Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956272 | 8.1142 | 0 |
2 | 0.900466 | 7.6407 | 0 |
3 | 0.844408 | 7.165 | 0 |
4 | 0.79281 | 6.7272 | 0 |
5 | 0.739401 | 6.274 | 0 |
6 | 0.689084 | 5.8471 | 0 |
7 | 0.6421 | 5.4484 | 0 |
8 | 0.598666 | 5.0799 | 1e-06 |
9 | 0.556572 | 4.7227 | 6e-06 |
10 | 0.513482 | 4.357 | 2.1e-05 |
11 | 0.472909 | 4.0128 | 7.3e-05 |
12 | 0.432719 | 3.6717 | 0.00023 |
13 | 0.392429 | 3.3299 | 0.000686 |
14 | 0.356412 | 3.0243 | 0.001727 |
15 | 0.320937 | 2.7232 | 0.004053 |
16 | 0.286348 | 2.4297 | 0.008802 |
17 | 0.250127 | 2.1224 | 0.018622 |
18 | 0.212367 | 1.802 | 0.037866 |
19 | 0.176158 | 1.4948 | 0.069675 |
20 | 0.139978 | 1.1878 | 0.119417 |
21 | 0.106243 | 0.9015 | 0.185163 |
22 | 0.072398 | 0.6143 | 0.270471 |
23 | 0.039727 | 0.3371 | 0.368513 |
24 | 0.008265 | 0.0701 | 0.472143 |
25 | -0.020292 | -0.1722 | 0.431888 |
26 | -0.046298 | -0.3929 | 0.347795 |
27 | -0.065615 | -0.5568 | 0.289709 |
28 | -0.081159 | -0.6887 | 0.246626 |
29 | -0.093908 | -0.7968 | 0.214083 |
30 | -0.101502 | -0.8613 | 0.195973 |
31 | -0.105023 | -0.8912 | 0.187908 |
32 | -0.105847 | -0.8981 | 0.186051 |
33 | -0.112228 | -0.9523 | 0.17207 |
34 | -0.131437 | -1.1153 | 0.13422 |
35 | -0.145584 | -1.2353 | 0.110364 |
36 | -0.159388 | -1.3525 | 0.090232 |
37 | -0.171643 | -1.4564 | 0.074809 |
38 | -0.182207 | -1.5461 | 0.063235 |
39 | -0.190125 | -1.6133 | 0.055531 |
40 | -0.219007 | -1.8583 | 0.033604 |
41 | -0.247184 | -2.0974 | 0.019734 |
42 | -0.274254 | -2.3271 | 0.011387 |
43 | -0.296561 | -2.5164 | 0.007042 |
44 | -0.317341 | -2.6927 | 0.004405 |
45 | -0.334274 | -2.8364 | 0.00296 |
46 | -0.348096 | -2.9537 | 0.00212 |
47 | -0.357215 | -3.0311 | 0.001692 |
48 | -0.36325 | -3.0823 | 0.001455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956272 | 8.1142 | 0 |
2 | -0.163558 | -1.3878 | 0.084734 |
3 | -0.01339 | -0.1136 | 0.454927 |
4 | 0.021287 | 0.1806 | 0.428585 |
5 | -0.064752 | -0.5494 | 0.292202 |
6 | 0.014699 | 0.1247 | 0.450544 |
7 | 0.001862 | 0.0158 | 0.49372 |
8 | 0.001066 | 0.009 | 0.496403 |
9 | -0.016139 | -0.1369 | 0.44573 |
10 | -0.041958 | -0.356 | 0.361431 |
11 | 0.008153 | 0.0692 | 0.47252 |
12 | -0.031184 | -0.2646 | 0.396034 |
13 | -0.028974 | -0.2459 | 0.403248 |
14 | 0.030134 | 0.2557 | 0.399458 |
15 | -0.03757 | -0.3188 | 0.375404 |
16 | -0.014786 | -0.1255 | 0.450252 |
17 | -0.043942 | -0.3729 | 0.355175 |
18 | -0.04609 | -0.3911 | 0.348443 |
19 | -0.001769 | -0.015 | 0.494032 |
20 | -0.039101 | -0.3318 | 0.37051 |
21 | 0.002951 | 0.025 | 0.490045 |
22 | -0.037316 | -0.3166 | 0.376218 |
23 | -0.02352 | -0.1996 | 0.421188 |
24 | -0.014163 | -0.1202 | 0.452339 |
25 | -0.006464 | -0.0548 | 0.478206 |
26 | -0.004123 | -0.035 | 0.486093 |
27 | 0.047538 | 0.4034 | 0.343934 |
28 | -0.001333 | -0.0113 | 0.495503 |
29 | 0.005298 | 0.045 | 0.482133 |
30 | 0.036996 | 0.3139 | 0.377245 |
31 | 0.015111 | 0.1282 | 0.449167 |
32 | 0.014837 | 0.1259 | 0.450083 |
33 | -0.081382 | -0.6905 | 0.246035 |
34 | -0.146011 | -1.2389 | 0.109695 |
35 | 0.083183 | 0.7058 | 0.241285 |
36 | -0.047384 | -0.4021 | 0.344412 |
37 | -0.001753 | -0.0149 | 0.494088 |
38 | 0.014954 | 0.1269 | 0.449692 |
39 | -0.016767 | -0.1423 | 0.44363 |
40 | -0.287779 | -2.4419 | 0.008534 |
41 | 0.04761 | 0.404 | 0.34371 |
42 | -0.02882 | -0.2445 | 0.403751 |
43 | -0.001922 | -0.0163 | 0.493517 |
44 | -0.015011 | -0.1274 | 0.449501 |
45 | 0.011002 | 0.0934 | 0.462941 |
46 | -0.032063 | -0.2721 | 0.393176 |
47 | -0.00832 | -0.0706 | 0.471956 |
48 | 0.01008 | 0.0855 | 0.466038 |