Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963763 | 8.1778 | 0 |
2 | 0.923478 | 7.836 | 0 |
3 | 0.881602 | 7.4806 | 0 |
4 | 0.839294 | 7.1216 | 0 |
5 | 0.799222 | 6.7816 | 0 |
6 | 0.758642 | 6.4373 | 0 |
7 | 0.716685 | 6.0813 | 0 |
8 | 0.673524 | 5.715 | 0 |
9 | 0.630211 | 5.3475 | 1e-06 |
10 | 0.589297 | 5.0004 | 2e-06 |
11 | 0.553585 | 4.6973 | 6e-06 |
12 | 0.51842 | 4.3989 | 1.8e-05 |
13 | 0.480352 | 4.0759 | 5.8e-05 |
14 | 0.440187 | 3.7351 | 0.000186 |
15 | 0.398922 | 3.385 | 0.000578 |
16 | 0.357006 | 3.0293 | 0.001701 |
17 | 0.315067 | 2.6734 | 0.004641 |
18 | 0.273047 | 2.3169 | 0.011679 |
19 | 0.229922 | 1.951 | 0.027477 |
20 | 0.186394 | 1.5816 | 0.059062 |
21 | 0.143433 | 1.2171 | 0.113777 |
22 | 0.103291 | 0.8765 | 0.19185 |
23 | 0.068769 | 0.5835 | 0.280683 |
24 | 0.035826 | 0.304 | 0.381005 |
25 | 0.001227 | 0.0104 | 0.49586 |
26 | -0.033747 | -0.2863 | 0.387717 |
27 | -0.067417 | -0.5721 | 0.284534 |
28 | -0.099418 | -0.8436 | 0.200847 |
29 | -0.123079 | -1.0444 | 0.149906 |
30 | -0.141947 | -1.2045 | 0.116178 |
31 | -0.160204 | -1.3594 | 0.089135 |
32 | -0.178434 | -1.5141 | 0.067194 |
33 | -0.194841 | -1.6533 | 0.051314 |
34 | -0.212191 | -1.8005 | 0.037985 |
35 | -0.231585 | -1.9651 | 0.026633 |
36 | -0.251696 | -2.1357 | 0.018052 |
37 | -0.272317 | -2.3107 | 0.011859 |
38 | -0.292973 | -2.486 | 0.007621 |
39 | -0.31406 | -2.6649 | 0.00475 |
40 | -0.335042 | -2.8429 | 0.002907 |
41 | -0.354085 | -3.0045 | 0.001829 |
42 | -0.373028 | -3.1652 | 0.001136 |
43 | -0.391012 | -3.3178 | 0.000712 |
44 | -0.403911 | -3.4273 | 0.000506 |
45 | -0.407599 | -3.4586 | 0.000458 |
46 | -0.409973 | -3.4787 | 0.000429 |
47 | -0.412113 | -3.4969 | 0.000405 |
48 | -0.41441 | -3.5164 | 0.000381 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963763 | 8.1778 | 0 |
2 | -0.075349 | -0.6394 | 0.26231 |
3 | -0.040342 | -0.3423 | 0.366555 |
4 | -0.026183 | -0.2222 | 0.412406 |
5 | 0.009574 | 0.0812 | 0.467738 |
6 | -0.032614 | -0.2767 | 0.391387 |
7 | -0.04295 | -0.3644 | 0.358296 |
8 | -0.039526 | -0.3354 | 0.369152 |
9 | -0.024415 | -0.2072 | 0.41823 |
10 | 0.007971 | 0.0676 | 0.473131 |
11 | 0.043844 | 0.372 | 0.355484 |
12 | -0.024873 | -0.2111 | 0.416722 |
13 | -0.068145 | -0.5782 | 0.282457 |
14 | -0.050146 | -0.4255 | 0.335868 |
15 | -0.034892 | -0.2961 | 0.384016 |
16 | -0.037584 | -0.3189 | 0.375359 |
17 | -0.035558 | -0.3017 | 0.381869 |
18 | -0.036036 | -0.3058 | 0.380328 |
19 | -0.047108 | -0.3997 | 0.34527 |
20 | -0.03315 | -0.2813 | 0.389649 |
21 | -0.020676 | -0.1754 | 0.430613 |
22 | 0.001693 | 0.0144 | 0.494289 |
23 | 0.033245 | 0.2821 | 0.389339 |
24 | -0.023305 | -0.1977 | 0.4219 |
25 | -0.061777 | -0.5242 | 0.300878 |
26 | -0.037428 | -0.3176 | 0.375858 |
27 | -0.012021 | -0.102 | 0.45952 |
28 | -0.015319 | -0.13 | 0.448471 |
29 | 0.075056 | 0.6369 | 0.263113 |
30 | 0.025061 | 0.2126 | 0.416102 |
31 | -0.024366 | -0.2067 | 0.418395 |
32 | -0.021434 | -0.1819 | 0.428097 |
33 | 0.013751 | 0.1167 | 0.453718 |
34 | -0.044732 | -0.3796 | 0.352692 |
35 | -0.075253 | -0.6385 | 0.262573 |
36 | -0.051226 | -0.4347 | 0.332553 |
37 | -0.037939 | -0.3219 | 0.374221 |
38 | -0.028299 | -0.2401 | 0.405459 |
39 | -0.028283 | -0.24 | 0.405509 |
40 | -0.030169 | -0.256 | 0.399344 |
41 | -0.019931 | -0.1691 | 0.433089 |
42 | -0.046888 | -0.3979 | 0.345955 |
43 | -0.027256 | -0.2313 | 0.408879 |
44 | 0.029806 | 0.2529 | 0.400529 |
45 | 0.088743 | 0.753 | 0.226951 |
46 | -0.029281 | -0.2485 | 0.402242 |
47 | -0.040333 | -0.3422 | 0.366584 |
48 | -0.032137 | -0.2727 | 0.392937 |