Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947992 | 7.2197 | 0 |
2 | 0.897972 | 6.8388 | 0 |
3 | 0.850458 | 6.4769 | 0 |
4 | 0.804251 | 6.125 | 0 |
5 | 0.757289 | 5.7673 | 0 |
6 | 0.709171 | 5.4009 | 1e-06 |
7 | 0.65971 | 5.0242 | 3e-06 |
8 | 0.609283 | 4.6402 | 1e-05 |
9 | 0.562341 | 4.2827 | 3.5e-05 |
10 | 0.514704 | 3.9199 | 0.000118 |
11 | 0.465169 | 3.5426 | 0.000395 |
12 | 0.413588 | 3.1498 | 0.001291 |
13 | 0.35691 | 2.7181 | 0.004322 |
14 | 0.300266 | 2.2868 | 0.012939 |
15 | 0.251156 | 1.9127 | 0.030361 |
16 | 0.205953 | 1.5685 | 0.061103 |
17 | 0.159246 | 1.2128 | 0.115065 |
18 | 0.115249 | 0.8777 | 0.191861 |
19 | 0.071373 | 0.5436 | 0.294414 |
20 | 0.031558 | 0.2403 | 0.405457 |
21 | -0.003828 | -0.0292 | 0.48842 |
22 | -0.038088 | -0.2901 | 0.386399 |
23 | -0.073714 | -0.5614 | 0.288346 |
24 | -0.10798 | -0.8224 | 0.207122 |
25 | -0.146665 | -1.117 | 0.134307 |
26 | -0.185009 | -1.409 | 0.082089 |
27 | -0.21434 | -1.6324 | 0.05401 |
28 | -0.240606 | -1.8324 | 0.036013 |
29 | -0.26617 | -2.0271 | 0.023629 |
30 | -0.291109 | -2.217 | 0.015278 |
31 | -0.315607 | -2.4036 | 0.009726 |
32 | -0.33824 | -2.576 | 0.006283 |
33 | -0.352516 | -2.6847 | 0.004725 |
34 | -0.365839 | -2.7861 | 0.003598 |
35 | -0.380669 | -2.8991 | 0.002638 |
36 | -0.393241 | -2.9948 | 0.002016 |
37 | -0.407207 | -3.1012 | 0.001487 |
38 | -0.419431 | -3.1943 | 0.001134 |
39 | -0.425951 | -3.2439 | 0.000979 |
40 | -0.426115 | -3.2452 | 0.000975 |
41 | -0.424854 | -3.2356 | 0.001004 |
42 | -0.419929 | -3.1981 | 0.001121 |
43 | -0.415693 | -3.1658 | 0.001232 |
44 | -0.406594 | -3.0965 | 0.001507 |
45 | -0.389325 | -2.965 | 0.002194 |
46 | -0.369753 | -2.816 | 0.003317 |
47 | -0.349041 | -2.6582 | 0.005067 |
48 | -0.327715 | -2.4958 | 0.007716 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947992 | 7.2197 | 0 |
2 | -0.007077 | -0.0539 | 0.478602 |
3 | -0.001265 | -0.0096 | 0.496174 |
4 | -0.011893 | -0.0906 | 0.46407 |
5 | -0.032036 | -0.244 | 0.404054 |
6 | -0.037786 | -0.2878 | 0.387275 |
7 | -0.041985 | -0.3197 | 0.375155 |
8 | -0.040554 | -0.3089 | 0.37927 |
9 | 0.001995 | 0.0152 | 0.493964 |
10 | -0.036448 | -0.2776 | 0.391161 |
11 | -0.048973 | -0.373 | 0.355265 |
12 | -0.053883 | -0.4104 | 0.341527 |
13 | -0.089241 | -0.6796 | 0.249719 |
14 | -0.045585 | -0.3472 | 0.364863 |
15 | 0.028485 | 0.2169 | 0.414511 |
16 | 0.001594 | 0.0121 | 0.495178 |
17 | -0.045287 | -0.3449 | 0.365709 |
18 | -0.008443 | -0.0643 | 0.474475 |
19 | -0.037351 | -0.2845 | 0.388537 |
20 | -0.001057 | -0.008 | 0.496803 |
21 | 0.003083 | 0.0235 | 0.490673 |
22 | -0.023397 | -0.1782 | 0.429598 |
23 | -0.042429 | -0.3231 | 0.37388 |
24 | -0.022555 | -0.1718 | 0.432107 |
25 | -0.088217 | -0.6718 | 0.252177 |
26 | -0.048757 | -0.3713 | 0.355874 |
27 | 0.031552 | 0.2403 | 0.405476 |
28 | -0.012445 | -0.0948 | 0.462407 |
29 | -0.022503 | -0.1714 | 0.43226 |
30 | -0.030122 | -0.2294 | 0.409682 |
31 | -0.043047 | -0.3278 | 0.372108 |
32 | -0.028504 | -0.2171 | 0.414453 |
33 | 0.035079 | 0.2672 | 0.395149 |
34 | -0.023307 | -0.1775 | 0.429868 |
35 | -0.034911 | -0.2659 | 0.39564 |
36 | -0.011914 | -0.0907 | 0.464008 |
37 | -0.054821 | -0.4175 | 0.338925 |
38 | -0.0285 | -0.2171 | 0.414465 |
39 | 0.002709 | 0.0206 | 0.491805 |
40 | 0.021626 | 0.1647 | 0.434877 |
41 | 0.00263 | 0.02 | 0.492045 |
42 | 0.01419 | 0.1081 | 0.457158 |
43 | -0.039753 | -0.3028 | 0.381581 |
44 | 0.016391 | 0.1248 | 0.450544 |
45 | 0.047746 | 0.3636 | 0.35873 |
46 | 0.011882 | 0.0905 | 0.464104 |
47 | 0.021966 | 0.1673 | 0.433863 |
48 | 0.00364 | 0.0277 | 0.488991 |