Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962567 | 7.456 | 0 |
2 | 0.92376 | 7.1554 | 0 |
3 | 0.889112 | 6.887 | 0 |
4 | 0.849502 | 6.5802 | 0 |
5 | 0.811717 | 6.2875 | 0 |
6 | 0.766451 | 5.9369 | 0 |
7 | 0.713543 | 5.5271 | 0 |
8 | 0.666754 | 5.1647 | 1e-06 |
9 | 0.611184 | 4.7342 | 7e-06 |
10 | 0.554995 | 4.299 | 3.2e-05 |
11 | 0.503115 | 3.8971 | 0.000124 |
12 | 0.443455 | 3.435 | 0.00054 |
13 | 0.395556 | 3.064 | 0.001635 |
14 | 0.346916 | 2.6872 | 0.004655 |
15 | 0.291432 | 2.2574 | 0.013817 |
16 | 0.241477 | 1.8705 | 0.033149 |
17 | 0.191053 | 1.4799 | 0.072067 |
18 | 0.142666 | 1.1051 | 0.136766 |
19 | 0.097201 | 0.7529 | 0.227223 |
20 | 0.048219 | 0.3735 | 0.355046 |
21 | 0.004632 | 0.0359 | 0.485748 |
22 | -0.040265 | -0.3119 | 0.378101 |
23 | -0.08767 | -0.6791 | 0.249847 |
24 | -0.129341 | -1.0019 | 0.160216 |
25 | -0.167535 | -1.2977 | 0.099675 |
26 | -0.201164 | -1.5582 | 0.062222 |
27 | -0.230149 | -1.7827 | 0.039845 |
28 | -0.268918 | -2.083 | 0.020759 |
29 | -0.303355 | -2.3498 | 0.011046 |
30 | -0.328499 | -2.5445 | 0.006767 |
31 | -0.353367 | -2.7372 | 0.004071 |
32 | -0.371241 | -2.8756 | 0.002787 |
33 | -0.386143 | -2.9911 | 0.002014 |
34 | -0.406894 | -3.1518 | 0.001266 |
35 | -0.422298 | -3.2711 | 0.000889 |
36 | -0.434927 | -3.3689 | 0.000662 |
37 | -0.439986 | -3.4081 | 0.000587 |
38 | -0.44145 | -3.4195 | 0.000567 |
39 | -0.445792 | -3.4531 | 0.000511 |
40 | -0.443031 | -3.4317 | 0.000546 |
41 | -0.438137 | -3.3938 | 0.000613 |
42 | -0.436353 | -3.38 | 0.00064 |
43 | -0.425457 | -3.2956 | 0.000826 |
44 | -0.412475 | -3.195 | 0.001115 |
45 | -0.396188 | -3.0689 | 0.001612 |
46 | -0.378232 | -2.9298 | 0.002396 |
47 | -0.36331 | -2.8142 | 0.003302 |
48 | -0.340361 | -2.6364 | 0.005325 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962567 | 7.456 | 0 |
2 | -0.037767 | -0.2925 | 0.385442 |
3 | 0.036838 | 0.2853 | 0.388182 |
4 | -0.088252 | -0.6836 | 0.24843 |
5 | 0.009723 | 0.0753 | 0.470108 |
6 | -0.132814 | -1.0288 | 0.153858 |
7 | -0.119483 | -0.9255 | 0.179205 |
8 | 0.041153 | 0.3188 | 0.375503 |
9 | -0.154356 | -1.1956 | 0.118271 |
10 | -0.021965 | -0.1701 | 0.432735 |
11 | 0.002817 | 0.0218 | 0.491331 |
12 | -0.113138 | -0.8764 | 0.192164 |
13 | 0.130628 | 1.0118 | 0.157838 |
14 | -0.069644 | -0.5395 | 0.295784 |
15 | -0.069992 | -0.5422 | 0.29486 |
16 | -0.003059 | -0.0237 | 0.490586 |
17 | -0.038131 | -0.2954 | 0.384367 |
18 | 0.00279 | 0.0216 | 0.491414 |
19 | -0.066384 | -0.5142 | 0.304498 |
20 | -0.028354 | -0.2196 | 0.413454 |
21 | 0.003472 | 0.0269 | 0.489317 |
22 | -0.103169 | -0.7991 | 0.213679 |
23 | -0.023069 | -0.1787 | 0.429391 |
24 | -0.030965 | -0.2399 | 0.405632 |
25 | 0.030128 | 0.2334 | 0.408135 |
26 | 0.028239 | 0.2187 | 0.413797 |
27 | -0.022782 | -0.1765 | 0.43026 |
28 | -0.139714 | -1.0822 | 0.141742 |
29 | -0.003587 | -0.0278 | 0.488963 |
30 | 0.054152 | 0.4195 | 0.338188 |
31 | -0.033939 | -0.2629 | 0.396769 |
32 | 0.02268 | 0.1757 | 0.43057 |
33 | 0.024463 | 0.1895 | 0.425173 |
34 | -0.125352 | -0.971 | 0.167731 |
35 | -0.018209 | -0.141 | 0.444153 |
36 | 0.008162 | 0.0632 | 0.4749 |
37 | 0.083444 | 0.6464 | 0.260258 |
38 | -0.037759 | -0.2925 | 0.385465 |
39 | -0.033277 | -0.2578 | 0.398736 |
40 | 0.031199 | 0.2417 | 0.404932 |
41 | -0.049472 | -0.3832 | 0.351459 |
42 | -0.009039 | -0.07 | 0.472207 |
43 | 0.064566 | 0.5001 | 0.309409 |
44 | -0.009856 | -0.0763 | 0.469699 |
45 | 0.052932 | 0.41 | 0.341629 |
46 | -0.076203 | -0.5903 | 0.278615 |
47 | -0.021888 | -0.1695 | 0.432968 |
48 | 0.077635 | 0.6014 | 0.274934 |