Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952208 | 8.0798 | 0 |
2 | 0.907898 | 7.7038 | 0 |
3 | 0.862946 | 7.3223 | 0 |
4 | 0.816065 | 6.9245 | 0 |
5 | 0.77213 | 6.5517 | 0 |
6 | 0.733071 | 6.2203 | 0 |
7 | 0.686565 | 5.8257 | 0 |
8 | 0.641719 | 5.4452 | 0 |
9 | 0.596231 | 5.0592 | 2e-06 |
10 | 0.548171 | 4.6514 | 7e-06 |
11 | 0.498826 | 4.2327 | 3.4e-05 |
12 | 0.454356 | 3.8553 | 0.000124 |
13 | 0.407314 | 3.4562 | 0.000461 |
14 | 0.366593 | 3.1106 | 0.001338 |
15 | 0.334874 | 2.8415 | 0.002918 |
16 | 0.301225 | 2.556 | 0.00635 |
17 | 0.265005 | 2.2486 | 0.013798 |
18 | 0.227499 | 1.9304 | 0.028748 |
19 | 0.194226 | 1.6481 | 0.051849 |
20 | 0.158381 | 1.3439 | 0.0916 |
21 | 0.131536 | 1.1161 | 0.134041 |
22 | 0.104048 | 0.8829 | 0.19012 |
23 | 0.075918 | 0.6442 | 0.260751 |
24 | 0.05202 | 0.4414 | 0.330122 |
25 | 0.026193 | 0.2223 | 0.412373 |
26 | -0.000277 | -0.0023 | 0.499066 |
27 | -0.028032 | -0.2379 | 0.406332 |
28 | -0.050913 | -0.432 | 0.333514 |
29 | -0.063507 | -0.5389 | 0.295819 |
30 | -0.077387 | -0.6566 | 0.25675 |
31 | -0.092552 | -0.7853 | 0.217417 |
32 | -0.11029 | -0.9358 | 0.176242 |
33 | -0.125188 | -1.0623 | 0.145836 |
34 | -0.141371 | -1.1996 | 0.117119 |
35 | -0.157555 | -1.3369 | 0.092733 |
36 | -0.175024 | -1.4851 | 0.070938 |
37 | -0.194422 | -1.6497 | 0.051678 |
38 | -0.214463 | -1.8198 | 0.036475 |
39 | -0.235147 | -1.9953 | 0.024898 |
40 | -0.257759 | -2.1872 | 0.01599 |
41 | -0.276139 | -2.3431 | 0.010945 |
42 | -0.296448 | -2.5154 | 0.00706 |
43 | -0.316757 | -2.6878 | 0.004464 |
44 | -0.337708 | -2.8656 | 0.002727 |
45 | -0.34966 | -2.967 | 0.00204 |
46 | -0.358772 | -3.0443 | 0.001628 |
47 | -0.367241 | -3.1161 | 0.001316 |
48 | -0.376996 | -3.1989 | 0.001026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952208 | 8.0798 | 0 |
2 | 0.012843 | 0.109 | 0.456764 |
3 | -0.028822 | -0.2446 | 0.403747 |
4 | -0.045255 | -0.384 | 0.351055 |
5 | 0.004419 | 0.0375 | 0.485097 |
6 | 0.030008 | 0.2546 | 0.399869 |
7 | -0.099089 | -0.8408 | 0.201621 |
8 | -0.016891 | -0.1433 | 0.443217 |
9 | -0.033243 | -0.2821 | 0.389347 |
10 | -0.050892 | -0.4318 | 0.333578 |
11 | -0.049128 | -0.4169 | 0.33901 |
12 | 0.012839 | 0.1089 | 0.456774 |
13 | -0.047698 | -0.4047 | 0.343437 |
14 | 0.02985 | 0.2533 | 0.400384 |
15 | 0.069039 | 0.5858 | 0.279917 |
16 | -0.035236 | -0.299 | 0.382906 |
17 | -0.05508 | -0.4674 | 0.320824 |
18 | -0.05356 | -0.4545 | 0.325429 |
19 | 0.032904 | 0.2792 | 0.390445 |
20 | -0.054259 | -0.4604 | 0.323307 |
21 | 0.048835 | 0.4144 | 0.339915 |
22 | -0.03027 | -0.2569 | 0.399012 |
23 | -0.032768 | -0.278 | 0.390886 |
24 | 0.011899 | 0.101 | 0.45993 |
25 | -0.04614 | -0.3915 | 0.348288 |
26 | -0.017085 | -0.145 | 0.442571 |
27 | -0.061004 | -0.5176 | 0.303149 |
28 | 0.038065 | 0.323 | 0.373818 |
29 | 0.09815 | 0.8328 | 0.203848 |
30 | -0.041508 | -0.3522 | 0.362854 |
31 | -0.056983 | -0.4835 | 0.315097 |
32 | -0.047965 | -0.407 | 0.342608 |
33 | 0.023415 | 0.1987 | 0.421534 |
34 | -0.030434 | -0.2582 | 0.39848 |
35 | -0.027055 | -0.2296 | 0.409538 |
36 | -0.051258 | -0.4349 | 0.332455 |
37 | -0.049472 | -0.4198 | 0.337946 |
38 | -0.040911 | -0.3471 | 0.36475 |
39 | -0.037535 | -0.3185 | 0.375517 |
40 | -0.057416 | -0.4872 | 0.313801 |
41 | 0.007913 | 0.0671 | 0.473327 |
42 | -0.019292 | -0.1637 | 0.435214 |
43 | -0.021194 | -0.1798 | 0.428893 |
44 | -0.046583 | -0.3953 | 0.346908 |
45 | 0.039561 | 0.3357 | 0.369041 |
46 | 0.019758 | 0.1677 | 0.433663 |
47 | -0.014149 | -0.1201 | 0.452386 |
48 | -0.047555 | -0.4035 | 0.343881 |