Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.924919 | 7.8482 | 0 |
2 | 0.861643 | 7.3113 | 0 |
3 | 0.802957 | 6.8133 | 0 |
4 | 0.748539 | 6.3516 | 0 |
5 | 0.708335 | 6.0104 | 0 |
6 | 0.668124 | 5.6692 | 0 |
7 | 0.633757 | 5.3776 | 0 |
8 | 0.590324 | 5.0091 | 2e-06 |
9 | 0.55966 | 4.7489 | 5e-06 |
10 | 0.513738 | 4.3592 | 2.1e-05 |
11 | 0.459899 | 3.9024 | 0.000106 |
12 | 0.400392 | 3.3974 | 0.000556 |
13 | 0.32765 | 2.7802 | 0.003464 |
14 | 0.289758 | 2.4587 | 0.008175 |
15 | 0.249587 | 2.1178 | 0.018822 |
16 | 0.210176 | 1.7834 | 0.039367 |
17 | 0.165478 | 1.4041 | 0.082289 |
18 | 0.12319 | 1.0453 | 0.14969 |
19 | 0.084612 | 0.718 | 0.237554 |
20 | 0.03929 | 0.3334 | 0.369905 |
21 | 0.011787 | 0.1 | 0.460306 |
22 | -0.022699 | -0.1926 | 0.423905 |
23 | -0.040084 | -0.3401 | 0.367376 |
24 | -0.056678 | -0.4809 | 0.316014 |
25 | -0.070373 | -0.5971 | 0.276146 |
26 | -0.079861 | -0.6776 | 0.250086 |
27 | -0.095329 | -0.8089 | 0.21062 |
28 | -0.112202 | -0.9521 | 0.172125 |
29 | -0.139184 | -1.181 | 0.120742 |
30 | -0.151504 | -1.2856 | 0.101359 |
31 | -0.173478 | -1.472 | 0.072688 |
32 | -0.183451 | -1.5566 | 0.061972 |
33 | -0.177004 | -1.5019 | 0.068744 |
34 | -0.191451 | -1.6245 | 0.054318 |
35 | -0.200413 | -1.7006 | 0.04667 |
36 | -0.213477 | -1.8114 | 0.037124 |
37 | -0.225325 | -1.9119 | 0.029931 |
38 | -0.239229 | -2.0299 | 0.02303 |
39 | -0.260465 | -2.2101 | 0.015138 |
40 | -0.284278 | -2.4122 | 0.009204 |
41 | -0.305645 | -2.5935 | 0.005751 |
42 | -0.316094 | -2.6821 | 0.004533 |
43 | -0.333323 | -2.8283 | 0.003028 |
44 | -0.325218 | -2.7596 | 0.003667 |
45 | -0.315304 | -2.6754 | 0.004616 |
46 | -0.326462 | -2.7701 | 0.003562 |
47 | -0.331468 | -2.8126 | 0.003165 |
48 | -0.341805 | -2.9003 | 0.00247 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.924919 | 7.8482 | 0 |
2 | 0.042677 | 0.3621 | 0.359158 |
3 | 0.003776 | 0.032 | 0.487263 |
4 | 0.002142 | 0.0182 | 0.492774 |
5 | 0.073165 | 0.6208 | 0.268336 |
6 | -0.007152 | -0.0607 | 0.475889 |
7 | 0.024957 | 0.2118 | 0.416445 |
8 | -0.071511 | -0.6068 | 0.272948 |
9 | 0.067092 | 0.5693 | 0.285465 |
10 | -0.114621 | -0.9726 | 0.167005 |
11 | -0.08742 | -0.7418 | 0.230316 |
12 | -0.097041 | -0.8234 | 0.206493 |
13 | -0.13689 | -1.1616 | 0.124626 |
14 | 0.156112 | 1.3247 | 0.094738 |
15 | -0.032537 | -0.2761 | 0.391637 |
16 | -0.044086 | -0.3741 | 0.35472 |
17 | -0.068481 | -0.5811 | 0.2815 |
18 | -0.001102 | -0.0094 | 0.496281 |
19 | -0.00503 | -0.0427 | 0.483038 |
20 | -0.057545 | -0.4883 | 0.313416 |
21 | 0.060384 | 0.5124 | 0.304979 |
22 | -0.008661 | -0.0735 | 0.47081 |
23 | 0.077031 | 0.6536 | 0.257716 |
24 | -0.017927 | -0.1521 | 0.439759 |
25 | 0.003672 | 0.0312 | 0.487615 |
26 | -0.013684 | -0.1161 | 0.453942 |
27 | 0.018339 | 0.1556 | 0.438387 |
28 | -0.048549 | -0.412 | 0.340799 |
29 | -0.077662 | -0.659 | 0.256003 |
30 | 0.025957 | 0.2203 | 0.413148 |
31 | -0.083269 | -0.7066 | 0.24106 |
32 | 0.040988 | 0.3478 | 0.364506 |
33 | 0.047322 | 0.4015 | 0.344607 |
34 | -0.122441 | -1.0389 | 0.151153 |
35 | -0.030848 | -0.2618 | 0.397128 |
36 | -0.007101 | -0.0603 | 0.47606 |
37 | -0.02892 | -0.2454 | 0.403425 |
38 | -0.023935 | -0.2031 | 0.419818 |
39 | -0.09638 | -0.8178 | 0.208081 |
40 | -0.061066 | -0.5182 | 0.302968 |
41 | 0.000782 | 0.0066 | 0.497362 |
42 | -0.037883 | -0.3214 | 0.374403 |
43 | -0.030776 | -0.2611 | 0.397364 |
44 | 0.12345 | 1.0475 | 0.149185 |
45 | 0.063542 | 0.5392 | 0.295714 |
46 | -0.100851 | -0.8557 | 0.197489 |
47 | -0.036588 | -0.3105 | 0.378554 |
48 | -0.037982 | -0.3223 | 0.374084 |