Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.871901 | 7.3983 | 0 |
2 | 0.746276 | 6.3324 | 0 |
3 | 0.622281 | 5.2802 | 1e-06 |
4 | 0.570957 | 4.8447 | 4e-06 |
5 | 0.521064 | 4.4214 | 1.7e-05 |
6 | 0.47227 | 4.0073 | 7.4e-05 |
7 | 0.42889 | 3.6393 | 0.000256 |
8 | 0.391035 | 3.318 | 0.000712 |
9 | 0.359225 | 3.0481 | 0.00161 |
10 | 0.322152 | 2.7336 | 0.00394 |
11 | 0.289951 | 2.4603 | 0.008141 |
12 | 0.258483 | 2.1933 | 0.015758 |
13 | 0.236114 | 2.0035 | 0.024444 |
14 | 0.212494 | 1.8031 | 0.03778 |
15 | 0.190046 | 1.6126 | 0.055604 |
16 | 0.161866 | 1.3735 | 0.086933 |
17 | 0.140339 | 1.1908 | 0.118819 |
18 | 0.116931 | 0.9922 | 0.162214 |
19 | 0.094703 | 0.8036 | 0.212141 |
20 | 0.073383 | 0.6227 | 0.267732 |
21 | 0.053552 | 0.4544 | 0.325452 |
22 | 0.031778 | 0.2696 | 0.394101 |
23 | 0.010321 | 0.0876 | 0.465229 |
24 | -0.009024 | -0.0766 | 0.469587 |
25 | -0.025419 | -0.2157 | 0.414922 |
26 | -0.042142 | -0.3576 | 0.360849 |
27 | -0.05861 | -0.4973 | 0.310238 |
28 | -0.076965 | -0.6531 | 0.257897 |
29 | -0.094235 | -0.7996 | 0.213283 |
30 | -0.1093 | -0.9274 | 0.178399 |
31 | -0.123011 | -1.0438 | 0.150038 |
32 | -0.134622 | -1.1423 | 0.128555 |
33 | -0.146472 | -1.2429 | 0.108977 |
34 | -0.159553 | -1.3539 | 0.090008 |
35 | -0.171611 | -1.4562 | 0.074847 |
36 | -0.182495 | -1.5485 | 0.06294 |
37 | -0.192707 | -1.6352 | 0.053189 |
38 | -0.2026 | -1.7191 | 0.044945 |
39 | -0.212259 | -1.8011 | 0.037939 |
40 | -0.222605 | -1.8889 | 0.031469 |
41 | -0.232885 | -1.9761 | 0.025988 |
42 | -0.242169 | -2.0549 | 0.02176 |
43 | -0.249206 | -2.1146 | 0.018964 |
44 | -0.254559 | -2.16 | 0.017051 |
45 | -0.258095 | -2.19 | 0.015882 |
46 | -0.262077 | -2.2238 | 0.01465 |
47 | -0.263897 | -2.2392 | 0.014115 |
48 | -0.264098 | -2.2409 | 0.014057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.871901 | 7.3983 | 0 |
2 | -0.058112 | -0.4931 | 0.311723 |
3 | -0.065034 | -0.5518 | 0.291387 |
4 | 0.229051 | 1.9436 | 0.027929 |
5 | -0.031299 | -0.2656 | 0.39566 |
6 | -0.035235 | -0.299 | 0.382909 |
7 | 0.069553 | 0.5902 | 0.278459 |
8 | -0.005676 | -0.0482 | 0.480861 |
9 | -0.003176 | -0.027 | 0.489286 |
10 | -0.014224 | -0.1207 | 0.452134 |
11 | 0.005957 | 0.0505 | 0.479914 |
12 | -0.008659 | -0.0735 | 0.470818 |
13 | 0.012533 | 0.1063 | 0.457802 |
14 | -0.010481 | -0.0889 | 0.464692 |
15 | -0.0092 | -0.0781 | 0.468997 |
16 | -0.026727 | -0.2268 | 0.410617 |
17 | 0.009609 | 0.0815 | 0.467622 |
18 | -0.023779 | -0.2018 | 0.420333 |
19 | -0.021834 | -0.1853 | 0.426768 |
20 | -0.000646 | -0.0055 | 0.497821 |
21 | -0.016894 | -0.1434 | 0.443206 |
22 | -0.032451 | -0.2754 | 0.391916 |
23 | -0.011639 | -0.0988 | 0.4608 |
24 | -0.011699 | -0.0993 | 0.460601 |
25 | -0.01416 | -0.1202 | 0.452349 |
26 | -0.021957 | -0.1863 | 0.426361 |
27 | -0.014582 | -0.1237 | 0.450937 |
28 | -0.027468 | -0.2331 | 0.408184 |
29 | -0.01974 | -0.1675 | 0.433724 |
30 | -0.012068 | -0.1024 | 0.459362 |
31 | -0.020069 | -0.1703 | 0.432629 |
32 | -0.013559 | -0.115 | 0.454363 |
33 | -0.017305 | -0.1468 | 0.441834 |
34 | -0.028556 | -0.2423 | 0.404616 |
35 | -0.014721 | -0.1249 | 0.450471 |
36 | -0.016701 | -0.1417 | 0.443852 |
37 | -0.022969 | -0.1949 | 0.42301 |
38 | -0.019581 | -0.1662 | 0.434252 |
39 | -0.020057 | -0.1702 | 0.432669 |
40 | -0.027649 | -0.2346 | 0.407589 |
41 | -0.023863 | -0.2025 | 0.420054 |
42 | -0.020315 | -0.1724 | 0.431812 |
43 | -0.017073 | -0.1449 | 0.442609 |
44 | -0.018591 | -0.1577 | 0.437548 |
45 | -0.01505 | -0.1277 | 0.449369 |
46 | -0.022143 | -0.1879 | 0.425746 |
47 | -0.01202 | -0.102 | 0.459522 |
48 | -0.011014 | -0.0935 | 0.4629 |