Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940452 | 7.2847 | 0 |
2 | 0.888954 | 6.8858 | 0 |
3 | 0.841763 | 6.5203 | 0 |
4 | 0.799578 | 6.1935 | 0 |
5 | 0.76172 | 5.9003 | 0 |
6 | 0.720796 | 5.5833 | 0 |
7 | 0.670215 | 5.1915 | 1e-06 |
8 | 0.626272 | 4.8511 | 5e-06 |
9 | 0.582357 | 4.5109 | 1.5e-05 |
10 | 0.531755 | 4.119 | 5.9e-05 |
11 | 0.485681 | 3.7621 | 0.000192 |
12 | 0.438765 | 3.3987 | 0.000604 |
13 | 0.391042 | 3.029 | 0.001808 |
14 | 0.348905 | 2.7026 | 0.004467 |
15 | 0.300596 | 2.3284 | 0.011639 |
16 | 0.25322 | 1.9614 | 0.027237 |
17 | 0.209434 | 1.6223 | 0.054995 |
18 | 0.164635 | 1.2753 | 0.103567 |
19 | 0.117918 | 0.9134 | 0.182347 |
20 | 0.059455 | 0.4605 | 0.323399 |
21 | 0.013394 | 0.1038 | 0.458856 |
22 | -0.02814 | -0.218 | 0.414095 |
23 | -0.063572 | -0.4924 | 0.312109 |
24 | -0.105756 | -0.8192 | 0.207962 |
25 | -0.144436 | -1.1188 | 0.133843 |
26 | -0.184305 | -1.4276 | 0.079293 |
27 | -0.215958 | -1.6728 | 0.049787 |
28 | -0.242979 | -1.8821 | 0.032337 |
29 | -0.271187 | -2.1006 | 0.019943 |
30 | -0.29372 | -2.2751 | 0.013242 |
31 | -0.323264 | -2.504 | 0.007509 |
32 | -0.34644 | -2.6835 | 0.004701 |
33 | -0.366347 | -2.8377 | 0.003095 |
34 | -0.382973 | -2.9665 | 0.00216 |
35 | -0.390012 | -3.021 | 0.001849 |
36 | -0.403496 | -3.1255 | 0.001368 |
37 | -0.40938 | -3.171 | 0.001197 |
38 | -0.420102 | -3.2541 | 0.000935 |
39 | -0.421588 | -3.2656 | 0.000904 |
40 | -0.416598 | -3.227 | 0.001014 |
41 | -0.406347 | -3.1476 | 0.001282 |
42 | -0.402812 | -3.1202 | 0.001389 |
43 | -0.397117 | -3.0761 | 0.001579 |
44 | -0.391553 | -3.033 | 0.001787 |
45 | -0.376393 | -2.9155 | 0.002493 |
46 | -0.366225 | -2.8368 | 0.003103 |
47 | -0.354604 | -2.7468 | 0.003967 |
48 | -0.341908 | -2.6484 | 0.00516 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940452 | 7.2847 | 0 |
2 | 0.03899 | 0.302 | 0.381842 |
3 | 0.014497 | 0.1123 | 0.455484 |
4 | 0.02285 | 0.177 | 0.430053 |
5 | 0.021406 | 0.1658 | 0.434431 |
6 | -0.039459 | -0.3056 | 0.380465 |
7 | -0.105528 | -0.8174 | 0.208461 |
8 | 0.018906 | 0.1464 | 0.442031 |
9 | -0.026353 | -0.2041 | 0.419472 |
10 | -0.091754 | -0.7107 | 0.240005 |
11 | -0.002215 | -0.0172 | 0.493185 |
12 | -0.030581 | -0.2369 | 0.40678 |
13 | -0.039506 | -0.306 | 0.380328 |
14 | 0.00459 | 0.0356 | 0.485878 |
15 | -0.073655 | -0.5705 | 0.285225 |
16 | -0.024926 | -0.1931 | 0.423776 |
17 | -0.014895 | -0.1154 | 0.454267 |
18 | -0.038946 | -0.3017 | 0.381971 |
19 | -0.054992 | -0.426 | 0.335827 |
20 | -0.15546 | -1.2042 | 0.116622 |
21 | 0.057712 | 0.447 | 0.328229 |
22 | -0.00712 | -0.0552 | 0.4781 |
23 | 0.00282 | 0.0218 | 0.491323 |
24 | -0.078524 | -0.6082 | 0.272662 |
25 | -0.003237 | -0.0251 | 0.490038 |
26 | -0.038868 | -0.3011 | 0.382202 |
27 | 0.00446 | 0.0345 | 0.486278 |
28 | 0.004646 | 0.036 | 0.485706 |
29 | -0.029107 | -0.2255 | 0.411194 |
30 | 0.010717 | 0.083 | 0.467059 |
31 | -0.097784 | -0.7574 | 0.225877 |
32 | 0.010644 | 0.0824 | 0.467282 |
33 | -0.019946 | -0.1545 | 0.438867 |
34 | 0.00403 | 0.0312 | 0.4876 |
35 | 0.051122 | 0.396 | 0.34676 |
36 | -0.090567 | -0.7015 | 0.242842 |
37 | 0.046703 | 0.3618 | 0.359403 |
38 | -0.067311 | -0.5214 | 0.302007 |
39 | 0.052533 | 0.4069 | 0.342757 |
40 | 0.018212 | 0.1411 | 0.444144 |
41 | 0.019758 | 0.153 | 0.439437 |
42 | -0.062269 | -0.4823 | 0.315661 |
43 | 0.00927 | 0.0718 | 0.471498 |
44 | -0.040169 | -0.3111 | 0.378385 |
45 | 0.071897 | 0.5569 | 0.28983 |
46 | -0.094213 | -0.7298 | 0.234186 |
47 | 0.00776 | 0.0601 | 0.476134 |
48 | 0.004439 | 0.0344 | 0.486343 |