Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948332 | 7.3457 | 0 |
2 | 0.897237 | 6.95 | 0 |
3 | 0.844883 | 6.5444 | 0 |
4 | 0.789302 | 6.1139 | 0 |
5 | 0.73929 | 5.7265 | 0 |
6 | 0.688307 | 5.3316 | 1e-06 |
7 | 0.640584 | 4.9619 | 3e-06 |
8 | 0.591817 | 4.5842 | 1.2e-05 |
9 | 0.544341 | 4.2164 | 4.2e-05 |
10 | 0.496037 | 3.8423 | 0.000148 |
11 | 0.45143 | 3.4968 | 0.000446 |
12 | 0.408115 | 3.1612 | 0.001232 |
13 | 0.362289 | 2.8063 | 0.003374 |
14 | 0.319508 | 2.4749 | 0.008085 |
15 | 0.280282 | 2.1711 | 0.016947 |
16 | 0.244824 | 1.8964 | 0.031362 |
17 | 0.206785 | 1.6017 | 0.057232 |
18 | 0.17018 | 1.3182 | 0.096222 |
19 | 0.135447 | 1.0492 | 0.149154 |
20 | 0.098348 | 0.7618 | 0.224582 |
21 | 0.058666 | 0.4544 | 0.325583 |
22 | 0.016688 | 0.1293 | 0.44879 |
23 | -0.023783 | -0.1842 | 0.42723 |
24 | -0.06486 | -0.5024 | 0.30861 |
25 | -0.108305 | -0.8389 | 0.20242 |
26 | -0.151853 | -1.1763 | 0.12207 |
27 | -0.190022 | -1.4719 | 0.073136 |
28 | -0.222373 | -1.7225 | 0.045066 |
29 | -0.253003 | -1.9598 | 0.027337 |
30 | -0.281696 | -2.182 | 0.016518 |
31 | -0.304506 | -2.3587 | 0.010807 |
32 | -0.324663 | -2.5148 | 0.007303 |
33 | -0.342596 | -2.6537 | 0.005087 |
34 | -0.354368 | -2.7449 | 0.003987 |
35 | -0.359683 | -2.7861 | 0.003565 |
36 | -0.364034 | -2.8198 | 0.003251 |
37 | -0.369532 | -2.8624 | 0.002891 |
38 | -0.374424 | -2.9003 | 0.002602 |
39 | -0.376304 | -2.9148 | 0.002498 |
40 | -0.379475 | -2.9394 | 0.002332 |
41 | -0.383578 | -2.9712 | 0.002131 |
42 | -0.389044 | -3.0135 | 0.00189 |
43 | -0.391792 | -3.0348 | 0.001778 |
44 | -0.392028 | -3.0366 | 0.001769 |
45 | -0.393126 | -3.0451 | 0.001726 |
46 | -0.389601 | -3.0178 | 0.001866 |
47 | -0.38138 | -2.9542 | 0.002237 |
48 | -0.368028 | -2.8507 | 0.002986 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948332 | 7.3457 | 0 |
2 | -0.020819 | -0.1613 | 0.436214 |
3 | -0.039412 | -0.3053 | 0.380603 |
4 | -0.060646 | -0.4698 | 0.320115 |
5 | 0.024272 | 0.188 | 0.42575 |
6 | -0.03715 | -0.2878 | 0.387261 |
7 | 0.002026 | 0.0157 | 0.493766 |
8 | -0.042587 | -0.3299 | 0.371321 |
9 | -0.015169 | -0.1175 | 0.453429 |
10 | -0.041817 | -0.3239 | 0.373566 |
11 | 0.008623 | 0.0668 | 0.473483 |
12 | -0.020382 | -0.1579 | 0.437541 |
13 | -0.053815 | -0.4168 | 0.339139 |
14 | -0.008127 | -0.063 | 0.475006 |
15 | 0.008026 | 0.0622 | 0.475317 |
16 | 0.007186 | 0.0557 | 0.477898 |
17 | -0.058583 | -0.4538 | 0.32581 |
18 | -0.018833 | -0.1459 | 0.442253 |
19 | -0.012904 | -0.1 | 0.460356 |
20 | -0.049581 | -0.3841 | 0.351148 |
21 | -0.064194 | -0.4972 | 0.310417 |
22 | -0.057246 | -0.4434 | 0.329528 |
23 | -0.026328 | -0.2039 | 0.419546 |
24 | -0.045242 | -0.3504 | 0.363617 |
25 | -0.066704 | -0.5167 | 0.303636 |
26 | -0.051122 | -0.396 | 0.346759 |
27 | 0.003999 | 0.031 | 0.487694 |
28 | 0.01204 | 0.0933 | 0.463002 |
29 | -0.022914 | -0.1775 | 0.42986 |
30 | -0.03115 | -0.2413 | 0.405079 |
31 | 0.013262 | 0.1027 | 0.459262 |
32 | -0.010797 | -0.0836 | 0.466814 |
33 | -0.012701 | -0.0984 | 0.460979 |
34 | 0.021214 | 0.1643 | 0.435016 |
35 | 0.028067 | 0.2174 | 0.414316 |
36 | -0.022616 | -0.1752 | 0.430763 |
37 | -0.039581 | -0.3066 | 0.380108 |
38 | -0.021124 | -0.1636 | 0.435288 |
39 | 0.000713 | 0.0055 | 0.497805 |
40 | -0.042064 | -0.3258 | 0.372845 |
41 | -0.031776 | -0.2461 | 0.403209 |
42 | -0.039211 | -0.3037 | 0.381193 |
43 | -0.003187 | -0.0247 | 0.490193 |
44 | -0.002995 | -0.0232 | 0.490785 |
45 | -0.026109 | -0.2022 | 0.420206 |
46 | 0.016155 | 0.1251 | 0.450416 |
47 | 0.017965 | 0.1392 | 0.444897 |
48 | 0.03216 | 0.2491 | 0.402064 |