Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922631 | 7.8288 | 0 |
2 | 0.836474 | 7.0977 | 0 |
3 | 0.754866 | 6.4053 | 0 |
4 | 0.685739 | 5.8187 | 0 |
5 | 0.62351 | 5.2907 | 1e-06 |
6 | 0.561882 | 4.7677 | 5e-06 |
7 | 0.508016 | 4.3107 | 2.5e-05 |
8 | 0.453141 | 3.845 | 0.000129 |
9 | 0.399894 | 3.3932 | 0.000563 |
10 | 0.35659 | 3.0258 | 0.001719 |
11 | 0.330802 | 2.8069 | 0.003215 |
12 | 0.298551 | 2.5333 | 0.006739 |
13 | 0.260046 | 2.2066 | 0.015267 |
14 | 0.225452 | 1.913 | 0.029861 |
15 | 0.194901 | 1.6538 | 0.051262 |
16 | 0.175105 | 1.4858 | 0.070847 |
17 | 0.16378 | 1.3897 | 0.084448 |
18 | 0.154295 | 1.3092 | 0.097308 |
19 | 0.14316 | 1.2147 | 0.114215 |
20 | 0.106776 | 0.906 | 0.183972 |
21 | 0.071343 | 0.6054 | 0.273419 |
22 | 0.042216 | 0.3582 | 0.360616 |
23 | 0.014907 | 0.1265 | 0.449849 |
24 | -0.015625 | -0.1326 | 0.447447 |
25 | -0.045587 | -0.3868 | 0.350015 |
26 | -0.06585 | -0.5588 | 0.28903 |
27 | -0.092786 | -0.7873 | 0.216842 |
28 | -0.122875 | -1.0426 | 0.150304 |
29 | -0.143624 | -1.2187 | 0.113469 |
30 | -0.158403 | -1.3441 | 0.09157 |
31 | -0.175158 | -1.4863 | 0.070787 |
32 | -0.194208 | -1.6479 | 0.051865 |
33 | -0.209415 | -1.7769 | 0.0399 |
34 | -0.218082 | -1.8505 | 0.034173 |
35 | -0.228634 | -1.94 | 0.028147 |
36 | -0.241496 | -2.0492 | 0.022045 |
37 | -0.255985 | -2.1721 | 0.016571 |
38 | -0.271289 | -2.302 | 0.012116 |
39 | -0.278038 | -2.3592 | 0.010514 |
40 | -0.277324 | -2.3532 | 0.010674 |
41 | -0.282711 | -2.3989 | 0.009518 |
42 | -0.292866 | -2.4851 | 0.007639 |
43 | -0.304286 | -2.582 | 0.005929 |
44 | -0.298195 | -2.5303 | 0.006792 |
45 | -0.281337 | -2.3872 | 0.009802 |
46 | -0.263333 | -2.2345 | 0.014279 |
47 | -0.249227 | -2.1148 | 0.018956 |
48 | -0.228567 | -1.9395 | 0.028182 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922631 | 7.8288 | 0 |
2 | -0.099319 | -0.8428 | 0.201079 |
3 | -0.012941 | -0.1098 | 0.456434 |
4 | 0.034717 | 0.2946 | 0.384579 |
5 | -0.002872 | -0.0244 | 0.490314 |
6 | -0.035648 | -0.3025 | 0.381577 |
7 | 0.020157 | 0.171 | 0.432337 |
8 | -0.043988 | -0.3733 | 0.355028 |
9 | -0.022426 | -0.1903 | 0.424809 |
10 | 0.03524 | 0.299 | 0.382892 |
11 | 0.080815 | 0.6857 | 0.247541 |
12 | -0.07887 | -0.6692 | 0.252743 |
13 | -0.048304 | -0.4099 | 0.341559 |
14 | 0.017327 | 0.147 | 0.44176 |
15 | -0.005908 | -0.0501 | 0.480079 |
16 | 0.041063 | 0.3484 | 0.364266 |
17 | 0.04262 | 0.3616 | 0.359339 |
18 | -0.010358 | -0.0879 | 0.465103 |
19 | -0.014773 | -0.1254 | 0.450297 |
20 | -0.161239 | -1.3682 | 0.087758 |
21 | 0.007399 | 0.0628 | 0.475057 |
22 | -0.000978 | -0.0083 | 0.496699 |
23 | -0.037329 | -0.3167 | 0.376178 |
24 | -0.045276 | -0.3842 | 0.35099 |
25 | -0.008298 | -0.0704 | 0.472031 |
26 | 0.035767 | 0.3035 | 0.381194 |
27 | -0.075695 | -0.6423 | 0.26136 |
28 | -0.051902 | -0.4404 | 0.330483 |
29 | 0.028145 | 0.2388 | 0.405963 |
30 | -0.027916 | -0.2369 | 0.406714 |
31 | -0.02224 | -0.1887 | 0.425424 |
32 | -0.009066 | -0.0769 | 0.469447 |
33 | -0.01266 | -0.1074 | 0.457376 |
34 | 0.002902 | 0.0246 | 0.490211 |
35 | -0.047666 | -0.4045 | 0.343537 |
36 | -0.039629 | -0.3363 | 0.368824 |
37 | -0.050746 | -0.4306 | 0.334024 |
38 | -0.034921 | -0.2963 | 0.383922 |
39 | 0.07272 | 0.617 | 0.269574 |
40 | 0.011457 | 0.0972 | 0.461413 |
41 | -0.085657 | -0.7268 | 0.234845 |
42 | -0.04168 | -0.3537 | 0.362312 |
43 | -0.015867 | -0.1346 | 0.446637 |
44 | 0.098429 | 0.8352 | 0.203184 |
45 | 0.019834 | 0.1683 | 0.43341 |
46 | 0.007904 | 0.0671 | 0.473356 |
47 | -0.014544 | -0.1234 | 0.451064 |
48 | 0.039497 | 0.3351 | 0.369247 |