Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.907183 | 7.027 | 0 |
2 | 0.799204 | 6.1906 | 0 |
3 | 0.693305 | 5.3703 | 1e-06 |
4 | 0.601238 | 4.6572 | 9e-06 |
5 | 0.530151 | 4.1065 | 6.2e-05 |
6 | 0.46714 | 3.6184 | 0.000305 |
7 | 0.404175 | 3.1307 | 0.001347 |
8 | 0.347288 | 2.6901 | 0.004619 |
9 | 0.315342 | 2.4426 | 0.008771 |
10 | 0.299412 | 2.3192 | 0.011902 |
11 | 0.28081 | 2.1751 | 0.016786 |
12 | 0.256066 | 1.9835 | 0.025948 |
13 | 0.227289 | 1.7606 | 0.041704 |
14 | 0.196393 | 1.5213 | 0.066725 |
15 | 0.169759 | 1.3149 | 0.096766 |
16 | 0.148546 | 1.1506 | 0.127225 |
17 | 0.129683 | 1.0045 | 0.15958 |
18 | 0.112322 | 0.87 | 0.193872 |
19 | 0.096828 | 0.75 | 0.228085 |
20 | 0.083295 | 0.6452 | 0.260627 |
21 | 0.073902 | 0.5724 | 0.284579 |
22 | 0.062599 | 0.4849 | 0.314759 |
23 | 0.045842 | 0.3551 | 0.361883 |
24 | 0.027119 | 0.2101 | 0.417165 |
25 | 0.002029 | 0.0157 | 0.493756 |
26 | -0.027609 | -0.2139 | 0.415691 |
27 | -0.058444 | -0.4527 | 0.326196 |
28 | -0.086616 | -0.6709 | 0.252422 |
29 | -0.108854 | -0.8432 | 0.201238 |
30 | -0.134087 | -1.0386 | 0.151572 |
31 | -0.160399 | -1.2424 | 0.109453 |
32 | -0.186349 | -1.4435 | 0.077047 |
33 | -0.19715 | -1.5271 | 0.065994 |
34 | -0.200566 | -1.5536 | 0.062772 |
35 | -0.202621 | -1.5695 | 0.060896 |
36 | -0.204936 | -1.5874 | 0.058836 |
37 | -0.208731 | -1.6168 | 0.055582 |
38 | -0.214308 | -1.66 | 0.051064 |
39 | -0.226397 | -1.7537 | 0.042298 |
40 | -0.24109 | -1.8675 | 0.033361 |
41 | -0.25523 | -1.977 | 0.026321 |
42 | -0.270946 | -2.0987 | 0.020028 |
43 | -0.287364 | -2.2259 | 0.014894 |
44 | -0.303828 | -2.3534 | 0.010947 |
45 | -0.317118 | -2.4564 | 0.008473 |
46 | -0.319695 | -2.4763 | 0.008056 |
47 | -0.314664 | -2.4374 | 0.008888 |
48 | -0.312454 | -2.4203 | 0.009277 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.907183 | 7.027 | 0 |
2 | -0.134321 | -1.0404 | 0.151154 |
3 | -0.041722 | -0.3232 | 0.373844 |
4 | 0.014835 | 0.1149 | 0.454451 |
5 | 0.051255 | 0.397 | 0.34638 |
6 | -0.018121 | -0.1404 | 0.444422 |
7 | -0.045496 | -0.3524 | 0.362883 |
8 | 0.001702 | 0.0132 | 0.494764 |
9 | 0.108158 | 0.8378 | 0.202738 |
10 | 0.046453 | 0.3598 | 0.360121 |
11 | -0.046079 | -0.3569 | 0.361199 |
12 | -0.033666 | -0.2608 | 0.397579 |
13 | -0.004885 | -0.0378 | 0.484971 |
14 | -0.014506 | -0.1124 | 0.455455 |
15 | -0.005036 | -0.039 | 0.484507 |
16 | 0.001986 | 0.0154 | 0.493888 |
17 | 0.006685 | 0.0518 | 0.479438 |
18 | 0.006833 | 0.0529 | 0.478982 |
19 | -0.004695 | -0.0364 | 0.485554 |
20 | -0.009692 | -0.0751 | 0.470203 |
21 | 0.008239 | 0.0638 | 0.474664 |
22 | -0.023827 | -0.1846 | 0.427096 |
23 | -0.036998 | -0.2866 | 0.387709 |
24 | -0.012278 | -0.0951 | 0.462274 |
25 | -0.0449 | -0.3478 | 0.364607 |
26 | -0.045151 | -0.3497 | 0.363879 |
27 | -0.034969 | -0.2709 | 0.39371 |
28 | -0.015931 | -0.1234 | 0.451102 |
29 | -0.000606 | -0.0047 | 0.498136 |
30 | -0.059847 | -0.4636 | 0.322315 |
31 | -0.04644 | -0.3597 | 0.36016 |
32 | -0.030604 | -0.2371 | 0.406709 |
33 | 0.052112 | 0.4037 | 0.343949 |
34 | -0.010221 | -0.0792 | 0.468578 |
35 | -0.030529 | -0.2365 | 0.406933 |
36 | -0.012139 | -0.094 | 0.462699 |
37 | -0.002244 | -0.0174 | 0.493095 |
38 | -0.025346 | -0.1963 | 0.422509 |
39 | -0.072506 | -0.5616 | 0.288232 |
40 | -0.040562 | -0.3142 | 0.377231 |
41 | -0.003289 | -0.0255 | 0.489881 |
42 | -0.029562 | -0.229 | 0.40983 |
43 | -0.048337 | -0.3744 | 0.354707 |
44 | -0.042268 | -0.3274 | 0.372249 |
45 | -0.014699 | -0.1139 | 0.454866 |
46 | 0.02213 | 0.1714 | 0.432236 |
47 | -0.005206 | -0.0403 | 0.483984 |
48 | -0.053517 | -0.4145 | 0.339979 |