Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943457 | 7.308 | 0 |
2 | 0.882405 | 6.8351 | 0 |
3 | 0.818963 | 6.3437 | 0 |
4 | 0.755509 | 5.8521 | 0 |
5 | 0.693797 | 5.3741 | 1e-06 |
6 | 0.633858 | 4.9098 | 4e-06 |
7 | 0.574021 | 4.4463 | 1.9e-05 |
8 | 0.515127 | 3.9902 | 9.1e-05 |
9 | 0.45568 | 3.5297 | 0.000403 |
10 | 0.393551 | 3.0484 | 0.00171 |
11 | 0.331456 | 2.5674 | 0.006378 |
12 | 0.286223 | 2.2171 | 0.015209 |
13 | 0.246479 | 1.9092 | 0.03051 |
14 | 0.219677 | 1.7016 | 0.047003 |
15 | 0.197888 | 1.5328 | 0.065287 |
16 | 0.178381 | 1.3817 | 0.086089 |
17 | 0.158945 | 1.2312 | 0.111529 |
18 | 0.138579 | 1.0734 | 0.143688 |
19 | 0.115664 | 0.8959 | 0.186935 |
20 | 0.090205 | 0.6987 | 0.243712 |
21 | 0.063172 | 0.4893 | 0.313197 |
22 | 0.034478 | 0.2671 | 0.395169 |
23 | 0.004384 | 0.034 | 0.486512 |
24 | -0.032599 | -0.2525 | 0.400754 |
25 | -0.050843 | -0.3938 | 0.347553 |
26 | -0.078591 | -0.6088 | 0.272489 |
27 | -0.105967 | -0.8208 | 0.2075 |
28 | -0.133398 | -1.0333 | 0.152807 |
29 | -0.15774 | -1.2218 | 0.113272 |
30 | -0.179498 | -1.3904 | 0.084774 |
31 | -0.201522 | -1.561 | 0.061894 |
32 | -0.220435 | -1.7075 | 0.046452 |
33 | -0.236775 | -1.834 | 0.035804 |
34 | -0.252893 | -1.9589 | 0.027388 |
35 | -0.268552 | -2.0802 | 0.020894 |
36 | -0.293181 | -2.271 | 0.013375 |
37 | -0.30228 | -2.3414 | 0.011274 |
38 | -0.312511 | -2.4207 | 0.009267 |
39 | -0.3223 | -2.4965 | 0.007653 |
40 | -0.332193 | -2.5732 | 0.006284 |
41 | -0.342324 | -2.6516 | 0.005116 |
42 | -0.353922 | -2.7415 | 0.004024 |
43 | -0.368472 | -2.8542 | 0.002958 |
44 | -0.385014 | -2.9823 | 0.002065 |
45 | -0.4018 | -3.1123 | 0.001421 |
46 | -0.41546 | -3.2181 | 0.001041 |
47 | -0.423143 | -3.2777 | 0.000872 |
48 | -0.413947 | -3.2064 | 0.001078 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943457 | 7.308 | 0 |
2 | -0.070124 | -0.5432 | 0.294511 |
3 | -0.052757 | -0.4087 | 0.342125 |
4 | -0.033452 | -0.2591 | 0.398217 |
5 | -0.019821 | -0.1535 | 0.439246 |
6 | -0.021335 | -0.1653 | 0.434648 |
7 | -0.037527 | -0.2907 | 0.386149 |
8 | -0.030006 | -0.2324 | 0.408499 |
9 | -0.044402 | -0.3439 | 0.366049 |
10 | -0.065139 | -0.5046 | 0.307856 |
11 | -0.042131 | -0.3263 | 0.372649 |
12 | 0.111044 | 0.8601 | 0.196567 |
13 | 0.003653 | 0.0283 | 0.488759 |
14 | 0.076113 | 0.5896 | 0.278846 |
15 | 0.008784 | 0.068 | 0.47299 |
16 | -0.006985 | -0.0541 | 0.478514 |
17 | -0.022519 | -0.1744 | 0.431056 |
18 | -0.031042 | -0.2404 | 0.405401 |
19 | -0.043405 | -0.3362 | 0.368941 |
20 | -0.050964 | -0.3948 | 0.347209 |
21 | -0.050702 | -0.3927 | 0.347952 |
22 | -0.05223 | -0.4046 | 0.343616 |
23 | -0.032537 | -0.252 | 0.400939 |
24 | -0.094437 | -0.7315 | 0.23366 |
25 | 0.174258 | 1.3498 | 0.091076 |
26 | -0.114343 | -0.8857 | 0.189657 |
27 | -0.003265 | -0.0253 | 0.489955 |
28 | -0.02548 | -0.1974 | 0.422103 |
29 | 0.004807 | 0.0372 | 0.485211 |
30 | -0.013651 | -0.1057 | 0.45807 |
31 | -0.05069 | -0.3926 | 0.347987 |
32 | -0.010908 | -0.0845 | 0.466472 |
33 | -0.026836 | -0.2079 | 0.418015 |
34 | -0.052345 | -0.4055 | 0.34329 |
35 | -0.058625 | -0.4541 | 0.325696 |
36 | -0.072809 | -0.564 | 0.287437 |
37 | 0.087061 | 0.6744 | 0.251334 |
38 | -0.019278 | -0.1493 | 0.440898 |
39 | -0.04118 | -0.319 | 0.375426 |
40 | -0.022422 | -0.1737 | 0.431352 |
41 | -0.028324 | -0.2194 | 0.413544 |
42 | -0.042256 | -0.3273 | 0.372286 |
43 | -0.062243 | -0.4821 | 0.315732 |
44 | -0.055607 | -0.4307 | 0.334105 |
45 | -0.041476 | -0.3213 | 0.374561 |
46 | -0.027879 | -0.2159 | 0.41488 |
47 | -0.012942 | -0.1002 | 0.460241 |
48 | 0.13336 | 1.033 | 0.152874 |