Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.915049 | 7.0879 | 0 |
2 | 0.844915 | 6.5447 | 0 |
3 | 0.782189 | 6.0588 | 0 |
4 | 0.68983 | 5.3434 | 1e-06 |
5 | 0.622412 | 4.8212 | 5e-06 |
6 | 0.579565 | 4.4893 | 1.7e-05 |
7 | 0.536719 | 4.1574 | 5.2e-05 |
8 | 0.511405 | 3.9613 | 1e-04 |
9 | 0.488437 | 3.7834 | 0.00018 |
10 | 0.421019 | 3.2612 | 0.000916 |
11 | 0.375826 | 2.9111 | 0.002524 |
12 | 0.330633 | 2.5611 | 0.006484 |
13 | 0.278032 | 2.1536 | 0.017649 |
14 | 0.247656 | 1.9183 | 0.029915 |
15 | 0.234443 | 1.816 | 0.037185 |
16 | 0.199004 | 1.5415 | 0.064229 |
17 | 0.163565 | 1.267 | 0.105031 |
18 | 0.120719 | 0.9351 | 0.176747 |
19 | 0.063055 | 0.4884 | 0.313515 |
20 | 0.017862 | 0.1384 | 0.445209 |
21 | -0.019922 | -0.1543 | 0.438939 |
22 | -0.065115 | -0.5044 | 0.307921 |
23 | -0.080675 | -0.6249 | 0.267202 |
24 | -0.08648 | -0.6699 | 0.252755 |
25 | -0.107102 | -0.8296 | 0.205025 |
26 | -0.120315 | -0.932 | 0.177547 |
27 | -0.133529 | -1.0343 | 0.152571 |
28 | -0.154151 | -1.194 | 0.11858 |
29 | -0.16971 | -1.3146 | 0.096829 |
30 | -0.170453 | -1.3203 | 0.095871 |
31 | -0.186013 | -1.4408 | 0.077413 |
32 | -0.201572 | -1.5614 | 0.061848 |
33 | -0.229602 | -1.7785 | 0.040195 |
34 | -0.279858 | -2.1678 | 0.017077 |
35 | -0.322704 | -2.4997 | 0.007592 |
36 | -0.365551 | -2.8315 | 0.003148 |
37 | -0.415806 | -3.2208 | 0.001033 |
38 | -0.431366 | -3.3413 | 0.000719 |
39 | -0.417292 | -3.2323 | 0.000998 |
40 | -0.410627 | -3.1807 | 0.001163 |
41 | -0.403961 | -3.1291 | 0.001353 |
42 | -0.387542 | -3.0019 | 0.001953 |
43 | -0.385939 | -2.9895 | 0.002024 |
44 | -0.376927 | -2.9197 | 0.002464 |
45 | -0.367916 | -2.8499 | 0.002993 |
46 | -0.366313 | -2.8374 | 0.003097 |
47 | -0.330014 | -2.5563 | 0.006565 |
48 | -0.293715 | -2.2751 | 0.013243 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.915049 | 7.0879 | 0 |
2 | 0.046716 | 0.3619 | 0.359364 |
3 | 0.014913 | 0.1155 | 0.45421 |
4 | -0.209842 | -1.6254 | 0.054657 |
5 | 0.077198 | 0.598 | 0.276054 |
6 | 0.122481 | 0.9487 | 0.17328 |
7 | 0.034761 | 0.2693 | 0.394329 |
8 | 0.051735 | 0.4007 | 0.345018 |
9 | -0.024468 | -0.1895 | 0.425159 |
10 | -0.27737 | -2.1485 | 0.01786 |
11 | 0.063581 | 0.4925 | 0.312082 |
12 | 0.01044 | 0.0809 | 0.467909 |
13 | 0.049744 | 0.3853 | 0.350685 |
14 | 0.025973 | 0.2012 | 0.420618 |
15 | 0.055158 | 0.4273 | 0.335363 |
16 | -0.163663 | -1.2677 | 0.104896 |
17 | -0.110396 | -0.8551 | 0.197942 |
18 | -0.089912 | -0.6965 | 0.244416 |
19 | 0.024972 | 0.1934 | 0.423637 |
20 | 0.022203 | 0.172 | 0.432014 |
21 | 0.046169 | 0.3576 | 0.36094 |
22 | -0.117084 | -0.9069 | 0.184037 |
23 | 0.037201 | 0.2882 | 0.387109 |
24 | -0.016611 | -0.1287 | 0.449027 |
25 | 0.009041 | 0.07 | 0.472201 |
26 | -0.016893 | -0.1309 | 0.448165 |
27 | 0.033941 | 0.2629 | 0.396761 |
28 | -0.016394 | -0.127 | 0.449689 |
29 | -0.028401 | -0.22 | 0.413312 |
30 | 0.034965 | 0.2708 | 0.393723 |
31 | -0.067098 | -0.5197 | 0.30258 |
32 | -0.122783 | -0.9511 | 0.172692 |
33 | -0.131281 | -1.0169 | 0.156642 |
34 | -0.133456 | -1.0337 | 0.152701 |
35 | -0.005688 | -0.0441 | 0.482501 |
36 | -0.022679 | -0.1757 | 0.430573 |
37 | -0.054341 | -0.4209 | 0.337659 |
38 | 0.071481 | 0.5537 | 0.290924 |
39 | 0.092296 | 0.7149 | 0.238715 |
40 | -0.019825 | -0.1536 | 0.439234 |
41 | -0.11862 | -0.9188 | 0.180932 |
42 | 0.051416 | 0.3983 | 0.345922 |
43 | 0.024578 | 0.1904 | 0.424826 |
44 | 0.083336 | 0.6455 | 0.260527 |
45 | -0.014327 | -0.111 | 0.456001 |
46 | -0.040585 | -0.3144 | 0.377164 |
47 | 0.082091 | 0.6359 | 0.263637 |
48 | 0.005816 | 0.045 | 0.48211 |