Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960688 | 7.9801 | 0 |
2 | 0.92049 | 7.6462 | 0 |
3 | 0.878896 | 7.3007 | 0 |
4 | 0.83415 | 6.929 | 0 |
5 | 0.787135 | 6.5384 | 0 |
6 | 0.736522 | 6.118 | 0 |
7 | 0.684982 | 5.6899 | 0 |
8 | 0.624414 | 5.1868 | 1e-06 |
9 | 0.573374 | 4.7628 | 5e-06 |
10 | 0.517546 | 4.2991 | 2.8e-05 |
11 | 0.460247 | 3.8231 | 0.000143 |
12 | 0.403113 | 3.3485 | 0.00066 |
13 | 0.346186 | 2.8756 | 0.002679 |
14 | 0.297832 | 2.474 | 0.007913 |
15 | 0.251714 | 2.0909 | 0.020111 |
16 | 0.209099 | 1.7369 | 0.043433 |
17 | 0.167695 | 1.393 | 0.084049 |
18 | 0.130938 | 1.0876 | 0.140267 |
19 | 0.094072 | 0.7814 | 0.218614 |
20 | 0.053969 | 0.4483 | 0.327672 |
21 | 0.015828 | 0.1315 | 0.447889 |
22 | -0.025234 | -0.2096 | 0.417296 |
23 | -0.064899 | -0.5391 | 0.295779 |
24 | -0.101978 | -0.8471 | 0.199936 |
25 | -0.134181 | -1.1146 | 0.134447 |
26 | -0.165672 | -1.3762 | 0.086609 |
27 | -0.193061 | -1.6037 | 0.056676 |
28 | -0.217613 | -1.8076 | 0.037511 |
29 | -0.238108 | -1.9779 | 0.025969 |
30 | -0.256902 | -2.134 | 0.0182 |
31 | -0.278128 | -2.3103 | 0.011934 |
32 | -0.294228 | -2.444 | 0.008542 |
33 | -0.307328 | -2.5529 | 0.00645 |
34 | -0.318674 | -2.6471 | 0.005025 |
35 | -0.325492 | -2.7037 | 0.004313 |
36 | -0.328331 | -2.7273 | 0.004045 |
37 | -0.328671 | -2.7301 | 0.004014 |
38 | -0.32514 | -2.7008 | 0.004348 |
39 | -0.319144 | -2.651 | 0.004973 |
40 | -0.314185 | -2.6098 | 0.005551 |
41 | -0.306411 | -2.5452 | 0.00658 |
42 | -0.297983 | -2.4752 | 0.007887 |
43 | -0.288138 | -2.3935 | 0.009707 |
44 | -0.2786 | -2.3142 | 0.011819 |
45 | -0.273242 | -2.2697 | 0.013176 |
46 | -0.266152 | -2.2108 | 0.015183 |
47 | -0.259553 | -2.156 | 0.017286 |
48 | -0.253435 | -2.1052 | 0.019459 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960688 | 7.9801 | 0 |
2 | -0.03153 | -0.2619 | 0.397087 |
3 | -0.038948 | -0.3235 | 0.373637 |
4 | -0.062765 | -0.5214 | 0.30189 |
5 | -0.053003 | -0.4403 | 0.330557 |
6 | -0.071809 | -0.5965 | 0.276399 |
7 | -0.038778 | -0.3221 | 0.374169 |
8 | -0.146518 | -1.2171 | 0.113862 |
9 | 0.093961 | 0.7805 | 0.218884 |
10 | -0.09494 | -0.7886 | 0.216515 |
11 | -0.046265 | -0.3843 | 0.350967 |
12 | -0.039591 | -0.3289 | 0.371627 |
13 | -0.029725 | -0.2469 | 0.402854 |
14 | 0.069204 | 0.5749 | 0.28363 |
15 | 0.006658 | 0.0553 | 0.478028 |
16 | -0.017902 | -0.1487 | 0.441109 |
17 | 0.003155 | 0.0262 | 0.489583 |
18 | 0.00707 | 0.0587 | 0.47667 |
19 | -0.049597 | -0.412 | 0.340813 |
20 | -0.087532 | -0.7271 | 0.234813 |
21 | -0.043706 | -0.3631 | 0.358837 |
22 | -0.067412 | -0.56 | 0.288659 |
23 | -0.037769 | -0.3137 | 0.377334 |
24 | -0.016274 | -0.1352 | 0.44643 |
25 | 0.016558 | 0.1375 | 0.445503 |
26 | -0.020626 | -0.1713 | 0.432231 |
27 | 0.028616 | 0.2377 | 0.406408 |
28 | -0.013937 | -0.1158 | 0.454087 |
29 | 0.036363 | 0.3021 | 0.38176 |
30 | -0.025425 | -0.2112 | 0.416678 |
31 | -0.065593 | -0.5449 | 0.293803 |
32 | 0.017911 | 0.1488 | 0.44108 |
33 | -0.005142 | -0.0427 | 0.483026 |
34 | -0.036834 | -0.306 | 0.380275 |
35 | 0.017031 | 0.1415 | 0.443955 |
36 | -0.001789 | -0.0149 | 0.494093 |
37 | 0.004841 | 0.0402 | 0.484019 |
38 | 0.033735 | 0.2802 | 0.390072 |
39 | -0.017965 | -0.1492 | 0.440906 |
40 | -0.018684 | -0.1552 | 0.438559 |
41 | 0.026377 | 0.2191 | 0.413609 |
42 | -0.017214 | -0.143 | 0.443357 |
43 | 0.002084 | 0.0173 | 0.49312 |
44 | -0.037797 | -0.314 | 0.377247 |
45 | -0.084162 | -0.6991 | 0.243418 |
46 | 0.003197 | 0.0266 | 0.489447 |
47 | -0.031997 | -0.2658 | 0.395598 |
48 | -0.03985 | -0.331 | 0.370817 |