Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952701 | 8.1399 | 0 |
2 | 0.86879 | 7.4229 | 0 |
3 | 0.758822 | 6.4834 | 0 |
4 | 0.643805 | 5.5007 | 0 |
5 | 0.53301 | 4.554 | 1e-05 |
6 | 0.440899 | 3.767 | 0.000166 |
7 | 0.370068 | 3.1619 | 0.001142 |
8 | 0.316975 | 2.7082 | 0.00421 |
9 | 0.280495 | 2.3965 | 0.009556 |
10 | 0.258195 | 2.206 | 0.015265 |
11 | 0.238745 | 2.0398 | 0.022493 |
12 | 0.213357 | 1.8229 | 0.036205 |
13 | 0.188969 | 1.6145 | 0.055362 |
14 | 0.163781 | 1.3993 | 0.082972 |
15 | 0.140745 | 1.2025 | 0.116523 |
16 | 0.112815 | 0.9639 | 0.169142 |
17 | 0.088399 | 0.7553 | 0.226254 |
18 | 0.071691 | 0.6125 | 0.271045 |
19 | 0.060375 | 0.5158 | 0.303762 |
20 | 0.055654 | 0.4755 | 0.317923 |
21 | 0.055445 | 0.4737 | 0.318557 |
22 | 0.049137 | 0.4198 | 0.337923 |
23 | 0.04403 | 0.3762 | 0.353933 |
24 | 0.033225 | 0.2839 | 0.388654 |
25 | 0.022208 | 0.1897 | 0.425019 |
26 | -0.000825 | -0.007 | 0.497199 |
27 | -0.033821 | -0.289 | 0.386712 |
28 | -0.070469 | -0.6021 | 0.27449 |
29 | -0.104173 | -0.8901 | 0.188181 |
30 | -0.128945 | -1.1017 | 0.137103 |
31 | -0.151266 | -1.2924 | 0.100144 |
32 | -0.164502 | -1.4055 | 0.082056 |
33 | -0.170461 | -1.4564 | 0.074782 |
34 | -0.172503 | -1.4739 | 0.072408 |
35 | -0.175499 | -1.4995 | 0.069033 |
36 | -0.178871 | -1.5283 | 0.065383 |
37 | -0.187926 | -1.6056 | 0.056335 |
38 | -0.207545 | -1.7733 | 0.040178 |
39 | -0.228092 | -1.9488 | 0.02758 |
40 | -0.247709 | -2.1164 | 0.018859 |
41 | -0.265285 | -2.2666 | 0.013189 |
42 | -0.285297 | -2.4376 | 0.008611 |
43 | -0.299726 | -2.5609 | 0.006254 |
44 | -0.308196 | -2.6332 | 0.005159 |
45 | -0.310546 | -2.6533 | 0.004888 |
46 | -0.312645 | -2.6712 | 0.004656 |
47 | -0.315344 | -2.6943 | 0.004374 |
48 | -0.317878 | -2.7159 | 0.004123 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952701 | 8.1399 | 0 |
2 | -0.420631 | -3.5939 | 0.000294 |
3 | -0.214354 | -1.8314 | 0.035557 |
4 | 0.038792 | 0.3314 | 0.370631 |
5 | 0.019298 | 0.1649 | 0.434745 |
6 | 0.114122 | 0.9751 | 0.166375 |
7 | 0.053844 | 0.46 | 0.323425 |
8 | -0.029825 | -0.2548 | 0.399787 |
9 | 0.025969 | 0.2219 | 0.412514 |
10 | 0.040002 | 0.3418 | 0.366751 |
11 | -0.08224 | -0.7027 | 0.242252 |
12 | -0.101321 | -0.8657 | 0.194749 |
13 | 0.091548 | 0.7822 | 0.218317 |
14 | 0.013185 | 0.1127 | 0.455307 |
15 | 0.019739 | 0.1686 | 0.43327 |
16 | -0.103999 | -0.8886 | 0.188576 |
17 | 0.027426 | 0.2343 | 0.407692 |
18 | 0.095136 | 0.8128 | 0.209476 |
19 | -0.015729 | -0.1344 | 0.446732 |
20 | 0.000472 | 0.004 | 0.498396 |
21 | -0.016648 | -0.1422 | 0.443639 |
22 | -0.116441 | -0.9949 | 0.161542 |
23 | 0.107868 | 0.9216 | 0.179879 |
24 | -0.065513 | -0.5597 | 0.288684 |
25 | 0.000296 | 0.0025 | 0.498996 |
26 | -0.136312 | -1.1647 | 0.123976 |
27 | -0.060524 | -0.5171 | 0.303319 |
28 | 0.031952 | 0.273 | 0.392813 |
29 | 0.038564 | 0.3295 | 0.371363 |
30 | 0.040108 | 0.3427 | 0.366411 |
31 | -0.136674 | -1.1677 | 0.123356 |
32 | 0.046818 | 0.4 | 0.345158 |
33 | 0.027714 | 0.2368 | 0.406744 |
34 | -0.064511 | -0.5512 | 0.291597 |
35 | -0.060511 | -0.517 | 0.303359 |
36 | -0.041576 | -0.3552 | 0.361724 |
37 | 0.022267 | 0.1902 | 0.424821 |
38 | -0.12208 | -1.0431 | 0.150183 |
39 | 0.05252 | 0.4487 | 0.327477 |
40 | -0.03616 | -0.309 | 0.379119 |
41 | -0.03808 | -0.3254 | 0.372922 |
42 | -0.042048 | -0.3593 | 0.360218 |
43 | -0.00869 | -0.0742 | 0.470509 |
44 | -0.010806 | -0.0923 | 0.463346 |
45 | -0.012051 | -0.103 | 0.459136 |
46 | -0.087211 | -0.7451 | 0.229292 |
47 | -0.025543 | -0.2182 | 0.413925 |
48 | 0.002415 | 0.0206 | 0.491797 |