Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937758 | 9.8799 | 0 |
2 | 0.851957 | 8.9759 | 0 |
3 | 0.749368 | 7.8951 | 0 |
4 | 0.647317 | 6.8199 | 0 |
5 | 0.546374 | 5.7564 | 0 |
6 | 0.438419 | 4.619 | 5e-06 |
7 | 0.337211 | 3.5527 | 0.00028 |
8 | 0.233198 | 2.4569 | 0.007781 |
9 | 0.148733 | 1.567 | 0.059981 |
10 | 0.092194 | 0.9713 | 0.16675 |
11 | 0.052588 | 0.554 | 0.29033 |
12 | 0.032678 | 0.3443 | 0.365642 |
13 | 0.011035 | 0.1163 | 0.453828 |
14 | -0.002212 | -0.0233 | 0.490723 |
15 | -0.011095 | -0.1169 | 0.45358 |
16 | -0.013765 | -0.145 | 0.442478 |
17 | 0.005396 | 0.0568 | 0.477385 |
18 | 0.023942 | 0.2522 | 0.40066 |
19 | 0.047162 | 0.4969 | 0.310129 |
20 | 0.06247 | 0.6582 | 0.255899 |
21 | 0.080869 | 0.852 | 0.198023 |
22 | 0.109943 | 1.1583 | 0.12461 |
23 | 0.135032 | 1.4227 | 0.07882 |
24 | 0.159943 | 1.6851 | 0.047389 |
25 | 0.161921 | 1.7059 | 0.045407 |
26 | 0.155591 | 1.6393 | 0.051996 |
27 | 0.134018 | 1.412 | 0.080378 |
28 | 0.106028 | 1.1171 | 0.133188 |
29 | 0.069204 | 0.7291 | 0.233736 |
30 | 0.032042 | 0.3376 | 0.368159 |
31 | -0.003492 | -0.0368 | 0.485359 |
32 | -0.046122 | -0.4859 | 0.31399 |
33 | -0.087044 | -0.9171 | 0.180549 |
34 | -0.118845 | -1.2521 | 0.106581 |
35 | -0.146557 | -1.5441 | 0.062708 |
36 | -0.165736 | -1.7461 | 0.041777 |
37 | -0.183076 | -1.9288 | 0.028153 |
38 | -0.206345 | -2.174 | 0.015915 |
39 | -0.224037 | -2.3604 | 0.010001 |
40 | -0.243999 | -2.5707 | 0.005737 |
41 | -0.251008 | -2.6445 | 0.004683 |
42 | -0.250545 | -2.6397 | 0.004747 |
43 | -0.251147 | -2.646 | 0.004664 |
44 | -0.2472 | -2.6044 | 0.005231 |
45 | -0.251029 | -2.6448 | 0.00468 |
46 | -0.250809 | -2.6424 | 0.00471 |
47 | -0.250747 | -2.6418 | 0.004719 |
48 | -0.241909 | -2.5487 | 0.00609 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937758 | 9.8799 | 0 |
2 | -0.227447 | -2.3963 | 0.009117 |
3 | -0.157257 | -1.6568 | 0.050192 |
4 | -0.012622 | -0.133 | 0.447226 |
5 | -0.046845 | -0.4935 | 0.311302 |
6 | -0.1398 | -1.4729 | 0.071807 |
7 | 0.003127 | 0.0329 | 0.486891 |
8 | -0.106349 | -1.1205 | 0.132469 |
9 | 0.083693 | 0.8818 | 0.189907 |
10 | 0.138977 | 1.4642 | 0.072982 |
11 | -0.006712 | -0.0707 | 0.471874 |
12 | 0.0517 | 0.5447 | 0.293529 |
13 | -0.091503 | -0.964 | 0.168559 |
14 | 0.000275 | 0.0029 | 0.498845 |
15 | -0.006314 | -0.0665 | 0.473543 |
16 | -0.007619 | -0.0803 | 0.468084 |
17 | 0.145512 | 1.5331 | 0.064053 |
18 | -0.02383 | -0.2511 | 0.401115 |
19 | 0.028761 | 0.303 | 0.381223 |
20 | -0.013532 | -0.1426 | 0.443444 |
21 | 0.051972 | 0.5476 | 0.292547 |
22 | 0.086121 | 0.9073 | 0.183095 |
23 | -0.033176 | -0.3495 | 0.363675 |
24 | -0.020258 | -0.2134 | 0.415693 |
25 | -0.121382 | -1.2788 | 0.10181 |
26 | 0.018266 | 0.1924 | 0.423872 |
27 | -0.075262 | -0.7929 | 0.214755 |
28 | 0.001467 | 0.0155 | 0.493848 |
29 | -0.105287 | -1.1093 | 0.134857 |
30 | 0.080057 | 0.8435 | 0.200395 |
31 | 0.00871 | 0.0918 | 0.463525 |
32 | -0.062666 | -0.6602 | 0.255239 |
33 | 0.004485 | 0.0473 | 0.481197 |
34 | 0.003173 | 0.0334 | 0.486696 |
35 | -0.046691 | -0.4919 | 0.311875 |
36 | -0.034651 | -0.3651 | 0.357875 |
37 | -0.022805 | -0.2403 | 0.405285 |
38 | -0.131549 | -1.386 | 0.08427 |
39 | 0.061376 | 0.6466 | 0.2596 |
40 | -0.080151 | -0.8444 | 0.200119 |
41 | 0.030153 | 0.3177 | 0.375662 |
42 | 0.048251 | 0.5084 | 0.306108 |
43 | -0.100722 | -1.0612 | 0.145457 |
44 | 0.04996 | 0.5264 | 0.299842 |
45 | -0.140802 | -1.4834 | 0.070396 |
46 | -0.01272 | -0.134 | 0.446818 |
47 | -0.031736 | -0.3344 | 0.369371 |
48 | 0.019847 | 0.2091 | 0.417377 |