Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.930808 | 7.8982 | 0 |
2 | 0.866331 | 7.3511 | 0 |
3 | 0.810712 | 6.8791 | 0 |
4 | 0.750008 | 6.364 | 0 |
5 | 0.692253 | 5.874 | 0 |
6 | 0.638149 | 5.4149 | 0 |
7 | 0.567661 | 4.8168 | 4e-06 |
8 | 0.50278 | 4.2662 | 3e-05 |
9 | 0.457258 | 3.88 | 0.000114 |
10 | 0.417392 | 3.5417 | 0.000351 |
11 | 0.382911 | 3.2491 | 0.00088 |
12 | 0.351421 | 2.9819 | 0.001953 |
13 | 0.319516 | 2.7112 | 0.004189 |
14 | 0.289104 | 2.4531 | 0.008292 |
15 | 0.267454 | 2.2694 | 0.01312 |
16 | 0.248579 | 2.1093 | 0.0192 |
17 | 0.232022 | 1.9688 | 0.026415 |
18 | 0.211491 | 1.7946 | 0.038461 |
19 | 0.193126 | 1.6387 | 0.052816 |
20 | 0.173538 | 1.4725 | 0.072619 |
21 | 0.150301 | 1.2753 | 0.103144 |
22 | 0.119898 | 1.0174 | 0.156192 |
23 | 0.083106 | 0.7052 | 0.241489 |
24 | 0.05702 | 0.4838 | 0.314987 |
25 | 0.037776 | 0.3205 | 0.374744 |
26 | 0.024664 | 0.2093 | 0.41741 |
27 | 0.004471 | 0.0379 | 0.484922 |
28 | -0.012056 | -0.1023 | 0.459404 |
29 | -0.027685 | -0.2349 | 0.407471 |
30 | -0.051277 | -0.4351 | 0.332397 |
31 | -0.070609 | -0.5991 | 0.275482 |
32 | -0.091661 | -0.7778 | 0.219627 |
33 | -0.109976 | -0.9332 | 0.176923 |
34 | -0.137838 | -1.1696 | 0.123011 |
35 | -0.166585 | -1.4135 | 0.080906 |
36 | -0.19097 | -1.6204 | 0.054755 |
37 | -0.201504 | -1.7098 | 0.045803 |
38 | -0.211836 | -1.7975 | 0.038225 |
39 | -0.219211 | -1.8601 | 0.03348 |
40 | -0.229138 | -1.9443 | 0.027883 |
41 | -0.237407 | -2.0145 | 0.023848 |
42 | -0.244034 | -2.0707 | 0.020986 |
43 | -0.248591 | -2.1094 | 0.019195 |
44 | -0.259727 | -2.2039 | 0.015367 |
45 | -0.270256 | -2.2932 | 0.01238 |
46 | -0.275437 | -2.3372 | 0.011108 |
47 | -0.287389 | -2.4386 | 0.008606 |
48 | -0.293524 | -2.4906 | 0.007529 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.930808 | 7.8982 | 0 |
2 | -0.000539 | -0.0046 | 0.498183 |
3 | 0.032867 | 0.2789 | 0.390565 |
4 | -0.06473 | -0.5492 | 0.292267 |
5 | -0.010592 | -0.0899 | 0.464319 |
6 | -0.009738 | -0.0826 | 0.467187 |
7 | -0.151017 | -1.2814 | 0.102078 |
8 | -0.007237 | -0.0614 | 0.475602 |
9 | 0.091843 | 0.7793 | 0.219175 |
10 | 0.031999 | 0.2715 | 0.393383 |
11 | 0.024379 | 0.2069 | 0.418351 |
12 | -0.008078 | -0.0685 | 0.472772 |
13 | -0.006858 | -0.0582 | 0.476878 |
14 | -0.016905 | -0.1434 | 0.443171 |
15 | 0.014415 | 0.1223 | 0.451497 |
16 | 0.002752 | 0.0234 | 0.490717 |
17 | 0.015503 | 0.1315 | 0.447856 |
18 | -0.036195 | -0.3071 | 0.379818 |
19 | 0.010755 | 0.0913 | 0.46377 |
20 | -0.022087 | -0.1874 | 0.425931 |
21 | -0.049894 | -0.4234 | 0.336645 |
22 | -0.080513 | -0.6832 | 0.248343 |
23 | -0.075079 | -0.6371 | 0.263051 |
24 | 0.063992 | 0.543 | 0.294406 |
25 | 0.039299 | 0.3335 | 0.369878 |
26 | 0.044201 | 0.3751 | 0.354359 |
27 | -0.060207 | -0.5109 | 0.305501 |
28 | 0.014244 | 0.1209 | 0.452068 |
29 | -0.014611 | -0.124 | 0.450839 |
30 | -0.113591 | -0.9638 | 0.169174 |
31 | -0.026224 | -0.2225 | 0.412269 |
32 | -0.045977 | -0.3901 | 0.348796 |
33 | 0.037526 | 0.3184 | 0.375546 |
34 | -0.090013 | -0.7638 | 0.223745 |
35 | -0.04302 | -0.365 | 0.358078 |
36 | 0.008002 | 0.0679 | 0.473025 |
37 | 0.071726 | 0.6086 | 0.272346 |
38 | -0.019789 | -0.1679 | 0.43356 |
39 | -0.000117 | -0.001 | 0.499605 |
40 | -0.021646 | -0.1837 | 0.427392 |
41 | -0.002227 | -0.0189 | 0.492488 |
42 | -0.02523 | -0.2141 | 0.415544 |
43 | -0.03379 | -0.2867 | 0.387575 |
44 | -0.068772 | -0.5836 | 0.280673 |
45 | -0.025315 | -0.2148 | 0.415263 |
46 | 0.006554 | 0.0556 | 0.477903 |
47 | -0.05571 | -0.4727 | 0.318923 |
48 | 0.020462 | 0.1736 | 0.431323 |