Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.93272 | 8.5485 | 0 |
2 | 0.859998 | 7.882 | 0 |
3 | 0.78815 | 7.2235 | 0 |
4 | 0.71228 | 6.5282 | 0 |
5 | 0.653401 | 5.9885 | 0 |
6 | 0.588991 | 5.3982 | 0 |
7 | 0.543545 | 4.9817 | 2e-06 |
8 | 0.504248 | 4.6215 | 7e-06 |
9 | 0.475237 | 4.3556 | 1.9e-05 |
10 | 0.44668 | 4.0939 | 4.9e-05 |
11 | 0.405466 | 3.7162 | 0.000182 |
12 | 0.37204 | 3.4098 | 0.000501 |
13 | 0.313883 | 2.8768 | 0.002546 |
14 | 0.248317 | 2.2759 | 0.0127 |
15 | 0.186823 | 1.7123 | 0.045269 |
16 | 0.121948 | 1.1177 | 0.133446 |
17 | 0.072431 | 0.6638 | 0.254305 |
18 | 0.020667 | 0.1894 | 0.42511 |
19 | -0.007785 | -0.0714 | 0.471643 |
20 | -0.028166 | -0.2581 | 0.398461 |
21 | -0.042659 | -0.391 | 0.348403 |
22 | -0.053338 | -0.4889 | 0.313109 |
23 | -0.075359 | -0.6907 | 0.245837 |
24 | -0.089743 | -0.8225 | 0.206559 |
25 | -0.114391 | -1.0484 | 0.148727 |
26 | -0.14637 | -1.3415 | 0.091686 |
27 | -0.17165 | -1.5732 | 0.059716 |
28 | -0.195278 | -1.7898 | 0.038548 |
29 | -0.213484 | -1.9566 | 0.026858 |
30 | -0.232329 | -2.1293 | 0.018077 |
31 | -0.236294 | -2.1657 | 0.016586 |
32 | -0.23921 | -2.1924 | 0.015559 |
33 | -0.240441 | -2.2037 | 0.015142 |
34 | -0.242239 | -2.2202 | 0.014551 |
35 | -0.255695 | -2.3435 | 0.010734 |
36 | -0.265174 | -2.4304 | 0.008606 |
37 | -0.280197 | -2.568 | 0.005998 |
38 | -0.299627 | -2.7461 | 0.003688 |
39 | -0.313358 | -2.872 | 0.002581 |
40 | -0.32142 | -2.9459 | 0.002083 |
41 | -0.321909 | -2.9503 | 0.002056 |
42 | -0.323327 | -2.9633 | 0.001979 |
43 | -0.308031 | -2.8231 | 0.002968 |
44 | -0.290092 | -2.6587 | 0.004695 |
45 | -0.271 | -2.4838 | 0.007494 |
46 | -0.252539 | -2.3146 | 0.011539 |
47 | -0.246257 | -2.257 | 0.013302 |
48 | -0.238749 | -2.1882 | 0.015717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.93272 | 8.5485 | 0 |
2 | -0.076653 | -0.7025 | 0.242144 |
3 | -0.03077 | -0.282 | 0.389312 |
4 | -0.071901 | -0.659 | 0.255854 |
5 | 0.090317 | 0.8278 | 0.205074 |
6 | -0.091098 | -0.8349 | 0.203064 |
7 | 0.117128 | 1.0735 | 0.14306 |
8 | -0.00966 | -0.0885 | 0.46483 |
9 | 0.075426 | 0.6913 | 0.245644 |
10 | -0.056163 | -0.5147 | 0.304044 |
11 | -0.08065 | -0.7392 | 0.230931 |
12 | 0.02416 | 0.2214 | 0.412646 |
13 | -0.197377 | -1.809 | 0.037015 |
14 | -0.073292 | -0.6717 | 0.251798 |
15 | -0.020156 | -0.1847 | 0.426941 |
16 | -0.03868 | -0.3545 | 0.361923 |
17 | 0.015934 | 0.146 | 0.442122 |
18 | -0.060989 | -0.559 | 0.288832 |
19 | 0.115524 | 1.0588 | 0.146365 |
20 | -0.020673 | -0.1895 | 0.425091 |
21 | 0.030077 | 0.2757 | 0.391742 |
22 | -0.048101 | -0.4409 | 0.330226 |
23 | -0.025102 | -0.2301 | 0.4093 |
24 | 0.006839 | 0.0627 | 0.475084 |
25 | -0.052324 | -0.4796 | 0.316395 |
26 | -0.045705 | -0.4189 | 0.33818 |
27 | 0.01957 | 0.1794 | 0.429042 |
28 | 0.016907 | 0.155 | 0.438614 |
29 | -0.059244 | -0.543 | 0.294292 |
30 | -0.023563 | -0.216 | 0.414771 |
31 | 0.047034 | 0.4311 | 0.333759 |
32 | -0.065148 | -0.5971 | 0.276027 |
33 | -0.000924 | -0.0085 | 0.496633 |
34 | -0.071866 | -0.6587 | 0.255956 |
35 | -0.028529 | -0.2615 | 0.397184 |
36 | -0.030238 | -0.2771 | 0.391178 |
37 | -0.032547 | -0.2983 | 0.383106 |
38 | -0.035628 | -0.3265 | 0.372416 |
39 | 0.013555 | 0.1242 | 0.450713 |
40 | 0.016238 | 0.1488 | 0.441023 |
41 | -0.020738 | -0.1901 | 0.424857 |
42 | -0.019409 | -0.1779 | 0.42962 |
43 | 0.081833 | 0.75 | 0.227672 |
44 | -0.021998 | -0.2016 | 0.420352 |
45 | 0.0227 | 0.208 | 0.417847 |
46 | -0.036195 | -0.3317 | 0.37046 |
47 | -0.015772 | -0.1446 | 0.442703 |
48 | -0.027826 | -0.255 | 0.399661 |