Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.930352 | 8.5268 | 0 |
2 | 0.869114 | 7.9656 | 0 |
3 | 0.812055 | 7.4426 | 0 |
4 | 0.761369 | 6.9781 | 0 |
5 | 0.723108 | 6.6274 | 0 |
6 | 0.688957 | 6.3144 | 0 |
7 | 0.648241 | 5.9412 | 0 |
8 | 0.601211 | 5.5102 | 0 |
9 | 0.562217 | 5.1528 | 1e-06 |
10 | 0.527952 | 4.8388 | 3e-06 |
11 | 0.505411 | 4.6322 | 7e-06 |
12 | 0.478984 | 4.39 | 1.6e-05 |
13 | 0.452712 | 4.1492 | 4e-05 |
14 | 0.420235 | 3.8515 | 0.000114 |
15 | 0.391724 | 3.5902 | 0.000278 |
16 | 0.366917 | 3.3629 | 0.000582 |
17 | 0.338953 | 3.1066 | 0.001291 |
18 | 0.319441 | 2.9277 | 0.002196 |
19 | 0.296239 | 2.7151 | 0.004021 |
20 | 0.272972 | 2.5018 | 0.007148 |
21 | 0.241927 | 2.2173 | 0.014652 |
22 | 0.219419 | 2.011 | 0.023766 |
23 | 0.198986 | 1.8237 | 0.035874 |
24 | 0.177911 | 1.6306 | 0.053361 |
25 | 0.160918 | 1.4748 | 0.071997 |
26 | 0.141826 | 1.2999 | 0.098604 |
27 | 0.102554 | 0.9399 | 0.174977 |
28 | 0.073837 | 0.6767 | 0.250221 |
29 | 0.046098 | 0.4225 | 0.336871 |
30 | 0.020475 | 0.1877 | 0.425798 |
31 | -0.004384 | -0.0402 | 0.484022 |
32 | -0.021086 | -0.1933 | 0.423611 |
33 | -0.034635 | -0.3174 | 0.375849 |
34 | -0.052666 | -0.4827 | 0.315284 |
35 | -0.06498 | -0.5955 | 0.276539 |
36 | -0.073424 | -0.6729 | 0.251417 |
37 | -0.097183 | -0.8907 | 0.187818 |
38 | -0.112412 | -1.0303 | 0.15292 |
39 | -0.125656 | -1.1517 | 0.126364 |
40 | -0.142483 | -1.3059 | 0.097579 |
41 | -0.157375 | -1.4424 | 0.076459 |
42 | -0.167533 | -1.5355 | 0.064214 |
43 | -0.188441 | -1.7271 | 0.043914 |
44 | -0.204814 | -1.8772 | 0.031984 |
45 | -0.218301 | -2.0008 | 0.024324 |
46 | -0.235148 | -2.1552 | 0.017005 |
47 | -0.248606 | -2.2785 | 0.012617 |
48 | -0.256535 | -2.3512 | 0.010528 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.930352 | 8.5268 | 0 |
2 | 0.026469 | 0.2426 | 0.404455 |
3 | 0.001862 | 0.0171 | 0.493212 |
4 | 0.019634 | 0.18 | 0.428811 |
5 | 0.070154 | 0.643 | 0.260996 |
6 | 0.021899 | 0.2007 | 0.420706 |
7 | -0.05749 | -0.5269 | 0.299824 |
8 | -0.066171 | -0.6065 | 0.27292 |
9 | 0.035734 | 0.3275 | 0.372049 |
10 | 0.018405 | 0.1687 | 0.433223 |
11 | 0.063087 | 0.5782 | 0.282339 |
12 | -0.039662 | -0.3635 | 0.35857 |
13 | -0.00388 | -0.0356 | 0.485858 |
14 | -0.044479 | -0.4077 | 0.342281 |
15 | 0.017114 | 0.1569 | 0.437867 |
16 | 0.003877 | 0.0355 | 0.48587 |
17 | -0.047953 | -0.4395 | 0.330716 |
18 | 0.036844 | 0.3377 | 0.368221 |
19 | -0.02172 | -0.1991 | 0.421344 |
20 | -0.007598 | -0.0696 | 0.472325 |
21 | -0.071061 | -0.6513 | 0.258321 |
22 | 0.030764 | 0.282 | 0.389336 |
23 | 0.004981 | 0.0456 | 0.48185 |
24 | -0.026054 | -0.2388 | 0.405925 |
25 | 0.008728 | 0.08 | 0.468218 |
26 | -0.016256 | -0.149 | 0.44096 |
27 | -0.162826 | -1.4923 | 0.069681 |
28 | 0.045112 | 0.4135 | 0.340162 |
29 | -0.031521 | -0.2889 | 0.386686 |
30 | -0.008831 | -0.0809 | 0.467842 |
31 | -0.050665 | -0.4644 | 0.321798 |
32 | 0.055646 | 0.51 | 0.305693 |
33 | 0.03152 | 0.2889 | 0.386689 |
34 | -0.040509 | -0.3713 | 0.355686 |
35 | 0.007378 | 0.0676 | 0.473123 |
36 | 0.020903 | 0.1916 | 0.424267 |
37 | -0.135829 | -1.2449 | 0.108317 |
38 | 0.039941 | 0.3661 | 0.357619 |
39 | -0.003103 | -0.0284 | 0.488691 |
40 | -0.027732 | -0.2542 | 0.399995 |
41 | -0.033229 | -0.3046 | 0.380731 |
42 | 0.028415 | 0.2604 | 0.397584 |
43 | -0.076804 | -0.7039 | 0.241714 |
44 | -0.012827 | -0.1176 | 0.453347 |
45 | 0.000238 | 0.0022 | 0.499131 |
46 | -0.041109 | -0.3768 | 0.353646 |
47 | -0.003398 | -0.0311 | 0.487614 |
48 | 0.00902 | 0.0827 | 0.467156 |