Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943355 | 8.1697 | 0 |
2 | 0.873321 | 7.5632 | 0 |
3 | 0.795308 | 6.8876 | 0 |
4 | 0.71467 | 6.1892 | 0 |
5 | 0.63228 | 5.4757 | 0 |
6 | 0.549013 | 4.7546 | 5e-06 |
7 | 0.462365 | 4.0042 | 7.3e-05 |
8 | 0.368606 | 3.1922 | 0.001032 |
9 | 0.268554 | 2.3257 | 0.011369 |
10 | 0.163905 | 1.4195 | 0.079954 |
11 | 0.060886 | 0.5273 | 0.299776 |
12 | -0.034199 | -0.2962 | 0.383957 |
13 | -0.120929 | -1.0473 | 0.149168 |
14 | -0.196962 | -1.7057 | 0.046098 |
15 | -0.263904 | -2.2855 | 0.012556 |
16 | -0.326205 | -2.825 | 0.003027 |
17 | -0.385266 | -3.3365 | 0.000661 |
18 | -0.442009 | -3.8279 | 0.000133 |
19 | -0.493684 | -4.2754 | 2.8e-05 |
20 | -0.538906 | -4.6671 | 7e-06 |
21 | -0.559833 | -4.8483 | 3e-06 |
22 | -0.574467 | -4.975 | 2e-06 |
23 | -0.582295 | -5.0428 | 2e-06 |
24 | -0.581859 | -5.039 | 2e-06 |
25 | -0.571952 | -4.9533 | 2e-06 |
26 | -0.552206 | -4.7822 | 4e-06 |
27 | -0.527554 | -4.5688 | 9e-06 |
28 | -0.499718 | -4.3277 | 2.3e-05 |
29 | -0.465584 | -4.0321 | 6.6e-05 |
30 | -0.424879 | -3.6796 | 0.000219 |
31 | -0.380648 | -3.2965 | 0.000749 |
32 | -0.334655 | -2.8982 | 0.002459 |
33 | -0.287078 | -2.4862 | 0.007569 |
34 | -0.238156 | -2.0625 | 0.021312 |
35 | -0.188438 | -1.6319 | 0.053445 |
36 | -0.136873 | -1.1854 | 0.119809 |
37 | -0.08301 | -0.7189 | 0.237222 |
38 | -0.027805 | -0.2408 | 0.405185 |
39 | 0.028579 | 0.2475 | 0.4026 |
40 | 0.085242 | 0.7382 | 0.231344 |
41 | 0.137682 | 1.1924 | 0.11844 |
42 | 0.184357 | 1.5966 | 0.057283 |
43 | 0.227432 | 1.9696 | 0.026287 |
44 | 0.266427 | 2.3073 | 0.011899 |
45 | 0.299652 | 2.5951 | 0.005685 |
46 | 0.325286 | 2.8171 | 0.003096 |
47 | 0.34279 | 2.9686 | 0.002007 |
48 | 0.351379 | 3.043 | 0.001614 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943355 | 8.1697 | 0 |
2 | -0.150776 | -1.3058 | 0.097813 |
3 | -0.097836 | -0.8473 | 0.199767 |
4 | -0.054071 | -0.4683 | 0.320475 |
5 | -0.056402 | -0.4885 | 0.313326 |
6 | -0.05469 | -0.4736 | 0.31857 |
7 | -0.083363 | -0.7219 | 0.236288 |
8 | -0.120942 | -1.0474 | 0.149141 |
9 | -0.115791 | -1.0028 | 0.159596 |
10 | -0.110809 | -0.9596 | 0.170162 |
11 | -0.066447 | -0.5754 | 0.283355 |
12 | -0.022032 | -0.1908 | 0.424598 |
13 | -0.031371 | -0.2717 | 0.393306 |
14 | -0.009958 | -0.0862 | 0.465753 |
15 | -0.02231 | -0.1932 | 0.423658 |
16 | -0.061008 | -0.5283 | 0.299409 |
17 | -0.070521 | -0.6107 | 0.271612 |
18 | -0.086444 | -0.7486 | 0.228211 |
19 | -0.072935 | -0.6316 | 0.264773 |
20 | -0.074557 | -0.6457 | 0.260229 |
21 | 0.095433 | 0.8265 | 0.205578 |
22 | -0.087406 | -0.757 | 0.225724 |
23 | -0.062105 | -0.5378 | 0.296138 |
24 | -0.025473 | -0.2206 | 0.412999 |
25 | -0.003609 | -0.0313 | 0.487574 |
26 | 0.009482 | 0.0821 | 0.467386 |
27 | -0.043643 | -0.378 | 0.353265 |
28 | -0.067771 | -0.5869 | 0.279513 |
29 | -0.030738 | -0.2662 | 0.395407 |
30 | -0.025868 | -0.224 | 0.411673 |
31 | -0.041709 | -0.3612 | 0.35948 |
32 | -0.041239 | -0.3571 | 0.360996 |
33 | -0.040503 | -0.3508 | 0.363372 |
34 | -0.024048 | -0.2083 | 0.417794 |
35 | -0.019949 | -0.1728 | 0.431653 |
36 | -0.010731 | -0.0929 | 0.463103 |
37 | 0.001497 | 0.013 | 0.494844 |
38 | -0.004383 | -0.038 | 0.484912 |
39 | 0.010433 | 0.0903 | 0.464126 |
40 | 0.01053 | 0.0912 | 0.46379 |
41 | -0.000616 | -0.0053 | 0.497878 |
42 | -0.043784 | -0.3792 | 0.352812 |
43 | -0.009374 | -0.0812 | 0.467756 |
44 | -0.003388 | -0.0293 | 0.488335 |
45 | -0.015233 | -0.1319 | 0.447701 |
46 | -0.029999 | -0.2598 | 0.397867 |
47 | -0.048973 | -0.4241 | 0.336346 |
48 | -0.055973 | -0.4847 | 0.314635 |