Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949269 | 9.3009 | 0 |
2 | 0.896993 | 8.7887 | 0 |
3 | 0.848028 | 8.3089 | 0 |
4 | 0.806731 | 7.9043 | 0 |
5 | 0.768768 | 7.5324 | 0 |
6 | 0.729508 | 7.1477 | 0 |
7 | 0.68709 | 6.7321 | 0 |
8 | 0.645564 | 6.3252 | 0 |
9 | 0.606183 | 5.9394 | 0 |
10 | 0.56877 | 5.5728 | 0 |
11 | 0.535908 | 5.2508 | 0 |
12 | 0.501306 | 4.9118 | 2e-06 |
13 | 0.464057 | 4.5468 | 8e-06 |
14 | 0.425666 | 4.1707 | 3.3e-05 |
15 | 0.390535 | 3.8264 | 0.000116 |
16 | 0.35997 | 3.527 | 0.000323 |
17 | 0.334137 | 3.2739 | 0.000738 |
18 | 0.307652 | 3.0144 | 0.001647 |
19 | 0.278493 | 2.7287 | 0.003782 |
20 | 0.247305 | 2.4231 | 0.008632 |
21 | 0.215101 | 2.1076 | 0.018838 |
22 | 0.192036 | 1.8816 | 0.031463 |
23 | 0.173669 | 1.7016 | 0.046034 |
24 | 0.153924 | 1.5081 | 0.067402 |
25 | 0.132222 | 1.2955 | 0.099127 |
26 | 0.110868 | 1.0863 | 0.140037 |
27 | 0.091919 | 0.9006 | 0.185022 |
28 | 0.077186 | 0.7563 | 0.225671 |
29 | 0.064193 | 0.629 | 0.265434 |
30 | 0.052473 | 0.5141 | 0.304173 |
31 | 0.039397 | 0.386 | 0.350172 |
32 | 0.02706 | 0.2651 | 0.395736 |
33 | 0.018147 | 0.1778 | 0.429624 |
34 | 0.011675 | 0.1144 | 0.454582 |
35 | 0.007116 | 0.0697 | 0.47228 |
36 | 0.00186 | 0.0182 | 0.492748 |
37 | -0.004442 | -0.0435 | 0.482689 |
38 | -0.011277 | -0.1105 | 0.456126 |
39 | -0.019373 | -0.1898 | 0.424926 |
40 | -0.025962 | -0.2544 | 0.399875 |
41 | -0.032228 | -0.3158 | 0.376432 |
42 | -0.039051 | -0.3826 | 0.351424 |
43 | -0.047093 | -0.4614 | 0.322774 |
44 | -0.058958 | -0.5777 | 0.282419 |
45 | -0.070507 | -0.6908 | 0.245672 |
46 | -0.080272 | -0.7865 | 0.216755 |
47 | -0.086223 | -0.8448 | 0.20016 |
48 | -0.09417 | -0.9227 | 0.179245 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949269 | 9.3009 | 0 |
2 | -0.041647 | -0.4081 | 0.342071 |
3 | 0.006206 | 0.0608 | 0.47582 |
4 | 0.050134 | 0.4912 | 0.3122 |
5 | 0.009374 | 0.0918 | 0.463505 |
6 | -0.031389 | -0.3075 | 0.379546 |
7 | -0.04722 | -0.4627 | 0.322329 |
8 | -0.011038 | -0.1081 | 0.457051 |
9 | -0.005736 | -0.0562 | 0.47765 |
10 | -0.009198 | -0.0901 | 0.46419 |
11 | 0.022766 | 0.2231 | 0.411981 |
12 | -0.036163 | -0.3543 | 0.361935 |
13 | -0.043332 | -0.4246 | 0.336052 |
14 | -0.030772 | -0.3015 | 0.38184 |
15 | 0.00508 | 0.0498 | 0.480201 |
16 | 0.014362 | 0.1407 | 0.444195 |
17 | 0.021383 | 0.2095 | 0.417248 |
18 | -0.020307 | -0.199 | 0.421356 |
19 | -0.036266 | -0.3553 | 0.361561 |
20 | -0.035251 | -0.3454 | 0.365281 |
21 | -0.035852 | -0.3513 | 0.363075 |
22 | 0.05946 | 0.5826 | 0.280768 |
23 | 0.018385 | 0.1801 | 0.428714 |
24 | -0.029054 | -0.2847 | 0.388255 |
25 | -0.020246 | -0.1984 | 0.421586 |
26 | -0.003392 | -0.0332 | 0.486779 |
27 | 0.002713 | 0.0266 | 0.489425 |
28 | 0.011302 | 0.1107 | 0.45603 |
29 | -0.002834 | -0.0278 | 0.488953 |
30 | 0.00567 | 0.0556 | 0.477908 |
31 | -0.017309 | -0.1696 | 0.432845 |
32 | 0.005858 | 0.0574 | 0.477173 |
33 | 0.02136 | 0.2093 | 0.417336 |
34 | 0.000963 | 0.0094 | 0.496247 |
35 | 0.002233 | 0.0219 | 0.491296 |
36 | -0.009549 | -0.0936 | 0.462826 |
37 | -0.006991 | -0.0685 | 0.472766 |
38 | -0.004172 | -0.0409 | 0.48374 |
39 | -0.025727 | -0.2521 | 0.400763 |
40 | -0.003159 | -0.0309 | 0.487688 |
41 | -0.014834 | -0.1453 | 0.442373 |
42 | -0.017349 | -0.17 | 0.432691 |
43 | -0.010941 | -0.1072 | 0.457426 |
44 | -0.041143 | -0.4031 | 0.34388 |
45 | -0.013044 | -0.1278 | 0.449284 |
46 | -0.006479 | -0.0635 | 0.474757 |
47 | 0.018861 | 0.1848 | 0.426887 |
48 | -0.028798 | -0.2822 | 0.389213 |