Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954386 | 8.0982 | 0 |
2 | 0.907224 | 7.698 | 0 |
3 | 0.858686 | 7.2862 | 0 |
4 | 0.810106 | 6.874 | 0 |
5 | 0.761018 | 6.4575 | 0 |
6 | 0.710375 | 6.0277 | 0 |
7 | 0.660944 | 5.6083 | 0 |
8 | 0.610916 | 5.1838 | 1e-06 |
9 | 0.560201 | 4.7535 | 5e-06 |
10 | 0.50931 | 4.3216 | 2.4e-05 |
11 | 0.462076 | 3.9208 | 1e-04 |
12 | 0.416799 | 3.5367 | 0.000357 |
13 | 0.366067 | 3.1062 | 0.001356 |
14 | 0.319084 | 2.7075 | 0.004231 |
15 | 0.272658 | 2.3136 | 0.011775 |
16 | 0.228557 | 1.9394 | 0.028188 |
17 | 0.189418 | 1.6073 | 0.056186 |
18 | 0.157855 | 1.3394 | 0.09232 |
19 | 0.129185 | 1.0962 | 0.138328 |
20 | 0.097932 | 0.831 | 0.204367 |
21 | 0.068616 | 0.5822 | 0.281118 |
22 | 0.043115 | 0.3658 | 0.357776 |
23 | 0.022041 | 0.187 | 0.426083 |
24 | 0.003319 | 0.0282 | 0.488806 |
25 | -0.011833 | -0.1004 | 0.460149 |
26 | -0.022986 | -0.195 | 0.422954 |
27 | -0.030939 | -0.2625 | 0.396831 |
28 | -0.037951 | -0.322 | 0.374184 |
29 | -0.042157 | -0.3577 | 0.360801 |
30 | -0.042678 | -0.3621 | 0.359156 |
31 | -0.041579 | -0.3528 | 0.362631 |
32 | -0.045876 | -0.3893 | 0.349111 |
33 | -0.05163 | -0.4381 | 0.331316 |
34 | -0.059292 | -0.5031 | 0.308212 |
35 | -0.075374 | -0.6396 | 0.26224 |
36 | -0.092334 | -0.7835 | 0.217957 |
37 | -0.109768 | -0.9314 | 0.177376 |
38 | -0.127527 | -1.0821 | 0.141409 |
39 | -0.153293 | -1.3007 | 0.098749 |
40 | -0.180505 | -1.5316 | 0.064998 |
41 | -0.208417 | -1.7685 | 0.040608 |
42 | -0.242472 | -2.0574 | 0.021633 |
43 | -0.275503 | -2.3377 | 0.011092 |
44 | -0.305247 | -2.5901 | 0.005803 |
45 | -0.332598 | -2.8222 | 0.003081 |
46 | -0.360082 | -3.0554 | 0.001576 |
47 | -0.383302 | -3.2524 | 0.000871 |
48 | -0.402467 | -3.415 | 0.000526 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954386 | 8.0982 | 0 |
2 | -0.040699 | -0.3453 | 0.365421 |
3 | -0.039906 | -0.3386 | 0.367944 |
4 | -0.026114 | -0.2216 | 0.412633 |
5 | -0.032329 | -0.2743 | 0.392312 |
6 | -0.045246 | -0.3839 | 0.351083 |
7 | -0.015258 | -0.1295 | 0.448674 |
8 | -0.036455 | -0.3093 | 0.37898 |
9 | -0.03901 | -0.331 | 0.3708 |
10 | -0.033919 | -0.2878 | 0.387159 |
11 | 0.008149 | 0.0692 | 0.472531 |
12 | -0.011718 | -0.0994 | 0.460536 |
13 | -0.095237 | -0.8081 | 0.210843 |
14 | 0.007108 | 0.0603 | 0.476035 |
15 | -0.029251 | -0.2482 | 0.402343 |
16 | -0.013127 | -0.1114 | 0.455809 |
17 | 0.02079 | 0.1764 | 0.430232 |
18 | 0.05239 | 0.4445 | 0.328992 |
19 | -0.004535 | -0.0385 | 0.484706 |
20 | -0.060541 | -0.5137 | 0.304516 |
21 | -0.007615 | -0.0646 | 0.474329 |
22 | 0.01284 | 0.1089 | 0.456773 |
23 | 0.01282 | 0.1088 | 0.456839 |
24 | -0.001173 | -0.01 | 0.496042 |
25 | 0.01915 | 0.1625 | 0.435686 |
26 | 0.012898 | 0.1094 | 0.456579 |
27 | 0.016187 | 0.1373 | 0.44557 |
28 | -0.005594 | -0.0475 | 0.481138 |
29 | 0.011555 | 0.098 | 0.461084 |
30 | 0.013307 | 0.1129 | 0.455206 |
31 | 0.002782 | 0.0236 | 0.490616 |
32 | -0.067368 | -0.5716 | 0.284674 |
33 | -0.029055 | -0.2465 | 0.402983 |
34 | -0.032378 | -0.2747 | 0.392154 |
35 | -0.110114 | -0.9343 | 0.176623 |
36 | -0.028775 | -0.2442 | 0.403898 |
37 | -0.029229 | -0.248 | 0.402415 |
38 | -0.028099 | -0.2384 | 0.406114 |
39 | -0.109652 | -0.9304 | 0.17763 |
40 | -0.032187 | -0.2731 | 0.392772 |
41 | -0.036719 | -0.3116 | 0.378134 |
42 | -0.108991 | -0.9248 | 0.179074 |
43 | -0.022816 | -0.1936 | 0.423518 |
44 | 0.016447 | 0.1396 | 0.444699 |
45 | -0.020241 | -0.1717 | 0.432059 |
46 | -0.037773 | -0.3205 | 0.374754 |
47 | 0.036692 | 0.3113 | 0.378219 |
48 | 0.007182 | 0.0609 | 0.475787 |