Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.931892 | 8.5409 | 0 |
2 | 0.839241 | 7.6918 | 0 |
3 | 0.733715 | 6.7246 | 0 |
4 | 0.633596 | 5.807 | 0 |
5 | 0.561195 | 5.1434 | 1e-06 |
6 | 0.493408 | 4.5222 | 1e-05 |
7 | 0.439377 | 4.027 | 6.2e-05 |
8 | 0.401784 | 3.6824 | 0.000204 |
9 | 0.371509 | 3.4049 | 0.000508 |
10 | 0.338145 | 3.0991 | 0.00132 |
11 | 0.303172 | 2.7786 | 0.003367 |
12 | 0.267521 | 2.4519 | 0.008142 |
13 | 0.235009 | 2.1539 | 0.017057 |
14 | 0.197914 | 1.8139 | 0.036631 |
15 | 0.159497 | 1.4618 | 0.073762 |
16 | 0.112978 | 1.0355 | 0.151714 |
17 | 0.056637 | 0.5191 | 0.302534 |
18 | -0.002187 | -0.02 | 0.492026 |
19 | -0.077682 | -0.712 | 0.239229 |
20 | -0.155531 | -1.4255 | 0.078864 |
21 | -0.239536 | -2.1954 | 0.015447 |
22 | -0.324484 | -2.9739 | 0.001918 |
23 | -0.386665 | -3.5438 | 0.000324 |
24 | -0.413138 | -3.7865 | 0.000143 |
25 | -0.418147 | -3.8324 | 0.000122 |
26 | -0.410686 | -3.764 | 0.000154 |
27 | -0.404702 | -3.7092 | 0.000186 |
28 | -0.40391 | -3.7019 | 0.000191 |
29 | -0.404518 | -3.7075 | 0.000187 |
30 | -0.410041 | -3.7581 | 0.000158 |
31 | -0.416534 | -3.8176 | 0.000128 |
32 | -0.420655 | -3.8554 | 0.000113 |
33 | -0.413383 | -3.7887 | 0.000142 |
34 | -0.410651 | -3.7637 | 0.000155 |
35 | -0.398444 | -3.6518 | 0.000226 |
36 | -0.392559 | -3.5979 | 0.000271 |
37 | -0.385449 | -3.5327 | 0.000336 |
38 | -0.354253 | -3.2468 | 0.000839 |
39 | -0.323454 | -2.9645 | 0.001972 |
40 | -0.286705 | -2.6277 | 0.005109 |
41 | -0.260819 | -2.3904 | 0.009532 |
42 | -0.249126 | -2.2833 | 0.01247 |
43 | -0.231518 | -2.1219 | 0.018396 |
44 | -0.210449 | -1.9288 | 0.028567 |
45 | -0.187855 | -1.7217 | 0.0444 |
46 | -0.172376 | -1.5799 | 0.058949 |
47 | -0.153227 | -1.4043 | 0.081951 |
48 | -0.136147 | -1.2478 | 0.107785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.931892 | 8.5409 | 0 |
2 | -0.221773 | -2.0326 | 0.022627 |
3 | -0.12104 | -1.1093 | 0.135223 |
4 | 0.009516 | 0.0872 | 0.465353 |
5 | 0.151676 | 1.3901 | 0.084081 |
6 | -0.08828 | -0.8091 | 0.210372 |
7 | 0.028377 | 0.2601 | 0.39772 |
8 | 0.082173 | 0.7531 | 0.226739 |
9 | 0.011493 | 0.1053 | 0.458179 |
10 | -0.098572 | -0.9034 | 0.184443 |
11 | 0.000161 | 0.0015 | 0.499415 |
12 | 0.019347 | 0.1773 | 0.429843 |
13 | 0.00159 | 0.0146 | 0.494204 |
14 | -0.09153 | -0.8389 | 0.201956 |
15 | -0.008126 | -0.0745 | 0.470406 |
16 | -0.077404 | -0.7094 | 0.240016 |
17 | -0.107317 | -0.9836 | 0.164075 |
18 | -0.059516 | -0.5455 | 0.293436 |
19 | -0.164323 | -1.506 | 0.067904 |
20 | -0.076328 | -0.6996 | 0.243068 |
21 | -0.144593 | -1.3252 | 0.094346 |
22 | -0.114373 | -1.0482 | 0.148766 |
23 | 0.037073 | 0.3398 | 0.367437 |
24 | 0.157169 | 1.4405 | 0.076725 |
25 | -0.0327 | -0.2997 | 0.382573 |
26 | -0.050615 | -0.4639 | 0.321963 |
27 | -0.030879 | -0.283 | 0.388931 |
28 | -0.004107 | -0.0376 | 0.485033 |
29 | -0.034964 | -0.3204 | 0.374712 |
30 | -0.018683 | -0.1712 | 0.432226 |
31 | 0.023101 | 0.2117 | 0.416419 |
32 | 0.025689 | 0.2354 | 0.407217 |
33 | 0.040037 | 0.3669 | 0.357293 |
34 | -0.101544 | -0.9307 | 0.177347 |
35 | 0.095004 | 0.8707 | 0.193192 |
36 | -0.067537 | -0.619 | 0.268799 |
37 | 0.007911 | 0.0725 | 0.471186 |
38 | 0.164671 | 1.5092 | 0.067495 |
39 | -0.03586 | -0.3287 | 0.371615 |
40 | -0.036464 | -0.3342 | 0.36953 |
41 | -0.134787 | -1.2353 | 0.110074 |
42 | -0.117418 | -1.0761 | 0.142471 |
43 | 0.029885 | 0.2739 | 0.392418 |
44 | -0.03653 | -0.3348 | 0.369304 |
45 | -0.067967 | -0.6229 | 0.26751 |
46 | -0.085308 | -0.7819 | 0.218247 |
47 | 0.102439 | 0.9389 | 0.175245 |
48 | -0.062623 | -0.5739 | 0.283768 |