | 0.5745 | 0.283408 |
39 | 0.032203 | 0.3347 | 0.369265 |
40 | 0.009899 | 0.1029 | 0.459128 |
41 | -0.012429 | -0.1292 | 0.448735 |
42 | -0.034693 | -0.3605 | 0.359572 |
43 | -0.057633 | -0.5989 | 0.275232 |
44 | -0.080694 | -0.8386 | 0.201775 |
45 | -0.103468 | -1.0753 | 0.142324 |
46 | -0.124965 | -1.2987 | 0.09841 |
47 | -0.146245 | -1.5198 | 0.065739 |
48 | -0.167691 | -1.7427 | 0.042116 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965278 | 10.0315 | 0 |
2 | -0.016412 | -0.1706 | 0.432444 |
3 | -0.056497 | -0.5871 | 0.27917 |
4 | -0.021686 | -0.2254 | 0.41106 |
5 | -0.064032 | -0.6654 | 0.253594 |
6 | -0.034185 | -0.3553 | 0.361543 |
7 | -0.026783 | -0.2783 | 0.390642 |
8 | -0.012415 | -0.129 | 0.44879 |
9 | 0.012834 | 0.1334 | 0.447072 |
10 | 0.039344 | 0.4089 | 0.341721 |
11 | 0.028919 | 0.3005 | 0.382175 |
12 | 0.013546 | 0.1408 | 0.444157 |
13 | 0.034722 | 0.3608 | 0.359462 |
14 | 0.011778 | 0.1224 | 0.451403 |
15 | -0.005514 | -0.0573 | 0.477205 |
16 | -0.010647 | -0.1106 | 0.456051 |
17 | -0.009262 | -0.0963 | 0.461749 |
18 | -0.012243 | -0.1272 | 0.449496 |
19 | -0.004587 | -0.0477 | 0.481035 |
20 | -0.007657 | -0.0796 | 0.468361 |
21 | -0.006167 | -0.0641 | 0.474511 |
22 | 0.013837 | 0.1438 | 0.442965 |
23 | 0.001344 | 0.014 | 0.494439 |
24 | -0.012955 | -0.1346 | 0.446577 |
25 | -0.002403 | -0.025 | 0.490063 |
26 | -0.010181 | -0.1058 | 0.457967 |
27 | -0.013772 | -0.1431 | 0.443231 |
28 | -0.0057 | -0.0592 | 0.476436 |
29 | -0.026947 | -0.28 | 0.389991 |
30 | -0.008422 | -0.0875 | 0.465207 |
31 | -0.042109 | -0.4376 | 0.331273 |
32 | -0.0307 | -0.319 | 0.375156 |
33 | -0.031336 | -0.3257 | 0.372658 |
34 | -0.028132 | -0.2924 | 0.385289 |
35 | -0.017414 | -0.181 | 0.428365 |
36 | -0.013268 | -0.1379 | 0.445293 |
37 | -0.016283 | -0.1692 | 0.432973 |
38 | -0.015114 | -0.1571 | 0.437741 |
39 | -0.025718 | -0.2673 | 0.394884 |
40 | -0.013641 | -0.1418 | 0.443767 |
41 | -0.027391 | -0.2847 | 0.388225 |
42 | -0.028296 | -0.2941 | 0.384636 |
43 | -0.039221 | -0.4076 | 0.342189 |
44 | -0.032311 | -0.3358 | 0.368843 |
45 | -0.024418 | -0.2538 | 0.400082 |
46 | -0.008431 | -0.0876 | 0.465172 |
47 | -0.022055 | -0.2292 | 0.409572 |
48 | -0.028714 | -0.2984 | 0.382986 |