Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921626 | 7.8203 | 0 |
2 | 0.81913 | 6.9506 | 0 |
3 | 0.705025 | 5.9823 | 0 |
4 | 0.597168 | 5.0671 | 2e-06 |
5 | 0.494461 | 4.1956 | 3.8e-05 |
6 | 0.389269 | 3.3031 | 0.000746 |
7 | 0.288573 | 2.4486 | 0.008388 |
8 | 0.203334 | 1.7253 | 0.044377 |
9 | 0.129582 | 1.0995 | 0.137597 |
10 | 0.106792 | 0.9062 | 0.183937 |
11 | 0.088717 | 0.7528 | 0.227016 |
12 | 0.080485 | 0.6829 | 0.248418 |
13 | 0.069128 | 0.5866 | 0.279664 |
14 | 0.060089 | 0.5099 | 0.305852 |
15 | 0.04897 | 0.4155 | 0.339498 |
16 | 0.042607 | 0.3615 | 0.359382 |
17 | 0.031335 | 0.2659 | 0.395544 |
18 | 0.018555 | 0.1574 | 0.437667 |
19 | -0.000474 | -0.004 | 0.498401 |
20 | -0.02484 | -0.2108 | 0.416831 |
21 | -0.054781 | -0.4648 | 0.321729 |
22 | -0.083946 | -0.7123 | 0.239288 |
23 | -0.11328 | -0.9612 | 0.16983 |
24 | -0.139814 | -1.1864 | 0.11969 |
25 | -0.167906 | -1.4247 | 0.079277 |
26 | -0.195111 | -1.6556 | 0.05108 |
27 | -0.221462 | -1.8792 | 0.032135 |
28 | -0.232414 | -1.9721 | 0.02622 |
29 | -0.235117 | -1.995 | 0.024912 |
30 | -0.232191 | -1.9702 | 0.02633 |
31 | -0.23383 | -1.9841 | 0.025528 |
32 | -0.232577 | -1.9735 | 0.02614 |
33 | -0.225419 | -1.9127 | 0.029879 |
34 | -0.224143 | -1.9019 | 0.030591 |
35 | -0.225879 | -1.9166 | 0.029626 |
36 | -0.226891 | -1.9252 | 0.029075 |
37 | -0.227093 | -1.9269 | 0.028966 |
38 | -0.227661 | -1.9318 | 0.028662 |
39 | -0.229717 | -1.9492 | 0.027583 |
40 | -0.232045 | -1.969 | 0.026403 |
41 | -0.228914 | -1.9424 | 0.028 |
42 | -0.223819 | -1.8992 | 0.030774 |
43 | -0.223124 | -1.8933 | 0.031171 |
44 | -0.223266 | -1.8945 | 0.031089 |
45 | -0.223055 | -1.8927 | 0.03121 |
46 | -0.220008 | -1.8668 | 0.032999 |
47 | -0.213884 | -1.8149 | 0.036855 |
48 | -0.206394 | -1.7513 | 0.042075 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921626 | 7.8203 | 0 |
2 | -0.200952 | -1.7051 | 0.04624 |
3 | -0.113539 | -0.9634 | 0.169283 |
4 | -0.005477 | -0.0465 | 0.481532 |
5 | -0.041706 | -0.3539 | 0.36223 |
6 | -0.101324 | -0.8598 | 0.196386 |
7 | -0.039328 | -0.3337 | 0.369784 |
8 | 0.028901 | 0.2452 | 0.403485 |
9 | -0.025017 | -0.2123 | 0.416246 |
10 | 0.263014 | 2.2318 | 0.014372 |
11 | -0.096858 | -0.8219 | 0.206932 |
12 | 0.004476 | 0.038 | 0.484905 |
13 | -0.041345 | -0.3508 | 0.363372 |
14 | -0.002614 | -0.0222 | 0.491181 |
15 | -0.065446 | -0.5553 | 0.290195 |
16 | 0.02911 | 0.247 | 0.402803 |
17 | -0.030069 | -0.2551 | 0.399668 |
18 | -0.024239 | -0.2057 | 0.418811 |
19 | 0.041385 | 0.3512 | 0.363245 |
20 | -0.08948 | -0.7593 | 0.225088 |
21 | -0.033421 | -0.2836 | 0.38877 |
22 | -0.034667 | -0.2942 | 0.384743 |
23 | -0.01761 | -0.1494 | 0.440819 |
24 | -0.047691 | -0.4047 | 0.34346 |
25 | -0.014477 | -0.1228 | 0.451289 |
26 | -0.052361 | -0.4443 | 0.329081 |
27 | -0.034493 | -0.2927 | 0.385302 |
28 | 0.07823 | 0.6638 | 0.254468 |
29 | -0.036114 | -0.3064 | 0.380077 |
30 | -0.020144 | -0.1709 | 0.43238 |
31 | -0.066167 | -0.5614 | 0.288119 |
32 | 0.008224 | 0.0698 | 0.472281 |
33 | 0.000779 | 0.0066 | 0.497372 |
34 | -0.085227 | -0.7232 | 0.235958 |
35 | -0.039089 | -0.3317 | 0.370547 |
36 | -0.007665 | -0.065 | 0.474161 |
37 | 0.039196 | 0.3326 | 0.370204 |
38 | -0.050853 | -0.4315 | 0.333698 |
39 | -0.009822 | -0.0833 | 0.466905 |
40 | -0.056558 | -0.4799 | 0.316372 |
41 | 0.036406 | 0.3089 | 0.379138 |
42 | -0.014644 | -0.1243 | 0.450729 |
43 | -0.09757 | -0.8279 | 0.205229 |
44 | -0.02309 | -0.1959 | 0.422612 |
45 | -0.01188 | -0.1008 | 0.459992 |
46 | 0.012595 | 0.1069 | 0.457593 |
47 | -0.034384 | -0.2918 | 0.385655 |
48 | -0.004138 | -0.0351 | 0.486043 |