Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935217 | 7.9356 | 0 |
2 | 0.877818 | 7.4485 | 0 |
3 | 0.819273 | 6.9518 | 0 |
4 | 0.76633 | 6.5025 | 0 |
5 | 0.711554 | 6.0377 | 0 |
6 | 0.662085 | 5.618 | 0 |
7 | 0.613154 | 5.2028 | 1e-06 |
8 | 0.567254 | 4.8133 | 4e-06 |
9 | 0.520581 | 4.4173 | 1.7e-05 |
10 | 0.47415 | 4.0233 | 7e-05 |
11 | 0.426144 | 3.6159 | 0.000276 |
12 | 0.380137 | 3.2256 | 0.000946 |
13 | 0.335052 | 2.843 | 0.002906 |
14 | 0.290653 | 2.4663 | 0.008017 |
15 | 0.241359 | 2.048 | 0.022104 |
16 | 0.216521 | 1.8372 | 0.03515 |
17 | 0.203788 | 1.7292 | 0.044029 |
18 | 0.191521 | 1.6251 | 0.054255 |
19 | 0.178208 | 1.5121 | 0.067437 |
20 | 0.170627 | 1.4478 | 0.076005 |
21 | 0.162275 | 1.3769 | 0.086397 |
22 | 0.155299 | 1.3178 | 0.095882 |
23 | 0.142068 | 1.2055 | 0.115981 |
24 | 0.125342 | 1.0636 | 0.145541 |
25 | 0.10576 | 0.8974 | 0.186248 |
26 | 0.077158 | 0.6547 | 0.257372 |
27 | 0.02863 | 0.2429 | 0.404374 |
28 | -0.016014 | -0.1359 | 0.446147 |
29 | -0.065556 | -0.5563 | 0.289878 |
30 | -0.108707 | -0.9224 | 0.179698 |
31 | -0.148583 | -1.2608 | 0.105731 |
32 | -0.170572 | -1.4473 | 0.07607 |
33 | -0.191717 | -1.6268 | 0.054077 |
34 | -0.21059 | -1.7869 | 0.03908 |
35 | -0.228397 | -1.938 | 0.028272 |
36 | -0.24783 | -2.1029 | 0.019485 |
37 | -0.267196 | -2.2672 | 0.01319 |
38 | -0.287547 | -2.4399 | 0.008577 |
39 | -0.309523 | -2.6264 | 0.005268 |
40 | -0.335072 | -2.8432 | 0.002904 |
41 | -0.372324 | -3.1593 | 0.001156 |
42 | -0.364584 | -3.0936 | 0.001407 |
43 | -0.356441 | -3.0245 | 0.001725 |
44 | -0.342042 | -2.9023 | 0.002456 |
45 | -0.331935 | -2.8166 | 0.00313 |
46 | -0.32756 | -2.7794 | 0.003471 |
47 | -0.3321 | -2.818 | 0.003118 |
48 | -0.336609 | -2.8562 | 0.0028 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935217 | 7.9356 | 0 |
2 | 0.025424 | 0.2157 | 0.414903 |
3 | -0.036573 | -0.3103 | 0.378601 |
4 | 0.011794 | 0.1001 | 0.460281 |
5 | -0.039995 | -0.3394 | 0.367661 |
6 | 0.008613 | 0.0731 | 0.47097 |
7 | -0.019476 | -0.1653 | 0.434603 |
8 | -0.006955 | -0.059 | 0.476552 |
9 | -0.030124 | -0.2556 | 0.39949 |
10 | -0.029915 | -0.2538 | 0.400171 |
11 | -0.040987 | -0.3478 | 0.364507 |
12 | -0.018953 | -0.1608 | 0.436342 |
13 | -0.022535 | -0.1912 | 0.424448 |
14 | -0.028587 | -0.2426 | 0.404515 |
15 | -0.071843 | -0.6096 | 0.27202 |
16 | 0.153968 | 1.3065 | 0.097777 |
17 | 0.095583 | 0.811 | 0.210006 |
18 | -0.008113 | -0.0688 | 0.472654 |
19 | -0.011065 | -0.0939 | 0.46273 |
20 | 0.030871 | 0.262 | 0.397054 |
21 | -0.00396 | -0.0336 | 0.486644 |
22 | 0.003243 | 0.0275 | 0.489063 |
23 | -0.052261 | -0.4434 | 0.329387 |
24 | -0.050808 | -0.4311 | 0.333835 |
25 | -0.043232 | -0.3668 | 0.357408 |
26 | -0.109022 | -0.9251 | 0.179007 |
27 | -0.207662 | -1.7621 | 0.041151 |
28 | -0.037293 | -0.3164 | 0.37629 |
29 | -0.090967 | -0.7719 | 0.221355 |
30 | -0.039874 | -0.3383 | 0.368044 |
31 | 0.008628 | 0.0732 | 0.470921 |
32 | 0.14807 | 1.2564 | 0.106513 |
33 | 0.030519 | 0.259 | 0.3982 |
34 | 0.002312 | 0.0196 | 0.4922 |
35 | 0.031794 | 0.2698 | 0.394051 |
36 | -0.010911 | -0.0926 | 0.463246 |
37 | 0.000287 | 0.0024 | 0.499033 |
38 | -0.050327 | -0.427 | 0.335312 |
39 | -0.079519 | -0.6747 | 0.251001 |
40 | -0.100462 | -0.8524 | 0.198396 |
41 | -0.216198 | -1.8345 | 0.035355 |
42 | 0.211484 | 1.7945 | 0.038465 |
43 | -0.016547 | -0.1404 | 0.444366 |
44 | 0.011766 | 0.0998 | 0.460376 |
45 | -0.023435 | -0.1989 | 0.421469 |
46 | -0.076807 | -0.6517 | 0.258326 |
47 | -0.005064 | -0.043 | 0.482921 |
48 | 0.019891 | 0.1688 | 0.433223 |