Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.899183 | 6.965 | 0 |
2 | 0.796751 | 6.1716 | 0 |
3 | 0.709178 | 5.4933 | 0 |
4 | 0.630666 | 4.8851 | 4e-06 |
5 | 0.563636 | 4.3659 | 2.5e-05 |
6 | 0.491541 | 3.8075 | 0.000166 |
7 | 0.437549 | 3.3892 | 0.000622 |
8 | 0.408019 | 3.1605 | 0.001234 |
9 | 0.383271 | 2.9688 | 0.002146 |
10 | 0.363993 | 2.8195 | 0.003254 |
11 | 0.334014 | 2.5873 | 0.006058 |
12 | 0.283518 | 2.1961 | 0.01598 |
13 | 0.240736 | 1.8647 | 0.033556 |
14 | 0.209269 | 1.621 | 0.055132 |
15 | 0.166755 | 1.2917 | 0.100711 |
16 | 0.12904 | 0.9995 | 0.160774 |
17 | 0.091584 | 0.7094 | 0.240411 |
18 | 0.065249 | 0.5054 | 0.307558 |
19 | 0.028923 | 0.224 | 0.411744 |
20 | -0.021607 | -0.1674 | 0.433821 |
21 | -0.047148 | -0.3652 | 0.358122 |
22 | -0.051666 | -0.4002 | 0.345213 |
23 | -0.063193 | -0.4895 | 0.313139 |
24 | -0.072511 | -0.5617 | 0.288217 |
25 | -0.063271 | -0.4901 | 0.312926 |
26 | -0.038805 | -0.3006 | 0.382386 |
27 | -0.010735 | -0.0832 | 0.467004 |
28 | -0.015831 | -0.1226 | 0.451405 |
29 | -0.03795 | -0.294 | 0.384902 |
30 | -0.066922 | -0.5184 | 0.303052 |
31 | -0.093004 | -0.7204 | 0.237036 |
32 | -0.110223 | -0.8538 | 0.198311 |
33 | -0.131296 | -1.017 | 0.156615 |
34 | -0.185428 | -1.4363 | 0.078053 |
35 | -0.249816 | -1.9351 | 0.02885 |
36 | -0.287409 | -2.2263 | 0.014882 |
37 | -0.314224 | -2.434 | 0.008964 |
38 | -0.335555 | -2.5992 | 0.005872 |
39 | -0.35986 | -2.7875 | 0.003552 |
40 | -0.375211 | -2.9064 | 0.002558 |
41 | -0.374451 | -2.9005 | 0.0026 |
42 | -0.377892 | -2.9271 | 0.002413 |
43 | -0.377234 | -2.922 | 0.002448 |
44 | -0.363005 | -2.8118 | 0.003323 |
45 | -0.346855 | -2.6867 | 0.004661 |
46 | -0.329062 | -2.5489 | 0.006691 |
47 | -0.315375 | -2.4429 | 0.008766 |
48 | -0.300317 | -2.3262 | 0.011701 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.899183 | 6.965 | 0 |
2 | -0.061523 | -0.4766 | 0.317705 |
3 | 0.020953 | 0.1623 | 0.435807 |
4 | -0.005497 | -0.0426 | 0.483088 |
5 | 0.015583 | 0.1207 | 0.452163 |
6 | -0.066062 | -0.5117 | 0.305366 |
7 | 0.05709 | 0.4422 | 0.329962 |
8 | 0.087725 | 0.6795 | 0.249713 |
9 | 0.009621 | 0.0745 | 0.47042 |
10 | 0.025433 | 0.197 | 0.422246 |
11 | -0.052767 | -0.4087 | 0.342097 |
12 | -0.117173 | -0.9076 | 0.183855 |
13 | 0.007927 | 0.0614 | 0.475623 |
14 | 0.034269 | 0.2654 | 0.395788 |
15 | -0.07869 | -0.6095 | 0.272238 |
16 | 0.007341 | 0.0569 | 0.477423 |
17 | -0.023575 | -0.1826 | 0.427859 |
18 | 0.003402 | 0.0263 | 0.489533 |
19 | -0.108433 | -0.8399 | 0.202144 |
20 | -0.090965 | -0.7046 | 0.241889 |
21 | 0.085244 | 0.6603 | 0.255794 |
22 | 0.079202 | 0.6135 | 0.270933 |
23 | -0.046857 | -0.363 | 0.358958 |
24 | -0.000843 | -0.0065 | 0.497407 |
25 | 0.098083 | 0.7597 | 0.225191 |
26 | 0.065673 | 0.5087 | 0.306413 |
27 | 0.020534 | 0.1591 | 0.437079 |
28 | -0.136218 | -1.0551 | 0.147797 |
29 | -0.064042 | -0.4961 | 0.310829 |
30 | -0.038256 | -0.2963 | 0.384002 |
31 | 0.001593 | 0.0123 | 0.495098 |
32 | -0.023377 | -0.1811 | 0.428459 |
33 | -0.030157 | -0.2336 | 0.408048 |
34 | -0.192345 | -1.4899 | 0.070744 |
35 | -0.170244 | -1.3187 | 0.096139 |
36 | -0.003096 | -0.024 | 0.490473 |
37 | -0.03672 | -0.2844 | 0.388528 |
38 | 0.01107 | 0.0857 | 0.465976 |
39 | -0.017636 | -0.1366 | 0.445899 |
40 | -0.026881 | -0.2082 | 0.417883 |
41 | -0.009802 | -0.0759 | 0.469866 |
42 | -0.025374 | -0.1965 | 0.422423 |
43 | -0.002881 | -0.0223 | 0.491136 |
44 | 0.081232 | 0.6292 | 0.265796 |
45 | 0.072599 | 0.5623 | 0.287987 |
46 | 0.063627 | 0.4929 | 0.311957 |
47 | 0.001005 | 0.0078 | 0.496908 |
48 | 0.009787 | 0.0758 | 0.469912 |