Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955448 | 8.1072 | 0 |
2 | 0.904788 | 7.6774 | 0 |
3 | 0.85236 | 7.2325 | 0 |
4 | 0.799104 | 6.7806 | 0 |
5 | 0.745763 | 6.328 | 0 |
6 | 0.691537 | 5.8679 | 0 |
7 | 0.63604 | 5.397 | 0 |
8 | 0.582679 | 4.9442 | 2e-06 |
9 | 0.533742 | 4.529 | 1.1e-05 |
10 | 0.485591 | 4.1204 | 5e-05 |
11 | 0.43685 | 3.7068 | 0.000205 |
12 | 0.387802 | 3.2906 | 0.000775 |
13 | 0.33714 | 2.8607 | 0.002764 |
14 | 0.283367 | 2.4044 | 0.009385 |
15 | 0.251826 | 2.1368 | 0.018006 |
16 | 0.22647 | 1.9217 | 0.029303 |
17 | 0.203039 | 1.7228 | 0.044605 |
18 | 0.17892 | 1.5182 | 0.066673 |
19 | 0.154594 | 1.3118 | 0.096882 |
20 | 0.130988 | 1.1115 | 0.135031 |
21 | 0.108999 | 0.9249 | 0.179058 |
22 | 0.087144 | 0.7394 | 0.231021 |
23 | 0.06493 | 0.5509 | 0.291688 |
24 | 0.041766 | 0.3544 | 0.362038 |
25 | 0.017276 | 0.1466 | 0.441931 |
26 | -0.009864 | -0.0837 | 0.466763 |
27 | -0.037616 | -0.3192 | 0.375257 |
28 | -0.062202 | -0.5278 | 0.299631 |
29 | -0.080436 | -0.6825 | 0.248549 |
30 | -0.096528 | -0.8191 | 0.207724 |
31 | -0.112488 | -0.9545 | 0.171515 |
32 | -0.127539 | -1.0822 | 0.141386 |
33 | -0.14294 | -1.2129 | 0.114569 |
34 | -0.15653 | -1.3282 | 0.094153 |
35 | -0.170215 | -1.4443 | 0.076493 |
36 | -0.184248 | -1.5634 | 0.061172 |
37 | -0.199154 | -1.6899 | 0.047689 |
38 | -0.216122 | -1.8339 | 0.035404 |
39 | -0.234391 | -1.9889 | 0.025258 |
40 | -0.249465 | -2.1168 | 0.018867 |
41 | -0.264778 | -2.2467 | 0.013862 |
42 | -0.278327 | -2.3617 | 0.01045 |
43 | -0.291147 | -2.4705 | 0.007932 |
44 | -0.302793 | -2.5693 | 0.006131 |
45 | -0.310832 | -2.6375 | 0.005114 |
46 | -0.316211 | -2.6831 | 0.004521 |
47 | -0.321667 | -2.7294 | 0.003985 |
48 | -0.327177 | -2.7762 | 0.003502 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955448 | 8.1072 | 0 |
2 | -0.092899 | -0.7883 | 0.216562 |
3 | -0.04245 | -0.3602 | 0.359876 |
4 | -0.035609 | -0.3022 | 0.381702 |
5 | -0.029254 | -0.2482 | 0.402331 |
6 | -0.040542 | -0.344 | 0.365921 |
7 | -0.045564 | -0.3866 | 0.350086 |
8 | -0.006999 | -0.0594 | 0.476405 |
9 | 0.015244 | 0.1293 | 0.448722 |
10 | -0.029681 | -0.2519 | 0.400937 |
11 | -0.042043 | -0.3567 | 0.361162 |
12 | -0.037285 | -0.3164 | 0.376316 |
13 | -0.053993 | -0.4581 | 0.324114 |
14 | -0.073724 | -0.6256 | 0.266787 |
15 | 0.224516 | 1.9051 | 0.030382 |
16 | 0.016192 | 0.1374 | 0.44555 |
17 | -0.016237 | -0.1378 | 0.445402 |
18 | -0.042227 | -0.3583 | 0.360581 |
19 | -0.029395 | -0.2494 | 0.401873 |
20 | -0.024134 | -0.2048 | 0.41916 |
21 | -0.018784 | -0.1594 | 0.436906 |
22 | -0.018676 | -0.1585 | 0.437266 |
23 | -0.004196 | -0.0356 | 0.485849 |
24 | -0.031267 | -0.2653 | 0.395766 |
25 | -0.047754 | -0.4052 | 0.343263 |
26 | -0.064637 | -0.5485 | 0.292535 |
27 | -0.046021 | -0.3905 | 0.348659 |
28 | -0.018115 | -0.1537 | 0.439135 |
29 | 0.109002 | 0.9249 | 0.179051 |
30 | 0.017117 | 0.1452 | 0.442462 |
31 | -0.0205 | -0.1739 | 0.431197 |
32 | -0.028913 | -0.2453 | 0.403447 |
33 | -0.045235 | -0.3838 | 0.351116 |
34 | -0.012494 | -0.106 | 0.457931 |
35 | -0.02448 | -0.2077 | 0.418016 |
36 | -0.018542 | -0.1573 | 0.43771 |
37 | -0.018382 | -0.156 | 0.438246 |
38 | -0.052349 | -0.4442 | 0.329118 |
39 | -0.056617 | -0.4804 | 0.316195 |
40 | -0.015963 | -0.1355 | 0.446317 |
41 | -0.057759 | -0.4901 | 0.312776 |
42 | -0.009515 | -0.0807 | 0.467936 |
43 | 0.034461 | 0.2924 | 0.385405 |
44 | 0.012123 | 0.1029 | 0.459178 |
45 | 0.01457 | 0.1236 | 0.450975 |
46 | -0.008845 | -0.075 | 0.470192 |
47 | -0.049561 | -0.4205 | 0.337673 |
48 | -0.022079 | -0.1873 | 0.425958 |