Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.91921 | 7.1202 | 0 |
2 | 0.852668 | 6.6047 | 0 |
3 | 0.793389 | 6.1456 | 0 |
4 | 0.736125 | 5.702 | 0 |
5 | 0.691287 | 5.3547 | 1e-06 |
6 | 0.646032 | 5.0041 | 3e-06 |
7 | 0.605606 | 4.691 | 8e-06 |
8 | 0.556238 | 4.3086 | 3.1e-05 |
9 | 0.516569 | 4.0013 | 8.8e-05 |
10 | 0.459231 | 3.5572 | 0.00037 |
11 | 0.400576 | 3.1028 | 0.001461 |
12 | 0.345047 | 2.6727 | 0.004838 |
13 | 0.275015 | 2.1303 | 0.01863 |
14 | 0.235602 | 1.825 | 0.036493 |
15 | 0.199082 | 1.5421 | 0.064156 |
16 | 0.144939 | 1.1227 | 0.133021 |
17 | 0.09378 | 0.7264 | 0.235205 |
18 | 0.058318 | 0.4517 | 0.326547 |
19 | 0.020085 | 0.1556 | 0.438443 |
20 | -0.021962 | -0.1701 | 0.432744 |
21 | -0.046255 | -0.3583 | 0.360693 |
22 | -0.074921 | -0.5803 | 0.28193 |
23 | -0.095564 | -0.7402 | 0.231023 |
24 | -0.113644 | -0.8803 | 0.191108 |
25 | -0.132242 | -1.0243 | 0.154893 |
26 | -0.143142 | -1.1088 | 0.135976 |
27 | -0.159192 | -1.2331 | 0.111175 |
28 | -0.182511 | -1.4137 | 0.081305 |
29 | -0.207585 | -1.608 | 0.056548 |
30 | -0.220784 | -1.7102 | 0.046199 |
31 | -0.244549 | -1.8943 | 0.031506 |
32 | -0.255886 | -1.9821 | 0.026028 |
33 | -0.252283 | -1.9542 | 0.027673 |
34 | -0.265615 | -2.0574 | 0.021998 |
35 | -0.274066 | -2.1229 | 0.018948 |
36 | -0.286686 | -2.2207 | 0.015081 |
37 | -0.302397 | -2.3424 | 0.011249 |
38 | -0.315431 | -2.4433 | 0.008756 |
39 | -0.331349 | -2.5666 | 0.006391 |
40 | -0.347018 | -2.688 | 0.004645 |
41 | -0.355809 | -2.7561 | 0.003868 |
42 | -0.359449 | -2.7843 | 0.003583 |
43 | -0.367543 | -2.847 | 0.003017 |
44 | -0.351263 | -2.7209 | 0.004254 |
45 | -0.329415 | -2.5516 | 0.006644 |
46 | -0.334745 | -2.5929 | 0.005969 |
47 | -0.329498 | -2.5523 | 0.006633 |
48 | -0.312661 | -2.4219 | 0.00924 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.91921 | 7.1202 | 0 |
2 | 0.049792 | 0.3857 | 0.350546 |
3 | 0.018517 | 0.1434 | 0.443214 |
4 | -0.011696 | -0.0906 | 0.464058 |
5 | 0.052527 | 0.4069 | 0.342774 |
6 | -0.014415 | -0.1117 | 0.455733 |
7 | 0.012337 | 0.0956 | 0.462095 |
8 | -0.074629 | -0.5781 | 0.28269 |
9 | 0.032846 | 0.2544 | 0.40002 |
10 | -0.135328 | -1.0482 | 0.149364 |
11 | -0.054323 | -0.4208 | 0.337707 |
12 | -0.040543 | -0.314 | 0.377288 |
13 | -0.131065 | -1.0152 | 0.157038 |
14 | 0.118368 | 0.9169 | 0.181439 |
15 | 0.005063 | 0.0392 | 0.484424 |
16 | -0.144888 | -1.1223 | 0.133104 |
17 | -0.031073 | -0.2407 | 0.405306 |
18 | 0.071293 | 0.5522 | 0.29142 |
19 | -0.035558 | -0.2754 | 0.391967 |
20 | -0.049085 | -0.3802 | 0.352566 |
21 | 0.058452 | 0.4528 | 0.326175 |
22 | -0.006382 | -0.0494 | 0.480368 |
23 | 0.006759 | 0.0524 | 0.479211 |
24 | -0.022231 | -0.1722 | 0.431928 |
25 | 0.009185 | 0.0711 | 0.47176 |
26 | 0.010138 | 0.0785 | 0.468834 |
27 | -0.037577 | -0.2911 | 0.386 |
28 | -0.063626 | -0.4928 | 0.31196 |
29 | -0.075131 | -0.582 | 0.281386 |
30 | 0.000589 | 0.0046 | 0.498188 |
31 | -0.056917 | -0.4409 | 0.330443 |
32 | 0.031021 | 0.2403 | 0.405463 |
33 | 0.025092 | 0.1944 | 0.423274 |
34 | -0.084381 | -0.6536 | 0.25793 |
35 | -0.003451 | -0.0267 | 0.489382 |
36 | -0.053009 | -0.4106 | 0.341413 |
37 | -0.052923 | -0.4099 | 0.341656 |
38 | -7e-04 | -0.0054 | 0.497846 |
39 | -0.051747 | -0.4008 | 0.344985 |
40 | -0.043676 | -0.3383 | 0.368153 |
41 | 0.001382 | 0.0107 | 0.495746 |
42 | -0.034427 | -0.2667 | 0.39532 |
43 | -0.002653 | -0.0205 | 0.491837 |
44 | 0.124764 | 0.9664 | 0.168857 |
45 | 0.043016 | 0.3332 | 0.370071 |
46 | -0.129742 | -1.005 | 0.159471 |
47 | 0.005519 | 0.0427 | 0.483022 |
48 | 0.070376 | 0.5451 | 0.293843 |