Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95395 | 8.7431 | 0 |
2 | 0.904478 | 8.2897 | 0 |
3 | 0.854358 | 7.8303 | 0 |
4 | 0.804239 | 7.371 | 0 |
5 | 0.760528 | 6.9704 | 0 |
6 | 0.716818 | 6.5697 | 0 |
7 | 0.673107 | 6.1691 | 0 |
8 | 0.629397 | 5.7685 | 0 |
9 | 0.592837 | 5.4334 | 0 |
10 | 0.566103 | 5.1884 | 1e-06 |
11 | 0.538325 | 4.9338 | 2e-06 |
12 | 0.508237 | 4.6581 | 6e-06 |
13 | 0.466819 | 4.2785 | 2.5e-05 |
14 | 0.42324 | 3.8791 | 0.000104 |
15 | 0.379661 | 3.4796 | 0.000399 |
16 | 0.336081 | 3.0802 | 0.001398 |
17 | 0.306625 | 2.8103 | 0.003079 |
18 | 0.281152 | 2.5768 | 0.00586 |
19 | 0.255678 | 2.3433 | 0.010738 |
20 | 0.234044 | 2.1451 | 0.017418 |
21 | 0.21241 | 1.9468 | 0.027452 |
22 | 0.19687 | 1.8043 | 0.037381 |
23 | 0.181329 | 1.6619 | 0.050129 |
24 | 0.162423 | 1.4886 | 0.070164 |
25 | 0.136832 | 1.2541 | 0.106645 |
26 | 0.110225 | 1.0102 | 0.157644 |
27 | 0.083617 | 0.7664 | 0.222803 |
28 | 0.05701 | 0.5225 | 0.301346 |
29 | 0.040905 | 0.3749 | 0.354341 |
30 | 0.024799 | 0.2273 | 0.410377 |
31 | 0.008693 | 0.0797 | 0.468343 |
32 | -0.007412 | -0.0679 | 0.472999 |
33 | -0.020841 | -0.191 | 0.424488 |
34 | -0.03427 | -0.3141 | 0.377116 |
35 | -0.047699 | -0.4372 | 0.331556 |
36 | -0.065739 | -0.6025 | 0.27423 |
37 | -0.088338 | -0.8096 | 0.21022 |
38 | -0.112024 | -1.0267 | 0.153752 |
39 | -0.135709 | -1.2438 | 0.108517 |
40 | -0.159395 | -1.4609 | 0.07389 |
41 | -0.173267 | -1.588 | 0.05802 |
42 | -0.187139 | -1.7152 | 0.045001 |
43 | -0.201012 | -1.8423 | 0.03448 |
44 | -0.214884 | -1.9694 | 0.026099 |
45 | -0.219211 | -2.0091 | 0.023869 |
46 | -0.223538 | -2.0488 | 0.021804 |
47 | -0.228519 | -2.0944 | 0.019618 |
48 | -0.238601 | -2.1868 | 0.015768 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95395 | 8.7431 | 0 |
2 | -0.061595 | -0.5645 | 0.286948 |
3 | -0.031861 | -0.292 | 0.385499 |
4 | -0.026573 | -0.2435 | 0.404087 |
5 | 0.043868 | 0.4021 | 0.344332 |
6 | -0.030064 | -0.2755 | 0.391787 |
7 | -0.026405 | -0.242 | 0.404684 |
8 | -0.026458 | -0.2425 | 0.404495 |
9 | 0.058186 | 0.5333 | 0.297622 |
10 | 0.08062 | 0.7389 | 0.231016 |
11 | -0.039739 | -0.3642 | 0.358308 |
12 | -0.04794 | -0.4394 | 0.33076 |
13 | -0.137767 | -1.2627 | 0.105104 |
14 | -0.029771 | -0.2729 | 0.392815 |
15 | -0.028631 | -0.2624 | 0.396825 |
16 | -0.032627 | -0.299 | 0.382826 |
17 | 0.121029 | 1.1093 | 0.135243 |
18 | 0.029035 | 0.2661 | 0.395402 |
19 | -0.017322 | -0.1588 | 0.43712 |
20 | 0.010181 | 0.0933 | 0.462938 |
21 | -0.030428 | -0.2789 | 0.390512 |
22 | 0.026736 | 0.245 | 0.403512 |
23 | -0.024016 | -0.2201 | 0.413158 |
24 | -0.051281 | -0.47 | 0.319787 |
25 | -0.062426 | -0.5721 | 0.284377 |
26 | 0.017049 | 0.1563 | 0.438103 |
27 | -0.015771 | -0.1445 | 0.44271 |
28 | -0.028688 | -0.2629 | 0.396626 |
29 | 0.062809 | 0.5757 | 0.283194 |
30 | -0.031289 | -0.2868 | 0.387497 |
31 | -0.013476 | -0.1235 | 0.451 |
32 | -0.043801 | -0.4014 | 0.344557 |
33 | 0.02356 | 0.2159 | 0.414782 |
34 | -0.031414 | -0.2879 | 0.38706 |
35 | -0.015465 | -0.1417 | 0.443811 |
36 | -0.058611 | -0.5372 | 0.296281 |
37 | -0.043826 | -0.4017 | 0.344472 |
38 | -0.000307 | -0.0028 | 0.498879 |
39 | -0.022435 | -0.2056 | 0.418791 |
40 | -0.044852 | -0.4111 | 0.34103 |
41 | 0.052893 | 0.4848 | 0.314551 |
42 | -0.022985 | -0.2107 | 0.416831 |
43 | -0.0259 | -0.2374 | 0.40647 |
44 | -0.043156 | -0.3955 | 0.346725 |
45 | 0.105871 | 0.9703 | 0.167335 |
46 | -0.031325 | -0.2871 | 0.387371 |
47 | -0.025905 | -0.2374 | 0.406454 |
48 | -0.072743 | -0.6667 | 0.253394 |