Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.930303 | 7.8939 | 0 |
2 | 0.872862 | 7.4065 | 0 |
3 | 0.823536 | 6.9879 | 0 |
4 | 0.779332 | 6.6129 | 0 |
5 | 0.736608 | 6.2503 | 0 |
6 | 0.690688 | 5.8607 | 0 |
7 | 0.639543 | 5.4267 | 0 |
8 | 0.593618 | 5.037 | 2e-06 |
9 | 0.551844 | 4.6825 | 6e-06 |
10 | 0.508408 | 4.314 | 2.5e-05 |
11 | 0.466811 | 3.961 | 8.7e-05 |
12 | 0.426737 | 3.621 | 0.000271 |
13 | 0.382865 | 3.2487 | 0.000881 |
14 | 0.343559 | 2.9152 | 0.002367 |
15 | 0.305509 | 2.5923 | 0.005768 |
16 | 0.266686 | 2.2629 | 0.013329 |
17 | 0.234077 | 1.9862 | 0.025409 |
18 | 0.200773 | 1.7036 | 0.046383 |
19 | 0.164271 | 1.3939 | 0.08382 |
20 | 0.129877 | 1.102 | 0.137056 |
21 | 0.101114 | 0.858 | 0.196874 |
22 | 0.071939 | 0.6104 | 0.271752 |
23 | 0.055032 | 0.467 | 0.320968 |
24 | 0.037618 | 0.3192 | 0.37525 |
25 | 0.018191 | 0.1544 | 0.438882 |
26 | 0.000852 | 0.0072 | 0.497126 |
27 | -0.011509 | -0.0977 | 0.461238 |
28 | -0.023508 | -0.1995 | 0.421229 |
29 | -0.037229 | -0.3159 | 0.376495 |
30 | -0.054209 | -0.46 | 0.323458 |
31 | -0.073865 | -0.6268 | 0.266397 |
32 | -0.089885 | -0.7627 | 0.224066 |
33 | -0.107753 | -0.9143 | 0.181801 |
34 | -0.121007 | -1.0268 | 0.153981 |
35 | -0.137635 | -1.1679 | 0.123355 |
36 | -0.152465 | -1.2937 | 0.099951 |
37 | -0.168922 | -1.4333 | 0.078044 |
38 | -0.18331 | -1.5554 | 0.062114 |
39 | -0.20073 | -1.7033 | 0.046417 |
40 | -0.21403 | -1.8161 | 0.036759 |
41 | -0.230211 | -1.9534 | 0.027329 |
42 | -0.243598 | -2.067 | 0.021165 |
43 | -0.25906 | -2.1982 | 0.015575 |
44 | -0.277384 | -2.3537 | 0.010661 |
45 | -0.298011 | -2.5287 | 0.00682 |
46 | -0.31626 | -2.6836 | 0.004516 |
47 | -0.333022 | -2.8258 | 0.00305 |
48 | -0.349138 | -2.9625 | 0.002066 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.930303 | 7.8939 | 0 |
2 | 0.054985 | 0.4666 | 0.321112 |
3 | 0.037325 | 0.3167 | 0.37619 |
4 | 0.021911 | 0.1859 | 0.426516 |
5 | -0.002638 | -0.0224 | 0.491101 |
6 | -0.040442 | -0.3432 | 0.366239 |
7 | -0.065828 | -0.5586 | 0.289093 |
8 | 0.000237 | 0.002 | 0.499199 |
9 | 0.002067 | 0.0175 | 0.493028 |
10 | -0.033983 | -0.2884 | 0.386951 |
11 | -0.011032 | -0.0936 | 0.462839 |
12 | -0.010603 | -0.09 | 0.464281 |
13 | -0.052433 | -0.4449 | 0.32886 |
14 | -0.002738 | -0.0232 | 0.490765 |
15 | -0.017244 | -0.1463 | 0.44204 |
16 | -0.029858 | -0.2534 | 0.400358 |
17 | 0.016981 | 0.1441 | 0.442918 |
18 | -0.023299 | -0.1977 | 0.421918 |
19 | -0.045281 | -0.3842 | 0.350974 |
20 | -0.019462 | -0.1651 | 0.434646 |
21 | 0.011968 | 0.1015 | 0.459698 |
22 | -0.02322 | -0.197 | 0.422182 |
23 | 0.065287 | 0.554 | 0.290655 |
24 | -0.002648 | -0.0225 | 0.491067 |
25 | -0.01963 | -0.1666 | 0.43409 |
26 | -0.00684 | -0.058 | 0.476939 |
27 | 0.017467 | 0.1482 | 0.441294 |
28 | -0.008521 | -0.0723 | 0.471279 |
29 | -0.033797 | -0.2868 | 0.387555 |
30 | -0.037278 | -0.3163 | 0.376341 |
31 | -0.040057 | -0.3399 | 0.367464 |
32 | -0.010437 | -0.0886 | 0.464839 |
33 | -0.039557 | -0.3356 | 0.369056 |
34 | 0.014616 | 0.124 | 0.450822 |
35 | -0.044992 | -0.3818 | 0.351877 |
36 | -0.005921 | -0.0502 | 0.480034 |
37 | -0.029755 | -0.2525 | 0.400696 |
38 | -0.015574 | -0.1322 | 0.447617 |
39 | -0.043343 | -0.3678 | 0.357058 |
40 | 0.002023 | 0.0172 | 0.493175 |
41 | -0.045161 | -0.3832 | 0.351349 |
42 | -0.005412 | -0.0459 | 0.481751 |
43 | -0.031159 | -0.2644 | 0.396117 |
44 | -0.052498 | -0.4455 | 0.328662 |
45 | -0.047363 | -0.4019 | 0.344479 |
46 | -0.025114 | -0.2131 | 0.415927 |
47 | -0.02024 | -0.1717 | 0.43206 |
48 | -0.024951 | -0.2117 | 0.416464 |