Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95047 | 6.9195 | 0 |
2 | 0.892217 | 6.4954 | 0 |
3 | 0.831561 | 6.0539 | 0 |
4 | 0.774 | 5.6348 | 0 |
5 | 0.716286 | 5.2146 | 2e-06 |
6 | 0.663523 | 4.8305 | 6e-06 |
7 | 0.60823 | 4.428 | 2.4e-05 |
8 | 0.555781 | 4.0461 | 8.5e-05 |
9 | 0.49143 | 3.5777 | 0.000375 |
10 | 0.428278 | 3.1179 | 0.001471 |
11 | 0.366826 | 2.6705 | 0.005017 |
12 | 0.309089 | 2.2502 | 0.014306 |
13 | 0.249146 | 1.8138 | 0.037685 |
14 | 0.198814 | 1.4474 | 0.076839 |
15 | 0.157035 | 1.1432 | 0.12904 |
16 | 0.120026 | 0.8738 | 0.193084 |
17 | 0.081828 | 0.5957 | 0.27695 |
18 | 0.044233 | 0.322 | 0.374351 |
19 | 0.008591 | 0.0625 | 0.475183 |
20 | -0.031028 | -0.2259 | 0.41108 |
21 | -0.073191 | -0.5328 | 0.298186 |
22 | -0.116724 | -0.8498 | 0.19964 |
23 | -0.161434 | -1.1753 | 0.122572 |
24 | -0.20718 | -1.5083 | 0.068709 |
25 | -0.253818 | -1.8478 | 0.035106 |
26 | -0.289749 | -2.1094 | 0.019825 |
27 | -0.317772 | -2.3134 | 0.012305 |
28 | -0.338706 | -2.4658 | 0.00847 |
29 | -0.350896 | -2.5546 | 0.006771 |
30 | -0.364275 | -2.652 | 0.005266 |
31 | -0.37513 | -2.731 | 0.004278 |
32 | -0.382759 | -2.7865 | 0.003689 |
33 | -0.388988 | -2.8319 | 0.003264 |
34 | -0.39341 | -2.8641 | 0.00299 |
35 | -0.39872 | -2.9027 | 0.00269 |
36 | -0.401072 | -2.9199 | 0.002566 |
37 | -0.402055 | -2.927 | 0.002516 |
38 | -0.404889 | -2.9476 | 0.002376 |
39 | -0.402085 | -2.9272 | 0.002515 |
40 | -0.389831 | -2.838 | 0.00321 |
41 | -0.368033 | -2.6793 | 0.004903 |
42 | -0.344654 | -2.5091 | 0.007598 |
43 | -0.315984 | -2.3004 | 0.012695 |
44 | -0.284132 | -2.0685 | 0.021743 |
45 | -0.249395 | -1.8156 | 0.037544 |
46 | -0.221338 | -1.6114 | 0.05652 |
47 | -0.192882 | -1.4042 | 0.083046 |
48 | -0.167167 | -1.217 | 0.114499 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95047 | 6.9195 | 0 |
2 | -0.115696 | -0.8423 | 0.201708 |
3 | -0.048392 | -0.3523 | 0.363006 |
4 | 0.002885 | 0.021 | 0.491661 |
5 | -0.039284 | -0.286 | 0.387999 |
6 | 0.017722 | 0.129 | 0.448914 |
7 | -0.065792 | -0.479 | 0.316964 |
8 | -0.001847 | -0.0134 | 0.49466 |
9 | -0.160531 | -1.1687 | 0.123881 |
10 | -0.012134 | -0.0883 | 0.464972 |
11 | -0.020423 | -0.1487 | 0.441186 |
12 | -0.019762 | -0.1439 | 0.443075 |
13 | -0.067767 | -0.4934 | 0.311901 |
14 | 0.04611 | 0.3357 | 0.369217 |
15 | 0.045654 | 0.3324 | 0.370462 |
16 | -0.015164 | -0.1104 | 0.456255 |
17 | -0.034835 | -0.2536 | 0.400391 |
18 | -0.035045 | -0.2551 | 0.399805 |
19 | -0.008453 | -0.0615 | 0.475582 |
20 | -0.094724 | -0.6896 | 0.246728 |
21 | -0.050759 | -0.3695 | 0.356603 |
22 | -0.076501 | -0.5569 | 0.289959 |
23 | -0.078288 | -0.5699 | 0.285562 |
24 | -0.069133 | -0.5033 | 0.308421 |
25 | -0.063324 | -0.461 | 0.323341 |
26 | 0.059071 | 0.43 | 0.334453 |
27 | 0.005895 | 0.0429 | 0.482966 |
28 | 0.038145 | 0.2777 | 0.391162 |
29 | 0.0618 | 0.4499 | 0.327306 |
30 | -0.055869 | -0.4067 | 0.34292 |
31 | 0.000597 | 0.0043 | 0.498275 |
32 | 0.000916 | 0.0067 | 0.497354 |
33 | -0.026283 | -0.1913 | 0.424495 |
34 | -0.055743 | -0.4058 | 0.343257 |
35 | -0.082435 | -0.6001 | 0.275487 |
36 | -0.020487 | -0.1492 | 0.441 |
37 | -0.055391 | -0.4033 | 0.344192 |
38 | -0.071926 | -0.5236 | 0.30136 |
39 | 0.039233 | 0.2856 | 0.388142 |
40 | 0.0841 | 0.6123 | 0.271492 |
41 | 0.097851 | 0.7124 | 0.239682 |
42 | 0.029531 | 0.215 | 0.415301 |
43 | 0.083235 | 0.606 | 0.273565 |
44 | 0.047113 | 0.343 | 0.366482 |
45 | 0.024683 | 0.1797 | 0.429038 |
46 | -0.074054 | -0.5391 | 0.296032 |
47 | -0.025594 | -0.1863 | 0.426449 |
48 | -0.104754 | -0.7626 | 0.224534 |