Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.973306 | 8.2588 | 0 |
2 | 0.931059 | 7.9003 | 0 |
3 | 0.881624 | 7.4808 | 0 |
4 | 0.826721 | 7.015 | 0 |
5 | 0.768616 | 6.5219 | 0 |
6 | 0.703527 | 5.9696 | 0 |
7 | 0.638658 | 5.4192 | 0 |
8 | 0.572432 | 4.8572 | 3e-06 |
9 | 0.507285 | 4.3045 | 2.6e-05 |
10 | 0.448597 | 3.8065 | 0.000147 |
11 | 0.399899 | 3.3933 | 0.000563 |
12 | 0.361062 | 3.0637 | 0.001537 |
13 | 0.327004 | 2.7747 | 0.003517 |
14 | 0.296729 | 2.5178 | 0.007016 |
15 | 0.266242 | 2.2591 | 0.013452 |
16 | 0.235818 | 2.001 | 0.024583 |
17 | 0.208016 | 1.7651 | 0.040896 |
18 | 0.179641 | 1.5243 | 0.065907 |
19 | 0.149298 | 1.2668 | 0.104649 |
20 | 0.115051 | 0.9762 | 0.166107 |
21 | 0.08072 | 0.6849 | 0.247793 |
22 | 0.048933 | 0.4152 | 0.33961 |
23 | 0.012963 | 0.11 | 0.456358 |
24 | -0.024287 | -0.2061 | 0.418653 |
25 | -0.05506 | -0.4672 | 0.320883 |
26 | -0.075055 | -0.6369 | 0.263117 |
27 | -0.08964 | -0.7606 | 0.224683 |
28 | -0.09933 | -0.8428 | 0.201053 |
29 | -0.10492 | -0.8903 | 0.188142 |
30 | -0.104744 | -0.8888 | 0.188539 |
31 | -0.105454 | -0.8948 | 0.186936 |
32 | -0.109315 | -0.9276 | 0.178366 |
33 | -0.11214 | -0.9515 | 0.172257 |
34 | -0.11983 | -1.0168 | 0.156329 |
35 | -0.13044 | -1.1068 | 0.136028 |
36 | -0.14293 | -1.2128 | 0.114584 |
37 | -0.15789 | -1.3397 | 0.092271 |
38 | -0.178077 | -1.511 | 0.067579 |
39 | -0.202874 | -1.7214 | 0.044732 |
40 | -0.230595 | -1.9567 | 0.027133 |
41 | -0.25486 | -2.1626 | 0.016949 |
42 | -0.279569 | -2.3722 | 0.010178 |
43 | -0.30337 | -2.5742 | 0.006052 |
44 | -0.321906 | -2.7315 | 0.003962 |
45 | -0.338 | -2.868 | 0.002708 |
46 | -0.353556 | -3 | 0.001853 |
47 | -0.366955 | -3.1137 | 0.001325 |
48 | -0.371739 | -3.1543 | 0.001174 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.973306 | 8.2588 | 0 |
2 | -0.308802 | -2.6203 | 0.005355 |
3 | -0.081027 | -0.6875 | 0.246977 |
4 | -0.084825 | -0.7198 | 0.237001 |
5 | -0.045813 | -0.3887 | 0.34931 |
6 | -0.149431 | -1.268 | 0.104448 |
7 | 0.042178 | 0.3579 | 0.360735 |
8 | -0.072834 | -0.618 | 0.269257 |
9 | 0.005202 | 0.0441 | 0.482457 |
10 | 0.079117 | 0.6713 | 0.25208 |
11 | 0.124387 | 1.0555 | 0.147372 |
12 | 0.053831 | 0.4568 | 0.324606 |
13 | -0.027688 | -0.2349 | 0.407462 |
14 | -0.020477 | -0.1738 | 0.431274 |
15 | -0.110677 | -0.9391 | 0.175403 |
16 | -0.060782 | -0.5158 | 0.303804 |
17 | 0.000848 | 0.0072 | 0.497138 |
18 | -0.0683 | -0.5795 | 0.282015 |
19 | -0.069772 | -0.592 | 0.277841 |
20 | -0.053668 | -0.4554 | 0.325102 |
21 | 0.051172 | 0.4342 | 0.332717 |
22 | 0.05874 | 0.4984 | 0.309853 |
23 | -0.109918 | -0.9327 | 0.177051 |
24 | -0.018779 | -0.1593 | 0.436922 |
25 | 0.118615 | 1.0065 | 0.158777 |
26 | 0.129775 | 1.1012 | 0.137244 |
27 | -0.033021 | -0.2802 | 0.390067 |
28 | 0.031665 | 0.2687 | 0.39447 |
29 | -0.040491 | -0.3436 | 0.366081 |
30 | 0.017502 | 0.1485 | 0.441177 |
31 | -0.147598 | -1.2524 | 0.107236 |
32 | -0.089632 | -0.7606 | 0.224704 |
33 | -0.021199 | -0.1799 | 0.428877 |
34 | -0.14402 | -1.2221 | 0.112837 |
35 | -0.002786 | -0.0236 | 0.490603 |
36 | 0.062599 | 0.5312 | 0.298467 |
37 | 0.040341 | 0.3423 | 0.366561 |
38 | -0.074122 | -0.6289 | 0.265688 |
39 | -0.012776 | -0.1084 | 0.456987 |
40 | -0.064217 | -0.5449 | 0.293753 |
41 | 0.088784 | 0.7534 | 0.226845 |
42 | -0.098316 | -0.8342 | 0.203453 |
43 | -0.038414 | -0.326 | 0.372704 |
44 | -0.015892 | -0.1348 | 0.446554 |
45 | -0.052313 | -0.4439 | 0.329227 |
46 | -0.045921 | -0.3897 | 0.348971 |
47 | -0.006054 | -0.0514 | 0.479586 |
48 | 0.077488 | 0.6575 | 0.256475 |