Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94774 | 8.0418 | 0 |
2 | 0.872935 | 7.4071 | 0 |
3 | 0.79551 | 6.7501 | 0 |
4 | 0.701473 | 5.9522 | 0 |
5 | 0.60352 | 5.121 | 1e-06 |
6 | 0.513081 | 4.3536 | 2.2e-05 |
7 | 0.435599 | 3.6962 | 0.000212 |
8 | 0.367244 | 3.1162 | 0.001316 |
9 | 0.307209 | 2.6068 | 0.005551 |
10 | 0.255179 | 2.1653 | 0.016841 |
11 | 0.203408 | 1.726 | 0.04432 |
12 | 0.153739 | 1.3045 | 0.098106 |
13 | 0.105078 | 0.8916 | 0.187785 |
14 | 0.058489 | 0.4963 | 0.310598 |
15 | 0.01501 | 0.1274 | 0.449503 |
16 | -0.024323 | -0.2064 | 0.418536 |
17 | -0.058473 | -0.4962 | 0.310646 |
18 | -0.087182 | -0.7398 | 0.230925 |
19 | -0.103366 | -0.8771 | 0.191677 |
20 | -0.123466 | -1.0476 | 0.149153 |
21 | -0.147482 | -1.2514 | 0.107415 |
22 | -0.168906 | -1.4332 | 0.078062 |
23 | -0.192288 | -1.6316 | 0.053563 |
24 | -0.216563 | -1.8376 | 0.035124 |
25 | -0.24651 | -2.0917 | 0.019996 |
26 | -0.282906 | -2.4005 | 0.009479 |
27 | -0.310204 | -2.6322 | 0.005187 |
28 | -0.322962 | -2.7404 | 0.003866 |
29 | -0.331804 | -2.8155 | 0.00314 |
30 | -0.336587 | -2.856 | 0.002801 |
31 | -0.328499 | -2.7874 | 0.003395 |
32 | -0.318886 | -2.7058 | 0.00425 |
33 | -0.302564 | -2.5673 | 0.006163 |
34 | -0.283133 | -2.4025 | 0.009433 |
35 | -0.263961 | -2.2398 | 0.014097 |
36 | -0.250432 | -2.125 | 0.01851 |
37 | -0.238199 | -2.0212 | 0.02349 |
38 | -0.225245 | -1.9113 | 0.029975 |
39 | -0.21281 | -1.8058 | 0.037568 |
40 | -0.198821 | -1.6871 | 0.047961 |
41 | -0.187135 | -1.5879 | 0.058347 |
42 | -0.184489 | -1.5654 | 0.060932 |
43 | -0.16595 | -1.4081 | 0.081698 |
44 | -0.136442 | -1.1577 | 0.125397 |
45 | -0.109553 | -0.9296 | 0.177845 |
46 | -0.082694 | -0.7017 | 0.242571 |
47 | -0.051976 | -0.441 | 0.330257 |
48 | -0.018177 | -0.1542 | 0.438926 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94774 | 8.0418 | 0 |
2 | -0.248308 | -2.107 | 0.019303 |
3 | -0.019916 | -0.169 | 0.433139 |
4 | -0.216541 | -1.8374 | 0.035138 |
5 | -0.02706 | -0.2296 | 0.409523 |
6 | 0.013796 | 0.1171 | 0.453569 |
7 | 0.075537 | 0.6409 | 0.261795 |
8 | -0.002599 | -0.0221 | 0.491234 |
9 | -0.006504 | -0.0552 | 0.478072 |
10 | -0.02874 | -0.2439 | 0.404013 |
11 | -0.084574 | -0.7176 | 0.237652 |
12 | -0.022677 | -0.1924 | 0.423976 |
13 | -0.045916 | -0.3896 | 0.348989 |
14 | -0.000323 | -0.0027 | 0.498911 |
15 | -0.013188 | -0.1119 | 0.455604 |
16 | -0.002348 | -0.0199 | 0.492079 |
17 | -0.013458 | -0.1142 | 0.4547 |
18 | -0.009109 | -0.0773 | 0.469303 |
19 | 0.067444 | 0.5723 | 0.284458 |
20 | -0.136134 | -1.1551 | 0.125926 |
21 | -0.048162 | -0.4087 | 0.341999 |
22 | -0.038567 | -0.3272 | 0.372215 |
23 | -0.033488 | -0.2842 | 0.388553 |
24 | -0.007946 | -0.0674 | 0.473216 |
25 | -0.092582 | -0.7856 | 0.217344 |
26 | -0.099489 | -0.8442 | 0.200679 |
27 | 0.057091 | 0.4844 | 0.314774 |
28 | 0.088442 | 0.7505 | 0.227713 |
29 | -0.042623 | -0.3617 | 0.35933 |
30 | -0.024219 | -0.2055 | 0.41888 |
31 | 0.02582 | 0.2191 | 0.413598 |
32 | -0.075864 | -0.6437 | 0.260899 |
33 | 0.080173 | 0.6803 | 0.249251 |
34 | -0.032482 | -0.2756 | 0.391817 |
35 | 0.004966 | 0.0421 | 0.483252 |
36 | -0.084442 | -0.7165 | 0.237996 |
37 | 0.014923 | 0.1266 | 0.449795 |
38 | -0.039854 | -0.3382 | 0.368108 |
39 | 0.016726 | 0.1419 | 0.443769 |
40 | 0.020025 | 0.1699 | 0.432775 |
41 | -0.073548 | -0.6241 | 0.267276 |
42 | -0.108764 | -0.9229 | 0.179572 |
43 | 0.181422 | 1.5394 | 0.064043 |
44 | 0.055372 | 0.4699 | 0.319941 |
45 | 0.020172 | 0.1712 | 0.432288 |
46 | -0.027779 | -0.2357 | 0.407162 |
47 | -0.031517 | -0.2674 | 0.394952 |
48 | 0.029781 | 0.2527 | 0.400609 |