Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.931221 | 7.9017 | 0 |
2 | 0.90856 | 7.7094 | 0 |
3 | 0.863114 | 7.3238 | 0 |
4 | 0.831587 | 7.0562 | 0 |
5 | 0.799714 | 6.7858 | 0 |
6 | 0.755646 | 6.4119 | 0 |
7 | 0.711055 | 6.0335 | 0 |
8 | 0.663216 | 5.6276 | 0 |
9 | 0.623849 | 5.2935 | 1e-06 |
10 | 0.577328 | 4.8988 | 3e-06 |
11 | 0.530976 | 4.5055 | 1.3e-05 |
12 | 0.500495 | 4.2468 | 3.2e-05 |
13 | 0.448422 | 3.805 | 0.000147 |
14 | 0.397198 | 3.3703 | 0.000605 |
15 | 0.350113 | 2.9708 | 0.002017 |
16 | 0.314972 | 2.6726 | 0.004652 |
17 | 0.283249 | 2.4034 | 0.009409 |
18 | 0.250382 | 2.1246 | 0.018529 |
19 | 0.207296 | 1.759 | 0.041416 |
20 | 0.168451 | 1.4294 | 0.078613 |
21 | 0.138015 | 1.1711 | 0.122711 |
22 | 0.098165 | 0.833 | 0.203811 |
23 | 0.064731 | 0.5493 | 0.292264 |
24 | 0.038043 | 0.3228 | 0.373888 |
25 | 0.00951 | 0.0807 | 0.467956 |
26 | -0.02101 | -0.1783 | 0.429504 |
27 | -0.049208 | -0.4175 | 0.338762 |
28 | -0.089847 | -0.7624 | 0.224163 |
29 | -0.104974 | -0.8907 | 0.188019 |
30 | -0.121236 | -1.0287 | 0.153527 |
31 | -0.155927 | -1.3231 | 0.094997 |
32 | -0.180091 | -1.5281 | 0.065431 |
33 | -0.208968 | -1.7731 | 0.040217 |
34 | -0.229676 | -1.9489 | 0.027604 |
35 | -0.253736 | -2.153 | 0.017334 |
36 | -0.274811 | -2.3318 | 0.011255 |
37 | -0.304062 | -2.58 | 0.005959 |
38 | -0.328076 | -2.7838 | 0.003429 |
39 | -0.35406 | -3.0043 | 0.00183 |
40 | -0.373405 | -3.1684 | 0.001125 |
41 | -0.384034 | -3.2586 | 0.000855 |
42 | -0.394124 | -3.3443 | 0.000656 |
43 | -0.413366 | -3.5075 | 0.000392 |
44 | -0.431103 | -3.658 | 0.00024 |
45 | -0.431998 | -3.6656 | 0.000234 |
46 | -0.43278 | -3.6723 | 0.000229 |
47 | -0.426527 | -3.6192 | 0.000273 |
48 | -0.427448 | -3.627 | 0.000266 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.931221 | 7.9017 | 0 |
2 | 0.311588 | 2.6439 | 0.005026 |
3 | -0.079109 | -0.6713 | 0.2521 |
4 | 0.012544 | 0.1064 | 0.457765 |
5 | 0.035971 | 0.3052 | 0.380537 |
6 | -0.115947 | -0.9838 | 0.164244 |
7 | -0.094912 | -0.8054 | 0.211632 |
8 | -0.05144 | -0.4365 | 0.331897 |
9 | 0.022109 | 0.1876 | 0.42586 |
10 | -0.054847 | -0.4654 | 0.321528 |
11 | -0.060326 | -0.5119 | 0.305149 |
12 | 0.122327 | 1.038 | 0.151376 |
13 | -0.115862 | -0.9831 | 0.164419 |
14 | -0.161515 | -1.3705 | 0.087394 |
15 | 0.020618 | 0.1749 | 0.430806 |
16 | 0.110546 | 0.938 | 0.175686 |
17 | 0.016986 | 0.1441 | 0.442901 |
18 | -0.02409 | -0.2044 | 0.419303 |
19 | -0.074339 | -0.6308 | 0.26509 |
20 | -0.021431 | -0.1818 | 0.428108 |
21 | 0.009661 | 0.082 | 0.467446 |
22 | -0.105552 | -0.8956 | 0.186716 |
23 | -0.010439 | -0.0886 | 0.464831 |
24 | 0.072767 | 0.6174 | 0.269444 |
25 | -0.016284 | -0.1382 | 0.445244 |
26 | -0.060406 | -0.5126 | 0.304913 |
27 | 0.008326 | 0.0707 | 0.471935 |
28 | -0.14103 | -1.1967 | 0.117679 |
29 | 0.06811 | 0.5779 | 0.282555 |
30 | 0.080853 | 0.6861 | 0.24744 |
31 | -0.16831 | -1.4282 | 0.078785 |
32 | -0.003656 | -0.031 | 0.487667 |
33 | -0.006534 | -0.0554 | 0.477968 |
34 | -0.037872 | -0.3214 | 0.374435 |
35 | -0.039159 | -0.3323 | 0.370324 |
36 | -0.033179 | -0.2815 | 0.389555 |
37 | -0.081063 | -0.6878 | 0.246882 |
38 | -0.020619 | -0.175 | 0.430802 |
39 | -0.074608 | -0.6331 | 0.264347 |
40 | 0.095535 | 0.8106 | 0.210121 |
41 | 0.081095 | 0.6881 | 0.246796 |
42 | -0.113661 | -0.9644 | 0.169026 |
43 | -0.086321 | -0.7325 | 0.233134 |
44 | 0.025471 | 0.2161 | 0.41475 |
45 | 0.121911 | 1.0344 | 0.152195 |
46 | 0.012296 | 0.1043 | 0.458596 |
47 | -0.024682 | -0.2094 | 0.417349 |
48 | -0.043581 | -0.3698 | 0.356309 |