Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.934837 | 7.9324 | 0 |
2 | 0.863301 | 7.3253 | 0 |
3 | 0.815917 | 6.9233 | 0 |
4 | 0.774681 | 6.5734 | 0 |
5 | 0.732355 | 6.2142 | 0 |
6 | 0.692329 | 5.8746 | 0 |
7 | 0.663524 | 5.6302 | 0 |
8 | 0.636466 | 5.4006 | 0 |
9 | 0.602032 | 5.1084 | 1e-06 |
10 | 0.572953 | 4.8617 | 3e-06 |
11 | 0.545497 | 4.6287 | 8e-06 |
12 | 0.513353 | 4.3559 | 2.2e-05 |
13 | 0.464687 | 3.943 | 9.2e-05 |
14 | 0.407426 | 3.4571 | 0.00046 |
15 | 0.356891 | 3.0283 | 0.001706 |
16 | 0.319288 | 2.7093 | 0.004211 |
17 | 0.282838 | 2.4 | 0.009492 |
18 | 0.251021 | 2.13 | 0.018295 |
19 | 0.22308 | 1.8929 | 0.031196 |
20 | 0.204064 | 1.7315 | 0.043819 |
21 | 0.181645 | 1.5413 | 0.063812 |
22 | 0.155484 | 1.3193 | 0.095621 |
23 | 0.122212 | 1.037 | 0.151601 |
24 | 0.086571 | 0.7346 | 0.23249 |
25 | 0.050636 | 0.4297 | 0.334364 |
26 | 0.009888 | 0.0839 | 0.466684 |
27 | -0.024552 | -0.2083 | 0.417779 |
28 | -0.058912 | -0.4999 | 0.309339 |
29 | -0.092466 | -0.7846 | 0.21763 |
30 | -0.120003 | -1.0183 | 0.155981 |
31 | -0.146085 | -1.2396 | 0.10958 |
32 | -0.176745 | -1.4997 | 0.069028 |
33 | -0.204274 | -1.7333 | 0.04366 |
34 | -0.225634 | -1.9146 | 0.029761 |
35 | -0.26369 | -2.2375 | 0.014175 |
36 | -0.292978 | -2.486 | 0.00762 |
37 | -0.309942 | -2.6299 | 0.005218 |
38 | -0.324586 | -2.7542 | 0.003722 |
39 | -0.347078 | -2.9451 | 0.002173 |
40 | -0.361969 | -3.0714 | 0.001503 |
41 | -0.373738 | -3.1713 | 0.001115 |
42 | -0.386634 | -3.2807 | 0.000799 |
43 | -0.395334 | -3.3545 | 0.000636 |
44 | -0.397244 | -3.3707 | 0.000604 |
45 | -0.400948 | -3.4022 | 0.000547 |
46 | -0.402598 | -3.4162 | 0.000524 |
47 | -0.395453 | -3.3555 | 0.000634 |
48 | -0.390767 | -3.3158 | 0.000717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.934837 | 7.9324 | 0 |
2 | -0.084221 | -0.7146 | 0.238571 |
3 | 0.15684 | 1.3308 | 0.093722 |
4 | 0.001973 | 0.0167 | 0.493344 |
5 | -0.002428 | -0.0206 | 0.491811 |
6 | 0.00735 | 0.0624 | 0.475222 |
7 | 0.068773 | 0.5836 | 0.280671 |
8 | -0.005096 | -0.0432 | 0.482816 |
9 | -0.045168 | -0.3833 | 0.351328 |
10 | 0.040253 | 0.3416 | 0.366839 |
11 | -0.02357 | -0.2 | 0.421024 |
12 | -0.038057 | -0.3229 | 0.373844 |
13 | -0.142 | -1.2049 | 0.116093 |
14 | -0.096371 | -0.8177 | 0.208102 |
15 | -0.027903 | -0.2368 | 0.406756 |
16 | 0.039663 | 0.3366 | 0.368716 |
17 | -0.026004 | -0.2207 | 0.412993 |
18 | 0.026295 | 0.2231 | 0.412037 |
19 | -0.009838 | -0.0835 | 0.466852 |
20 | 0.057253 | 0.4858 | 0.314288 |
21 | -0.030625 | -0.2599 | 0.397857 |
22 | -0.011226 | -0.0953 | 0.462187 |
23 | -0.085468 | -0.7252 | 0.235335 |
24 | -0.034668 | -0.2942 | 0.384736 |
25 | -0.023187 | -0.1968 | 0.422288 |
26 | -0.063577 | -0.5395 | 0.295615 |
27 | 0.012876 | 0.1093 | 0.456651 |
28 | -0.087231 | -0.7402 | 0.2308 |
29 | -0.027276 | -0.2314 | 0.408813 |
30 | -0.010685 | -0.0907 | 0.464005 |
31 | -0.027776 | -0.2357 | 0.407172 |
32 | -0.086921 | -0.7375 | 0.231593 |
33 | 0.007543 | 0.064 | 0.474571 |
34 | 0.014554 | 0.1235 | 0.45103 |
35 | -0.150732 | -1.279 | 0.102501 |
36 | 0.090039 | 0.764 | 0.223681 |
37 | 0.01647 | 0.1397 | 0.444624 |
38 | -0.00431 | -0.0366 | 0.485463 |
39 | -0.069304 | -0.5881 | 0.279166 |
40 | 0.054807 | 0.4651 | 0.321649 |
41 | -0.06557 | -0.5564 | 0.289838 |
42 | -0.019136 | -0.1624 | 0.435733 |
43 | 0.02517 | 0.2136 | 0.415743 |
44 | 0.017734 | 0.1505 | 0.440403 |
45 | -0.036604 | -0.3106 | 0.378504 |
46 | 0.0309 | 0.2622 | 0.396961 |
47 | 0.071277 | 0.6048 | 0.273605 |
48 | -0.05172 | -0.4389 | 0.331038 |