Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940431 | 7.2845 | 0 |
2 | 0.874455 | 6.7735 | 0 |
3 | 0.818391 | 6.3392 | 0 |
4 | 0.747997 | 5.794 | 0 |
5 | 0.684363 | 5.3011 | 1e-06 |
6 | 0.639474 | 4.9533 | 3e-06 |
7 | 0.596392 | 4.6196 | 1e-05 |
8 | 0.553214 | 4.2852 | 3.4e-05 |
9 | 0.51488 | 3.9882 | 9.2e-05 |
10 | 0.475168 | 3.6806 | 0.00025 |
11 | 0.441019 | 3.4161 | 0.000573 |
12 | 0.400592 | 3.103 | 0.00146 |
13 | 0.355146 | 2.7509 | 0.003922 |
14 | 0.319377 | 2.4739 | 0.008106 |
15 | 0.286376 | 2.2183 | 0.015167 |
16 | 0.237991 | 1.8435 | 0.0351 |
17 | 0.189473 | 1.4676 | 0.073711 |
18 | 0.140844 | 1.091 | 0.139823 |
19 | 0.083379 | 0.6459 | 0.260418 |
20 | 0.030236 | 0.2342 | 0.40781 |
21 | -0.009676 | -0.0749 | 0.470252 |
22 | -0.044169 | -0.3421 | 0.366724 |
23 | -0.080907 | -0.6267 | 0.266615 |
24 | -0.115778 | -0.8968 | 0.186701 |
25 | -0.146616 | -1.1357 | 0.130303 |
26 | -0.165223 | -1.2798 | 0.102769 |
27 | -0.179148 | -1.3877 | 0.085184 |
28 | -0.196029 | -1.5184 | 0.067078 |
29 | -0.210289 | -1.6289 | 0.054288 |
30 | -0.225047 | -1.7432 | 0.04321 |
31 | -0.246556 | -1.9098 | 0.030471 |
32 | -0.272524 | -2.111 | 0.019476 |
33 | -0.296066 | -2.2933 | 0.012674 |
34 | -0.324627 | -2.5145 | 0.007309 |
35 | -0.353662 | -2.7395 | 0.004046 |
36 | -0.369916 | -2.8654 | 0.002867 |
37 | -0.377811 | -2.9265 | 0.002418 |
38 | -0.383151 | -2.9679 | 0.002151 |
39 | -0.390244 | -3.0228 | 0.00184 |
40 | -0.387915 | -3.0048 | 0.001937 |
41 | -0.375168 | -2.906 | 0.00256 |
42 | -0.361316 | -2.7987 | 0.003444 |
43 | -0.352492 | -2.7304 | 0.004146 |
44 | -0.345926 | -2.6795 | 0.004751 |
45 | -0.338637 | -2.6231 | 0.005516 |
46 | -0.339103 | -2.6267 | 0.005464 |
47 | -0.339175 | -2.6272 | 0.005456 |
48 | -0.331712 | -2.5694 | 0.006345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940431 | 7.2845 | 0 |
2 | -0.086126 | -0.6671 | 0.253623 |
3 | 0.054004 | 0.4183 | 0.338607 |
4 | -0.165859 | -1.2847 | 0.101911 |
5 | 0.044076 | 0.3414 | 0.366993 |
6 | 0.097238 | 0.7532 | 0.227137 |
7 | -0.004264 | -0.033 | 0.486879 |
8 | -0.023142 | -0.1793 | 0.42917 |
9 | -0.015305 | -0.1186 | 0.453014 |
10 | -0.029841 | -0.2311 | 0.408992 |
11 | 0.050464 | 0.3909 | 0.348632 |
12 | -0.09424 | -0.73 | 0.234121 |
13 | -0.050318 | -0.3898 | 0.349048 |
14 | 0.041325 | 0.3201 | 0.375002 |
15 | 0.001513 | 0.0117 | 0.495345 |
16 | -0.141772 | -1.0982 | 0.138261 |
17 | -0.05519 | -0.4275 | 0.335272 |
18 | -0.068717 | -0.5323 | 0.298248 |
19 | -0.062999 | -0.488 | 0.313669 |
20 | -0.011032 | -0.0855 | 0.466093 |
21 | 0.031914 | 0.2472 | 0.402798 |
22 | 0.002345 | 0.0182 | 0.492785 |
23 | -0.070044 | -0.5426 | 0.294722 |
24 | -0.047213 | -0.3657 | 0.357935 |
25 | -0.005453 | -0.0422 | 0.483225 |
26 | 0.088705 | 0.6871 | 0.247332 |
27 | 0.026714 | 0.2069 | 0.418385 |
28 | -0.05001 | -0.3874 | 0.349923 |
29 | -0.037526 | -0.2907 | 0.386151 |
30 | -0.024943 | -0.1932 | 0.423724 |
31 | -0.03397 | -0.2631 | 0.396675 |
32 | -0.077299 | -0.5988 | 0.275794 |
33 | -0.028629 | -0.2218 | 0.412628 |
34 | -0.05189 | -0.4019 | 0.344579 |
35 | -0.026331 | -0.204 | 0.419538 |
36 | 0.034894 | 0.2703 | 0.393932 |
37 | 0.000272 | 0.0021 | 0.499161 |
38 | -0.019729 | -0.1528 | 0.439528 |
39 | -0.072497 | -0.5616 | 0.288254 |
40 | 0.063265 | 0.49 | 0.312943 |
41 | 0.076695 | 0.5941 | 0.277347 |
42 | 0.009491 | 0.0735 | 0.47082 |
43 | -0.083204 | -0.6445 | 0.260855 |
44 | -0.083278 | -0.6451 | 0.260671 |
45 | 0.017032 | 0.1319 | 0.447742 |
46 | -0.012993 | -0.1006 | 0.460086 |
47 | 0.005288 | 0.041 | 0.48373 |
48 | -0.002895 | -0.0224 | 0.491091 |