Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.894891 | 7.5934 | 0 |
2 | 0.778714 | 6.6076 | 0 |
3 | 0.718544 | 6.097 | 0 |
4 | 0.673208 | 5.7124 | 0 |
5 | 0.633174 | 5.3727 | 0 |
6 | 0.59366 | 5.0374 | 2e-06 |
7 | 0.555177 | 4.7108 | 6e-06 |
8 | 0.520824 | 4.4193 | 1.7e-05 |
9 | 0.495961 | 4.2084 | 3.7e-05 |
10 | 0.471051 | 3.997 | 7.7e-05 |
11 | 0.445684 | 3.7818 | 0.000159 |
12 | 0.418307 | 3.5495 | 0.000342 |
13 | 0.386279 | 3.2777 | 0.000806 |
14 | 0.346426 | 2.9395 | 0.002208 |
15 | 0.29855 | 2.5333 | 0.006739 |
16 | 0.25618 | 2.1738 | 0.016506 |
17 | 0.227634 | 1.9315 | 0.028676 |
18 | 0.203557 | 1.7272 | 0.044207 |
19 | 0.181051 | 1.5363 | 0.064428 |
20 | 0.162715 | 1.3807 | 0.085823 |
21 | 0.146834 | 1.2459 | 0.108414 |
22 | 0.13047 | 1.1071 | 0.135973 |
23 | 0.113363 | 0.9619 | 0.169656 |
24 | 0.094324 | 0.8004 | 0.213067 |
25 | 0.06959 | 0.5905 | 0.278356 |
26 | 0.038458 | 0.3263 | 0.372562 |
27 | 0.008777 | 0.0745 | 0.47042 |
28 | -0.014554 | -0.1235 | 0.451031 |
29 | -0.03722 | -0.3158 | 0.376527 |
30 | -0.057949 | -0.4917 | 0.31221 |
31 | -0.077762 | -0.6598 | 0.255734 |
32 | -0.097271 | -0.8254 | 0.205945 |
33 | -0.110729 | -0.9396 | 0.17529 |
34 | -0.120802 | -1.025 | 0.154388 |
35 | -0.135171 | -1.147 | 0.127596 |
36 | -0.156949 | -1.3318 | 0.093571 |
37 | -0.166011 | -1.4087 | 0.081621 |
38 | -0.183451 | -1.5566 | 0.061971 |
39 | -0.207221 | -1.7583 | 0.04147 |
40 | -0.228829 | -1.9417 | 0.028045 |
41 | -0.240192 | -2.0381 | 0.022607 |
42 | -0.251672 | -2.1355 | 0.018061 |
43 | -0.262383 | -2.2264 | 0.014559 |
44 | -0.272029 | -2.3082 | 0.011931 |
45 | -0.280276 | -2.3782 | 0.010026 |
46 | -0.284566 | -2.4146 | 0.009147 |
47 | -0.287026 | -2.4355 | 0.008674 |
48 | -0.290572 | -2.4656 | 0.008032 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.894891 | 7.5934 | 0 |
2 | -0.11104 | -0.9422 | 0.174619 |
3 | 0.221993 | 1.8837 | 0.031824 |
4 | 0.004075 | 0.0346 | 0.486255 |
5 | 0.064028 | 0.5433 | 0.294301 |
6 | -0.001988 | -0.0169 | 0.493294 |
7 | 0.013691 | 0.1162 | 0.453921 |
8 | 0.009071 | 0.077 | 0.46943 |
9 | 0.040362 | 0.3425 | 0.366493 |
10 | -0.007701 | -0.0653 | 0.474039 |
11 | 0.013918 | 0.1181 | 0.453158 |
12 | -0.01862 | -0.158 | 0.437452 |
13 | -0.026907 | -0.2283 | 0.410026 |
14 | -0.059848 | -0.5078 | 0.306564 |
15 | -0.070401 | -0.5974 | 0.276067 |
16 | -0.019505 | -0.1655 | 0.434507 |
17 | 0.011874 | 0.1008 | 0.460012 |
18 | -0.00952 | -0.0808 | 0.467919 |
19 | 0.007155 | 0.0607 | 0.47588 |
20 | 0.010792 | 0.0916 | 0.463644 |
21 | 0.004702 | 0.0399 | 0.484143 |
22 | -0.006692 | -0.0568 | 0.477437 |
23 | -0.008359 | -0.0709 | 0.471827 |
24 | -0.016426 | -0.1394 | 0.444771 |
25 | -0.036984 | -0.3138 | 0.377283 |
26 | -0.04882 | -0.4143 | 0.33996 |
27 | -0.021448 | -0.182 | 0.428048 |
28 | -0.009394 | -0.0797 | 0.468346 |
29 | -0.029567 | -0.2509 | 0.40131 |
30 | -0.013058 | -0.1108 | 0.456041 |
31 | -0.029555 | -0.2508 | 0.40135 |
32 | -0.021594 | -0.1832 | 0.427566 |
33 | 0.003558 | 0.0302 | 0.487999 |
34 | -0.008852 | -0.0751 | 0.470166 |
35 | -0.026606 | -0.2258 | 0.411014 |
36 | -0.042944 | -0.3644 | 0.358316 |
37 | 0.049352 | 0.4188 | 0.338317 |
38 | -0.083407 | -0.7077 | 0.240699 |
39 | -0.013385 | -0.1136 | 0.454944 |
40 | -0.041376 | -0.3511 | 0.363274 |
41 | 0.019186 | 0.1628 | 0.435567 |
42 | -0.047127 | -0.3999 | 0.345213 |
43 | 0.001397 | 0.0119 | 0.495287 |
44 | -0.029726 | -0.2522 | 0.400791 |
45 | -0.003807 | -0.0323 | 0.48716 |
46 | -0.011491 | -0.0975 | 0.4613 |
47 | -0.004265 | -0.0362 | 0.485616 |
48 | -0.016369 | -0.1389 | 0.44496 |