Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.926121 | 8.488 | 0 |
2 | 0.863455 | 7.9137 | 0 |
3 | 0.804675 | 7.375 | 0 |
4 | 0.747112 | 6.8474 | 0 |
5 | 0.704503 | 6.4569 | 0 |
6 | 0.661526 | 6.063 | 0 |
7 | 0.624092 | 5.7199 | 0 |
8 | 0.577794 | 5.2956 | 0 |
9 | 0.54464 | 4.9917 | 2e-06 |
10 | 0.497973 | 4.564 | 8e-06 |
11 | 0.444809 | 4.0767 | 5.2e-05 |
12 | 0.393645 | 3.6078 | 0.000262 |
13 | 0.330513 | 3.0292 | 0.001629 |
14 | 0.299038 | 2.7407 | 0.003744 |
15 | 0.264114 | 2.4206 | 0.008824 |
16 | 0.234377 | 2.1481 | 0.017293 |
17 | 0.200766 | 1.84 | 0.034647 |
18 | 0.169781 | 1.5561 | 0.061726 |
19 | 0.142116 | 1.3025 | 0.09815 |
20 | 0.110238 | 1.0103 | 0.157616 |
21 | 0.094413 | 0.8653 | 0.194666 |
22 | 0.071021 | 0.6509 | 0.258438 |
23 | 0.060841 | 0.5576 | 0.289296 |
24 | 0.039901 | 0.3657 | 0.357754 |
25 | 0.020804 | 0.1907 | 0.42462 |
26 | 0.009007 | 0.0826 | 0.467202 |
27 | -0.009143 | -0.0838 | 0.46671 |
28 | -0.019917 | -0.1825 | 0.427798 |
29 | -0.039949 | -0.3661 | 0.357592 |
30 | -0.051709 | -0.4739 | 0.318394 |
31 | -0.07388 | -0.6771 | 0.250095 |
32 | -0.085418 | -0.7829 | 0.217952 |
33 | -0.081789 | -0.7496 | 0.227793 |
34 | -0.101339 | -0.9288 | 0.17783 |
35 | -0.111517 | -1.0221 | 0.15484 |
36 | -0.122343 | -1.1213 | 0.13268 |
37 | -0.131383 | -1.2041 | 0.115958 |
38 | -0.147216 | -1.3493 | 0.090439 |
39 | -0.167145 | -1.5319 | 0.064651 |
40 | -0.192172 | -1.7613 | 0.040914 |
41 | -0.215747 | -1.9774 | 0.025641 |
42 | -0.222944 | -2.0433 | 0.022078 |
43 | -0.236796 | -2.1703 | 0.016405 |
44 | -0.225745 | -2.069 | 0.020811 |
45 | -0.211679 | -1.9401 | 0.027863 |
46 | -0.219145 | -2.0085 | 0.023901 |
47 | -0.22413 | -2.0542 | 0.021533 |
48 | -0.233285 | -2.1381 | 0.017707 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.926121 | 8.488 | 0 |
2 | 0.040443 | 0.3707 | 0.355908 |
3 | -0.000724 | -0.0066 | 0.497361 |
4 | -0.019743 | -0.1809 | 0.428422 |
5 | 0.074677 | 0.6844 | 0.247796 |
6 | -0.012625 | -0.1157 | 0.454078 |
7 | 0.01959 | 0.1795 | 0.428973 |
8 | -0.078064 | -0.7155 | 0.238152 |
9 | 0.069304 | 0.6352 | 0.263519 |
10 | -0.108245 | -0.9921 | 0.162004 |
11 | -0.075349 | -0.6906 | 0.245864 |
12 | -0.043083 | -0.3949 | 0.346973 |
13 | -0.107125 | -0.9818 | 0.164505 |
14 | 0.153906 | 1.4106 | 0.081032 |
15 | -0.034765 | -0.3186 | 0.3754 |
16 | 0.005346 | 0.049 | 0.480521 |
17 | -0.052035 | -0.4769 | 0.317332 |
18 | 0.01916 | 0.1756 | 0.430513 |
19 | -0.006789 | -0.0622 | 0.475266 |
20 | -0.018895 | -0.1732 | 0.431467 |
21 | 0.055134 | 0.5053 | 0.307333 |
22 | -0.013674 | -0.1253 | 0.450282 |
23 | 0.052797 | 0.4839 | 0.314862 |
24 | -0.1047 | -0.9596 | 0.170007 |
25 | 0.003483 | 0.0319 | 0.487304 |
26 | -0.004435 | -0.0406 | 0.483838 |
27 | 0.002291 | 0.021 | 0.491648 |
28 | -0.006585 | -0.0604 | 0.476008 |
29 | -0.052639 | -0.4824 | 0.315372 |
30 | 0.003669 | 0.0336 | 0.486626 |
31 | -0.082476 | -0.7559 | 0.225909 |
32 | 0.047933 | 0.4393 | 0.330781 |
33 | 0.069609 | 0.638 | 0.262611 |
34 | -0.11416 | -1.0463 | 0.149214 |
35 | -0.001016 | -0.0093 | 0.496295 |
36 | 0.033559 | 0.3076 | 0.379586 |
37 | -0.035382 | -0.3243 | 0.373264 |
38 | -0.065035 | -0.5961 | 0.276371 |
39 | -0.056957 | -0.522 | 0.301514 |
40 | -0.069072 | -0.6331 | 0.264208 |
41 | 0.02477 | 0.227 | 0.41048 |
42 | 0.011042 | 0.1012 | 0.459814 |
43 | -0.022764 | -0.2086 | 0.417619 |
44 | 0.12565 | 1.1516 | 0.126376 |
45 | 0.053698 | 0.4922 | 0.311948 |
46 | -0.113879 | -1.0437 | 0.149805 |
47 | -0.049768 | -0.4561 | 0.324736 |
48 | -0.008063 | -0.0739 | 0.470633 |