Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950447 | 7.3005 | 0 |
2 | 0.901442 | 6.9241 | 0 |
3 | 0.851431 | 6.54 | 0 |
4 | 0.806129 | 6.192 | 0 |
5 | 0.760298 | 5.84 | 0 |
6 | 0.712819 | 5.4753 | 0 |
7 | 0.665635 | 5.1128 | 2e-06 |
8 | 0.615407 | 4.727 | 7e-06 |
9 | 0.570931 | 4.3854 | 2.4e-05 |
10 | 0.5241 | 4.0257 | 8.2e-05 |
11 | 0.477098 | 3.6647 | 0.000266 |
12 | 0.427843 | 3.2863 | 0.000856 |
13 | 0.375009 | 2.8805 | 0.002763 |
14 | 0.319305 | 2.4526 | 0.008579 |
15 | 0.264228 | 2.0296 | 0.023459 |
16 | 0.218511 | 1.6784 | 0.049278 |
17 | 0.174301 | 1.3388 | 0.092881 |
18 | 0.127232 | 0.9773 | 0.166208 |
19 | 0.085059 | 0.6534 | 0.258033 |
20 | 0.043862 | 0.3369 | 0.368691 |
21 | 0.009616 | 0.0739 | 0.470686 |
22 | -0.025535 | -0.1961 | 0.422589 |
23 | -0.059458 | -0.4567 | 0.324781 |
24 | -0.092096 | -0.7074 | 0.241051 |
25 | -0.130234 | -1.0003 | 0.160614 |
26 | -0.167244 | -1.2846 | 0.101972 |
27 | -0.205357 | -1.5774 | 0.060028 |
28 | -0.232184 | -1.7834 | 0.039829 |
29 | -0.257999 | -1.9817 | 0.026087 |
30 | -0.283326 | -2.1763 | 0.016775 |
31 | -0.30696 | -2.3578 | 0.010859 |
32 | -0.330769 | -2.5407 | 0.006857 |
33 | -0.344336 | -2.6449 | 0.005228 |
34 | -0.358799 | -2.756 | 0.003886 |
35 | -0.371077 | -2.8503 | 0.003004 |
36 | -0.38592 | -2.9643 | 0.002185 |
37 | -0.400001 | -3.0725 | 0.001605 |
38 | -0.412081 | -3.1653 | 0.001226 |
39 | -0.424019 | -3.257 | 0.000935 |
40 | -0.42779 | -3.2859 | 0.000857 |
41 | -0.428346 | -3.2902 | 0.000846 |
42 | -0.423717 | -3.2546 | 0.000941 |
43 | -0.419796 | -3.2245 | 0.001029 |
44 | -0.414304 | -3.1823 | 0.001166 |
45 | -0.398739 | -3.0628 | 0.001651 |
46 | -0.380757 | -2.9247 | 0.002443 |
47 | -0.363157 | -2.7895 | 0.003549 |
48 | -0.343354 | -2.6374 | 0.005333 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950447 | 7.3005 | 0 |
2 | -0.019725 | -0.1515 | 0.440045 |
3 | -0.036167 | -0.2778 | 0.391068 |
4 | 0.02168 | 0.1665 | 0.434157 |
5 | -0.030049 | -0.2308 | 0.40913 |
6 | -0.044219 | -0.3397 | 0.367663 |
7 | -0.022466 | -0.1726 | 0.431792 |
8 | -0.060024 | -0.4611 | 0.323228 |
9 | 0.027015 | 0.2075 | 0.418164 |
10 | -0.051411 | -0.3949 | 0.347172 |
11 | -0.036593 | -0.2811 | 0.389819 |
12 | -0.04937 | -0.3792 | 0.352942 |
13 | -0.073872 | -0.5674 | 0.286289 |
14 | -0.07071 | -0.5431 | 0.294542 |
15 | -0.035247 | -0.2707 | 0.39377 |
16 | 0.049207 | 0.378 | 0.353405 |
17 | -0.018337 | -0.1409 | 0.444234 |
18 | -0.070758 | -0.5435 | 0.294417 |
19 | 0.020243 | 0.1555 | 0.438484 |
20 | -0.027423 | -0.2106 | 0.416947 |
21 | 0.026014 | 0.1998 | 0.421155 |
22 | -0.041732 | -0.3206 | 0.374842 |
23 | -0.027643 | -0.2123 | 0.416289 |
24 | -0.008492 | -0.0652 | 0.474105 |
25 | -0.097484 | -0.7488 | 0.228479 |
26 | -0.040095 | -0.308 | 0.379592 |
27 | -0.050702 | -0.3894 | 0.349174 |
28 | 0.05438 | 0.4177 | 0.338841 |
29 | -0.02727 | -0.2095 | 0.417405 |
30 | -0.044469 | -0.3416 | 0.366943 |
31 | -0.008115 | -0.0623 | 0.475255 |
32 | -0.044737 | -0.3436 | 0.366172 |
33 | 0.046473 | 0.357 | 0.361196 |
34 | -0.036893 | -0.2834 | 0.388938 |
35 | -0.020568 | -0.158 | 0.437505 |
36 | -0.036171 | -0.2778 | 0.391056 |
37 | -0.036474 | -0.2802 | 0.390165 |
38 | -0.019317 | -0.1484 | 0.441276 |
39 | -0.033821 | -0.2598 | 0.397967 |
40 | 0.024862 | 0.191 | 0.424603 |
41 | 0.005701 | 0.0438 | 0.48261 |
42 | 0.014885 | 0.1143 | 0.45468 |
43 | -0.017355 | -0.1333 | 0.447202 |
44 | -0.015842 | -0.1217 | 0.451782 |
45 | 0.06528 | 0.5014 | 0.30897 |
46 | 0.013019 | 0.1 | 0.460341 |
47 | -0.028 | -0.2151 | 0.415227 |
48 | 0.044659 | 0.343 | 0.366398 |