Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873909 | 10.0023 | 0 |
2 | 0.823803 | 9.4289 | 0 |
3 | 0.774869 | 8.8688 | 0 |
4 | 0.754911 | 8.6403 | 0 |
5 | 0.721426 | 8.2571 | 0 |
6 | 0.645697 | 7.3903 | 0 |
7 | 0.588768 | 6.7388 | 0 |
8 | 0.520613 | 5.9587 | 0 |
9 | 0.480051 | 5.4944 | 0 |
10 | 0.420732 | 4.8155 | 2e-06 |
11 | 0.392854 | 4.4964 | 8e-06 |
12 | 0.355012 | 4.0633 | 4.1e-05 |
13 | 0.324955 | 3.7193 | 0.000148 |
14 | 0.299587 | 3.4289 | 0.000405 |
15 | 0.286196 | 3.2757 | 0.000675 |
16 | 0.265397 | 3.0376 | 0.001439 |
17 | 0.226306 | 2.5902 | 0.005339 |
18 | 0.224472 | 2.5692 | 0.005657 |
19 | 0.200156 | 2.2909 | 0.011783 |
20 | 0.201883 | 2.3107 | 0.011207 |
21 | 0.178077 | 2.0382 | 0.021772 |
22 | 0.167961 | 1.9224 | 0.028363 |
23 | 0.146875 | 1.6811 | 0.047567 |
24 | 0.115494 | 1.3219 | 0.094255 |
25 | 0.117056 | 1.3398 | 0.091321 |
26 | 0.089312 | 1.0222 | 0.15428 |
27 | 0.066588 | 0.7621 | 0.223674 |
28 | 0.041354 | 0.4733 | 0.318386 |
29 | 0.027888 | 0.3192 | 0.375046 |
30 | 0.033597 | 0.3845 | 0.350602 |
31 | 0.021844 | 0.25 | 0.401483 |
32 | -0.002383 | -0.0273 | 0.489141 |
33 | -0.001993 | -0.0228 | 0.490917 |
34 | 0.00011 | 0.0013 | 0.499497 |
35 | 0.000124 | 0.0014 | 0.499433 |
36 | -0.017866 | -0.2045 | 0.419147 |
37 | -0.002823 | -0.0323 | 0.487137 |
38 | 0.001084 | 0.0124 | 0.495061 |
39 | 0.000512 | 0.0059 | 0.497668 |
40 | 0.001067 | 0.0122 | 0.495137 |
41 | -0.000556 | -0.0064 | 0.497464 |
42 | 0.024782 | 0.2836 | 0.388568 |
43 | 0.013194 | 0.151 | 0.440099 |
44 | 0.004161 | 0.0476 | 0.481043 |
45 | -0.000603 | -0.0069 | 0.497251 |
46 | 0.000494 | 0.0056 | 0.497751 |
47 | -0.004316 | -0.0494 | 0.48034 |
48 | -0.019465 | -0.2228 | 0.412026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873909 | 10.0023 | 0 |
2 | 0.254298 | 2.9106 | 0.00212 |
3 | 0.071419 | 0.8174 | 0.207584 |
4 | 0.138516 | 1.5854 | 0.057644 |
5 | 0.020253 | 0.2318 | 0.408523 |
6 | -0.201692 | -2.3085 | 0.01127 |
7 | -0.065005 | -0.744 | 0.229099 |
8 | -0.110978 | -1.2702 | 0.103133 |
9 | 0.003316 | 0.038 | 0.484891 |
10 | -0.050663 | -0.5799 | 0.2815 |
11 | 0.119709 | 1.3701 | 0.086495 |
12 | 0.042071 | 0.4815 | 0.315475 |
13 | 0.043687 | 0.5 | 0.30895 |
14 | 0.033422 | 0.3825 | 0.351344 |
15 | 0.06844 | 0.7833 | 0.217425 |
16 | -0.057605 | -0.6593 | 0.255425 |
17 | -0.120131 | -1.375 | 0.085745 |
18 | 0.062053 | 0.7102 | 0.239412 |
19 | -0.059788 | -0.6843 | 0.247494 |
20 | 0.03989 | 0.4566 | 0.324372 |
21 | -0.003683 | -0.0422 | 0.483219 |
22 | 0.041383 | 0.4736 | 0.318269 |
23 | -0.048408 | -0.5541 | 0.290244 |
24 | -0.085166 | -0.9748 | 0.165735 |
25 | 0.074567 | 0.8535 | 0.197482 |
26 | -0.067189 | -0.769 | 0.221634 |
27 | -0.096598 | -1.1056 | 0.135459 |
28 | 0.0367 | 0.42 | 0.33757 |
29 | 0.020201 | 0.2312 | 0.408758 |
30 | 0.097247 | 1.113 | 0.133863 |
31 | 0.016115 | 0.1844 | 0.426976 |
32 | -0.04168 | -0.4771 | 0.31706 |
33 | 0.065345 | 0.7479 | 0.227929 |
34 | -0.028782 | -0.3294 | 0.371182 |
35 | -0.024714 | -0.2829 | 0.388865 |
36 | -0.104119 | -1.1917 | 0.117768 |
37 | 0.111983 | 1.2817 | 0.101105 |
38 | -0.01118 | -0.128 | 0.44919 |
39 | 0.008499 | 0.0973 | 0.461329 |
40 | 0.024361 | 0.2788 | 0.390409 |
41 | 0.003862 | 0.0442 | 0.482406 |
42 | 0.105009 | 1.2019 | 0.115788 |
43 | -0.110087 | -1.26 | 0.104955 |
44 | -0.066276 | -0.7586 | 0.224739 |
45 | -0.022929 | -0.2624 | 0.3967 |
46 | -0.036611 | -0.419 | 0.337939 |
47 | 0.009848 | 0.1127 | 0.455212 |
48 | -0.029069 | -0.3327 | 0.369941 |