Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.799384 | 8.1521 | 0 |
2 | 0.765961 | 7.8113 | 0 |
3 | 0.728086 | 7.425 | 0 |
4 | 0.69404 | 7.0779 | 0 |
5 | 0.650442 | 6.6332 | 0 |
6 | 0.562864 | 5.7401 | 0 |
7 | 0.512307 | 5.2245 | 0 |
8 | 0.448121 | 4.57 | 7e-06 |
9 | 0.369024 | 3.7633 | 0.000139 |
10 | 0.289466 | 2.952 | 0.001951 |
11 | 0.175741 | 1.7922 | 0.038003 |
12 | 0.094056 | 0.9592 | 0.169844 |
13 | 0.037455 | 0.382 | 0.351632 |
14 | -0.022781 | -0.2323 | 0.408372 |
15 | -0.091401 | -0.9321 | 0.176719 |
16 | -0.148754 | -1.517 | 0.06615 |
17 | -0.228459 | -2.3298 | 0.010873 |
18 | -0.293571 | -2.9938 | 0.001721 |
19 | -0.369403 | -3.7672 | 0.000137 |
20 | -0.427777 | -4.3625 | 1.5e-05 |
21 | -0.481143 | -4.9067 | 2e-06 |
22 | -0.530552 | -5.4106 | 0 |
23 | -0.537246 | -5.4789 | 0 |
24 | -0.578126 | -5.8958 | 0 |
25 | -0.607629 | -6.1966 | 0 |
26 | -0.599312 | -6.1118 | 0 |
27 | -0.612007 | -6.2413 | 0 |
28 | -0.604572 | -6.1654 | 0 |
29 | -0.586229 | -5.9784 | 0 |
30 | -0.578038 | -5.8949 | 0 |
31 | -0.511942 | -5.2208 | 0 |
32 | -0.48741 | -4.9706 | 1e-06 |
33 | -0.424921 | -4.3334 | 1.7e-05 |
34 | -0.379785 | -3.8731 | 9.4e-05 |
35 | -0.346214 | -3.5307 | 0.00031 |
36 | -0.28777 | -2.9347 | 0.002055 |
37 | -0.252493 | -2.5749 | 0.005716 |
38 | -0.192478 | -1.9629 | 0.026164 |
39 | -0.109653 | -1.1182 | 0.133019 |
40 | -0.063962 | -0.6523 | 0.257829 |
41 | -0.005959 | -0.0608 | 0.47583 |
42 | 0.044699 | 0.4558 | 0.324728 |
43 | 0.099517 | 1.0149 | 0.15626 |
44 | 0.160711 | 1.6389 | 0.052124 |
45 | 0.185617 | 1.8929 | 0.030573 |
46 | 0.235289 | 2.3995 | 0.009099 |
47 | 0.271288 | 2.7666 | 0.003353 |
48 | 0.303387 | 3.094 | 0.001269 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.799384 | 8.1521 | 0 |
2 | 0.351667 | 3.5863 | 0.000256 |
3 | 0.158045 | 1.6117 | 0.055024 |
4 | 0.078465 | 0.8002 | 0.212713 |
5 | 0.003122 | 0.0318 | 0.487329 |
6 | -0.16873 | -1.7207 | 0.044138 |
7 | -0.072524 | -0.7396 | 0.230604 |
8 | -0.077953 | -0.795 | 0.214221 |
9 | -0.122396 | -1.2482 | 0.107381 |
10 | -0.112758 | -1.1499 | 0.12641 |
11 | -0.212677 | -2.1689 | 0.016185 |
12 | -0.139789 | -1.4256 | 0.078494 |
13 | 0.004261 | 0.0435 | 0.482711 |
14 | 0.040693 | 0.415 | 0.339504 |
15 | 0.010869 | 0.1108 | 0.455977 |
16 | 0.036887 | 0.3762 | 0.353776 |
17 | -0.101487 | -1.035 | 0.151541 |
18 | -0.112032 | -1.1425 | 0.127934 |
19 | -0.142544 | -1.4537 | 0.074524 |
20 | -0.112383 | -1.1461 | 0.127194 |
21 | -0.101137 | -1.0314 | 0.152374 |
22 | -0.098355 | -1.003 | 0.159087 |
23 | 0.029077 | 0.2965 | 0.383709 |
24 | -0.039665 | -0.4045 | 0.343336 |
25 | -0.037103 | -0.3784 | 0.352962 |
26 | 0.094741 | 0.9662 | 0.1681 |
27 | 0.030601 | 0.3121 | 0.377805 |
28 | 0.008321 | 0.0849 | 0.466268 |
29 | 0.028174 | 0.2873 | 0.387221 |
30 | -0.102598 | -1.0463 | 0.148923 |
31 | 0.041254 | 0.4207 | 0.337419 |
32 | -0.043276 | -0.4413 | 0.329945 |
33 | 0.029508 | 0.3009 | 0.382036 |
34 | 0.022118 | 0.2256 | 0.410992 |
35 | -0.044314 | -0.4519 | 0.326135 |
36 | -0.042944 | -0.4379 | 0.331168 |
37 | -0.075098 | -0.7659 | 0.222749 |
38 | -0.022132 | -0.2257 | 0.410938 |
39 | 0.096405 | 0.9831 | 0.16391 |
40 | 0.008347 | 0.0851 | 0.466164 |
41 | -0.022566 | -0.2301 | 0.40922 |
42 | -0.021379 | -0.218 | 0.413919 |
43 | -0.027826 | -0.2838 | 0.388576 |
44 | 0.039717 | 0.405 | 0.343141 |
45 | -0.032658 | -0.333 | 0.369886 |
46 | -0.013241 | -0.135 | 0.446425 |
47 | -0.067089 | -0.6842 | 0.247694 |
48 | -0.072292 | -0.7372 | 0.23132 |