Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953025 | 8.7346 | 0 |
2 | 0.89924 | 8.2417 | 0 |
3 | 0.833747 | 7.6414 | 0 |
4 | 0.7788 | 7.1378 | 0 |
5 | 0.733751 | 6.7249 | 0 |
6 | 0.692941 | 6.3509 | 0 |
7 | 0.651584 | 5.9719 | 0 |
8 | 0.609055 | 5.5821 | 0 |
9 | 0.566019 | 5.1877 | 1e-06 |
10 | 0.524217 | 4.8045 | 3e-06 |
11 | 0.484086 | 4.4367 | 1.4e-05 |
12 | 0.446854 | 4.0955 | 4.8e-05 |
13 | 0.411611 | 3.7725 | 0.00015 |
14 | 0.380211 | 3.4847 | 0.000393 |
15 | 0.352211 | 3.2281 | 0.000889 |
16 | 0.326961 | 2.9966 | 0.001794 |
17 | 0.30291 | 2.7762 | 0.00339 |
18 | 0.278011 | 2.548 | 0.006327 |
19 | 0.255412 | 2.3409 | 0.010804 |
20 | 0.229209 | 2.1007 | 0.019331 |
21 | 0.203309 | 1.8634 | 0.032953 |
22 | 0.175652 | 1.6099 | 0.055588 |
23 | 0.150162 | 1.3763 | 0.0862 |
24 | 0.129928 | 1.1908 | 0.118542 |
25 | 0.115546 | 1.059 | 0.146318 |
26 | 0.105169 | 0.9639 | 0.168934 |
27 | 0.092897 | 0.8514 | 0.19848 |
28 | 0.081207 | 0.7443 | 0.229393 |
29 | 0.06127 | 0.5616 | 0.287958 |
30 | 0.030498 | 0.2795 | 0.390268 |
31 | -0.003427 | -0.0314 | 0.487508 |
32 | -0.044281 | -0.4058 | 0.342946 |
33 | -0.07849 | -0.7194 | 0.236954 |
34 | -0.103797 | -0.9513 | 0.172088 |
35 | -0.131607 | -1.2062 | 0.115564 |
36 | -0.157583 | -1.4443 | 0.076192 |
37 | -0.18659 | -1.7101 | 0.045467 |
38 | -0.212186 | -1.9447 | 0.027577 |
39 | -0.232291 | -2.129 | 0.018092 |
40 | -0.248512 | -2.2777 | 0.012644 |
41 | -0.263894 | -2.4186 | 0.00887 |
42 | -0.279743 | -2.5639 | 0.006065 |
43 | -0.291985 | -2.6761 | 0.004477 |
44 | -0.300972 | -2.7585 | 0.003563 |
45 | -0.309465 | -2.8363 | 0.002859 |
46 | -0.31296 | -2.8683 | 0.002608 |
47 | -0.315158 | -2.8885 | 0.002461 |
48 | -0.316069 | -2.8968 | 0.002403 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953025 | 8.7346 | 0 |
2 | -0.098287 | -0.9008 | 0.185131 |
3 | -0.152031 | -1.3934 | 0.083589 |
4 | 0.098645 | 0.9041 | 0.184264 |
5 | 0.080128 | 0.7344 | 0.23238 |
6 | -0.025578 | -0.2344 | 0.407613 |
7 | -0.050335 | -0.4613 | 0.322878 |
8 | -0.018653 | -0.171 | 0.432335 |
9 | -0.010485 | -0.0961 | 0.461837 |
10 | -0.011641 | -0.1067 | 0.457643 |
11 | -0.016024 | -0.1469 | 0.441798 |
12 | -0.001291 | -0.0118 | 0.495294 |
13 | -0.007272 | -0.0666 | 0.473511 |
14 | 0.014062 | 0.1289 | 0.44888 |
15 | 0.013186 | 0.1209 | 0.452047 |
16 | 0.001771 | 0.0162 | 0.493544 |
17 | -0.009294 | -0.0852 | 0.466159 |
18 | -0.024407 | -0.2237 | 0.411771 |
19 | 0.016629 | 0.1524 | 0.439616 |
20 | -0.055011 | -0.5042 | 0.307727 |
21 | -0.022438 | -0.2056 | 0.418781 |
22 | -0.026694 | -0.2447 | 0.403661 |
23 | 0.001614 | 0.0148 | 0.494117 |
24 | 0.034415 | 0.3154 | 0.376611 |
25 | 0.030453 | 0.2791 | 0.390423 |
26 | 0.01038 | 0.0951 | 0.462218 |
27 | -0.039179 | -0.3591 | 0.360216 |
28 | 0.011508 | 0.1055 | 0.458127 |
29 | -0.08313 | -0.7619 | 0.224128 |
30 | -0.137146 | -1.257 | 0.106125 |
31 | -0.030701 | -0.2814 | 0.389556 |
32 | -0.090231 | -0.827 | 0.205296 |
33 | 0.015918 | 0.1459 | 0.442178 |
34 | 0.056512 | 0.5179 | 0.302932 |
35 | -0.106282 | -0.9741 | 0.166404 |
36 | -0.023898 | -0.219 | 0.41358 |
37 | -0.013518 | -0.1239 | 0.450847 |
38 | 0.018249 | 0.1673 | 0.433787 |
39 | 0.029634 | 0.2716 | 0.393297 |
40 | -0.018227 | -0.167 | 0.433866 |
41 | -0.040058 | -0.3671 | 0.357219 |
42 | -0.028574 | -0.2619 | 0.397027 |
43 | 0.023645 | 0.2167 | 0.414479 |
44 | 0.000756 | 0.0069 | 0.497244 |
45 | -0.056461 | -0.5175 | 0.303092 |
46 | 0.033681 | 0.3087 | 0.379159 |
47 | 0.010342 | 0.0948 | 0.462356 |
48 | -0.00457 | -0.0419 | 0.483345 |