Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961524 | 9.421 | 0 |
2 | 0.925178 | 9.0649 | 0 |
3 | 0.88035 | 8.6256 | 0 |
4 | 0.832551 | 8.1573 | 0 |
5 | 0.781741 | 7.6595 | 0 |
6 | 0.731007 | 7.1624 | 0 |
7 | 0.674211 | 6.6059 | 0 |
8 | 0.626362 | 6.1371 | 0 |
9 | 0.579346 | 5.6764 | 0 |
10 | 0.531075 | 5.2034 | 1e-06 |
11 | 0.486419 | 4.7659 | 3e-06 |
12 | 0.444818 | 4.3583 | 1.6e-05 |
13 | 0.401166 | 3.9306 | 8e-05 |
14 | 0.361295 | 3.54 | 0.00031 |
15 | 0.321846 | 3.1534 | 0.001077 |
16 | 0.288061 | 2.8224 | 0.002897 |
17 | 0.261007 | 2.5573 | 0.006057 |
18 | 0.235119 | 2.3037 | 0.011699 |
19 | 0.21588 | 2.1152 | 0.018502 |
20 | 0.194165 | 1.9024 | 0.030056 |
21 | 0.171348 | 1.6789 | 0.048216 |
22 | 0.153301 | 1.502 | 0.068185 |
23 | 0.135967 | 1.3322 | 0.092974 |
24 | 0.117174 | 1.1481 | 0.126897 |
25 | 0.100663 | 0.9863 | 0.163235 |
26 | 0.079958 | 0.7834 | 0.217652 |
27 | 0.058911 | 0.5772 | 0.282576 |
28 | 0.042618 | 0.4176 | 0.338599 |
29 | 0.028679 | 0.281 | 0.389661 |
30 | 0.01507 | 0.1477 | 0.441462 |
31 | 0.007916 | 0.0776 | 0.469168 |
32 | -0.006462 | -0.0633 | 0.474825 |
33 | -0.016914 | -0.1657 | 0.434362 |
34 | -0.029968 | -0.2936 | 0.384839 |
35 | -0.042497 | -0.4164 | 0.339029 |
36 | -0.055901 | -0.5477 | 0.292579 |
37 | -0.068463 | -0.6708 | 0.25198 |
38 | -0.086374 | -0.8463 | 0.199749 |
39 | -0.099946 | -0.9793 | 0.164955 |
40 | -0.115602 | -1.1327 | 0.130089 |
41 | -0.134103 | -1.3139 | 0.095999 |
42 | -0.15145 | -1.4839 | 0.070556 |
43 | -0.172596 | -1.6911 | 0.047032 |
44 | -0.193043 | -1.8914 | 0.030791 |
45 | -0.213565 | -2.0925 | 0.019516 |
46 | -0.236852 | -2.3207 | 0.011211 |
47 | -0.26303 | -2.5772 | 0.005742 |
48 | -0.283652 | -2.7792 | 0.003278 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961524 | 9.421 | 0 |
2 | 0.008603 | 0.0843 | 0.466499 |
3 | -0.130521 | -1.2788 | 0.102018 |
4 | -0.070148 | -0.6873 | 0.246774 |
5 | -0.05768 | -0.5651 | 0.286646 |
6 | -0.021111 | -0.2068 | 0.418284 |
7 | -0.10248 | -1.0041 | 0.158928 |
8 | 0.084466 | 0.8276 | 0.204978 |
9 | 0.006453 | 0.0632 | 0.474859 |
10 | -0.063977 | -0.6268 | 0.266126 |
11 | 0.007357 | 0.0721 | 0.471341 |
12 | 0.011198 | 0.1097 | 0.456431 |
13 | -0.058855 | -0.5767 | 0.282759 |
14 | -0.009131 | -0.0895 | 0.464449 |
15 | -0.01051 | -0.103 | 0.459099 |
16 | 0.049352 | 0.4836 | 0.314903 |
17 | 0.054137 | 0.5304 | 0.298518 |
18 | -0.018415 | -0.1804 | 0.428598 |
19 | 0.060653 | 0.5943 | 0.276862 |
20 | -0.076611 | -0.7506 | 0.227355 |
21 | -0.063445 | -0.6216 | 0.267829 |
22 | 0.04042 | 0.396 | 0.346478 |
23 | -0.002917 | -0.0286 | 0.488628 |
24 | -0.030912 | -0.3029 | 0.38132 |
25 | -0.001532 | -0.015 | 0.494026 |
26 | -0.053542 | -0.5246 | 0.300533 |
27 | -0.029477 | -0.2888 | 0.386674 |
28 | 0.029917 | 0.2931 | 0.385029 |
29 | 0.038232 | 0.3746 | 0.354395 |
30 | -0.005403 | -0.0529 | 0.478945 |
31 | 0.043277 | 0.424 | 0.336249 |
32 | -0.090513 | -0.8868 | 0.188689 |
33 | 0.015771 | 0.1545 | 0.438762 |
34 | -0.049749 | -0.4874 | 0.313531 |
35 | -0.005532 | -0.0542 | 0.478443 |
36 | -0.018084 | -0.1772 | 0.429866 |
37 | -0.018018 | -0.1765 | 0.43012 |
38 | -0.057321 | -0.5616 | 0.28784 |
39 | 0.019076 | 0.1869 | 0.426064 |
40 | -0.021219 | -0.2079 | 0.417871 |
41 | -0.07534 | -0.7382 | 0.231103 |
42 | -0.020887 | -0.2046 | 0.419141 |
43 | -0.067567 | -0.662 | 0.254773 |
44 | 0.006688 | 0.0655 | 0.473944 |
45 | -0.030604 | -0.2999 | 0.382468 |
46 | -0.029595 | -0.29 | 0.386231 |
47 | -0.068311 | -0.6693 | 0.252453 |
48 | 0.01529 | 0.1498 | 0.440613 |