Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950207 | 8.0628 | 0 |
2 | 0.895307 | 7.5969 | 0 |
3 | 0.841911 | 7.1439 | 0 |
4 | 0.802464 | 6.8091 | 0 |
5 | 0.765386 | 6.4945 | 0 |
6 | 0.727202 | 6.1705 | 0 |
7 | 0.687539 | 5.834 | 0 |
8 | 0.64678 | 5.4881 | 0 |
9 | 0.607466 | 5.1545 | 1e-06 |
10 | 0.569519 | 4.8325 | 4e-06 |
11 | 0.530288 | 4.4996 | 1.3e-05 |
12 | 0.489307 | 4.1519 | 4.5e-05 |
13 | 0.441327 | 3.7448 | 0.00018 |
14 | 0.388503 | 3.2966 | 0.000761 |
15 | 0.339081 | 2.8772 | 0.002638 |
16 | 0.299484 | 2.5412 | 0.006601 |
17 | 0.270006 | 2.2911 | 0.012444 |
18 | 0.23996 | 2.0361 | 0.022709 |
19 | 0.208843 | 1.7721 | 0.040305 |
20 | 0.178108 | 1.5113 | 0.067545 |
21 | 0.149652 | 1.2698 | 0.104115 |
22 | 0.124416 | 1.0557 | 0.147317 |
23 | 0.099668 | 0.8457 | 0.200257 |
24 | 0.071952 | 0.6105 | 0.271715 |
25 | 0.037039 | 0.3143 | 0.377106 |
26 | 0.000167 | 0.0014 | 0.499435 |
27 | -0.033926 | -0.2879 | 0.387137 |
28 | -0.060719 | -0.5152 | 0.303989 |
29 | -0.084412 | -0.7163 | 0.238073 |
30 | -0.108282 | -0.9188 | 0.180634 |
31 | -0.132863 | -1.1274 | 0.131663 |
32 | -0.158441 | -1.3444 | 0.091518 |
33 | -0.181201 | -1.5375 | 0.064273 |
34 | -0.197737 | -1.6779 | 0.048856 |
35 | -0.21396 | -1.8155 | 0.036805 |
36 | -0.232105 | -1.9695 | 0.026373 |
37 | -0.25418 | -2.1568 | 0.017181 |
38 | -0.278983 | -2.3672 | 0.010306 |
39 | -0.303599 | -2.5761 | 0.006022 |
40 | -0.318434 | -2.702 | 0.004295 |
41 | -0.328205 | -2.7849 | 0.003419 |
42 | -0.338736 | -2.8743 | 0.00266 |
43 | -0.349948 | -2.9694 | 0.002025 |
44 | -0.361385 | -3.0665 | 0.001525 |
45 | -0.371326 | -3.1508 | 0.001186 |
46 | -0.374816 | -3.1804 | 0.001085 |
47 | -0.375416 | -3.1855 | 0.001068 |
48 | -0.374183 | -3.175 | 0.001103 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950207 | 8.0628 | 0 |
2 | -0.078121 | -0.6629 | 0.254762 |
3 | -0.010819 | -0.0918 | 0.463555 |
4 | 0.113876 | 0.9663 | 0.168572 |
5 | -0.012043 | -0.1022 | 0.459446 |
6 | -0.032004 | -0.2716 | 0.393367 |
7 | -0.017169 | -0.1457 | 0.442289 |
8 | -0.029975 | -0.2543 | 0.399977 |
9 | -0.011251 | -0.0955 | 0.462104 |
10 | -0.013239 | -0.1123 | 0.455434 |
11 | -0.041439 | -0.3516 | 0.363075 |
12 | -0.038972 | -0.3307 | 0.37092 |
13 | -0.095898 | -0.8137 | 0.209243 |
14 | -0.081454 | -0.6912 | 0.245844 |
15 | -0.002147 | -0.0182 | 0.492758 |
16 | 0.044906 | 0.381 | 0.352148 |
17 | 0.053399 | 0.4531 | 0.325919 |
18 | -0.030112 | -0.2555 | 0.399528 |
19 | -0.010624 | -0.0901 | 0.46421 |
20 | 0.004597 | 0.039 | 0.484495 |
21 | -0.005262 | -0.0446 | 0.482255 |
22 | 0.002652 | 0.0225 | 0.491055 |
23 | -0.016896 | -0.1434 | 0.443201 |
24 | -0.047434 | -0.4025 | 0.344258 |
25 | -0.087883 | -0.7457 | 0.229134 |
26 | -0.04499 | -0.3818 | 0.351884 |
27 | -0.020031 | -0.17 | 0.432756 |
28 | 0.007621 | 0.0647 | 0.474311 |
29 | -0.027739 | -0.2354 | 0.407295 |
30 | -0.031905 | -0.2707 | 0.393689 |
31 | -0.011637 | -0.0987 | 0.460809 |
32 | -0.025784 | -0.2188 | 0.413718 |
33 | -0.000913 | -0.0077 | 0.49692 |
34 | 0.030787 | 0.2612 | 0.397327 |
35 | -0.025801 | -0.2189 | 0.413664 |
36 | -0.029796 | -0.2528 | 0.400562 |
37 | -0.038966 | -0.3306 | 0.37094 |
38 | -0.051788 | -0.4394 | 0.33083 |
39 | -0.046198 | -0.392 | 0.348107 |
40 | 0.037112 | 0.3149 | 0.376872 |
41 | -0.011675 | -0.0991 | 0.46068 |
42 | -0.040769 | -0.3459 | 0.365199 |
43 | -0.006385 | -0.0542 | 0.478471 |
44 | -0.018223 | -0.1546 | 0.438773 |
45 | -0.023784 | -0.2018 | 0.420316 |
46 | 0.030425 | 0.2582 | 0.398508 |
47 | 0.000861 | 0.0073 | 0.497096 |
48 | 0.010623 | 0.0901 | 0.464215 |