Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95424 | 7.6339 | 0 |
2 | 0.903688 | 7.2295 | 0 |
3 | 0.851671 | 6.8134 | 0 |
4 | 0.806708 | 6.4537 | 0 |
5 | 0.766181 | 6.1294 | 0 |
6 | 0.732985 | 5.8639 | 0 |
7 | 0.699352 | 5.5948 | 0 |
8 | 0.664393 | 5.3151 | 1e-06 |
9 | 0.628758 | 5.0301 | 2e-06 |
10 | 0.590824 | 4.7266 | 6e-06 |
11 | 0.549528 | 4.3962 | 2.1e-05 |
12 | 0.498965 | 3.9917 | 8.6e-05 |
13 | 0.441973 | 3.5358 | 0.000381 |
14 | 0.385679 | 3.0854 | 0.001501 |
15 | 0.333081 | 2.6646 | 0.004871 |
16 | 0.289053 | 2.3124 | 0.011991 |
17 | 0.24757 | 1.9806 | 0.025971 |
18 | 0.205074 | 1.6406 | 0.052894 |
19 | 0.162683 | 1.3015 | 0.098883 |
20 | 0.120074 | 0.9606 | 0.170186 |
21 | 0.081412 | 0.6513 | 0.258593 |
22 | 0.043149 | 0.3452 | 0.365542 |
23 | 0.006441 | 0.0515 | 0.479534 |
24 | -0.038886 | -0.3111 | 0.378372 |
25 | -0.087347 | -0.6988 | 0.243612 |
26 | -0.134009 | -1.0721 | 0.143856 |
27 | -0.176665 | -1.4133 | 0.081204 |
28 | -0.209831 | -1.6787 | 0.049048 |
29 | -0.236466 | -1.8917 | 0.031527 |
30 | -0.265333 | -2.1227 | 0.018828 |
31 | -0.291701 | -2.3336 | 0.011385 |
32 | -0.316472 | -2.5318 | 0.006907 |
33 | -0.336318 | -2.6905 | 0.004545 |
34 | -0.354052 | -2.8324 | 0.003085 |
35 | -0.369099 | -2.9528 | 0.0022 |
36 | -0.38727 | -3.0982 | 0.001446 |
37 | -0.403099 | -3.2248 | 0.000993 |
38 | -0.412552 | -3.3004 | 0.00079 |
39 | -0.418071 | -3.3446 | 0.000691 |
40 | -0.418391 | -3.3471 | 0.000685 |
41 | -0.41618 | -3.3294 | 0.000724 |
42 | -0.416917 | -3.3353 | 0.000711 |
43 | -0.414319 | -3.3146 | 0.000757 |
44 | -0.41085 | -3.2868 | 0.000824 |
45 | -0.403926 | -3.2314 | 0.000974 |
46 | -0.396196 | -3.1696 | 0.001171 |
47 | -0.389083 | -3.1127 | 0.001385 |
48 | -0.383124 | -3.065 | 0.001593 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95424 | 7.6339 | 0 |
2 | -0.077008 | -0.6161 | 0.270018 |
3 | -0.040352 | -0.3228 | 0.373942 |
4 | 0.052863 | 0.4229 | 0.336892 |
5 | 0.017269 | 0.1381 | 0.445278 |
6 | 0.0522 | 0.4176 | 0.338818 |
7 | -0.028502 | -0.228 | 0.410179 |
8 | -0.031162 | -0.2493 | 0.401965 |
9 | -0.014398 | -0.1152 | 0.454331 |
10 | -0.042208 | -0.3377 | 0.36836 |
11 | -0.056078 | -0.4486 | 0.327608 |
12 | -0.129735 | -1.0379 | 0.151615 |
13 | -0.102171 | -0.8174 | 0.208376 |
14 | -0.029089 | -0.2327 | 0.408364 |
15 | -0.017724 | -0.1418 | 0.443846 |
16 | 0.033546 | 0.2684 | 0.394639 |
17 | -0.032582 | -0.2607 | 0.397597 |
18 | -0.054056 | -0.4325 | 0.333434 |
19 | -0.015 | -0.12 | 0.452431 |
20 | -0.023812 | -0.1905 | 0.424763 |
21 | 0.023738 | 0.1899 | 0.424993 |
22 | -0.026666 | -0.2133 | 0.415875 |
23 | -0.011024 | -0.0882 | 0.465 |
24 | -0.118854 | -0.9508 | 0.172634 |
25 | -0.072755 | -0.582 | 0.281293 |
26 | -0.024545 | -0.1964 | 0.422476 |
27 | -0.036074 | -0.2886 | 0.386914 |
28 | 0.036426 | 0.2914 | 0.385842 |
29 | 0.012277 | 0.0982 | 0.461033 |
30 | -0.072503 | -0.58 | 0.281967 |
31 | 0.008905 | 0.0712 | 0.471713 |
32 | -0.014535 | -0.1163 | 0.453898 |
33 | 0.023742 | 0.1899 | 0.424981 |
34 | -0.003084 | -0.0247 | 0.490198 |
35 | 0.006546 | 0.0524 | 0.479199 |
36 | -0.040076 | -0.3206 | 0.374776 |
37 | -0.004073 | -0.0326 | 0.487053 |
38 | 0.035485 | 0.2839 | 0.38871 |
39 | -0.027276 | -0.2182 | 0.413981 |
40 | 0.001599 | 0.0128 | 0.494917 |
41 | 0.007337 | 0.0587 | 0.476689 |
42 | -0.055431 | -0.4434 | 0.329469 |
43 | 0.036504 | 0.292 | 0.385602 |
44 | -0.024053 | -0.1924 | 0.42401 |
45 | -0.003665 | -0.0293 | 0.48835 |
46 | -0.015784 | -0.1263 | 0.449956 |
47 | -0.024763 | -0.1981 | 0.421796 |
48 | -0.009079 | -0.0726 | 0.471163 |