Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.899488 | 6.3603 | 0 |
2 | 0.803073 | 5.6786 | 0 |
3 | 0.712678 | 5.0394 | 3e-06 |
4 | 0.630255 | 4.4566 | 2.4e-05 |
5 | 0.558044 | 3.946 | 0.000124 |
6 | 0.495282 | 3.5022 | 0.000491 |
7 | 0.438821 | 3.1029 | 0.001575 |
8 | 0.387706 | 2.7415 | 0.004231 |
9 | 0.34093 | 2.4107 | 0.009819 |
10 | 0.296368 | 2.0956 | 0.020599 |
11 | 0.253391 | 1.7917 | 0.039613 |
12 | 0.212977 | 1.506 | 0.069183 |
13 | 0.175325 | 1.2397 | 0.11043 |
14 | 0.140007 | 0.99 | 0.163471 |
15 | 0.106743 | 0.7548 | 0.226959 |
16 | 0.075423 | 0.5333 | 0.298086 |
17 | 0.046139 | 0.3263 | 0.372798 |
18 | 0.019546 | 0.1382 | 0.445314 |
19 | -0.004261 | -0.0301 | 0.488042 |
20 | -0.025494 | -0.1803 | 0.428835 |
21 | -0.044537 | -0.3149 | 0.377065 |
22 | -0.060965 | -0.4311 | 0.334128 |
23 | -0.075243 | -0.532 | 0.298524 |
24 | -0.09086 | -0.6425 | 0.26175 |
25 | -0.10895 | -0.7704 | 0.222346 |
26 | -0.128782 | -0.9106 | 0.18343 |
27 | -0.151745 | -1.073 | 0.144212 |
28 | -0.177316 | -1.2538 | 0.10787 |
29 | -0.202441 | -1.4315 | 0.079258 |
30 | -0.226527 | -1.6018 | 0.057751 |
31 | -0.249659 | -1.7654 | 0.041805 |
32 | -0.271314 | -1.9185 | 0.030384 |
33 | -0.290995 | -2.0576 | 0.022429 |
34 | -0.308482 | -2.1813 | 0.016946 |
35 | -0.324174 | -2.2923 | 0.013068 |
36 | -0.337899 | -2.3893 | 0.010347 |
37 | -0.349452 | -2.471 | 0.008463 |
38 | -0.358585 | -2.5356 | 0.007199 |
39 | -0.364684 | -2.5787 | 0.006454 |
40 | -0.367769 | -2.6005 | 0.006104 |
41 | -0.368854 | -2.6082 | 0.005985 |
42 | -0.367371 | -2.5977 | 0.006148 |
43 | -0.360938 | -2.5522 | 0.006903 |
44 | -0.347792 | -2.4593 | 0.008713 |
45 | -0.326038 | -2.3054 | 0.012664 |
46 | -0.291106 | -2.0584 | 0.022389 |
47 | -0.24051 | -1.7007 | 0.04761 |
48 | -0.174869 | -1.2365 | 0.111023 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.899488 | 6.3603 | 0 |
2 | -0.031459 | -0.2225 | 0.412434 |
3 | -0.021518 | -0.1522 | 0.439839 |
4 | -0.009903 | -0.07 | 0.472226 |
5 | 0.004994 | 0.0353 | 0.485985 |
6 | 0.006367 | 0.045 | 0.482136 |
7 | -0.00459 | -0.0325 | 0.48712 |
8 | -0.005788 | -0.0409 | 0.483758 |
9 | -0.007888 | -0.0558 | 0.47787 |
10 | -0.016778 | -0.1186 | 0.453018 |
11 | -0.019796 | -0.14 | 0.44462 |
12 | -0.015136 | -0.107 | 0.457597 |
13 | -0.013969 | -0.0988 | 0.460857 |
14 | -0.016023 | -0.1133 | 0.455124 |
15 | -0.017393 | -0.123 | 0.451304 |
16 | -0.017653 | -0.1248 | 0.45058 |
17 | -0.016802 | -0.1188 | 0.452953 |
18 | -0.012986 | -0.0918 | 0.463603 |
19 | -0.011517 | -0.0814 | 0.46771 |
20 | -0.011334 | -0.0801 | 0.468221 |
21 | -0.012051 | -0.0852 | 0.466216 |
22 | -0.008636 | -0.0611 | 0.475775 |
23 | -0.00945 | -0.0668 | 0.473496 |
24 | -0.026478 | -0.1872 | 0.42612 |
25 | -0.033911 | -0.2398 | 0.405737 |
26 | -0.032918 | -0.2328 | 0.408446 |
27 | -0.043307 | -0.3062 | 0.380351 |
28 | -0.045651 | -0.3228 | 0.374095 |
29 | -0.034657 | -0.2451 | 0.403705 |
30 | -0.033949 | -0.2401 | 0.405635 |
31 | -0.036145 | -0.2556 | 0.399661 |
32 | -0.034828 | -0.2463 | 0.40324 |
33 | -0.032227 | -0.2279 | 0.410335 |
34 | -0.030339 | -0.2145 | 0.415505 |
35 | -0.031847 | -0.2252 | 0.411375 |
36 | -0.030537 | -0.2159 | 0.414962 |
37 | -0.028708 | -0.203 | 0.419981 |
38 | -0.026692 | -0.1887 | 0.42553 |
39 | -0.022533 | -0.1593 | 0.437024 |
40 | -0.020863 | -0.1475 | 0.441656 |
41 | -0.024282 | -0.1717 | 0.432183 |
42 | -0.020141 | -0.1424 | 0.443662 |
43 | -0.005616 | -0.0397 | 0.484242 |
44 | 0.008177 | 0.0578 | 0.477062 |
45 | 0.024913 | 0.1762 | 0.43044 |
46 | 0.059114 | 0.418 | 0.338869 |
47 | 0.089155 | 0.6304 | 0.265644 |
48 | 0.108432 | 0.7667 | 0.223423 |