Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964347 | 11.0375 | 0 |
2 | 0.908635 | 10.3998 | 0 |
3 | 0.831751 | 9.5198 | 0 |
4 | 0.740944 | 8.4805 | 0 |
5 | 0.646858 | 7.4036 | 0 |
6 | 0.546623 | 6.2564 | 0 |
7 | 0.448412 | 5.1323 | 1e-06 |
8 | 0.353039 | 4.0407 | 4.5e-05 |
9 | 0.25987 | 2.9743 | 0.001748 |
10 | 0.177826 | 2.0353 | 0.021918 |
11 | 0.103386 | 1.1833 | 0.119416 |
12 | 0.03747 | 0.4289 | 0.334365 |
13 | -0.016926 | -0.1937 | 0.423344 |
14 | -0.056184 | -0.6431 | 0.260657 |
15 | -0.088897 | -1.0175 | 0.155402 |
16 | -0.115731 | -1.3246 | 0.093804 |
17 | -0.136675 | -1.5643 | 0.060077 |
18 | -0.156958 | -1.7965 | 0.037363 |
19 | -0.173348 | -1.9841 | 0.02467 |
20 | -0.190302 | -2.1781 | 0.015594 |
21 | -0.202244 | -2.3148 | 0.01109 |
22 | -0.212023 | -2.4267 | 0.008298 |
23 | -0.221831 | -2.539 | 0.006144 |
24 | -0.230654 | -2.64 | 0.004649 |
25 | -0.242374 | -2.7741 | 0.003172 |
26 | -0.257287 | -2.9448 | 0.001913 |
27 | -0.279246 | -3.1961 | 0.000873 |
28 | -0.30471 | -3.4876 | 0.000332 |
29 | -0.329426 | -3.7705 | 0.000123 |
30 | -0.349368 | -3.9987 | 5.3e-05 |
31 | -0.366128 | -4.1905 | 2.5e-05 |
32 | -0.371292 | -4.2496 | 2e-05 |
33 | -0.374401 | -4.2852 | 1.8e-05 |
34 | -0.369454 | -4.2286 | 2.2e-05 |
35 | -0.360875 | -4.1304 | 3.2e-05 |
36 | -0.34694 | -3.9709 | 5.9e-05 |
37 | -0.323427 | -3.7018 | 0.000157 |
38 | -0.290117 | -3.3205 | 0.000582 |
39 | -0.250855 | -2.8712 | 0.002385 |
40 | -0.203297 | -2.3268 | 0.010754 |
41 | -0.160478 | -1.8368 | 0.034256 |
42 | -0.119557 | -1.3684 | 0.086765 |
43 | -0.08501 | -0.973 | 0.166179 |
44 | -0.063713 | -0.7292 | 0.233581 |
45 | -0.054899 | -0.6283 | 0.265436 |
46 | -0.052768 | -0.604 | 0.273457 |
47 | -0.061899 | -0.7085 | 0.239955 |
48 | -0.075531 | -0.8645 | 0.194448 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964347 | 11.0375 | 0 |
2 | -0.304553 | -3.4858 | 0.000334 |
3 | -0.277854 | -3.1802 | 0.000919 |
4 | -0.136249 | -1.5594 | 0.060652 |
5 | 0.026624 | 0.3047 | 0.380532 |
6 | -0.097854 | -1.12 | 0.132384 |
7 | -0.00479 | -0.0548 | 0.47818 |
8 | -0.020861 | -0.2388 | 0.405832 |
9 | -0.063225 | -0.7236 | 0.235289 |
10 | 0.067169 | 0.7688 | 0.221703 |
11 | -0.011469 | -0.1313 | 0.447881 |
12 | -0.035524 | -0.4066 | 0.342485 |
13 | 0.023834 | 0.2728 | 0.392721 |
14 | 0.111288 | 1.2737 | 0.102504 |
15 | -0.104564 | -1.1968 | 0.116776 |
16 | -0.074828 | -0.8564 | 0.196658 |
17 | 0.001519 | 0.0174 | 0.493079 |
18 | -0.074799 | -0.8561 | 0.196749 |
19 | -0.00793 | -0.0908 | 0.463909 |
20 | -0.048719 | -0.5576 | 0.289029 |
21 | 0.044064 | 0.5043 | 0.307437 |
22 | -0.03092 | -0.3539 | 0.361995 |
23 | -0.024565 | -0.2812 | 0.389517 |
24 | -0.049248 | -0.5637 | 0.286972 |
25 | -0.080409 | -0.9203 | 0.179546 |
26 | -0.056956 | -0.6519 | 0.257807 |
27 | -0.124862 | -1.4291 | 0.077676 |
28 | -0.051494 | -0.5894 | 0.278313 |
29 | 0.007949 | 0.091 | 0.463824 |
30 | 0.077387 | 0.8857 | 0.188692 |
31 | -0.058266 | -0.6669 | 0.253007 |
32 | 0.109414 | 1.2523 | 0.106345 |
33 | -0.103837 | -1.1885 | 0.1184 |
34 | 0.034589 | 0.3959 | 0.346415 |
35 | -0.054698 | -0.626 | 0.266188 |
36 | -0.00103 | -0.0118 | 0.495307 |
37 | 0.058499 | 0.6696 | 0.25216 |
38 | 0.082284 | 0.9418 | 0.17402 |
39 | -0.026088 | -0.2986 | 0.382864 |
40 | 0.005841 | 0.0669 | 0.473399 |
41 | -0.120536 | -1.3796 | 0.08503 |
42 | -0.031776 | -0.3637 | 0.358338 |
43 | -0.045092 | -0.5161 | 0.303328 |
44 | -0.150474 | -1.7222 | 0.043692 |
45 | -0.117346 | -1.3431 | 0.090784 |
46 | 0.045396 | 0.5196 | 0.302116 |
47 | -0.103879 | -1.189 | 0.118304 |
48 | -0.027442 | -0.3141 | 0.376978 |