Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.925665 | 9.0696 | 0 |
2 | 0.84196 | 8.2495 | 0 |
3 | 0.77048 | 7.5491 | 0 |
4 | 0.702657 | 6.8846 | 0 |
5 | 0.653574 | 6.4037 | 0 |
6 | 0.611943 | 5.9958 | 0 |
7 | 0.579682 | 5.6797 | 0 |
8 | 0.566995 | 5.5554 | 0 |
9 | 0.545287 | 5.3427 | 0 |
10 | 0.503447 | 4.9328 | 2e-06 |
11 | 0.465788 | 4.5638 | 7e-06 |
12 | 0.413988 | 4.0562 | 5.1e-05 |
13 | 0.341782 | 3.3488 | 0.00058 |
14 | 0.278316 | 2.7269 | 0.0038 |
15 | 0.236618 | 2.3184 | 0.011276 |
16 | 0.195235 | 1.9129 | 0.02937 |
17 | 0.160541 | 1.573 | 0.059507 |
18 | 0.118636 | 1.1624 | 0.12398 |
19 | 0.074536 | 0.7303 | 0.233494 |
20 | 0.024585 | 0.2409 | 0.405081 |
21 | -0.028606 | -0.2803 | 0.389931 |
22 | -0.08037 | -0.7875 | 0.216474 |
23 | -0.126385 | -1.2383 | 0.109309 |
24 | -0.16728 | -1.639 | 0.052243 |
25 | -0.228933 | -2.2431 | 0.013596 |
26 | -0.282434 | -2.7673 | 0.003391 |
27 | -0.317824 | -3.114 | 0.001216 |
28 | -0.358262 | -3.5102 | 0.000342 |
29 | -0.383793 | -3.7604 | 0.000146 |
30 | -0.401524 | -3.9341 | 7.9e-05 |
31 | -0.415699 | -4.073 | 4.8e-05 |
32 | -0.399955 | -3.9187 | 8.3e-05 |
33 | -0.402707 | -3.9457 | 7.6e-05 |
34 | -0.433013 | -4.2426 | 2.5e-05 |
35 | -0.452308 | -4.4317 | 1.2e-05 |
36 | -0.462197 | -4.5286 | 9e-06 |
37 | -0.465676 | -4.5627 | 7e-06 |
38 | -0.44951 | -4.4043 | 1.4e-05 |
39 | -0.424009 | -4.1544 | 3.5e-05 |
40 | -0.397949 | -3.8991 | 8.9e-05 |
41 | -0.347476 | -3.4046 | 0.000484 |
42 | -0.313615 | -3.0728 | 0.00138 |
43 | -0.282436 | -2.7673 | 0.003391 |
44 | -0.258606 | -2.5338 | 0.006451 |
45 | -0.261145 | -2.5587 | 0.006035 |
46 | -0.269571 | -2.6412 | 0.004822 |
47 | -0.263787 | -2.5846 | 0.005628 |
48 | -0.242328 | -2.3743 | 0.009785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.925665 | 9.0696 | 0 |
2 | -0.104064 | -1.0196 | 0.155236 |
3 | 0.044708 | 0.438 | 0.331169 |
4 | -0.025833 | -0.2531 | 0.400362 |
5 | 0.096926 | 0.9497 | 0.17233 |
6 | 0.006507 | 0.0638 | 0.474648 |
7 | 0.055137 | 0.5402 | 0.295145 |
8 | 0.11768 | 1.153 | 0.125881 |
9 | -0.066078 | -0.6474 | 0.259451 |
10 | -0.117916 | -1.1553 | 0.12541 |
11 | 0.032777 | 0.3211 | 0.374399 |
12 | -0.117423 | -1.1505 | 0.126397 |
13 | -0.16835 | -1.6495 | 0.051158 |
14 | 0.004967 | 0.0487 | 0.480642 |
15 | 0.099834 | 0.9782 | 0.165224 |
16 | -0.102251 | -1.0019 | 0.159467 |
17 | -0.022576 | -0.2212 | 0.412704 |
18 | -0.068543 | -0.6716 | 0.251733 |
19 | -0.045734 | -0.4481 | 0.327545 |
20 | -0.134174 | -1.3146 | 0.095884 |
21 | 0.007777 | 0.0762 | 0.46971 |
22 | -0.004233 | -0.0415 | 0.483502 |
23 | -0.057905 | -0.5674 | 0.2859 |
24 | -0.025079 | -0.2457 | 0.40321 |
25 | -0.193808 | -1.8989 | 0.030289 |
26 | -0.035406 | -0.3469 | 0.364712 |
27 | 0.016614 | 0.1628 | 0.435514 |
28 | -0.085962 | -0.8423 | 0.20087 |
29 | 0.080958 | 0.7932 | 0.214801 |
30 | 0.007538 | 0.0739 | 0.470638 |
31 | 0.016859 | 0.1652 | 0.434573 |
32 | 0.162425 | 1.5914 | 0.0574 |
33 | -0.142015 | -1.3915 | 0.083652 |
34 | -0.170743 | -1.6729 | 0.048799 |
35 | 0.048089 | 0.4712 | 0.319292 |
36 | 0.095963 | 0.9402 | 0.174728 |
37 | 0.054371 | 0.5327 | 0.297727 |
38 | 0.077761 | 0.7619 | 0.223993 |
39 | 0.061348 | 0.6011 | 0.274601 |
40 | -0.045393 | -0.4448 | 0.328748 |
41 | 0.121517 | 1.1906 | 0.118369 |
42 | -0.037453 | -0.367 | 0.357228 |
43 | 0.075376 | 0.7385 | 0.230996 |
44 | -0.081584 | -0.7994 | 0.21303 |
45 | -0.073295 | -0.7181 | 0.237207 |
46 | -0.023467 | -0.2299 | 0.409318 |
47 | -0.031629 | -0.3099 | 0.378655 |
48 | 0.017154 | 0.1681 | 0.433438 |