Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956202 | 8.1136 | 0 |
2 | 0.910871 | 7.729 | 0 |
3 | 0.863834 | 7.3299 | 0 |
4 | 0.814963 | 6.9152 | 0 |
5 | 0.766601 | 6.5048 | 0 |
6 | 0.717785 | 6.0906 | 0 |
7 | 0.664596 | 5.6393 | 0 |
8 | 0.611017 | 5.1847 | 1e-06 |
9 | 0.556303 | 4.7204 | 6e-06 |
10 | 0.501669 | 4.2568 | 3.1e-05 |
11 | 0.448869 | 3.8088 | 0.000146 |
12 | 0.398473 | 3.3812 | 0.000585 |
13 | 0.348618 | 2.9581 | 0.002093 |
14 | 0.305391 | 2.5913 | 0.005784 |
15 | 0.260498 | 2.2104 | 0.015128 |
16 | 0.220359 | 1.8698 | 0.032788 |
17 | 0.181856 | 1.5431 | 0.063595 |
18 | 0.14379 | 1.2201 | 0.113205 |
19 | 0.106493 | 0.9036 | 0.184604 |
20 | 0.069086 | 0.5862 | 0.279784 |
21 | 0.037854 | 0.3212 | 0.374493 |
22 | 0.02015 | 0.171 | 0.43236 |
23 | 0.00112 | 0.0095 | 0.496221 |
24 | -0.01371 | -0.1163 | 0.453856 |
25 | -0.026111 | -0.2216 | 0.412642 |
26 | -0.037361 | -0.317 | 0.376074 |
27 | -0.048674 | -0.413 | 0.340411 |
28 | -0.055264 | -0.4689 | 0.320267 |
29 | -0.061608 | -0.5228 | 0.301372 |
30 | -0.069532 | -0.59 | 0.278519 |
31 | -0.079099 | -0.6712 | 0.252127 |
32 | -0.088468 | -0.7507 | 0.227648 |
33 | -0.097836 | -0.8302 | 0.204594 |
34 | -0.106435 | -0.9031 | 0.184735 |
35 | -0.114898 | -0.9749 | 0.166426 |
36 | -0.123814 | -1.0506 | 0.148478 |
37 | -0.138192 | -1.1726 | 0.122411 |
38 | -0.152562 | -1.2945 | 0.099809 |
39 | -0.16713 | -1.4181 | 0.080231 |
40 | -0.182341 | -1.5472 | 0.063098 |
41 | -0.19914 | -1.6898 | 0.0477 |
42 | -0.216646 | -1.8383 | 0.035071 |
43 | -0.236382 | -2.0058 | 0.02432 |
44 | -0.258349 | -2.1922 | 0.015801 |
45 | -0.280054 | -2.3763 | 0.010074 |
46 | -0.297782 | -2.5268 | 0.006855 |
47 | -0.316399 | -2.6847 | 0.004501 |
48 | -0.335532 | -2.8471 | 0.002873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956202 | 8.1136 | 0 |
2 | -0.040272 | -0.3417 | 0.366779 |
3 | -0.043377 | -0.3681 | 0.356952 |
4 | -0.046081 | -0.391 | 0.348473 |
5 | -0.019982 | -0.1696 | 0.432918 |
6 | -0.032131 | -0.2726 | 0.392955 |
7 | -0.079507 | -0.6746 | 0.251032 |
8 | -0.035388 | -0.3003 | 0.382417 |
9 | -0.044816 | -0.3803 | 0.35243 |
10 | -0.032176 | -0.273 | 0.392807 |
11 | -0.01511 | -0.1282 | 0.449169 |
12 | -0.007867 | -0.0668 | 0.473481 |
13 | -0.028804 | -0.2444 | 0.403803 |
14 | 0.040561 | 0.3442 | 0.365859 |
15 | -0.054735 | -0.4644 | 0.321867 |
16 | 0.019298 | 0.1637 | 0.435195 |
17 | -0.019634 | -0.1666 | 0.434077 |
18 | -0.031324 | -0.2658 | 0.395579 |
19 | -0.029984 | -0.2544 | 0.399946 |
20 | -0.044681 | -0.3791 | 0.352852 |
21 | 0.038418 | 0.326 | 0.372691 |
22 | 0.120749 | 1.0246 | 0.154493 |
23 | -0.04762 | -0.4041 | 0.343679 |
24 | 0.019076 | 0.1619 | 0.435934 |
25 | 0.002129 | 0.0181 | 0.49282 |
26 | -0.006968 | -0.0591 | 0.476507 |
27 | -0.025807 | -0.219 | 0.413641 |
28 | 0.015045 | 0.1277 | 0.449385 |
29 | -0.01305 | -0.1107 | 0.456069 |
30 | -0.04939 | -0.4191 | 0.338199 |
31 | -0.04358 | -0.3698 | 0.356314 |
32 | -0.010897 | -0.0925 | 0.463292 |
33 | -0.01754 | -0.1488 | 0.441052 |
34 | -0.007227 | -0.0613 | 0.475636 |
35 | -0.002923 | -0.0248 | 0.490142 |
36 | -0.030287 | -0.257 | 0.398958 |
37 | -0.065005 | -0.5516 | 0.291469 |
38 | -0.021082 | -0.1789 | 0.429264 |
39 | -0.02168 | -0.184 | 0.427281 |
40 | -0.035603 | -0.3021 | 0.381723 |
41 | -0.043804 | -0.3717 | 0.355607 |
42 | -0.020334 | -0.1725 | 0.431747 |
43 | -0.034556 | -0.2932 | 0.3851 |
44 | -0.061105 | -0.5185 | 0.302853 |
45 | -0.013518 | -0.1147 | 0.454498 |
46 | 0.020866 | 0.1771 | 0.42998 |
47 | -0.042379 | -0.3596 | 0.360101 |
48 | -0.038894 | -0.33 | 0.37117 |