Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.924815 | 7.8473 | 0 |
2 | 0.871752 | 7.3971 | 0 |
3 | 0.806589 | 6.8441 | 0 |
4 | 0.750262 | 6.3662 | 0 |
5 | 0.68145 | 5.7823 | 0 |
6 | 0.622291 | 5.2803 | 1e-06 |
7 | 0.573761 | 4.8685 | 3e-06 |
8 | 0.532331 | 4.517 | 1.2e-05 |
9 | 0.486764 | 4.1303 | 4.8e-05 |
10 | 0.45031 | 3.821 | 0.00014 |
11 | 0.402267 | 3.4133 | 0.000528 |
12 | 0.38596 | 3.275 | 0.000813 |
13 | 0.332818 | 2.8241 | 0.003065 |
14 | 0.307393 | 2.6083 | 0.005528 |
15 | 0.278457 | 2.3628 | 0.010421 |
16 | 0.261796 | 2.2214 | 0.014734 |
17 | 0.23724 | 2.013 | 0.023925 |
18 | 0.218359 | 1.8528 | 0.034002 |
19 | 0.191026 | 1.6209 | 0.054705 |
20 | 0.168979 | 1.4338 | 0.077974 |
21 | 0.130498 | 1.1073 | 0.135922 |
22 | 0.10624 | 0.9015 | 0.185171 |
23 | 0.063731 | 0.5408 | 0.295165 |
24 | 0.055134 | 0.4678 | 0.320661 |
25 | 0.011538 | 0.0979 | 0.461139 |
26 | -0.013764 | -0.1168 | 0.453676 |
27 | -0.044456 | -0.3772 | 0.353559 |
28 | -0.067641 | -0.574 | 0.283894 |
29 | -0.103469 | -0.878 | 0.191441 |
30 | -0.134435 | -1.1407 | 0.128884 |
31 | -0.157044 | -1.3326 | 0.093438 |
32 | -0.170318 | -1.4452 | 0.07637 |
33 | -0.198284 | -1.6825 | 0.048402 |
34 | -0.215564 | -1.8291 | 0.035761 |
35 | -0.239838 | -2.0351 | 0.022762 |
36 | -0.245254 | -2.0811 | 0.020493 |
37 | -0.278753 | -2.3653 | 0.010356 |
38 | -0.292933 | -2.4856 | 0.007628 |
39 | -0.304506 | -2.5838 | 0.0059 |
40 | -0.305009 | -2.5881 | 0.005834 |
41 | -0.310712 | -2.6365 | 0.005127 |
42 | -0.311777 | -2.6455 | 0.005004 |
43 | -0.30532 | -2.5907 | 0.005793 |
44 | -0.295685 | -2.509 | 0.00718 |
45 | -0.297831 | -2.5272 | 0.006848 |
46 | -0.293656 | -2.4918 | 0.007508 |
47 | -0.291517 | -2.4736 | 0.007868 |
48 | -0.277347 | -2.3534 | 0.010669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.924815 | 7.8473 | 0 |
2 | 0.113805 | 0.9657 | 0.168721 |
3 | -0.091833 | -0.7792 | 0.2192 |
4 | 0.006261 | 0.0531 | 0.47889 |
5 | -0.102105 | -0.8664 | 0.194576 |
6 | 0.001054 | 0.0089 | 0.496443 |
7 | 0.064555 | 0.5478 | 0.292772 |
8 | 0.029213 | 0.2479 | 0.402465 |
9 | -0.044994 | -0.3818 | 0.351873 |
10 | 0.020086 | 0.1704 | 0.432572 |
11 | -0.099354 | -0.843 | 0.200997 |
12 | 0.168355 | 1.4285 | 0.078731 |
13 | -0.208695 | -1.7708 | 0.04041 |
14 | 0.095544 | 0.8107 | 0.210099 |
15 | 0.030553 | 0.2593 | 0.398089 |
16 | 0.011765 | 0.0998 | 0.460379 |
17 | -0.014701 | -0.1247 | 0.450539 |
18 | -0.003494 | -0.0296 | 0.488217 |
19 | -0.086471 | -0.7337 | 0.232746 |
20 | 0.004545 | 0.0386 | 0.484673 |
21 | -0.098881 | -0.839 | 0.202115 |
22 | 0.029877 | 0.2535 | 0.400297 |
23 | -0.066438 | -0.5637 | 0.287339 |
24 | 0.106232 | 0.9014 | 0.185188 |
25 | -0.153012 | -1.2984 | 0.099155 |
26 | -0.005071 | -0.043 | 0.482897 |
27 | -0.016396 | -0.1391 | 0.44487 |
28 | -0.027051 | -0.2295 | 0.409551 |
29 | -0.068483 | -0.5811 | 0.281494 |
30 | -0.028123 | -0.2386 | 0.406036 |
31 | 0.058322 | 0.4949 | 0.311097 |
32 | -0.002642 | -0.0224 | 0.491089 |
33 | -0.067842 | -0.5757 | 0.283319 |
34 | -0.059805 | -0.5075 | 0.30669 |
35 | 0.0228 | 0.1935 | 0.423571 |
36 | -0.048872 | -0.4147 | 0.339799 |
37 | -0.073255 | -0.6216 | 0.268088 |
38 | 0.020661 | 0.1753 | 0.430663 |
39 | 0.053645 | 0.4552 | 0.325169 |
40 | -0.002574 | -0.0218 | 0.491317 |
41 | 0.015455 | 0.1311 | 0.448015 |
42 | -0.042792 | -0.3631 | 0.358797 |
43 | 0.060267 | 0.5114 | 0.305323 |
44 | -0.051555 | -0.4375 | 0.331543 |
45 | 0.002396 | 0.0203 | 0.491916 |
46 | -0.037526 | -0.3184 | 0.375545 |
47 | 0.072427 | 0.6146 | 0.270389 |
48 | -0.046653 | -0.3959 | 0.346687 |