Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944761 | 8.0166 | 0 |
2 | 0.888312 | 7.5376 | 0 |
3 | 0.833722 | 7.0744 | 0 |
4 | 0.781488 | 6.6311 | 0 |
5 | 0.738559 | 6.2669 | 0 |
6 | 0.697707 | 5.9202 | 0 |
7 | 0.655579 | 5.5628 | 0 |
8 | 0.613096 | 5.2023 | 1e-06 |
9 | 0.571229 | 4.847 | 3e-06 |
10 | 0.531393 | 4.509 | 1.2e-05 |
11 | 0.491865 | 4.1736 | 4.1e-05 |
12 | 0.452864 | 3.8427 | 0.00013 |
13 | 0.412006 | 3.496 | 0.000406 |
14 | 0.372324 | 3.1593 | 0.001156 |
15 | 0.333919 | 2.8334 | 0.002985 |
16 | 0.299303 | 2.5397 | 0.006627 |
17 | 0.267085 | 2.2663 | 0.01322 |
18 | 0.233803 | 1.9839 | 0.025541 |
19 | 0.202533 | 1.7185 | 0.044997 |
20 | 0.172139 | 1.4606 | 0.074232 |
21 | 0.143149 | 1.2147 | 0.114233 |
22 | 0.11502 | 0.976 | 0.166172 |
23 | 0.08949 | 0.7594 | 0.225061 |
24 | 0.063106 | 0.5355 | 0.296988 |
25 | 0.036393 | 0.3088 | 0.37918 |
26 | 0.010103 | 0.0857 | 0.46596 |
27 | -0.015184 | -0.1288 | 0.448922 |
28 | -0.037604 | -0.3191 | 0.375295 |
29 | -0.060225 | -0.511 | 0.305449 |
30 | -0.082725 | -0.7019 | 0.242489 |
31 | -0.105442 | -0.8947 | 0.186963 |
32 | -0.128517 | -1.0905 | 0.139564 |
33 | -0.149372 | -1.2675 | 0.104536 |
34 | -0.168968 | -1.4337 | 0.077988 |
35 | -0.187443 | -1.5905 | 0.058051 |
36 | -0.204684 | -1.7368 | 0.043349 |
37 | -0.223357 | -1.8952 | 0.031037 |
38 | -0.241267 | -2.0472 | 0.022144 |
39 | -0.257843 | -2.1879 | 0.015963 |
40 | -0.273139 | -2.3177 | 0.011657 |
41 | -0.286319 | -2.4295 | 0.008808 |
42 | -0.299888 | -2.5446 | 0.006542 |
43 | -0.313792 | -2.6626 | 0.004779 |
44 | -0.327581 | -2.7796 | 0.003469 |
45 | -0.34096 | -2.8931 | 0.002521 |
46 | -0.349822 | -2.9683 | 0.002032 |
47 | -0.356533 | -3.0253 | 0.001721 |
48 | -0.361869 | -3.0706 | 0.001507 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944761 | 8.0166 | 0 |
2 | -0.03967 | -0.3366 | 0.368696 |
3 | -0.012448 | -0.1056 | 0.458087 |
4 | -0.008176 | -0.0694 | 0.472441 |
5 | 0.057204 | 0.4854 | 0.314436 |
6 | -0.007014 | -0.0595 | 0.476352 |
7 | -0.033935 | -0.2879 | 0.387107 |
8 | -0.025148 | -0.2134 | 0.415814 |
9 | -0.013393 | -0.1136 | 0.454919 |
10 | -0.005314 | -0.0451 | 0.482079 |
11 | -0.02502 | -0.2123 | 0.416235 |
12 | -0.021685 | -0.184 | 0.427264 |
13 | -0.042496 | -0.3606 | 0.35973 |
14 | -0.013814 | -0.1172 | 0.453509 |
15 | -0.016806 | -0.1426 | 0.4435 |
16 | 0.006458 | 0.0548 | 0.478226 |
17 | -0.007695 | -0.0653 | 0.47406 |
18 | -0.034443 | -0.2923 | 0.385464 |
19 | -0.004328 | -0.0367 | 0.485405 |
20 | -0.013313 | -0.113 | 0.455187 |
21 | -0.009969 | -0.0846 | 0.466412 |
22 | -0.020464 | -0.1736 | 0.431317 |
23 | 0.000673 | 0.0057 | 0.497728 |
24 | -0.031027 | -0.2633 | 0.396546 |
25 | -0.025138 | -0.2133 | 0.415848 |
26 | -0.021828 | -0.1852 | 0.426792 |
27 | -0.015374 | -0.1305 | 0.448285 |
28 | -0.001895 | -0.0161 | 0.493606 |
29 | -0.029896 | -0.2537 | 0.400236 |
30 | -0.023096 | -0.196 | 0.422592 |
31 | -0.027039 | -0.2294 | 0.409591 |
32 | -0.02629 | -0.2231 | 0.412055 |
33 | -0.009399 | -0.0798 | 0.468328 |
34 | -0.017145 | -0.1455 | 0.442368 |
35 | -0.017661 | -0.1499 | 0.440648 |
36 | -0.015084 | -0.128 | 0.449256 |
37 | -0.036948 | -0.3135 | 0.377398 |
38 | -0.018614 | -0.1579 | 0.437473 |
39 | -0.015817 | -0.1342 | 0.446805 |
40 | -0.018218 | -0.1546 | 0.438789 |
41 | -0.009418 | -0.0799 | 0.468263 |
42 | -0.030545 | -0.2592 | 0.398116 |
43 | -0.027771 | -0.2356 | 0.407189 |
44 | -0.026534 | -0.2252 | 0.41125 |
45 | -0.025349 | -0.2151 | 0.41515 |
46 | 0.010667 | 0.0905 | 0.464066 |
47 | -0.010152 | -0.0861 | 0.465795 |
48 | -0.012683 | -0.1076 | 0.457298 |