Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954788 | 8.7508 | 0 |
2 | 0.908068 | 8.3226 | 0 |
3 | 0.860461 | 7.8863 | 0 |
4 | 0.81262 | 7.4478 | 0 |
5 | 0.765699 | 7.0177 | 0 |
6 | 0.718471 | 6.5849 | 0 |
7 | 0.670346 | 6.1438 | 0 |
8 | 0.622523 | 5.7055 | 0 |
9 | 0.576894 | 5.2873 | 0 |
10 | 0.532111 | 4.8769 | 3e-06 |
11 | 0.498791 | 4.5715 | 8e-06 |
12 | 0.471617 | 4.3224 | 2.1e-05 |
13 | 0.441839 | 4.0495 | 5.7e-05 |
14 | 0.415261 | 3.8059 | 0.000134 |
15 | 0.391748 | 3.5904 | 0.000277 |
16 | 0.367918 | 3.372 | 0.000565 |
17 | 0.345149 | 3.1633 | 0.001086 |
18 | 0.322352 | 2.9544 | 0.002032 |
19 | 0.299153 | 2.7418 | 0.003733 |
20 | 0.275294 | 2.5231 | 0.006758 |
21 | 0.252238 | 2.3118 | 0.011618 |
22 | 0.229179 | 2.1005 | 0.019343 |
23 | 0.203946 | 1.8692 | 0.03254 |
24 | 0.181761 | 1.6659 | 0.049733 |
25 | 0.153718 | 1.4088 | 0.081286 |
26 | 0.125825 | 1.1532 | 0.126049 |
27 | 0.098174 | 0.8998 | 0.185406 |
28 | 0.069743 | 0.6392 | 0.262215 |
29 | 0.040443 | 0.3707 | 0.355911 |
30 | 0.011192 | 0.1026 | 0.45927 |
31 | -0.018615 | -0.1706 | 0.432469 |
32 | -0.048359 | -0.4432 | 0.329375 |
33 | -0.075046 | -0.6878 | 0.246734 |
34 | -0.099858 | -0.9152 | 0.181349 |
35 | -0.115986 | -1.063 | 0.145408 |
36 | -0.124582 | -1.1418 | 0.128388 |
37 | -0.146482 | -1.3425 | 0.09152 |
38 | -0.165217 | -1.5142 | 0.066859 |
39 | -0.178634 | -1.6372 | 0.052664 |
40 | -0.190814 | -1.7488 | 0.041986 |
41 | -0.202708 | -1.8578 | 0.033347 |
42 | -0.214277 | -1.9639 | 0.026426 |
43 | -0.225994 | -2.0713 | 0.020701 |
44 | -0.237201 | -2.174 | 0.01626 |
45 | -0.248398 | -2.2766 | 0.012677 |
46 | -0.258386 | -2.3681 | 0.010087 |
47 | -0.265771 | -2.4358 | 0.008486 |
48 | -0.26882 | -2.4638 | 0.007894 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954788 | 8.7508 | 0 |
2 | -0.040203 | -0.3685 | 0.356725 |
3 | -0.034253 | -0.3139 | 0.377174 |
4 | -0.027953 | -0.2562 | 0.399214 |
5 | -0.015763 | -0.1445 | 0.442738 |
6 | -0.030344 | -0.2781 | 0.390805 |
7 | -0.037772 | -0.3462 | 0.365034 |
8 | -0.025033 | -0.2294 | 0.409545 |
9 | -0.004287 | -0.0393 | 0.484376 |
10 | -0.02017 | -0.1849 | 0.426892 |
11 | 0.100398 | 0.9202 | 0.18006 |
12 | 0.043241 | 0.3963 | 0.346441 |
13 | -0.05407 | -0.4956 | 0.31075 |
14 | 0.013176 | 0.1208 | 0.452086 |
15 | 0.015528 | 0.1423 | 0.443584 |
16 | -0.025182 | -0.2308 | 0.409017 |
17 | -0.012378 | -0.1134 | 0.454974 |
18 | -0.02043 | -0.1872 | 0.425962 |
19 | -0.018693 | -0.1713 | 0.432189 |
20 | -0.025506 | -0.2338 | 0.407868 |
21 | 0.002934 | 0.0269 | 0.489306 |
22 | -0.003283 | -0.0301 | 0.488032 |
23 | -0.04898 | -0.4489 | 0.327325 |
24 | 0.017816 | 0.1633 | 0.435344 |
25 | -0.074171 | -0.6798 | 0.249253 |
26 | -0.021125 | -0.1936 | 0.423474 |
27 | -0.021107 | -0.1934 | 0.423537 |
28 | -0.03069 | -0.2813 | 0.389595 |
29 | -0.037437 | -0.3431 | 0.366186 |
30 | -0.027943 | -0.2561 | 0.39925 |
31 | -0.03055 | -0.28 | 0.390086 |
32 | -0.023789 | -0.218 | 0.413969 |
33 | -0.003948 | -0.0362 | 0.485609 |
34 | -0.002337 | -0.0214 | 0.49148 |
35 | 0.06492 | 0.595 | 0.276721 |
36 | 0.0506 | 0.4638 | 0.322011 |
37 | -0.174683 | -1.601 | 0.056566 |
38 | 0.008344 | 0.0765 | 0.469612 |
39 | 0.03223 | 0.2954 | 0.384212 |
40 | -0.015196 | -0.1393 | 0.444784 |
41 | -0.030926 | -0.2834 | 0.388768 |
42 | -0.019886 | -0.1823 | 0.427909 |
43 | -0.013446 | -0.1232 | 0.451109 |
44 | -0.007373 | -0.0676 | 0.473141 |
45 | -0.007516 | -0.0689 | 0.472623 |
46 | 0.018696 | 0.1714 | 0.432179 |
47 | -0.018555 | -0.1701 | 0.432686 |
48 | 0.015759 | 0.1444 | 0.442753 |