Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956399 | 7.4082 | 0 |
2 | 0.912013 | 7.0644 | 0 |
3 | 0.86817 | 6.7248 | 0 |
4 | 0.824398 | 6.3858 | 0 |
5 | 0.778214 | 6.028 | 0 |
6 | 0.730771 | 5.6605 | 0 |
7 | 0.678571 | 5.2562 | 1e-06 |
8 | 0.625986 | 4.8489 | 5e-06 |
9 | 0.570065 | 4.4157 | 2.1e-05 |
10 | 0.516417 | 4.0002 | 8.8e-05 |
11 | 0.462124 | 3.5796 | 0.000345 |
12 | 0.40968 | 3.1734 | 0.001188 |
13 | 0.353865 | 2.741 | 0.004029 |
14 | 0.301551 | 2.3358 | 0.011431 |
15 | 0.253945 | 1.967 | 0.026904 |
16 | 0.211109 | 1.6352 | 0.053617 |
17 | 0.175851 | 1.3621 | 0.089124 |
18 | 0.139769 | 1.0826 | 0.141649 |
19 | 0.103774 | 0.8038 | 0.212335 |
20 | 0.068515 | 0.5307 | 0.298787 |
21 | 0.02838 | 0.2198 | 0.413373 |
22 | -0.011173 | -0.0865 | 0.46566 |
23 | -0.04519 | -0.35 | 0.363766 |
24 | -0.079611 | -0.6167 | 0.269893 |
25 | -0.114837 | -0.8895 | 0.188638 |
26 | -0.148104 | -1.1472 | 0.127925 |
27 | -0.181425 | -1.4053 | 0.082543 |
28 | -0.206723 | -1.6013 | 0.057285 |
29 | -0.230963 | -1.789 | 0.039329 |
30 | -0.253249 | -1.9617 | 0.027223 |
31 | -0.27959 | -2.1657 | 0.01716 |
32 | -0.304879 | -2.3616 | 0.01073 |
33 | -0.328692 | -2.546 | 0.006741 |
34 | -0.345388 | -2.6754 | 0.004804 |
35 | -0.362084 | -2.8047 | 0.003389 |
36 | -0.376996 | -2.9202 | 0.002461 |
37 | -0.391646 | -3.0337 | 0.001784 |
38 | -0.405438 | -3.1405 | 0.001309 |
39 | -0.410449 | -3.1793 | 0.001168 |
40 | -0.414817 | -3.2132 | 0.001057 |
41 | -0.422473 | -3.2725 | 0.000885 |
42 | -0.428191 | -3.3168 | 0.000775 |
43 | -0.432283 | -3.3484 | 0.000704 |
44 | -0.435026 | -3.3697 | 0.00066 |
45 | -0.429037 | -3.3233 | 0.00076 |
46 | -0.418204 | -3.2394 | 0.000977 |
47 | -0.402273 | -3.116 | 0.001406 |
48 | -0.379965 | -2.9432 | 0.002307 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956399 | 7.4082 | 0 |
2 | -0.031478 | -0.2438 | 0.404099 |
3 | -0.016776 | -0.1299 | 0.448522 |
4 | -0.02275 | -0.1762 | 0.430358 |
5 | -0.05229 | -0.405 | 0.343447 |
6 | -0.040317 | -0.3123 | 0.377951 |
7 | -0.083697 | -0.6483 | 0.259628 |
8 | -0.0355 | -0.275 | 0.392138 |
9 | -0.072551 | -0.562 | 0.288113 |
10 | -0.008425 | -0.0653 | 0.474092 |
11 | -0.041669 | -0.3228 | 0.373996 |
12 | -0.013395 | -0.1038 | 0.458855 |
13 | -0.072993 | -0.5654 | 0.286954 |
14 | 0.001512 | 0.0117 | 0.495349 |
15 | 0.018912 | 0.1465 | 0.442012 |
16 | 0.016433 | 0.1273 | 0.449568 |
17 | 0.060336 | 0.4674 | 0.320969 |
18 | -0.044872 | -0.3476 | 0.364687 |
19 | -0.026935 | -0.2086 | 0.417719 |
20 | -0.034961 | -0.2708 | 0.393733 |
21 | -0.101727 | -0.788 | 0.216907 |
22 | -0.047009 | -0.3641 | 0.358522 |
23 | 0.011539 | 0.0894 | 0.464537 |
24 | -0.049006 | -0.3796 | 0.352791 |
25 | -0.04928 | -0.3817 | 0.352009 |
26 | -0.014462 | -0.112 | 0.455591 |
27 | -0.044309 | -0.3432 | 0.366317 |
28 | 0.058623 | 0.4541 | 0.325702 |
29 | -0.026165 | -0.2027 | 0.420038 |
30 | -0.00141 | -0.0109 | 0.49566 |
31 | -0.078207 | -0.6058 | 0.27347 |
32 | -0.028433 | -0.2202 | 0.413215 |
33 | -0.019858 | -0.1538 | 0.439135 |
34 | 0.025267 | 0.1957 | 0.422748 |
35 | -0.050289 | -0.3895 | 0.34913 |
36 | -0.030654 | -0.2374 | 0.406559 |
37 | -0.037131 | -0.2876 | 0.387316 |
38 | -0.039485 | -0.3059 | 0.380388 |
39 | 0.082719 | 0.6407 | 0.262066 |
40 | -0.050673 | -0.3925 | 0.348037 |
41 | -0.062223 | -0.482 | 0.315788 |
42 | -0.013045 | -0.101 | 0.459925 |
43 | -0.016468 | -0.1276 | 0.449461 |
44 | -0.009992 | -0.0774 | 0.469281 |
45 | 0.069333 | 0.5371 | 0.29661 |
46 | 0.019536 | 0.1513 | 0.440114 |
47 | 0.032507 | 0.2518 | 0.40103 |
48 | 0.066155 | 0.5124 | 0.305113 |