Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937673 | 7.901 | 0 |
2 | 0.858702 | 7.2356 | 0 |
3 | 0.778537 | 6.5601 | 0 |
4 | 0.686826 | 5.7873 | 0 |
5 | 0.597202 | 5.0321 | 2e-06 |
6 | 0.505077 | 4.2559 | 3.1e-05 |
7 | 0.409165 | 3.4477 | 0.000477 |
8 | 0.310962 | 2.6202 | 0.00537 |
9 | 0.208963 | 1.7608 | 0.041293 |
10 | 0.103028 | 0.8681 | 0.194124 |
11 | -0.002617 | -0.0221 | 0.491235 |
12 | -0.101007 | -0.8511 | 0.198786 |
13 | -0.190475 | -1.605 | 0.05647 |
14 | -0.270675 | -2.2807 | 0.012783 |
15 | -0.337189 | -2.8412 | 0.002931 |
16 | -0.394461 | -3.3238 | 0.000703 |
17 | -0.434665 | -3.6626 | 0.000239 |
18 | -0.466399 | -3.9299 | 9.8e-05 |
19 | -0.483598 | -4.0749 | 5.9e-05 |
20 | -0.489874 | -4.1278 | 4.9e-05 |
21 | -0.487003 | -4.1036 | 5.4e-05 |
22 | -0.474528 | -3.9984 | 7.7e-05 |
23 | -0.450332 | -3.7946 | 0.000154 |
24 | -0.416185 | -3.5068 | 0.000395 |
25 | -0.376314 | -3.1709 | 0.001122 |
26 | -0.327353 | -2.7583 | 0.003691 |
27 | -0.272476 | -2.2959 | 0.012318 |
28 | -0.21303 | -1.795 | 0.038453 |
29 | -0.151824 | -1.2793 | 0.102479 |
30 | -0.079704 | -0.6716 | 0.252009 |
31 | -0.012189 | -0.1027 | 0.459244 |
32 | 0.046987 | 0.3959 | 0.346676 |
33 | 0.097968 | 0.8255 | 0.205928 |
34 | 0.148211 | 1.2488 | 0.107911 |
35 | 0.1933 | 1.6288 | 0.053895 |
36 | 0.236652 | 1.9941 | 0.024993 |
37 | 0.273239 | 2.3024 | 0.012125 |
38 | 0.300026 | 2.5281 | 0.006848 |
39 | 0.324526 | 2.7345 | 0.003941 |
40 | 0.338801 | 2.8548 | 0.002821 |
41 | 0.338249 | 2.8501 | 0.002858 |
42 | 0.32385 | 2.7288 | 0.004003 |
43 | 0.310653 | 2.6176 | 0.005407 |
44 | 0.290763 | 2.45 | 0.008376 |
45 | 0.263944 | 2.224 | 0.014664 |
46 | 0.227126 | 1.9138 | 0.029839 |
47 | 0.186041 | 1.5676 | 0.06071 |
48 | 0.142724 | 1.2026 | 0.116561 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937673 | 7.901 | 0 |
2 | -0.169983 | -1.4323 | 0.078223 |
3 | -0.035166 | -0.2963 | 0.383926 |
4 | -0.143529 | -1.2094 | 0.115261 |
5 | -0.012413 | -0.1046 | 0.458497 |
6 | -0.087624 | -0.7383 | 0.231373 |
7 | -0.078735 | -0.6634 | 0.2546 |
8 | -0.089725 | -0.756 | 0.226065 |
9 | -0.100622 | -0.8479 | 0.199684 |
10 | -0.113046 | -0.9525 | 0.172028 |
11 | -0.088888 | -0.749 | 0.228172 |
12 | -0.041429 | -0.3491 | 0.364028 |
13 | -0.039387 | -0.3319 | 0.370479 |
14 | -0.040315 | -0.3397 | 0.367543 |
15 | -0.004974 | -0.0419 | 0.483345 |
16 | -0.044374 | -0.3739 | 0.354795 |
17 | 0.039629 | 0.3339 | 0.369713 |
18 | -0.054586 | -0.46 | 0.323477 |
19 | 0.035837 | 0.302 | 0.381781 |
20 | -0.030321 | -0.2555 | 0.399543 |
21 | -0.006863 | -0.0578 | 0.477023 |
22 | -0.024119 | -0.2032 | 0.41977 |
23 | 0.018951 | 0.1597 | 0.436793 |
24 | 0.002456 | 0.0207 | 0.491775 |
25 | -0.017919 | -0.151 | 0.440208 |
26 | 0.024735 | 0.2084 | 0.417749 |
27 | 0.006122 | 0.0516 | 0.479502 |
28 | 0.021038 | 0.1773 | 0.429902 |
29 | -0.001029 | -0.0087 | 0.496553 |
30 | 0.108172 | 0.9115 | 0.182565 |
31 | -0.032565 | -0.2744 | 0.392287 |
32 | -0.029536 | -0.2489 | 0.402088 |
33 | -0.04102 | -0.3456 | 0.365318 |
34 | 0.050797 | 0.428 | 0.334965 |
35 | -0.000623 | -0.0052 | 0.497914 |
36 | 0.043024 | 0.3625 | 0.359017 |
37 | -0.009382 | -0.0791 | 0.468605 |
38 | -0.009935 | -0.0837 | 0.466761 |
39 | 0.049096 | 0.4137 | 0.340175 |
40 | -0.015749 | -0.1327 | 0.447401 |
41 | -0.038141 | -0.3214 | 0.374433 |
42 | -0.050359 | -0.4243 | 0.336302 |
43 | 0.077914 | 0.6565 | 0.256808 |
44 | -0.016305 | -0.1374 | 0.445556 |
45 | -0.010466 | -0.0882 | 0.464987 |
46 | -0.055962 | -0.4715 | 0.319348 |
47 | -0.001062 | -0.0089 | 0.496444 |
48 | 0.004968 | 0.0419 | 0.483364 |