Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952312 | 8.0806 | 0 |
2 | 0.908756 | 7.711 | 0 |
3 | 0.867367 | 7.3599 | 0 |
4 | 0.825558 | 7.0051 | 0 |
5 | 0.782144 | 6.6367 | 0 |
6 | 0.73876 | 6.2686 | 0 |
7 | 0.692957 | 5.8799 | 0 |
8 | 0.644904 | 5.4722 | 0 |
9 | 0.599493 | 5.0869 | 1e-06 |
10 | 0.551552 | 4.6801 | 7e-06 |
11 | 0.502177 | 4.2611 | 3e-05 |
12 | 0.453055 | 3.8443 | 0.000129 |
13 | 0.40928 | 3.4729 | 0.000438 |
14 | 0.365251 | 3.0993 | 0.001384 |
15 | 0.321308 | 2.7264 | 0.004018 |
16 | 0.277504 | 2.3547 | 0.010634 |
17 | 0.233335 | 1.9799 | 0.025768 |
18 | 0.190853 | 1.6194 | 0.054862 |
19 | 0.14978 | 1.2709 | 0.103924 |
20 | 0.109072 | 0.9255 | 0.178897 |
21 | 0.073598 | 0.6245 | 0.267135 |
22 | 0.043751 | 0.3712 | 0.355776 |
23 | 0.021921 | 0.186 | 0.426481 |
24 | -0.000752 | -0.0064 | 0.497464 |
25 | -0.021344 | -0.1811 | 0.428396 |
26 | -0.041063 | -0.3484 | 0.364266 |
27 | -0.059039 | -0.501 | 0.308963 |
28 | -0.07769 | -0.6592 | 0.255929 |
29 | -0.095581 | -0.811 | 0.210011 |
30 | -0.114428 | -0.9709 | 0.167412 |
31 | -0.12914 | -1.0958 | 0.138412 |
32 | -0.144752 | -1.2283 | 0.111675 |
33 | -0.160758 | -1.3641 | 0.088397 |
34 | -0.175779 | -1.4915 | 0.070095 |
35 | -0.19066 | -1.6178 | 0.055039 |
36 | -0.206609 | -1.7531 | 0.041917 |
37 | -0.220309 | -1.8694 | 0.032818 |
38 | -0.234852 | -1.9928 | 0.025038 |
39 | -0.248467 | -2.1083 | 0.019242 |
40 | -0.261661 | -2.2203 | 0.014774 |
41 | -0.275473 | -2.3375 | 0.011099 |
42 | -0.290129 | -2.4618 | 0.008109 |
43 | -0.301383 | -2.5573 | 0.006327 |
44 | -0.313931 | -2.6638 | 0.004764 |
45 | -0.32617 | -2.7676 | 0.003586 |
46 | -0.339253 | -2.8787 | 0.002627 |
47 | -0.350367 | -2.973 | 0.002005 |
48 | -0.361173 | -3.0647 | 0.001533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952312 | 8.0806 | 0 |
2 | 0.01995 | 0.1693 | 0.433025 |
3 | 0.002304 | 0.0196 | 0.492227 |
4 | -0.024691 | -0.2095 | 0.417321 |
5 | -0.039888 | -0.3385 | 0.367999 |
6 | -0.025636 | -0.2175 | 0.414207 |
7 | -0.051832 | -0.4398 | 0.330696 |
8 | -0.053547 | -0.4544 | 0.325469 |
9 | -0.003857 | -0.0327 | 0.486993 |
10 | -0.054611 | -0.4634 | 0.322242 |
11 | -0.046625 | -0.3956 | 0.346774 |
12 | -0.03218 | -0.2731 | 0.392796 |
13 | 0.023601 | 0.2003 | 0.420921 |
14 | -0.026769 | -0.2271 | 0.410478 |
15 | -0.028699 | -0.2435 | 0.404147 |
16 | -0.031582 | -0.268 | 0.394739 |
17 | -0.036981 | -0.3138 | 0.377291 |
18 | -0.018318 | -0.1554 | 0.438458 |
19 | -0.022073 | -0.1873 | 0.425978 |
20 | -0.031774 | -0.2696 | 0.394117 |
21 | 0.024311 | 0.2063 | 0.418574 |
22 | 0.029409 | 0.2495 | 0.401824 |
23 | 0.063675 | 0.5403 | 0.295327 |
24 | -0.024453 | -0.2075 | 0.418105 |
25 | -0.000507 | -0.0043 | 0.498288 |
26 | -0.016646 | -0.1412 | 0.444034 |
27 | -0.011024 | -0.0935 | 0.462868 |
28 | -0.038822 | -0.3294 | 0.371398 |
29 | -0.025946 | -0.2202 | 0.413186 |
30 | -0.041535 | -0.3524 | 0.362771 |
31 | 0.014923 | 0.1266 | 0.449796 |
32 | -0.041062 | -0.3484 | 0.364269 |
33 | -0.027778 | -0.2357 | 0.407167 |
34 | -0.013936 | -0.1182 | 0.4531 |
35 | -0.017846 | -0.1514 | 0.440031 |
36 | -0.041869 | -0.3553 | 0.361712 |
37 | -0.006712 | -0.057 | 0.47737 |
38 | -0.039371 | -0.3341 | 0.369648 |
39 | -0.01369 | -0.1162 | 0.453923 |
40 | -0.025958 | -0.2203 | 0.413147 |
41 | -0.033756 | -0.2864 | 0.387686 |
42 | -0.034818 | -0.2954 | 0.384255 |
43 | 0.021275 | 0.1805 | 0.428625 |
44 | -0.034487 | -0.2926 | 0.385321 |
45 | -0.016 | -0.1358 | 0.446194 |
46 | -0.040637 | -0.3448 | 0.365617 |
47 | -0.006477 | -0.055 | 0.47816 |
48 | -0.026956 | -0.2287 | 0.409864 |