Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.833314 | 7.0709 | 0 |
2 | 0.794629 | 6.7426 | 0 |
3 | 0.756454 | 6.4187 | 0 |
4 | 0.736024 | 6.2454 | 0 |
5 | 0.68687 | 5.8283 | 0 |
6 | 0.622184 | 5.2794 | 1e-06 |
7 | 0.571882 | 4.8526 | 3e-06 |
8 | 0.545707 | 4.6305 | 8e-06 |
9 | 0.497574 | 4.2221 | 3.5e-05 |
10 | 0.472421 | 4.0086 | 7.4e-05 |
11 | 0.443437 | 3.7627 | 0.00017 |
12 | 0.434241 | 3.6847 | 0.00022 |
13 | 0.360492 | 3.0589 | 0.00156 |
14 | 0.310487 | 2.6346 | 0.005154 |
15 | 0.267929 | 2.2735 | 0.012991 |
16 | 0.227584 | 1.9311 | 0.028703 |
17 | 0.160728 | 1.3638 | 0.088436 |
18 | 0.101574 | 0.8619 | 0.195805 |
19 | 0.057102 | 0.4845 | 0.314743 |
20 | 0.021608 | 0.1833 | 0.427521 |
21 | -0.035206 | -0.2987 | 0.383003 |
22 | -0.054785 | -0.4649 | 0.321715 |
23 | -0.061513 | -0.522 | 0.301652 |
24 | -0.072326 | -0.6137 | 0.270671 |
25 | -0.094118 | -0.7986 | 0.213569 |
26 | -0.114506 | -0.9716 | 0.167248 |
27 | -0.101574 | -0.8619 | 0.195805 |
28 | -0.122515 | -1.0396 | 0.151007 |
29 | -0.118648 | -1.0068 | 0.158711 |
30 | -0.147333 | -1.2502 | 0.107644 |
31 | -0.171466 | -1.4549 | 0.075017 |
32 | -0.173853 | -1.4752 | 0.07226 |
33 | -0.226028 | -1.9179 | 0.029544 |
34 | -0.274331 | -2.3278 | 0.011369 |
35 | -0.274676 | -2.3307 | 0.011287 |
36 | -0.285489 | -2.4225 | 0.008967 |
37 | -0.2806 | -2.381 | 0.009957 |
38 | -0.323839 | -2.7479 | 0.003788 |
39 | -0.30895 | -2.6215 | 0.005337 |
40 | -0.338147 | -2.8693 | 0.002698 |
41 | -0.324066 | -2.7498 | 0.003768 |
42 | -0.309518 | -2.6263 | 0.005269 |
43 | -0.310629 | -2.6358 | 0.005137 |
44 | -0.329357 | -2.7947 | 0.003327 |
45 | -0.346851 | -2.9431 | 0.002185 |
46 | -0.346175 | -2.9374 | 0.002221 |
47 | -0.331329 | -2.8114 | 0.003175 |
48 | -0.343929 | -2.9183 | 0.002346 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.833314 | 7.0709 | 0 |
2 | 0.327946 | 2.7827 | 0.00344 |
3 | 0.139901 | 1.1871 | 0.119545 |
4 | 0.120324 | 1.021 | 0.15534 |
5 | -0.028599 | -0.2427 | 0.404474 |
6 | -0.121093 | -1.0275 | 0.153811 |
7 | -0.066621 | -0.5653 | 0.286815 |
8 | 0.038313 | 0.3251 | 0.373026 |
9 | -0.031474 | -0.2671 | 0.395091 |
10 | 0.057472 | 0.4877 | 0.313634 |
11 | 0.04323 | 0.3668 | 0.357416 |
12 | 0.072187 | 0.6125 | 0.271059 |
13 | -0.189922 | -1.6115 | 0.055718 |
14 | -0.129505 | -1.0989 | 0.137739 |
15 | -0.070797 | -0.6007 | 0.274953 |
16 | -0.05475 | -0.4646 | 0.321822 |
17 | -0.093429 | -0.7928 | 0.215257 |
18 | -0.038974 | -0.3307 | 0.370914 |
19 | 0.008183 | 0.0694 | 0.472418 |
20 | -0.001577 | -0.0134 | 0.494682 |
21 | -0.063312 | -0.5372 | 0.296386 |
22 | 0.048371 | 0.4104 | 0.341352 |
23 | 0.094972 | 0.8059 | 0.211488 |
24 | 0.03182 | 0.27 | 0.393967 |
25 | 0.026535 | 0.2252 | 0.411247 |
26 | -0.015854 | -0.1345 | 0.446682 |
27 | 0.065969 | 0.5598 | 0.288688 |
28 | -0.069766 | -0.592 | 0.277857 |
29 | 0.078605 | 0.667 | 0.253456 |
30 | -0.050029 | -0.4245 | 0.336231 |
31 | -0.095959 | -0.8142 | 0.209097 |
32 | 0.005824 | 0.0494 | 0.480362 |
33 | -0.164051 | -1.392 | 0.084101 |
34 | -0.225911 | -1.9169 | 0.029608 |
35 | -0.013555 | -0.115 | 0.454377 |
36 | 0.025943 | 0.2201 | 0.413194 |
37 | 0.088423 | 0.7503 | 0.227762 |
38 | -0.094765 | -0.8041 | 0.211991 |
39 | 0.029777 | 0.2527 | 0.400624 |
40 | -0.153064 | -1.2988 | 0.099081 |
41 | -0.019026 | -0.1614 | 0.436098 |
42 | 0.129708 | 1.1006 | 0.137366 |
43 | 0.069609 | 0.5907 | 0.278301 |
44 | -0.024335 | -0.2065 | 0.418495 |
45 | -0.013483 | -0.1144 | 0.454618 |
46 | 0.067769 | 0.575 | 0.283527 |
47 | 0.002377 | 0.0202 | 0.491982 |
48 | -0.041699 | -0.3538 | 0.362252 |