Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955512 | 7.4014 | 0 |
2 | 0.900822 | 6.9777 | 0 |
3 | 0.842518 | 6.5261 | 0 |
4 | 0.783019 | 6.0652 | 0 |
5 | 0.722527 | 5.5967 | 0 |
6 | 0.661248 | 5.122 | 2e-06 |
7 | 0.598373 | 4.635 | 1e-05 |
8 | 0.535194 | 4.1456 | 5.4e-05 |
9 | 0.477975 | 3.7024 | 0.000233 |
10 | 0.422983 | 3.2764 | 0.000875 |
11 | 0.367584 | 2.8473 | 0.003014 |
12 | 0.310527 | 2.4053 | 0.009629 |
13 | 0.250504 | 1.9404 | 0.028517 |
14 | 0.187406 | 1.4516 | 0.075905 |
15 | 0.132007 | 1.0225 | 0.155319 |
16 | 0.09555 | 0.7401 | 0.231054 |
17 | 0.071797 | 0.5561 | 0.290093 |
18 | 0.04905 | 0.3799 | 0.352665 |
19 | 0.027698 | 0.2146 | 0.415422 |
20 | 0.007397 | 0.0573 | 0.47725 |
21 | -0.013296 | -0.103 | 0.459156 |
22 | -0.031767 | -0.2461 | 0.403235 |
23 | -0.04947 | -0.3832 | 0.351466 |
24 | -0.069702 | -0.5399 | 0.295628 |
25 | -0.092977 | -0.7202 | 0.2371 |
26 | -0.117825 | -0.9127 | 0.182536 |
27 | -0.143225 | -1.1094 | 0.135838 |
28 | -0.166163 | -1.2871 | 0.101502 |
29 | -0.183306 | -1.4199 | 0.080408 |
30 | -0.19941 | -1.5446 | 0.063848 |
31 | -0.215453 | -1.6689 | 0.050175 |
32 | -0.231232 | -1.7911 | 0.03916 |
33 | -0.243898 | -1.8892 | 0.031849 |
34 | -0.255279 | -1.9774 | 0.026299 |
35 | -0.267131 | -2.0692 | 0.021422 |
36 | -0.280036 | -2.1691 | 0.017022 |
37 | -0.295455 | -2.2886 | 0.01282 |
38 | -0.31352 | -2.4285 | 0.009087 |
39 | -0.330054 | -2.5566 | 0.00656 |
40 | -0.342742 | -2.6549 | 0.005072 |
41 | -0.354779 | -2.7481 | 0.003953 |
42 | -0.365628 | -2.8321 | 0.003143 |
43 | -0.375242 | -2.9066 | 0.002556 |
44 | -0.384503 | -2.9783 | 0.002089 |
45 | -0.38608 | -2.9906 | 0.002017 |
46 | -0.375509 | -2.9087 | 0.002541 |
47 | -0.358908 | -2.7801 | 0.003624 |
48 | -0.341361 | -2.6442 | 0.005218 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955512 | 7.4014 | 0 |
2 | -0.140006 | -1.0845 | 0.141245 |
3 | -0.058153 | -0.4505 | 0.327004 |
4 | -0.038161 | -0.2956 | 0.384281 |
5 | -0.041926 | -0.3248 | 0.373247 |
6 | -0.041837 | -0.3241 | 0.373505 |
7 | -0.053564 | -0.4149 | 0.339846 |
8 | -0.038901 | -0.3013 | 0.382103 |
9 | 0.030963 | 0.2398 | 0.405636 |
10 | -0.026398 | -0.2045 | 0.419335 |
11 | -0.05151 | -0.399 | 0.345657 |
12 | -0.06055 | -0.469 | 0.320377 |
13 | -0.075689 | -0.5863 | 0.279942 |
14 | -0.078246 | -0.6061 | 0.273371 |
15 | 0.045862 | 0.3552 | 0.361826 |
16 | 0.163136 | 1.2636 | 0.105622 |
17 | 0.079267 | 0.614 | 0.270769 |
18 | -0.05283 | -0.4092 | 0.341918 |
19 | -0.029522 | -0.2287 | 0.409949 |
20 | -0.032161 | -0.2491 | 0.40206 |
21 | -0.053283 | -0.4127 | 0.340639 |
22 | -0.019032 | -0.1474 | 0.441647 |
23 | -0.017005 | -0.1317 | 0.447824 |
24 | -0.030656 | -0.2375 | 0.406555 |
25 | -0.043492 | -0.3369 | 0.368688 |
26 | -0.053697 | -0.4159 | 0.339471 |
27 | -0.056416 | -0.437 | 0.331841 |
28 | -0.033952 | -0.263 | 0.396728 |
29 | 0.00762 | 0.059 | 0.476565 |
30 | -0.00924 | -0.0716 | 0.471589 |
31 | 0.023876 | 0.1849 | 0.42695 |
32 | 0.010341 | 0.0801 | 0.468213 |
33 | 0.005946 | 0.0461 | 0.481709 |
34 | -0.031047 | -0.2405 | 0.405385 |
35 | -0.050787 | -0.3934 | 0.347711 |
36 | -0.050788 | -0.3934 | 0.347707 |
37 | -0.052018 | -0.4029 | 0.344215 |
38 | -0.055669 | -0.4312 | 0.333929 |
39 | -0.02021 | -0.1565 | 0.438065 |
40 | -0.007329 | -0.0568 | 0.477458 |
41 | -0.053636 | -0.4155 | 0.339644 |
42 | -0.046022 | -0.3565 | 0.361365 |
43 | -0.029026 | -0.2248 | 0.411435 |
44 | -0.023593 | -0.1828 | 0.427804 |
45 | 0.067759 | 0.5249 | 0.300808 |
46 | 0.118486 | 0.9178 | 0.181203 |
47 | 0.056417 | 0.437 | 0.331838 |
48 | 0.001692 | 0.0131 | 0.494793 |