Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936077 | 7.2508 | 0 |
2 | 0.883514 | 6.8437 | 0 |
3 | 0.833417 | 6.4556 | 0 |
4 | 0.782442 | 6.0608 | 0 |
5 | 0.729414 | 5.65 | 0 |
6 | 0.677878 | 5.2508 | 1e-06 |
7 | 0.615718 | 4.7693 | 6e-06 |
8 | 0.5567 | 4.3122 | 3.1e-05 |
9 | 0.504689 | 3.9093 | 0.000119 |
10 | 0.456545 | 3.5364 | 0.000395 |
11 | 0.398278 | 3.085 | 0.001538 |
12 | 0.342045 | 2.6495 | 0.005145 |
13 | 0.292239 | 2.2637 | 0.013612 |
14 | 0.243072 | 1.8828 | 0.032287 |
15 | 0.202202 | 1.5662 | 0.061275 |
16 | 0.157646 | 1.2211 | 0.113409 |
17 | 0.098929 | 0.7663 | 0.223251 |
18 | 0.069541 | 0.5387 | 0.296057 |
19 | 0.038654 | 0.2994 | 0.382829 |
20 | 0.006753 | 0.0523 | 0.479228 |
21 | -0.005837 | -0.0452 | 0.482045 |
22 | -0.019551 | -0.1514 | 0.440069 |
23 | -0.033307 | -0.258 | 0.398648 |
24 | -0.054964 | -0.4257 | 0.335908 |
25 | -0.074245 | -0.5751 | 0.283687 |
26 | -0.092136 | -0.7137 | 0.239095 |
27 | -0.116031 | -0.8988 | 0.186184 |
28 | -0.137584 | -1.0657 | 0.145409 |
29 | -0.159832 | -1.2381 | 0.11026 |
30 | -0.191285 | -1.4817 | 0.071828 |
31 | -0.216698 | -1.6785 | 0.049222 |
32 | -0.24229 | -1.8768 | 0.032707 |
33 | -0.262653 | -2.0345 | 0.023164 |
34 | -0.277511 | -2.1496 | 0.017815 |
35 | -0.297014 | -2.3007 | 0.012451 |
36 | -0.321348 | -2.4892 | 0.007798 |
37 | -0.324933 | -2.5169 | 0.007264 |
38 | -0.344792 | -2.6707 | 0.004863 |
39 | -0.367829 | -2.8492 | 0.002998 |
40 | -0.393761 | -3.0501 | 0.001702 |
41 | -0.406701 | -3.1503 | 0.001272 |
42 | -0.416019 | -3.2225 | 0.001028 |
43 | -0.423948 | -3.2839 | 0.000856 |
44 | -0.421357 | -3.2638 | 0.000909 |
45 | -0.423737 | -3.2823 | 0.00086 |
46 | -0.428789 | -3.3214 | 0.000764 |
47 | -0.402291 | -3.1161 | 0.001405 |
48 | -0.379085 | -2.9364 | 0.002351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936077 | 7.2508 | 0 |
2 | 0.058773 | 0.4553 | 0.325286 |
3 | -0.000233 | -0.0018 | 0.499282 |
4 | -0.030411 | -0.2356 | 0.407286 |
5 | -0.045603 | -0.3532 | 0.362575 |
6 | -0.021636 | -0.1676 | 0.433733 |
7 | -0.116134 | -0.8996 | 0.185973 |
8 | -0.027004 | -0.2092 | 0.417512 |
9 | 0.01883 | 0.1459 | 0.442262 |
10 | 0.008239 | 0.0638 | 0.474664 |
11 | -0.105191 | -0.8148 | 0.209202 |
12 | -0.038744 | -0.3001 | 0.382567 |
13 | 0.015226 | 0.1179 | 0.453254 |
14 | -0.026152 | -0.2026 | 0.420076 |
15 | 0.026312 | 0.2038 | 0.419596 |
16 | -0.059946 | -0.4643 | 0.322042 |
17 | -0.145031 | -1.1234 | 0.13287 |
18 | 0.177529 | 1.3751 | 0.087102 |
19 | -0.028249 | -0.2188 | 0.413767 |
20 | -0.040204 | -0.3114 | 0.378281 |
21 | 0.138131 | 1.07 | 0.144463 |
22 | -0.010974 | -0.085 | 0.466271 |
23 | -0.001937 | -0.015 | 0.494041 |
24 | -0.129354 | -1.002 | 0.16019 |
25 | -0.045982 | -0.3562 | 0.36148 |
26 | 0.012202 | 0.0945 | 0.462506 |
27 | -0.073329 | -0.568 | 0.286076 |
28 | -0.053937 | -0.4178 | 0.338796 |
29 | -0.035143 | -0.2722 | 0.393194 |
30 | -0.075738 | -0.5867 | 0.279814 |
31 | -0.027914 | -0.2162 | 0.414775 |
32 | -0.025151 | -0.1948 | 0.423096 |
33 | 0.020059 | 0.1554 | 0.438523 |
34 | -0.006139 | -0.0476 | 0.481114 |
35 | -0.00544 | -0.0421 | 0.483263 |
36 | -0.103068 | -0.7984 | 0.213905 |
37 | 0.102346 | 0.7928 | 0.215519 |
38 | -0.099997 | -0.7746 | 0.220816 |
39 | -0.09813 | -0.7601 | 0.225083 |
40 | -0.039511 | -0.306 | 0.380314 |
41 | 0.036522 | 0.2829 | 0.389113 |
42 | 0.024675 | 0.1911 | 0.424534 |
43 | -0.034893 | -0.2703 | 0.393935 |
44 | 0.01352 | 0.1047 | 0.458473 |
45 | -0.02896 | -0.2243 | 0.411633 |
46 | -0.039 | -0.3021 | 0.381813 |
47 | 0.173333 | 1.3426 | 0.092224 |
48 | -0.016478 | -0.1276 | 0.449432 |