Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948184 | 8.6903 | 0 |
2 | 0.899701 | 8.2459 | 0 |
3 | 0.86102 | 7.8914 | 0 |
4 | 0.824043 | 7.5525 | 0 |
5 | 0.780611 | 7.1544 | 0 |
6 | 0.738796 | 6.7712 | 0 |
7 | 0.701621 | 6.4305 | 0 |
8 | 0.66096 | 6.0578 | 0 |
9 | 0.626107 | 5.7384 | 0 |
10 | 0.597742 | 5.4784 | 0 |
11 | 0.565369 | 5.1817 | 1e-06 |
12 | 0.529475 | 4.8527 | 3e-06 |
13 | 0.490641 | 4.4968 | 1.1e-05 |
14 | 0.454521 | 4.1658 | 3.7e-05 |
15 | 0.41837 | 3.8344 | 0.000121 |
16 | 0.376916 | 3.4545 | 0.000433 |
17 | 0.341882 | 3.1334 | 0.00119 |
18 | 0.315558 | 2.8921 | 0.002435 |
19 | 0.282141 | 2.5859 | 0.005719 |
20 | 0.253147 | 2.3201 | 0.01138 |
21 | 0.232452 | 2.1305 | 0.018029 |
22 | 0.20146 | 1.8464 | 0.034177 |
23 | 0.173907 | 1.5939 | 0.057359 |
24 | 0.15029 | 1.3774 | 0.086019 |
25 | 0.13351 | 1.2236 | 0.112255 |
26 | 0.10753 | 0.9855 | 0.163598 |
27 | 0.079737 | 0.7308 | 0.233468 |
28 | 0.050232 | 0.4604 | 0.323215 |
29 | 0.025495 | 0.2337 | 0.407908 |
30 | 0.004267 | 0.0391 | 0.484449 |
31 | -0.0186 | -0.1705 | 0.432523 |
32 | -0.038922 | -0.3567 | 0.361095 |
33 | -0.055514 | -0.5088 | 0.306114 |
34 | -0.072944 | -0.6685 | 0.252809 |
35 | -0.087797 | -0.8047 | 0.211641 |
36 | -0.092999 | -0.8524 | 0.198221 |
37 | -0.106775 | -0.9786 | 0.165292 |
38 | -0.114833 | -1.0525 | 0.147803 |
39 | -0.127564 | -1.1691 | 0.122827 |
40 | -0.1396 | -1.2795 | 0.10213 |
41 | -0.156075 | -1.4305 | 0.078148 |
42 | -0.173614 | -1.5912 | 0.057661 |
43 | -0.182175 | -1.6697 | 0.049355 |
44 | -0.195846 | -1.795 | 0.038128 |
45 | -0.217028 | -1.9891 | 0.024973 |
46 | -0.233733 | -2.1422 | 0.017536 |
47 | -0.25392 | -2.3272 | 0.01118 |
48 | -0.273342 | -2.5052 | 0.007084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948184 | 8.6903 | 0 |
2 | 0.006421 | 0.0588 | 0.476606 |
3 | 0.072581 | 0.6652 | 0.253867 |
4 | 0.002029 | 0.0186 | 0.492604 |
5 | -0.074482 | -0.6826 | 0.248357 |
6 | -0.008162 | -0.0748 | 0.470272 |
7 | 0.013187 | 0.1209 | 0.452045 |
8 | -0.053864 | -0.4937 | 0.311414 |
9 | 0.042949 | 0.3936 | 0.347425 |
10 | 0.041436 | 0.3798 | 0.352539 |
11 | -0.050106 | -0.4592 | 0.323628 |
12 | -0.040213 | -0.3686 | 0.356693 |
13 | -0.064167 | -0.5881 | 0.279021 |
14 | -0.015178 | -0.1391 | 0.444848 |
15 | -0.019695 | -0.1805 | 0.428593 |
16 | -0.07374 | -0.6758 | 0.2505 |
17 | 0.034735 | 0.3184 | 0.375503 |
18 | 0.062755 | 0.5752 | 0.28336 |
19 | -0.082796 | -0.7588 | 0.225038 |
20 | 0.034889 | 0.3198 | 0.37497 |
21 | 0.042569 | 0.3902 | 0.348706 |
22 | -0.132088 | -1.2106 | 0.114721 |
23 | 0.043389 | 0.3977 | 0.345941 |
24 | -0.002321 | -0.0213 | 0.491538 |
25 | 0.033134 | 0.3037 | 0.381062 |
26 | -0.059359 | -0.544 | 0.29393 |
27 | -0.040713 | -0.3731 | 0.354993 |
28 | -0.074598 | -0.6837 | 0.248023 |
29 | 0.028927 | 0.2651 | 0.395784 |
30 | 0.000985 | 0.009 | 0.49641 |
31 | -0.031889 | -0.2923 | 0.3854 |
32 | 0.011051 | 0.1013 | 0.459784 |
33 | 0.010768 | 0.0987 | 0.46081 |
34 | -0.010556 | -0.0968 | 0.461577 |
35 | -0.004447 | -0.0408 | 0.483793 |
36 | 0.0601 | 0.5508 | 0.291607 |
37 | -0.076068 | -0.6972 | 0.24381 |
38 | 0.0683 | 0.626 | 0.266512 |
39 | -0.096284 | -0.8825 | 0.190024 |
40 | 0.005872 | 0.0538 | 0.478605 |
41 | -0.052685 | -0.4829 | 0.315224 |
42 | -0.051506 | -0.4721 | 0.319055 |
43 | 0.067324 | 0.617 | 0.269441 |
44 | -0.064891 | -0.5947 | 0.27681 |
45 | -0.105847 | -0.9701 | 0.167391 |
46 | 0.016823 | 0.1542 | 0.438918 |
47 | -0.08368 | -0.7669 | 0.222634 |
48 | -0.043944 | -0.4028 | 0.344078 |