Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.861364 | 7.3089 | 0 |
2 | 0.795444 | 6.7496 | 0 |
3 | 0.736399 | 6.2486 | 0 |
4 | 0.681162 | 5.7799 | 0 |
5 | 0.632489 | 5.3669 | 0 |
6 | 0.582614 | 4.9436 | 2e-06 |
7 | 0.527218 | 4.4736 | 1.4e-05 |
8 | 0.493551 | 4.1879 | 3.9e-05 |
9 | 0.454511 | 3.8567 | 0.000124 |
10 | 0.424298 | 3.6003 | 0.00029 |
11 | 0.402494 | 3.4153 | 0.000525 |
12 | 0.384087 | 3.2591 | 0.000854 |
13 | 0.35626 | 3.023 | 0.001733 |
14 | 0.310984 | 2.6388 | 0.005096 |
15 | 0.264542 | 2.2447 | 0.01393 |
16 | 0.227108 | 1.9271 | 0.028958 |
17 | 0.196632 | 1.6685 | 0.049782 |
18 | 0.178257 | 1.5126 | 0.067384 |
19 | 0.152792 | 1.2965 | 0.099474 |
20 | 0.112234 | 0.9523 | 0.172057 |
21 | 0.09976 | 0.8465 | 0.200042 |
22 | 0.080859 | 0.6861 | 0.247424 |
23 | 0.059832 | 0.5077 | 0.306611 |
24 | 0.032767 | 0.278 | 0.39089 |
25 | 0.005441 | 0.0462 | 0.481653 |
26 | -0.022171 | -0.1881 | 0.425653 |
27 | -0.042237 | -0.3584 | 0.360548 |
28 | -0.076572 | -0.6497 | 0.258966 |
29 | -0.1032 | -0.8757 | 0.192058 |
30 | -0.137463 | -1.1664 | 0.123648 |
31 | -0.156947 | -1.3317 | 0.093574 |
32 | -0.185074 | -1.5704 | 0.060353 |
33 | -0.219772 | -1.8648 | 0.03314 |
34 | -0.236564 | -2.0073 | 0.024236 |
35 | -0.241808 | -2.0518 | 0.021913 |
36 | -0.24518 | -2.0804 | 0.020523 |
37 | -0.246365 | -2.0905 | 0.020053 |
38 | -0.251058 | -2.1303 | 0.018282 |
39 | -0.26946 | -2.2864 | 0.012586 |
40 | -0.300228 | -2.5475 | 0.006492 |
41 | -0.294537 | -2.4992 | 0.007364 |
42 | -0.288442 | -2.4475 | 0.008412 |
43 | -0.285791 | -2.425 | 0.008909 |
44 | -0.281174 | -2.3858 | 0.009836 |
45 | -0.266515 | -2.2615 | 0.013376 |
46 | -0.259735 | -2.2039 | 0.015364 |
47 | -0.250906 | -2.129 | 0.018337 |
48 | -0.247152 | -2.0972 | 0.019746 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.861364 | 7.3089 | 0 |
2 | 0.207311 | 1.7591 | 0.041405 |
3 | 0.059543 | 0.5052 | 0.307468 |
4 | 0.01459 | 0.1238 | 0.450908 |
5 | 0.013463 | 0.1142 | 0.454682 |
6 | -0.013085 | -0.111 | 0.45595 |
7 | -0.045822 | -0.3888 | 0.349281 |
8 | 0.045123 | 0.3829 | 0.351468 |
9 | -0.004864 | -0.0413 | 0.483597 |
10 | 0.018714 | 0.1588 | 0.437138 |
11 | 0.035743 | 0.3033 | 0.381271 |
12 | 0.029663 | 0.2517 | 0.400994 |
13 | -0.02927 | -0.2484 | 0.402279 |
14 | -0.09906 | -0.8406 | 0.201691 |
15 | -0.07018 | -0.5955 | 0.276689 |
16 | -0.020415 | -0.1732 | 0.431478 |
17 | 0.007045 | 0.0598 | 0.476248 |
18 | 0.046023 | 0.3905 | 0.348654 |
19 | -0.004818 | -0.0409 | 0.483753 |
20 | -0.078817 | -0.6688 | 0.252885 |
21 | 0.045932 | 0.3897 | 0.348939 |
22 | -0.006907 | -0.0586 | 0.476712 |
23 | -0.031269 | -0.2653 | 0.395757 |
24 | -0.058715 | -0.4982 | 0.309925 |
25 | -0.034433 | -0.2922 | 0.385497 |
26 | -0.02571 | -0.2182 | 0.413964 |
27 | 0.006904 | 0.0586 | 0.476723 |
28 | -0.04938 | -0.419 | 0.338229 |
29 | -0.029881 | -0.2535 | 0.400284 |
30 | -0.072522 | -0.6154 | 0.270127 |
31 | -0.001733 | -0.0147 | 0.494154 |
32 | -0.040484 | -0.3435 | 0.366103 |
33 | -0.069995 | -0.5939 | 0.277211 |
34 | 0.007247 | 0.0615 | 0.47557 |
35 | 0.035425 | 0.3006 | 0.382296 |
36 | 0.027646 | 0.2346 | 0.4076 |
37 | 0.012634 | 0.1072 | 0.457461 |
38 | 0.000549 | 0.0047 | 0.498148 |
39 | -0.084736 | -0.719 | 0.237232 |
40 | -0.136607 | -1.1592 | 0.125112 |
41 | 0.081995 | 0.6957 | 0.244413 |
42 | 0.06052 | 0.5135 | 0.304576 |
43 | 0.010655 | 0.0904 | 0.464107 |
44 | 0.006495 | 0.0551 | 0.478102 |
45 | 0.054076 | 0.4588 | 0.323862 |
46 | -0.013952 | -0.1184 | 0.453047 |
47 | -0.028648 | -0.2431 | 0.404313 |
48 | -0.046015 | -0.3904 | 0.34868 |