Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945033 | 8.0189 | 0 |
2 | 0.888494 | 7.5391 | 0 |
3 | 0.836529 | 7.0982 | 0 |
4 | 0.798447 | 6.775 | 0 |
5 | 0.761325 | 6.4601 | 0 |
6 | 0.719952 | 6.109 | 0 |
7 | 0.678016 | 5.7532 | 0 |
8 | 0.636618 | 5.4019 | 0 |
9 | 0.594881 | 5.0477 | 2e-06 |
10 | 0.549471 | 4.6624 | 7e-06 |
11 | 0.512538 | 4.349 | 2.2e-05 |
12 | 0.474513 | 4.0264 | 6.9e-05 |
13 | 0.43254 | 3.6702 | 0.000231 |
14 | 0.388443 | 3.296 | 0.000762 |
15 | 0.354353 | 3.0068 | 0.001817 |
16 | 0.303782 | 2.5777 | 0.005997 |
17 | 0.261005 | 2.2147 | 0.014973 |
18 | 0.231795 | 1.9668 | 0.026527 |
19 | 0.221865 | 1.8826 | 0.031898 |
20 | 0.204252 | 1.7331 | 0.043676 |
21 | 0.174942 | 1.4844 | 0.07103 |
22 | 0.138246 | 1.1731 | 0.122319 |
23 | 0.105399 | 0.8943 | 0.187059 |
24 | 0.062054 | 0.5265 | 0.300063 |
25 | 0.008759 | 0.0743 | 0.47048 |
26 | -0.041893 | -0.3555 | 0.361636 |
27 | -0.082357 | -0.6988 | 0.243457 |
28 | -0.120861 | -1.0255 | 0.15427 |
29 | -0.16404 | -1.3919 | 0.084115 |
30 | -0.202866 | -1.7214 | 0.044738 |
31 | -0.244437 | -2.0741 | 0.020822 |
32 | -0.278473 | -2.3629 | 0.010418 |
33 | -0.308086 | -2.6142 | 0.005442 |
34 | -0.328027 | -2.7834 | 0.003433 |
35 | -0.339045 | -2.8769 | 0.00264 |
36 | -0.365413 | -3.1006 | 0.001378 |
37 | -0.397828 | -3.3757 | 0.000595 |
38 | -0.423179 | -3.5908 | 0.000299 |
39 | -0.438321 | -3.7193 | 0.000196 |
40 | -0.449858 | -3.8172 | 0.000142 |
41 | -0.459196 | -3.8964 | 0.000108 |
42 | -0.45169 | -3.8327 | 0.000134 |
43 | -0.436481 | -3.7037 | 0.000207 |
44 | -0.424633 | -3.6031 | 0.000288 |
45 | -0.408526 | -3.4665 | 0.000447 |
46 | -0.397482 | -3.3727 | 6e-04 |
47 | -0.379702 | -3.2219 | 0.000957 |
48 | -0.361366 | -3.0663 | 0.001526 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945033 | 8.0189 | 0 |
2 | -0.042969 | -0.3646 | 0.358239 |
3 | 0.01313 | 0.1114 | 0.4558 |
4 | 0.10053 | 0.853 | 0.198238 |
5 | -0.014831 | -0.1258 | 0.450102 |
6 | -0.052407 | -0.4447 | 0.328941 |
7 | -0.01216 | -0.1032 | 0.459053 |
8 | -0.020166 | -0.1711 | 0.432306 |
9 | -0.036855 | -0.3127 | 0.377697 |
10 | -0.060413 | -0.5126 | 0.304893 |
11 | 0.054598 | 0.4633 | 0.32228 |
12 | -0.042045 | -0.3568 | 0.361155 |
13 | -0.067652 | -0.574 | 0.283862 |
14 | -0.02937 | -0.2492 | 0.401954 |
15 | 0.064135 | 0.5442 | 0.293992 |
16 | -0.205616 | -1.7447 | 0.042651 |
17 | 0.050768 | 0.4308 | 0.333959 |
18 | 0.118118 | 1.0023 | 0.159786 |
19 | 0.123681 | 1.0495 | 0.148736 |
20 | -0.100169 | -0.85 | 0.199082 |
21 | -0.06497 | -0.5513 | 0.29157 |
22 | -0.05564 | -0.4721 | 0.319133 |
23 | -0.029176 | -0.2476 | 0.402589 |
24 | -0.193558 | -1.6424 | 0.052434 |
25 | -0.109962 | -0.9331 | 0.176954 |
26 | -0.043649 | -0.3704 | 0.356095 |
27 | 0.02145 | 0.182 | 0.428045 |
28 | -0.044905 | -0.381 | 0.35215 |
29 | -0.036153 | -0.3068 | 0.379952 |
30 | -0.025044 | -0.2125 | 0.416158 |
31 | -0.060453 | -0.513 | 0.304775 |
32 | 0.005241 | 0.0445 | 0.482326 |
33 | 0.029718 | 0.2522 | 0.400814 |
34 | 0.004973 | 0.0422 | 0.483228 |
35 | 0.106089 | 0.9002 | 0.185509 |
36 | -0.121417 | -1.0303 | 0.15317 |
37 | -0.043477 | -0.3689 | 0.356638 |
38 | -0.04486 | -0.3806 | 0.352292 |
39 | 0.001951 | 0.0166 | 0.493419 |
40 | -0.031153 | -0.2643 | 0.396137 |
41 | -0.013945 | -0.1183 | 0.453069 |
42 | 0.098612 | 0.8368 | 0.202751 |
43 | 0.07508 | 0.6371 | 0.263048 |
44 | 0.004901 | 0.0416 | 0.48347 |
45 | 0.13353 | 1.133 | 0.130478 |
46 | -0.054187 | -0.4598 | 0.323526 |
47 | 0.022362 | 0.1897 | 0.425021 |
48 | 0.030228 | 0.2565 | 0.39915 |