Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96077 | 8.753 | 0 |
2 | 0.922684 | 8.406 | 0 |
3 | 0.885553 | 8.0678 | 0 |
4 | 0.848265 | 7.7281 | 0 |
5 | 0.810683 | 7.3857 | 0 |
6 | 0.774016 | 7.0516 | 0 |
7 | 0.738363 | 6.7268 | 0 |
8 | 0.703946 | 6.4133 | 0 |
9 | 0.667972 | 6.0855 | 0 |
10 | 0.633326 | 5.7699 | 0 |
11 | 0.59866 | 5.4541 | 0 |
12 | 0.564543 | 5.1432 | 1e-06 |
13 | 0.530034 | 4.8288 | 3e-06 |
14 | 0.493963 | 4.5002 | 1.1e-05 |
15 | 0.461685 | 4.2062 | 3.3e-05 |
16 | 0.429577 | 3.9136 | 9.3e-05 |
17 | 0.397214 | 3.6188 | 0.000254 |
18 | 0.366002 | 3.3344 | 0.00064 |
19 | 0.335267 | 3.0544 | 0.001515 |
20 | 0.302747 | 2.7582 | 0.003574 |
21 | 0.271508 | 2.4736 | 0.007708 |
22 | 0.241781 | 2.2027 | 0.015193 |
23 | 0.213472 | 1.9448 | 0.027591 |
24 | 0.183888 | 1.6753 | 0.048819 |
25 | 0.154141 | 1.4043 | 0.081982 |
26 | 0.125492 | 1.1433 | 0.128103 |
27 | 0.098492 | 0.8973 | 0.186077 |
28 | 0.071563 | 0.652 | 0.258111 |
29 | 0.044843 | 0.4085 | 0.341964 |
30 | 0.018418 | 0.1678 | 0.433576 |
31 | -0.009335 | -0.085 | 0.466216 |
32 | -0.035708 | -0.3253 | 0.372881 |
33 | -0.062814 | -0.5723 | 0.284346 |
34 | -0.089579 | -0.8161 | 0.208388 |
35 | -0.115763 | -1.0547 | 0.147322 |
36 | -0.14062 | -1.2811 | 0.101862 |
37 | -0.162938 | -1.4844 | 0.07074 |
38 | -0.18366 | -1.6732 | 0.049024 |
39 | -0.204134 | -1.8597 | 0.033232 |
40 | -0.224221 | -2.0428 | 0.022125 |
41 | -0.244008 | -2.223 | 0.014467 |
42 | -0.262284 | -2.3895 | 0.009568 |
43 | -0.278911 | -2.541 | 0.006457 |
44 | -0.295016 | -2.6877 | 0.004345 |
45 | -0.310682 | -2.8304 | 0.002915 |
46 | -0.325544 | -2.9658 | 0.00197 |
47 | -0.33834 | -3.0824 | 0.001393 |
48 | -0.348179 | -3.1721 | 0.001061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96077 | 8.753 | 0 |
2 | -0.005128 | -0.0467 | 0.481425 |
3 | -0.00718 | -0.0654 | 0.474001 |
4 | -0.021389 | -0.1949 | 0.422987 |
5 | -0.02391 | -0.2178 | 0.414049 |
6 | -0.008988 | -0.0819 | 0.467468 |
7 | -0.007246 | -0.066 | 0.473762 |
8 | -0.003784 | -0.0345 | 0.486292 |
9 | -0.039783 | -0.3624 | 0.358972 |
10 | -0.004568 | -0.0416 | 0.483451 |
11 | -0.021551 | -0.1963 | 0.422414 |
12 | -0.013913 | -0.1268 | 0.449722 |
13 | -0.026177 | -0.2385 | 0.406046 |
14 | -0.043092 | -0.3926 | 0.347815 |
15 | 0.024959 | 0.2274 | 0.410342 |
16 | -0.019499 | -0.1776 | 0.429716 |
17 | -0.023583 | -0.2149 | 0.415205 |
18 | -0.008887 | -0.081 | 0.467832 |
19 | -0.016999 | -0.1549 | 0.438652 |
20 | -0.04605 | -0.4195 | 0.337954 |
21 | -0.00773 | -0.0704 | 0.472013 |
22 | -0.003021 | -0.0275 | 0.489054 |
23 | -0.006946 | -0.0633 | 0.474847 |
24 | -0.037842 | -0.3448 | 0.365575 |
25 | -0.027832 | -0.2536 | 0.400232 |
26 | -0.012062 | -0.1099 | 0.456382 |
27 | -0.003797 | -0.0346 | 0.486246 |
28 | -0.023147 | -0.2109 | 0.41675 |
29 | -0.021131 | -0.1925 | 0.423906 |
30 | -0.022521 | -0.2052 | 0.418967 |
31 | -0.045992 | -0.419 | 0.338147 |
32 | -0.007601 | -0.0693 | 0.472478 |
33 | -0.035797 | -0.3261 | 0.372575 |
34 | -0.027699 | -0.2524 | 0.400696 |
35 | -0.022656 | -0.2064 | 0.418489 |
36 | -0.011167 | -0.1017 | 0.459607 |
37 | 0.005548 | 0.0505 | 0.479907 |
38 | -0.008328 | -0.0759 | 0.469853 |
39 | -0.023075 | -0.2102 | 0.417004 |
40 | -0.024941 | -0.2272 | 0.410405 |
41 | -0.023214 | -0.2115 | 0.416513 |
42 | -0.009972 | -0.0908 | 0.463917 |
43 | -0.003217 | -0.0293 | 0.488345 |
44 | -0.018265 | -0.1664 | 0.434122 |
45 | -0.026153 | -0.2383 | 0.406131 |
46 | -0.017633 | -0.1606 | 0.436383 |
47 | -0.000387 | -0.0035 | 0.498597 |
48 | 0.013263 | 0.1208 | 0.452057 |