Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954868 | 8.1023 | 0 |
2 | 0.908661 | 7.7102 | 0 |
3 | 0.859468 | 7.2928 | 0 |
4 | 0.808901 | 6.8638 | 0 |
5 | 0.7589 | 6.4395 | 0 |
6 | 0.706361 | 5.9937 | 0 |
7 | 0.653406 | 5.5443 | 0 |
8 | 0.597913 | 5.0735 | 1e-06 |
9 | 0.542837 | 4.6061 | 9e-06 |
10 | 0.488626 | 4.1461 | 4.6e-05 |
11 | 0.431728 | 3.6633 | 0.000236 |
12 | 0.377516 | 3.2033 | 0.001012 |
13 | 0.329785 | 2.7983 | 0.003293 |
14 | 0.281245 | 2.3864 | 0.009821 |
15 | 0.237183 | 2.0126 | 0.023951 |
16 | 0.196019 | 1.6633 | 0.050302 |
17 | 0.156914 | 1.3315 | 0.093619 |
18 | 0.118437 | 1.005 | 0.159139 |
19 | 0.078616 | 0.6671 | 0.253427 |
20 | 0.040854 | 0.3467 | 0.36493 |
21 | 0.01076 | 0.0913 | 0.463754 |
22 | -0.008115 | -0.0689 | 0.472646 |
23 | -0.024036 | -0.204 | 0.419482 |
24 | -0.037749 | -0.3203 | 0.374829 |
25 | -0.046002 | -0.3903 | 0.348718 |
26 | -0.053807 | -0.4566 | 0.324677 |
27 | -0.062359 | -0.5291 | 0.29917 |
28 | -0.068255 | -0.5792 | 0.282144 |
29 | -0.0743 | -0.6305 | 0.265196 |
30 | -0.080793 | -0.6856 | 0.247599 |
31 | -0.088032 | -0.747 | 0.228755 |
32 | -0.092616 | -0.7859 | 0.217261 |
33 | -0.097199 | -0.8248 | 0.206115 |
34 | -0.103126 | -0.8751 | 0.192226 |
35 | -0.107293 | -0.9104 | 0.182821 |
36 | -0.115161 | -0.9772 | 0.165878 |
37 | -0.125267 | -1.0629 | 0.145684 |
38 | -0.139285 | -1.1819 | 0.120573 |
39 | -0.152227 | -1.2917 | 0.100298 |
40 | -0.167109 | -1.418 | 0.080257 |
41 | -0.183783 | -1.5594 | 0.061638 |
42 | -0.199977 | -1.6969 | 0.047021 |
43 | -0.216918 | -1.8406 | 0.0349 |
44 | -0.234307 | -1.9882 | 0.025298 |
45 | -0.25289 | -2.1458 | 0.017629 |
46 | -0.270695 | -2.2969 | 0.012267 |
47 | -0.289843 | -2.4594 | 0.00816 |
48 | -0.309888 | -2.6295 | 0.005225 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954868 | 8.1023 | 0 |
2 | -0.035281 | -0.2994 | 0.382759 |
3 | -0.057948 | -0.4917 | 0.312212 |
4 | -0.041407 | -0.3514 | 0.363175 |
5 | -0.020179 | -0.1712 | 0.432265 |
6 | -0.056565 | -0.48 | 0.316352 |
7 | -0.035362 | -0.3001 | 0.382499 |
8 | -0.059572 | -0.5055 | 0.307382 |
9 | -0.028602 | -0.2427 | 0.404466 |
10 | -0.024644 | -0.2091 | 0.417476 |
11 | -0.066548 | -0.5647 | 0.287023 |
12 | -0.00951 | -0.0807 | 0.467954 |
13 | 0.038137 | 0.3236 | 0.373589 |
14 | -0.047301 | -0.4014 | 0.34467 |
15 | 0.00864 | 0.0733 | 0.470879 |
16 | -0.002405 | -0.0204 | 0.491888 |
17 | -0.014925 | -0.1266 | 0.449788 |
18 | -0.033411 | -0.2835 | 0.388802 |
19 | -0.05462 | -0.4635 | 0.322215 |
20 | -0.021172 | -0.1797 | 0.428964 |
21 | 0.052847 | 0.4484 | 0.327598 |
22 | 0.090483 | 0.7678 | 0.222566 |
23 | -0.005215 | -0.0442 | 0.482414 |
24 | -0.003707 | -0.0315 | 0.487497 |
25 | 0.037596 | 0.319 | 0.375319 |
26 | -0.021261 | -0.1804 | 0.428671 |
27 | -0.036344 | -0.3084 | 0.379339 |
28 | 0.003645 | 0.0309 | 0.487704 |
29 | -0.023502 | -0.1994 | 0.421248 |
30 | -0.030267 | -0.2568 | 0.399025 |
31 | -0.0368 | -0.3123 | 0.377874 |
32 | 0.006479 | 0.055 | 0.478154 |
33 | -0.00659 | -0.0559 | 0.477781 |
34 | -0.022632 | -0.192 | 0.424128 |
35 | -0.000137 | -0.0012 | 0.499538 |
36 | -0.042619 | -0.3616 | 0.359343 |
37 | -0.030328 | -0.2573 | 0.398825 |
38 | -0.067653 | -0.5741 | 0.283859 |
39 | -0.012913 | -0.1096 | 0.456528 |
40 | -0.044696 | -0.3793 | 0.352805 |
41 | -0.039762 | -0.3374 | 0.368402 |
42 | -0.007972 | -0.0676 | 0.473127 |
43 | -0.017081 | -0.1449 | 0.442584 |
44 | -0.020496 | -0.1739 | 0.431209 |
45 | -0.03118 | -0.2646 | 0.396047 |
46 | -0.007355 | -0.0624 | 0.475204 |
47 | -0.041955 | -0.356 | 0.361441 |
48 | -0.044246 | -0.3754 | 0.354219 |