Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943475 | 8.0056 | 0 |
2 | 0.884698 | 7.5069 | 0 |
3 | 0.833583 | 7.0732 | 0 |
4 | 0.784586 | 6.6574 | 0 |
5 | 0.736747 | 6.2515 | 0 |
6 | 0.685903 | 5.8201 | 0 |
7 | 0.630887 | 5.3533 | 0 |
8 | 0.572274 | 4.8559 | 3e-06 |
9 | 0.525136 | 4.4559 | 1.5e-05 |
10 | 0.489522 | 4.1537 | 4.4e-05 |
11 | 0.457647 | 3.8833 | 0.000113 |
12 | 0.427997 | 3.6317 | 0.000262 |
13 | 0.395593 | 3.3567 | 0.000631 |
14 | 0.362014 | 3.0718 | 0.001501 |
15 | 0.324795 | 2.756 | 0.003704 |
16 | 0.29683 | 2.5187 | 0.007001 |
17 | 0.267971 | 2.2738 | 0.01298 |
18 | 0.237283 | 2.0134 | 0.023905 |
19 | 0.20307 | 1.7231 | 0.044581 |
20 | 0.16683 | 1.4156 | 0.080602 |
21 | 0.137068 | 1.1631 | 0.124323 |
22 | 0.108343 | 0.9193 | 0.180499 |
23 | 0.08551 | 0.7256 | 0.235225 |
24 | 0.061272 | 0.5199 | 0.30236 |
25 | 0.034261 | 0.2907 | 0.386052 |
26 | 0.006175 | 0.0524 | 0.479179 |
27 | -0.016376 | -0.139 | 0.444937 |
28 | -0.034072 | -0.2891 | 0.386663 |
29 | -0.049193 | -0.4174 | 0.338809 |
30 | -0.064623 | -0.5483 | 0.292575 |
31 | -0.082574 | -0.7007 | 0.242886 |
32 | -0.102737 | -0.8718 | 0.19312 |
33 | -0.119146 | -1.011 | 0.157704 |
34 | -0.132819 | -1.127 | 0.131741 |
35 | -0.146448 | -1.2427 | 0.109014 |
36 | -0.162949 | -1.3827 | 0.08552 |
37 | -0.180973 | -1.5356 | 0.064509 |
38 | -0.202502 | -1.7183 | 0.045021 |
39 | -0.224793 | -1.9074 | 0.030227 |
40 | -0.243913 | -2.0697 | 0.021036 |
41 | -0.258227 | -2.1911 | 0.01584 |
42 | -0.274064 | -2.3255 | 0.011433 |
43 | -0.292208 | -2.4795 | 0.00775 |
44 | -0.310494 | -2.6346 | 0.005153 |
45 | -0.325862 | -2.765 | 0.003612 |
46 | -0.337664 | -2.8652 | 0.00273 |
47 | -0.345524 | -2.9319 | 0.002257 |
48 | -0.35344 | -2.999 | 0.001858 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943475 | 8.0056 | 0 |
2 | -0.049586 | -0.4207 | 0.337596 |
3 | 0.03912 | 0.3319 | 0.370448 |
4 | -0.011527 | -0.0978 | 0.461177 |
5 | -0.013235 | -0.1123 | 0.455447 |
6 | -0.053391 | -0.453 | 0.325941 |
7 | -0.065264 | -0.5538 | 0.290722 |
8 | -0.068211 | -0.5788 | 0.282268 |
9 | 0.064708 | 0.5491 | 0.292331 |
10 | 0.06507 | 0.5521 | 0.291282 |
11 | 0.017556 | 0.149 | 0.440996 |
12 | 0.011977 | 0.1016 | 0.459666 |
13 | -0.037329 | -0.3167 | 0.376177 |
14 | -0.032195 | -0.2732 | 0.392746 |
15 | -0.07228 | -0.6133 | 0.270799 |
16 | 0.041911 | 0.3556 | 0.361581 |
17 | -0.041871 | -0.3553 | 0.361706 |
18 | -0.016952 | -0.1438 | 0.443012 |
19 | -0.04385 | -0.3721 | 0.355464 |
20 | -0.030432 | -0.2582 | 0.398485 |
21 | 0.028714 | 0.2436 | 0.404098 |
22 | -0.026709 | -0.2266 | 0.410675 |
23 | 0.02114 | 0.1794 | 0.429073 |
24 | -0.031949 | -0.2711 | 0.393545 |
25 | -0.033531 | -0.2845 | 0.388413 |
26 | -0.040358 | -0.3424 | 0.366506 |
27 | 0.017641 | 0.1497 | 0.440715 |
28 | -0.001183 | -0.01 | 0.49601 |
29 | 0.009238 | 0.0784 | 0.468867 |
30 | -0.020909 | -0.1774 | 0.42984 |
31 | -0.021371 | -0.1813 | 0.428305 |
32 | -0.036855 | -0.3127 | 0.377698 |
33 | 0.001428 | 0.0121 | 0.495182 |
34 | -0.014986 | -0.1272 | 0.449586 |
35 | -0.027995 | -0.2375 | 0.406455 |
36 | -0.029781 | -0.2527 | 0.400611 |
37 | -0.030815 | -0.2615 | 0.397237 |
38 | -0.044807 | -0.3802 | 0.352458 |
39 | -0.044339 | -0.3762 | 0.353926 |
40 | -0.015437 | -0.131 | 0.448077 |
41 | 0.007907 | 0.0671 | 0.473348 |
42 | -0.031292 | -0.2655 | 0.395683 |
43 | -0.033875 | -0.2874 | 0.387302 |
44 | -0.029736 | -0.2523 | 0.400758 |
45 | -0.012305 | -0.1044 | 0.458567 |
46 | -0.015815 | -0.1342 | 0.44681 |
47 | -0.006117 | -0.0519 | 0.479375 |
48 | -0.024627 | -0.209 | 0.417533 |