Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962205 | 8.8188 | 0 |
2 | 0.924229 | 8.4707 | 0 |
3 | 0.886534 | 8.1252 | 0 |
4 | 0.847005 | 7.7629 | 0 |
5 | 0.809123 | 7.4157 | 0 |
6 | 0.770162 | 7.0587 | 0 |
7 | 0.732139 | 6.7102 | 0 |
8 | 0.695084 | 6.3706 | 0 |
9 | 0.65913 | 6.041 | 0 |
10 | 0.625258 | 5.7306 | 0 |
11 | 0.590881 | 5.4155 | 0 |
12 | 0.556302 | 5.0986 | 1e-06 |
13 | 0.521145 | 4.7764 | 4e-06 |
14 | 0.485251 | 4.4474 | 1.3e-05 |
15 | 0.447855 | 4.1047 | 4.7e-05 |
16 | 0.415251 | 3.8058 | 0.000134 |
17 | 0.385382 | 3.5321 | 0.000336 |
18 | 0.354874 | 3.2525 | 0.000824 |
19 | 0.323211 | 2.9623 | 0.001985 |
20 | 0.292371 | 2.6796 | 0.004434 |
21 | 0.26317 | 2.412 | 0.009022 |
22 | 0.234511 | 2.1493 | 0.017242 |
23 | 0.20579 | 1.8861 | 0.031369 |
24 | 0.177253 | 1.6246 | 0.054002 |
25 | 0.14778 | 1.3544 | 0.089617 |
26 | 0.119492 | 1.0952 | 0.138287 |
27 | 0.094124 | 0.8627 | 0.195389 |
28 | 0.069192 | 0.6342 | 0.26385 |
29 | 0.044141 | 0.4046 | 0.343413 |
30 | 0.021158 | 0.1939 | 0.423356 |
31 | -0.003888 | -0.0356 | 0.485829 |
32 | -0.02797 | -0.2563 | 0.399155 |
33 | -0.050773 | -0.4653 | 0.321446 |
34 | -0.075149 | -0.6888 | 0.246439 |
35 | -0.095103 | -0.8716 | 0.192946 |
36 | -0.113274 | -1.0382 | 0.151083 |
37 | -0.132309 | -1.2126 | 0.114336 |
38 | -0.15026 | -1.3772 | 0.086062 |
39 | -0.167475 | -1.5349 | 0.064279 |
40 | -0.18414 | -1.6877 | 0.047592 |
41 | -0.199694 | -1.8302 | 0.035381 |
42 | -0.216403 | -1.9834 | 0.025297 |
43 | -0.232994 | -2.1354 | 0.017819 |
44 | -0.251482 | -2.3049 | 0.01182 |
45 | -0.268921 | -2.4647 | 0.007875 |
46 | -0.285874 | -2.6201 | 0.005215 |
47 | -0.301754 | -2.7656 | 0.003492 |
48 | -0.31595 | -2.8957 | 0.00241 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962205 | 8.8188 | 0 |
2 | -0.021697 | -0.1989 | 0.421429 |
3 | -0.015935 | -0.146 | 0.442116 |
4 | -0.044748 | -0.4101 | 0.341381 |
5 | 0.000977 | 0.009 | 0.49644 |
6 | -0.035837 | -0.3285 | 0.371694 |
7 | -0.008453 | -0.0775 | 0.469216 |
8 | -0.010121 | -0.0928 | 0.463156 |
9 | -0.005749 | -0.0527 | 0.479053 |
10 | 0.005253 | 0.0481 | 0.480856 |
11 | -0.02768 | -0.2537 | 0.400177 |
12 | -0.024779 | -0.2271 | 0.410449 |
13 | -0.031088 | -0.2849 | 0.3882 |
14 | -0.031832 | -0.2917 | 0.3856 |
15 | -0.045068 | -0.4131 | 0.340309 |
16 | 0.040932 | 0.3751 | 0.354249 |
17 | 0.014339 | 0.1314 | 0.44788 |
18 | -0.028916 | -0.265 | 0.395821 |
19 | -0.041958 | -0.3846 | 0.35077 |
20 | -0.012456 | -0.1142 | 0.45469 |
21 | -0.003192 | -0.0293 | 0.488364 |
22 | -0.016665 | -0.1527 | 0.439484 |
23 | -0.024385 | -0.2235 | 0.411847 |
24 | -0.020434 | -0.1873 | 0.425948 |
25 | -0.03319 | -0.3042 | 0.380866 |
26 | -0.009255 | -0.0848 | 0.466302 |
27 | 0.012976 | 0.1189 | 0.452807 |
28 | -0.018691 | -0.1713 | 0.432199 |
29 | -0.027617 | -0.2531 | 0.400399 |
30 | -0.000292 | -0.0027 | 0.498936 |
31 | -0.049492 | -0.4536 | 0.325643 |
32 | -0.009013 | -0.0826 | 0.467181 |
33 | -0.009253 | -0.0848 | 0.46631 |
34 | -0.04837 | -0.4433 | 0.329336 |
35 | 0.031463 | 0.2884 | 0.38689 |
36 | 0.005143 | 0.0471 | 0.481258 |
37 | -0.032954 | -0.302 | 0.381688 |
38 | -0.015617 | -0.1431 | 0.443264 |
39 | -0.013686 | -0.1254 | 0.45024 |
40 | -0.022577 | -0.2069 | 0.418284 |
41 | -0.009919 | -0.0909 | 0.463891 |
42 | -0.03378 | -0.3096 | 0.378815 |
43 | -0.021274 | -0.195 | 0.42294 |
44 | -0.052543 | -0.4816 | 0.315684 |
45 | -0.011089 | -0.1016 | 0.459646 |
46 | -0.02527 | -0.2316 | 0.408705 |
47 | -0.011863 | -0.1087 | 0.456838 |
48 | -0.005611 | -0.0514 | 0.479553 |