Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946775 | 8.0337 | 0 |
2 | 0.88785 | 7.5337 | 0 |
3 | 0.838749 | 7.117 | 0 |
4 | 0.778315 | 6.6042 | 0 |
5 | 0.726987 | 6.1687 | 0 |
6 | 0.689416 | 5.8499 | 0 |
7 | 0.655395 | 5.5612 | 0 |
8 | 0.620717 | 5.267 | 1e-06 |
9 | 0.587711 | 4.9869 | 2e-06 |
10 | 0.55142 | 4.679 | 7e-06 |
11 | 0.519663 | 4.4095 | 1.8e-05 |
12 | 0.481872 | 4.0888 | 5.6e-05 |
13 | 0.436538 | 3.7041 | 0.000206 |
14 | 0.399776 | 3.3922 | 0.000565 |
15 | 0.364765 | 3.0951 | 0.001401 |
16 | 0.321435 | 2.7275 | 0.004006 |
17 | 0.278344 | 2.3618 | 0.010446 |
18 | 0.235238 | 1.9961 | 0.024855 |
19 | 0.181661 | 1.5414 | 0.063797 |
20 | 0.134875 | 1.1445 | 0.128113 |
21 | 0.09998 | 0.8484 | 0.199524 |
22 | 0.068305 | 0.5796 | 0.282001 |
23 | 0.036694 | 0.3114 | 0.378214 |
24 | 0.005716 | 0.0485 | 0.480724 |
25 | -0.02089 | -0.1773 | 0.429902 |
26 | -0.041218 | -0.3497 | 0.363775 |
27 | -0.056437 | -0.4789 | 0.316737 |
28 | -0.074762 | -0.6344 | 0.263922 |
29 | -0.09018 | -0.7652 | 0.223327 |
30 | -0.105827 | -0.898 | 0.186096 |
31 | -0.124746 | -1.0585 | 0.146683 |
32 | -0.149944 | -1.2723 | 0.103677 |
33 | -0.172778 | -1.4661 | 0.073491 |
34 | -0.200065 | -1.6976 | 0.04695 |
35 | -0.233655 | -1.9826 | 0.025613 |
36 | -0.25608 | -2.1729 | 0.016539 |
37 | -0.269606 | -2.2877 | 0.012548 |
38 | -0.276585 | -2.3469 | 0.010842 |
39 | -0.287477 | -2.4393 | 0.00859 |
40 | -0.294701 | -2.5006 | 0.007337 |
41 | -0.300312 | -2.5482 | 0.00648 |
42 | -0.309023 | -2.6221 | 0.005328 |
43 | -0.317789 | -2.6965 | 0.004359 |
44 | -0.329125 | -2.7927 | 0.003345 |
45 | -0.340236 | -2.887 | 0.002566 |
46 | -0.356189 | -3.0224 | 0.001736 |
47 | -0.372068 | -3.1571 | 0.001164 |
48 | -0.383284 | -3.2523 | 0.000872 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946775 | 8.0337 | 0 |
2 | -0.082346 | -0.6987 | 0.243487 |
3 | 0.067021 | 0.5687 | 0.285668 |
4 | -0.148143 | -1.257 | 0.106402 |
5 | 0.080607 | 0.684 | 0.248095 |
6 | 0.070068 | 0.5945 | 0.277006 |
7 | 0.028801 | 0.2444 | 0.403812 |
8 | -0.033996 | -0.2885 | 0.38691 |
9 | -0.013682 | -0.1161 | 0.453951 |
10 | -0.047079 | -0.3995 | 0.345362 |
11 | 0.051052 | 0.4332 | 0.333085 |
12 | -0.09235 | -0.7836 | 0.217919 |
13 | -0.0718 | -0.6092 | 0.27214 |
14 | 0.035866 | 0.3043 | 0.380875 |
15 | -0.010267 | -0.0871 | 0.46541 |
16 | -0.086547 | -0.7344 | 0.232553 |
17 | -0.052767 | -0.4477 | 0.327843 |
18 | -0.057168 | -0.4851 | 0.314545 |
19 | -0.108129 | -0.9175 | 0.18097 |
20 | 0.034256 | 0.2907 | 0.38607 |
21 | 0.045168 | 0.3833 | 0.351327 |
22 | 0.006891 | 0.0585 | 0.476766 |
23 | -0.059198 | -0.5023 | 0.308491 |
24 | -0.036615 | -0.3107 | 0.378469 |
25 | 0.026608 | 0.2258 | 0.411008 |
26 | 0.051701 | 0.4387 | 0.331096 |
27 | 0.045301 | 0.3844 | 0.350909 |
28 | -0.050276 | -0.4266 | 0.335469 |
29 | -0.005468 | -0.0464 | 0.481559 |
30 | -0.013391 | -0.1136 | 0.454924 |
31 | -0.003374 | -0.0286 | 0.488619 |
32 | -0.112575 | -0.9552 | 0.171329 |
33 | -0.006024 | -0.0511 | 0.479689 |
34 | -0.073166 | -0.6208 | 0.268334 |
35 | -0.06443 | -0.5467 | 0.293134 |
36 | 0.040452 | 0.3432 | 0.366208 |
37 | 0.027536 | 0.2336 | 0.40796 |
38 | 0.017996 | 0.1527 | 0.43953 |
39 | -0.108155 | -0.9177 | 0.180912 |
40 | 0.022981 | 0.195 | 0.422971 |
41 | -0.00175 | -0.0149 | 0.494095 |
42 | -0.009854 | -0.0836 | 0.466796 |
43 | -0.031519 | -0.2674 | 0.394945 |
44 | -0.070889 | -0.6015 | 0.274695 |
45 | -0.026669 | -0.2263 | 0.410806 |
46 | -0.032794 | -0.2783 | 0.390803 |
47 | -0.014489 | -0.1229 | 0.451248 |
48 | -0.022976 | -0.195 | 0.422988 |