Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946778 | 8.0337 | 0 |
2 | 0.888148 | 7.5362 | 0 |
3 | 0.828592 | 7.0308 | 0 |
4 | 0.769035 | 6.5255 | 0 |
5 | 0.711481 | 6.0371 | 0 |
6 | 0.653926 | 5.5487 | 0 |
7 | 0.596371 | 5.0604 | 2e-06 |
8 | 0.541759 | 4.597 | 9e-06 |
9 | 0.501855 | 4.2584 | 3.1e-05 |
10 | 0.479601 | 4.0696 | 6e-05 |
11 | 0.457348 | 3.8807 | 0.000114 |
12 | 0.430923 | 3.6565 | 0.000242 |
13 | 0.390363 | 3.3123 | 0.000725 |
14 | 0.349107 | 2.9623 | 0.002068 |
15 | 0.307851 | 2.6122 | 0.005471 |
16 | 0.266595 | 2.2621 | 0.013354 |
17 | 0.237351 | 2.014 | 0.023874 |
18 | 0.208107 | 1.7658 | 0.04083 |
19 | 0.178863 | 1.5177 | 0.066734 |
20 | 0.149619 | 1.2696 | 0.104165 |
21 | 0.133613 | 1.1337 | 0.130332 |
22 | 0.117607 | 0.9979 | 0.160829 |
23 | 0.101601 | 0.8621 | 0.195745 |
24 | 0.082814 | 0.7027 | 0.242255 |
25 | 0.054255 | 0.4604 | 0.323319 |
26 | 0.025233 | 0.2141 | 0.415534 |
27 | -0.003789 | -0.0322 | 0.48722 |
28 | -0.032811 | -0.2784 | 0.390747 |
29 | -0.050822 | -0.4312 | 0.33379 |
30 | -0.068834 | -0.5841 | 0.280498 |
31 | -0.086845 | -0.7369 | 0.231787 |
32 | -0.104856 | -0.8897 | 0.188285 |
33 | -0.114042 | -0.9677 | 0.168221 |
34 | -0.123228 | -1.0456 | 0.149615 |
35 | -0.132414 | -1.1236 | 0.132463 |
36 | -0.146699 | -1.2448 | 0.108625 |
37 | -0.169866 | -1.4414 | 0.076909 |
38 | -0.193883 | -1.6452 | 0.052149 |
39 | -0.217901 | -1.8489 | 0.034285 |
40 | -0.241918 | -2.0527 | 0.021866 |
41 | -0.259929 | -2.2056 | 0.015304 |
42 | -0.27794 | -2.3584 | 0.010536 |
43 | -0.295952 | -2.5112 | 0.007138 |
44 | -0.313963 | -2.6641 | 0.004761 |
45 | -0.315795 | -2.6796 | 0.004564 |
46 | -0.317626 | -2.6951 | 0.004376 |
47 | -0.319458 | -2.7107 | 0.004194 |
48 | -0.326851 | -2.7734 | 0.003529 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946778 | 8.0337 | 0 |
2 | -0.079525 | -0.6748 | 0.250983 |
3 | -0.037545 | -0.3186 | 0.375484 |
4 | -0.031848 | -0.2702 | 0.393875 |
5 | -0.014166 | -0.1202 | 0.452328 |
6 | -0.035489 | -0.3011 | 0.382089 |
7 | -0.035006 | -0.297 | 0.383646 |
8 | -0.00734 | -0.0623 | 0.475257 |
9 | 0.105733 | 0.8972 | 0.186308 |
10 | 0.132183 | 1.1216 | 0.132878 |
11 | -0.035325 | -0.2997 | 0.382619 |
12 | -0.064275 | -0.5454 | 0.293585 |
13 | -0.158757 | -1.3471 | 0.091087 |
14 | -0.024633 | -0.209 | 0.417514 |
15 | -0.029383 | -0.2493 | 0.40191 |
16 | -0.024744 | -0.21 | 0.417147 |
17 | 0.114397 | 0.9707 | 0.167476 |
18 | 0.014897 | 0.1264 | 0.449881 |
19 | -0.003166 | -0.0269 | 0.489321 |
20 | -0.05332 | -0.4524 | 0.326159 |
21 | 0.056888 | 0.4827 | 0.315384 |
22 | -0.077312 | -0.656 | 0.256954 |
23 | -0.024043 | -0.204 | 0.41946 |
24 | -0.04039 | -0.3427 | 0.366403 |
25 | -0.068603 | -0.5821 | 0.281154 |
26 | 0.020023 | 0.1699 | 0.432783 |
27 | -0.021329 | -0.181 | 0.428443 |
28 | -0.02798 | -0.2374 | 0.406504 |
29 | 0.073528 | 0.6239 | 0.26733 |
30 | -0.005012 | -0.0425 | 0.483097 |
31 | -0.042573 | -0.3612 | 0.359489 |
32 | -0.04796 | -0.407 | 0.342625 |
33 | 0.027806 | 0.2359 | 0.407075 |
34 | -0.039555 | -0.3356 | 0.369061 |
35 | -0.015146 | -0.1285 | 0.44905 |
36 | -0.070367 | -0.5971 | 0.276162 |
37 | -0.044879 | -0.3808 | 0.352232 |
38 | -0.004956 | -0.0421 | 0.483287 |
39 | -0.028624 | -0.2429 | 0.404394 |
40 | -0.044514 | -0.3777 | 0.353376 |
41 | 0.014704 | 0.1248 | 0.450527 |
42 | -0.016864 | -0.1431 | 0.443308 |
43 | -0.039042 | -0.3313 | 0.370696 |
44 | -0.059504 | -0.5049 | 0.307582 |
45 | 0.105255 | 0.8931 | 0.187385 |
46 | -0.036067 | -0.306 | 0.380229 |
47 | -0.025791 | -0.2188 | 0.413696 |
48 | -0.088162 | -0.7481 | 0.228425 |