Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.880998 | 8.0745 | 0 |
2 | 0.781942 | 7.1666 | 0 |
3 | 0.707919 | 6.4882 | 0 |
4 | 0.641135 | 5.8761 | 0 |
5 | 0.577657 | 5.2943 | 0 |
6 | 0.533338 | 4.8881 | 2e-06 |
7 | 0.509761 | 4.672 | 6e-06 |
8 | 0.484376 | 4.4394 | 1.4e-05 |
9 | 0.459648 | 4.2127 | 3.2e-05 |
10 | 0.436079 | 3.9967 | 6.9e-05 |
11 | 0.413359 | 3.7885 | 0.000142 |
12 | 0.395762 | 3.6272 | 0.000245 |
13 | 0.375151 | 3.4383 | 0.000457 |
14 | 0.352833 | 3.2338 | 0.000874 |
15 | 0.331768 | 3.0407 | 0.001574 |
16 | 0.313266 | 2.8711 | 0.002587 |
17 | 0.293058 | 2.6859 | 0.004358 |
18 | 0.274409 | 2.515 | 0.006904 |
19 | 0.257723 | 2.3621 | 0.010243 |
20 | 0.240032 | 2.1999 | 0.015279 |
21 | 0.220835 | 2.024 | 0.023075 |
22 | 0.19973 | 1.8306 | 0.035357 |
23 | 0.180077 | 1.6504 | 0.051295 |
24 | 0.161382 | 1.4791 | 0.071428 |
25 | 0.14108 | 1.293 | 0.099775 |
26 | 0.121026 | 1.1092 | 0.135251 |
27 | 0.098561 | 0.9033 | 0.184469 |
28 | 0.081311 | 0.7452 | 0.229107 |
29 | 0.065113 | 0.5968 | 0.276134 |
30 | 0.051278 | 0.47 | 0.319797 |
31 | 0.035334 | 0.3238 | 0.373431 |
32 | 0.017683 | 0.1621 | 0.435822 |
33 | 0.002288 | 0.021 | 0.49166 |
34 | -0.014915 | -0.1367 | 0.445798 |
35 | -0.030859 | -0.2828 | 0.389003 |
36 | -0.048811 | -0.4474 | 0.327882 |
37 | -0.061441 | -0.5631 | 0.287428 |
38 | -0.076381 | -0.7 | 0.242919 |
39 | -0.092726 | -0.8498 | 0.198912 |
40 | -0.108021 | -0.99 | 0.162502 |
41 | -0.122358 | -1.1214 | 0.132651 |
42 | -0.138201 | -1.2666 | 0.104394 |
43 | -0.149726 | -1.3723 | 0.086818 |
44 | -0.162556 | -1.4899 | 0.070004 |
45 | -0.174035 | -1.5951 | 0.057228 |
46 | -0.182747 | -1.6749 | 0.048836 |
47 | -0.193469 | -1.7732 | 0.039913 |
48 | -0.206199 | -1.8898 | 0.031114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.880998 | 8.0745 | 0 |
2 | 0.025845 | 0.2369 | 0.406667 |
3 | 0.062877 | 0.5763 | 0.282984 |
4 | 0.005929 | 0.0543 | 0.478397 |
5 | -0.008674 | -0.0795 | 0.468411 |
6 | 0.057242 | 0.5246 | 0.30061 |
7 | 0.083001 | 0.7607 | 0.224479 |
8 | 0.009674 | 0.0887 | 0.46478 |
9 | 0.014401 | 0.132 | 0.447656 |
10 | 0.005064 | 0.0464 | 0.481546 |
11 | 0.006277 | 0.0575 | 0.477131 |
12 | 0.031082 | 0.2849 | 0.388221 |
13 | -0.004397 | -0.0403 | 0.483973 |
14 | -0.008398 | -0.077 | 0.469416 |
15 | -0.001345 | -0.0123 | 0.495098 |
16 | 0.004354 | 0.0399 | 0.484132 |
17 | -0.008902 | -0.0816 | 0.467585 |
18 | 0.001948 | 0.0179 | 0.492899 |
19 | -0.002078 | -0.019 | 0.492424 |
20 | -0.01138 | -0.1043 | 0.458591 |
21 | -0.013936 | -0.1277 | 0.449334 |
22 | -0.02067 | -0.1894 | 0.425103 |
23 | -0.009346 | -0.0857 | 0.46597 |
24 | -0.009557 | -0.0876 | 0.465205 |
25 | -0.020896 | -0.1915 | 0.424292 |
26 | -0.016776 | -0.1538 | 0.439085 |
27 | -0.030925 | -0.2834 | 0.388772 |
28 | 0.000262 | 0.0024 | 0.499046 |
29 | -0.010464 | -0.0959 | 0.461912 |
30 | -0.002777 | -0.0255 | 0.489876 |
31 | -0.023328 | -0.2138 | 0.415608 |
32 | -0.025464 | -0.2334 | 0.408015 |
33 | -0.009733 | -0.0892 | 0.464564 |
34 | -0.021693 | -0.1988 | 0.421442 |
35 | -0.011052 | -0.1013 | 0.459781 |
36 | -0.027652 | -0.2534 | 0.400276 |
37 | 0.000506 | 0.0046 | 0.498156 |
38 | -0.026809 | -0.2457 | 0.403252 |
39 | -0.022278 | -0.2042 | 0.419354 |
40 | -0.018006 | -0.165 | 0.434658 |
41 | -0.016942 | -0.1553 | 0.43849 |
42 | -0.026487 | -0.2428 | 0.404393 |
43 | -0.000744 | -0.0068 | 0.497288 |
44 | -0.025803 | -0.2365 | 0.406813 |
45 | -0.012629 | -0.1157 | 0.454066 |
46 | -0.005333 | -0.0489 | 0.480566 |
47 | -0.025004 | -0.2292 | 0.409649 |
48 | -0.024922 | -0.2284 | 0.409941 |