Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94464 | 7.7897 | 0 |
2 | 0.87221 | 7.1924 | 0 |
3 | 0.814471 | 6.7163 | 0 |
4 | 0.75555 | 6.2304 | 0 |
5 | 0.660802 | 5.4491 | 0 |
6 | 0.59225 | 4.8838 | 3e-06 |
7 | 0.548968 | 4.5269 | 1.2e-05 |
8 | 0.507281 | 4.1831 | 4.2e-05 |
9 | 0.438004 | 3.6119 | 0.000289 |
10 | 0.389732 | 3.2138 | 0.001002 |
11 | 0.359563 | 2.965 | 0.002085 |
12 | 0.332729 | 2.7438 | 0.00388 |
13 | 0.287104 | 2.3675 | 0.01038 |
14 | 0.260559 | 2.1486 | 0.017614 |
15 | 0.244743 | 2.0182 | 0.023759 |
16 | 0.235917 | 1.9454 | 0.02793 |
17 | 0.211358 | 1.7429 | 0.042935 |
18 | 0.193494 | 1.5956 | 0.057608 |
19 | 0.180641 | 1.4896 | 0.070477 |
20 | 0.179642 | 1.4814 | 0.071564 |
21 | 0.160907 | 1.3269 | 0.094494 |
22 | 0.143933 | 1.1869 | 0.119698 |
23 | 0.122484 | 1.01 | 0.15803 |
24 | 0.092058 | 0.7591 | 0.2252 |
25 | 0.031273 | 0.2579 | 0.398638 |
26 | -0.027184 | -0.2242 | 0.411651 |
27 | -0.076185 | -0.6282 | 0.265976 |
28 | -0.116485 | -0.9606 | 0.170088 |
29 | -0.161389 | -1.3308 | 0.093843 |
30 | -0.200437 | -1.6528 | 0.051486 |
31 | -0.239196 | -1.9725 | 0.026313 |
32 | -0.274843 | -2.2664 | 0.013306 |
33 | -0.315696 | -2.6033 | 0.005663 |
34 | -0.348093 | -2.8705 | 0.002729 |
35 | -0.371143 | -3.0605 | 0.001581 |
36 | -0.381601 | -3.1468 | 0.001225 |
37 | -0.385474 | -3.1787 | 0.001114 |
38 | -0.375568 | -3.097 | 0.00142 |
39 | -0.358398 | -2.9554 | 0.002144 |
40 | -0.33351 | -2.7502 | 0.003812 |
41 | -0.310107 | -2.5572 | 0.006394 |
42 | -0.289068 | -2.3837 | 0.009968 |
43 | -0.274537 | -2.2639 | 0.013388 |
44 | -0.262685 | -2.1662 | 0.016904 |
45 | -0.261935 | -2.16 | 0.017152 |
46 | -0.267248 | -2.2038 | 0.015465 |
47 | -0.281157 | -2.3185 | 0.011719 |
48 | -0.291865 | -2.4068 | 0.009408 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94464 | 7.7897 | 0 |
2 | -0.187035 | -1.5423 | 0.063817 |
3 | 0.126327 | 1.0417 | 0.150616 |
4 | -0.094157 | -0.7764 | 0.220092 |
5 | -0.351405 | -2.8978 | 0.002527 |
6 | 0.348735 | 2.8757 | 0.002689 |
7 | -0.015658 | -0.1291 | 0.448822 |
8 | -0.010563 | -0.0871 | 0.465421 |
9 | -0.179778 | -1.4825 | 0.071415 |
10 | 0.086382 | 0.7123 | 0.239352 |
11 | 0.044152 | 0.3641 | 0.358461 |
12 | 0.057761 | 0.4763 | 0.317691 |
13 | -0.077076 | -0.6356 | 0.263591 |
14 | 0.020007 | 0.165 | 0.434723 |
15 | -0.011156 | -0.092 | 0.463487 |
16 | 0.129443 | 1.0674 | 0.144781 |
17 | -0.072409 | -0.5971 | 0.276211 |
18 | -0.07659 | -0.6316 | 0.264892 |
19 | 0.02888 | 0.2382 | 0.40624 |
20 | 0.110915 | 0.9146 | 0.181809 |
21 | -0.088316 | -0.7283 | 0.234474 |
22 | -0.01511 | -0.1246 | 0.450604 |
23 | -0.155217 | -1.28 | 0.102456 |
24 | -0.178951 | -1.4757 | 0.072325 |
25 | -0.083374 | -0.6875 | 0.247046 |
26 | 0.0164 | 0.1352 | 0.446413 |
27 | 0.036322 | 0.2995 | 0.382729 |
28 | -0.03541 | -0.292 | 0.385589 |
29 | 0.056109 | 0.4627 | 0.322533 |
30 | -0.185172 | -1.527 | 0.065703 |
31 | -0.081685 | -0.6736 | 0.251426 |
32 | -0.005647 | -0.0466 | 0.481498 |
33 | -0.002342 | -0.0193 | 0.492323 |
34 | -0.009011 | -0.0743 | 0.470494 |
35 | 0.044188 | 0.3644 | 0.358351 |
36 | -0.014629 | -0.1206 | 0.452167 |
37 | 0.064539 | 0.5322 | 0.298162 |
38 | 0.058303 | 0.4808 | 0.316108 |
39 | 0.02335 | 0.1925 | 0.423943 |
40 | -0.009656 | -0.0796 | 0.468383 |
41 | 0.025932 | 0.2138 | 0.415656 |
42 | -0.028492 | -0.2349 | 0.407477 |
43 | -0.06823 | -0.5626 | 0.287764 |
44 | -0.07069 | -0.5829 | 0.280937 |
45 | -0.075672 | -0.624 | 0.267355 |
46 | 0.001515 | 0.0125 | 0.495034 |
47 | -0.03687 | -0.304 | 0.381012 |
48 | 0.129727 | 1.0698 | 0.144256 |