Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.907585 | 7.7011 | 0 |
2 | 0.84271 | 7.1506 | 0 |
3 | 0.776941 | 6.5926 | 0 |
4 | 0.743396 | 6.3079 | 0 |
5 | 0.700838 | 5.9468 | 0 |
6 | 0.647465 | 5.4939 | 0 |
7 | 0.587422 | 4.9844 | 2e-06 |
8 | 0.536829 | 4.5551 | 1e-05 |
9 | 0.498965 | 4.2339 | 3.3e-05 |
10 | 0.466258 | 3.9563 | 8.8e-05 |
11 | 0.437767 | 3.7146 | 0.000199 |
12 | 0.41113 | 3.4886 | 0.000416 |
13 | 0.387327 | 3.2866 | 0.000785 |
14 | 0.366998 | 3.1141 | 0.001324 |
15 | 0.343927 | 2.9183 | 0.002346 |
16 | 0.322963 | 2.7404 | 0.003866 |
17 | 0.304949 | 2.5876 | 0.005842 |
18 | 0.267942 | 2.2736 | 0.012988 |
19 | 0.237986 | 2.0194 | 0.023586 |
20 | 0.19483 | 1.6532 | 0.051323 |
21 | 0.153151 | 1.2995 | 0.098954 |
22 | 0.104447 | 0.8863 | 0.189213 |
23 | 0.058774 | 0.4987 | 0.309752 |
24 | 0.030577 | 0.2595 | 0.398012 |
25 | -0.00312 | -0.0265 | 0.489477 |
26 | -0.042172 | -0.3578 | 0.360753 |
27 | -0.078863 | -0.6692 | 0.252761 |
28 | -0.097952 | -0.8311 | 0.204319 |
29 | -0.110606 | -0.9385 | 0.175558 |
30 | -0.121482 | -1.0308 | 0.15304 |
31 | -0.132986 | -1.1284 | 0.131443 |
32 | -0.151196 | -1.2829 | 0.101814 |
33 | -0.1604 | -1.361 | 0.088873 |
34 | -0.165469 | -1.4041 | 0.082301 |
35 | -0.169442 | -1.4378 | 0.077417 |
36 | -0.171999 | -1.4595 | 0.074394 |
37 | -0.184569 | -1.5661 | 0.060853 |
38 | -0.207674 | -1.7622 | 0.041142 |
39 | -0.232016 | -1.9687 | 0.026418 |
40 | -0.254485 | -2.1594 | 0.017076 |
41 | -0.260632 | -2.2115 | 0.015087 |
42 | -0.279726 | -2.3736 | 0.010144 |
43 | -0.305423 | -2.5916 | 0.00578 |
44 | -0.328531 | -2.7877 | 0.003392 |
45 | -0.349869 | -2.9687 | 0.002029 |
46 | -0.352393 | -2.9902 | 0.001907 |
47 | -0.350537 | -2.9744 | 0.001996 |
48 | -0.361764 | -3.0697 | 0.001511 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.907585 | 7.7011 | 0 |
2 | 0.107773 | 0.9145 | 0.181758 |
3 | -0.018796 | -0.1595 | 0.436865 |
4 | 0.149777 | 1.2709 | 0.103928 |
5 | -0.021261 | -0.1804 | 0.428671 |
6 | -0.090326 | -0.7664 | 0.222961 |
7 | -0.058796 | -0.4989 | 0.309684 |
8 | -0.00093 | -0.0079 | 0.496862 |
9 | 0.031745 | 0.2694 | 0.39421 |
10 | 0.0167 | 0.1417 | 0.443855 |
11 | 0.033237 | 0.282 | 0.389365 |
12 | 0.026818 | 0.2276 | 0.410318 |
13 | 0.00983 | 0.0834 | 0.466877 |
14 | 0.008456 | 0.0718 | 0.4715 |
15 | -0.027015 | -0.2292 | 0.40967 |
16 | -0.006488 | -0.0551 | 0.478124 |
17 | 0.010318 | 0.0876 | 0.465238 |
18 | -0.12397 | -1.0519 | 0.148177 |
19 | -0.00585 | -0.0496 | 0.480275 |
20 | -0.082433 | -0.6995 | 0.243256 |
21 | -0.072035 | -0.6112 | 0.271484 |
22 | -0.066278 | -0.5624 | 0.287801 |
23 | -0.041413 | -0.3514 | 0.363155 |
24 | 0.074465 | 0.6319 | 0.26474 |
25 | -0.040396 | -0.3428 | 0.366386 |
26 | -0.068197 | -0.5787 | 0.282309 |
27 | -0.001793 | -0.0152 | 0.493952 |
28 | 0.046515 | 0.3947 | 0.347118 |
29 | 0.002332 | 0.0198 | 0.492133 |
30 | -0.011766 | -0.0998 | 0.460374 |
31 | 0.010328 | 0.0876 | 0.465204 |
32 | -0.042207 | -0.3581 | 0.360645 |
33 | -0.001134 | -0.0096 | 0.496175 |
34 | 0.008151 | 0.0692 | 0.472525 |
35 | 0.001788 | 0.0152 | 0.49397 |
36 | 0.019621 | 0.1665 | 0.434121 |
37 | -0.034022 | -0.2887 | 0.386825 |
38 | -0.092411 | -0.7841 | 0.217767 |
39 | -0.034304 | -0.2911 | 0.385912 |
40 | -0.032635 | -0.2769 | 0.391318 |
41 | 0.038133 | 0.3236 | 0.373602 |
42 | -0.062184 | -0.5277 | 0.299681 |
43 | -0.070904 | -0.6016 | 0.274652 |
44 | -0.000767 | -0.0065 | 0.497412 |
45 | -0.071862 | -0.6098 | 0.271967 |
46 | 0.04673 | 0.3965 | 0.346448 |
47 | 0.032007 | 0.2716 | 0.393357 |
48 | -0.104055 | -0.8829 | 0.190106 |