Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.916739 | 7.8326 | 0 |
2 | 0.847808 | 7.2437 | 0 |
3 | 0.767012 | 6.5534 | 0 |
4 | 0.696913 | 5.9544 | 0 |
5 | 0.638313 | 5.4537 | 0 |
6 | 0.581667 | 4.9698 | 2e-06 |
7 | 0.530565 | 4.5332 | 1.1e-05 |
8 | 0.483654 | 4.1323 | 4.7e-05 |
9 | 0.45085 | 3.8521 | 0.000125 |
10 | 0.42854 | 3.6614 | 0.000236 |
11 | 0.403289 | 3.4457 | 0.000474 |
12 | 0.366893 | 3.1347 | 0.001239 |
13 | 0.336381 | 2.874 | 0.002653 |
14 | 0.310454 | 2.6525 | 0.004898 |
15 | 0.280569 | 2.3972 | 0.009541 |
16 | 0.254906 | 2.1779 | 0.016322 |
17 | 0.220869 | 1.8871 | 0.031561 |
18 | 0.184425 | 1.5757 | 0.059706 |
19 | 0.1463 | 1.25 | 0.107649 |
20 | 0.111416 | 0.9519 | 0.172136 |
21 | 0.095015 | 0.8118 | 0.209771 |
22 | 0.080197 | 0.6852 | 0.247694 |
23 | 0.061962 | 0.5294 | 0.299066 |
24 | 0.029887 | 0.2554 | 0.399585 |
25 | -0.024926 | -0.213 | 0.415972 |
26 | -0.059471 | -0.5081 | 0.306451 |
27 | -0.094715 | -0.8092 | 0.210502 |
28 | -0.127494 | -1.0893 | 0.1398 |
29 | -0.164557 | -1.406 | 0.081987 |
30 | -0.199907 | -1.708 | 0.045942 |
31 | -0.229948 | -1.9647 | 0.026629 |
32 | -0.25162 | -2.1498 | 0.017441 |
33 | -0.267432 | -2.2849 | 0.012612 |
34 | -0.280041 | -2.3927 | 0.00965 |
35 | -0.295475 | -2.5245 | 0.006879 |
36 | -0.319888 | -2.7331 | 0.003933 |
37 | -0.342743 | -2.9284 | 0.002271 |
38 | -0.354546 | -3.0292 | 0.001694 |
39 | -0.373836 | -3.1941 | 0.001036 |
40 | -0.39696 | -3.3916 | 0.000562 |
41 | -0.411563 | -3.5164 | 0.000378 |
42 | -0.403335 | -3.4461 | 0.000473 |
43 | -0.374922 | -3.2033 | 0.001007 |
44 | -0.33295 | -2.8447 | 0.002882 |
45 | -0.289067 | -2.4698 | 0.007929 |
46 | -0.253679 | -2.1674 | 0.016732 |
47 | -0.221518 | -1.8927 | 0.031184 |
48 | -0.20514 | -1.7527 | 0.041925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.916739 | 7.8326 | 0 |
2 | 0.046357 | 0.3961 | 0.346604 |
3 | -0.104711 | -0.8946 | 0.186957 |
4 | 0.010896 | 0.0931 | 0.46304 |
5 | 0.045423 | 0.3881 | 0.349539 |
6 | -0.019886 | -0.1699 | 0.432777 |
7 | -0.006425 | -0.0549 | 0.478184 |
8 | 0.004001 | 0.0342 | 0.486411 |
9 | 0.064484 | 0.551 | 0.291675 |
10 | 0.056255 | 0.4806 | 0.316103 |
11 | -0.032116 | -0.2744 | 0.392276 |
12 | -0.090146 | -0.7702 | 0.22183 |
13 | 0.024755 | 0.2115 | 0.416542 |
14 | 0.035607 | 0.3042 | 0.380912 |
15 | -0.049989 | -0.4271 | 0.335279 |
16 | -0.006003 | -0.0513 | 0.479617 |
17 | -0.048567 | -0.415 | 0.339696 |
18 | -0.039052 | -0.3337 | 0.369796 |
19 | -0.036229 | -0.3095 | 0.378897 |
20 | -0.022628 | -0.1933 | 0.423616 |
21 | 0.084336 | 0.7206 | 0.23674 |
22 | 0.017034 | 0.1455 | 0.442342 |
23 | -0.054907 | -0.4691 | 0.32019 |
24 | -0.119348 | -1.0197 | 0.155618 |
25 | -0.181831 | -1.5536 | 0.062307 |
26 | 0.080319 | 0.6862 | 0.247365 |
27 | -0.004903 | -0.0419 | 0.483349 |
28 | -0.057189 | -0.4886 | 0.313288 |
29 | -0.062329 | -0.5325 | 0.297984 |
30 | -0.013378 | -0.1143 | 0.454656 |
31 | -0.01308 | -0.1118 | 0.455663 |
32 | -0.026541 | -0.2268 | 0.410618 |
33 | -0.023707 | -0.2026 | 0.420025 |
34 | 0.01245 | 0.1064 | 0.45779 |
35 | -0.009211 | -0.0787 | 0.468745 |
36 | -0.093901 | -0.8023 | 0.212495 |
37 | -0.09241 | -0.7896 | 0.216173 |
38 | 0.047284 | 0.404 | 0.343698 |
39 | -0.040654 | -0.3474 | 0.364663 |
40 | -0.088019 | -0.752 | 0.227224 |
41 | 0.043419 | 0.371 | 0.355868 |
42 | 0.157373 | 1.3446 | 0.09146 |
43 | 0.136097 | 1.1628 | 0.124345 |
44 | 0.040124 | 0.3428 | 0.366359 |
45 | -0.023462 | -0.2005 | 0.42084 |
46 | 0.017546 | 0.1499 | 0.440622 |
47 | 0.066187 | 0.5655 | 0.286734 |
48 | -0.079848 | -0.6822 | 0.248628 |