Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.915868 | 6.975 | 0 |
2 | 0.836996 | 6.3744 | 0 |
3 | 0.766128 | 5.8347 | 0 |
4 | 0.670304 | 5.1049 | 2e-06 |
5 | 0.587507 | 4.4743 | 1.8e-05 |
6 | 0.538389 | 4.1002 | 6.5e-05 |
7 | 0.488521 | 3.7205 | 0.000225 |
8 | 0.44549 | 3.3928 | 0.000626 |
9 | 0.407 | 3.0996 | 0.001494 |
10 | 0.362742 | 2.7626 | 0.003835 |
11 | 0.324144 | 2.4686 | 0.008266 |
12 | 0.298758 | 2.2753 | 0.013301 |
13 | 0.27006 | 2.0567 | 0.022111 |
14 | 0.243903 | 1.8575 | 0.034159 |
15 | 0.222874 | 1.6974 | 0.047495 |
16 | 0.188151 | 1.4329 | 0.078626 |
17 | 0.144359 | 1.0994 | 0.138067 |
18 | 0.104007 | 0.7921 | 0.215767 |
19 | 0.055472 | 0.4225 | 0.337126 |
20 | 0.000638 | 0.0049 | 0.49807 |
21 | -0.035959 | -0.2739 | 0.392585 |
22 | -0.057619 | -0.4388 | 0.331214 |
23 | -0.077161 | -0.5876 | 0.279526 |
24 | -0.10243 | -0.7801 | 0.219256 |
25 | -0.118453 | -0.9021 | 0.185364 |
26 | -0.119788 | -0.9123 | 0.182699 |
27 | -0.129766 | -0.9883 | 0.163563 |
28 | -0.139742 | -1.0642 | 0.145815 |
29 | -0.158631 | -1.2081 | 0.115957 |
30 | -0.179997 | -1.3708 | 0.087857 |
31 | -0.214917 | -1.6368 | 0.053548 |
32 | -0.250711 | -1.9094 | 0.030584 |
33 | -0.28522 | -2.1722 | 0.016972 |
34 | -0.308489 | -2.3494 | 0.011116 |
35 | -0.32925 | -2.5075 | 0.00749 |
36 | -0.344707 | -2.6252 | 0.005527 |
37 | -0.35413 | -2.697 | 0.004573 |
38 | -0.354156 | -2.6972 | 0.00457 |
39 | -0.339193 | -2.5832 | 0.006166 |
40 | -0.327364 | -2.4931 | 0.007769 |
41 | -0.325357 | -2.4778 | 0.008076 |
42 | -0.322271 | -2.4543 | 0.008568 |
43 | -0.318473 | -2.4254 | 0.009212 |
44 | -0.323218 | -2.4616 | 0.008414 |
45 | -0.318782 | -2.4278 | 0.009158 |
46 | -0.309122 | -2.3542 | 0.010985 |
47 | -0.303638 | -2.3124 | 0.012161 |
48 | -0.283357 | -2.158 | 0.017541 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.915868 | 6.975 | 0 |
2 | -0.011279 | -0.0859 | 0.465921 |
3 | 0.007658 | 0.0583 | 0.476846 |
4 | -0.192261 | -1.4642 | 0.074267 |
5 | 0.019494 | 0.1485 | 0.441247 |
6 | 0.153448 | 1.1686 | 0.123667 |
7 | -0.000365 | -0.0028 | 0.498894 |
8 | 0.001472 | 0.0112 | 0.495547 |
9 | -0.056056 | -0.4269 | 0.335514 |
10 | -0.043778 | -0.3334 | 0.370016 |
11 | 0.032232 | 0.2455 | 0.403479 |
12 | 0.067965 | 0.5176 | 0.303352 |
13 | -0.017652 | -0.1344 | 0.446761 |
14 | -0.02407 | -0.1833 | 0.427596 |
15 | -0.020442 | -0.1557 | 0.438413 |
16 | -0.08152 | -0.6208 | 0.268569 |
17 | -0.063346 | -0.4824 | 0.31566 |
18 | -0.01866 | -0.1421 | 0.443741 |
19 | -0.058018 | -0.4419 | 0.33012 |
20 | -0.076768 | -0.5846 | 0.280525 |
21 | 0.031067 | 0.2366 | 0.406902 |
22 | 0.065755 | 0.5008 | 0.309212 |
23 | 0.005516 | 0.042 | 0.483317 |
24 | -0.115278 | -0.8779 | 0.191802 |
25 | -0.007959 | -0.0606 | 0.475938 |
26 | 0.107178 | 0.8162 | 0.20885 |
27 | -0.020026 | -0.1525 | 0.439655 |
28 | -0.032324 | -0.2462 | 0.403209 |
29 | -0.144408 | -1.0998 | 0.137986 |
30 | -0.037405 | -0.2849 | 0.38838 |
31 | -0.086435 | -0.6583 | 0.256484 |
32 | -0.003522 | -0.0268 | 0.489348 |
33 | -0.02671 | -0.2034 | 0.41976 |
34 | 0.014511 | 0.1105 | 0.456191 |
35 | -0.038642 | -0.2943 | 0.384795 |
36 | -0.027718 | -0.2111 | 0.416776 |
37 | -0.014664 | -0.1117 | 0.455731 |
38 | 0.031984 | 0.2436 | 0.404207 |
39 | 0.102958 | 0.7841 | 0.218085 |
40 | -0.058926 | -0.4488 | 0.327637 |
41 | -0.130185 | -0.9915 | 0.162789 |
42 | -0.046939 | -0.3575 | 0.361017 |
43 | 0.045859 | 0.3493 | 0.364082 |
44 | -0.024349 | -0.1854 | 0.426766 |
45 | 0.016071 | 0.1224 | 0.451506 |
46 | 0.014726 | 0.1122 | 0.455545 |
47 | -0.002628 | -0.02 | 0.492051 |
48 | 0.077138 | 0.5875 | 0.279586 |