Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954714 | 7.3952 | 0 |
2 | 0.911748 | 7.0624 | 0 |
3 | 0.869224 | 6.733 | 0 |
4 | 0.825084 | 6.3911 | 0 |
5 | 0.781182 | 6.051 | 0 |
6 | 0.735393 | 5.6963 | 0 |
7 | 0.687942 | 5.3288 | 1e-06 |
8 | 0.639489 | 4.9535 | 3e-06 |
9 | 0.591972 | 4.5854 | 1.2e-05 |
10 | 0.541947 | 4.1979 | 4.5e-05 |
11 | 0.490919 | 3.8026 | 0.000169 |
12 | 0.441853 | 3.4226 | 0.000561 |
13 | 0.392624 | 3.0413 | 0.001745 |
14 | 0.346828 | 2.6865 | 0.004663 |
15 | 0.301317 | 2.334 | 0.011482 |
16 | 0.256856 | 1.9896 | 0.025599 |
17 | 0.210315 | 1.6291 | 0.054267 |
18 | 0.163632 | 1.2675 | 0.104939 |
19 | 0.117892 | 0.9132 | 0.1824 |
20 | 0.071732 | 0.5556 | 0.290264 |
21 | 0.028973 | 0.2244 | 0.411596 |
22 | -0.014837 | -0.1149 | 0.454444 |
23 | -0.059571 | -0.4614 | 0.323076 |
24 | -0.100342 | -0.7772 | 0.220034 |
25 | -0.140596 | -1.0891 | 0.140243 |
26 | -0.181609 | -1.4067 | 0.082333 |
27 | -0.217947 | -1.6882 | 0.048281 |
28 | -0.247582 | -1.9178 | 0.029952 |
29 | -0.275645 | -2.1351 | 0.018421 |
30 | -0.303477 | -2.3507 | 0.011021 |
31 | -0.327872 | -2.5397 | 0.006852 |
32 | -0.351193 | -2.7203 | 0.00426 |
33 | -0.373382 | -2.8922 | 0.002661 |
34 | -0.388568 | -3.0098 | 0.00191 |
35 | -0.39814 | -3.084 | 0.001543 |
36 | -0.407508 | -3.1565 | 0.001249 |
37 | -0.415927 | -3.2218 | 0.00103 |
38 | -0.418801 | -3.244 | 0.000964 |
39 | -0.421039 | -3.2614 | 0.000915 |
40 | -0.423692 | -3.2819 | 0.000861 |
41 | -0.421367 | -3.2639 | 0.000908 |
42 | -0.417408 | -3.2332 | 0.000995 |
43 | -0.41128 | -3.1858 | 0.001146 |
44 | -0.403833 | -3.1281 | 0.001357 |
45 | -0.396628 | -3.0723 | 0.001596 |
46 | -0.387001 | -2.9977 | 0.001977 |
47 | -0.375131 | -2.9058 | 0.002562 |
48 | -0.35751 | -2.7693 | 0.003732 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954714 | 7.3952 | 0 |
2 | 0.003052 | 0.0236 | 0.490608 |
3 | -0.016848 | -0.1305 | 0.448301 |
4 | -0.040753 | -0.3157 | 0.376675 |
5 | -0.022367 | -0.1733 | 0.431519 |
6 | -0.046087 | -0.357 | 0.361177 |
7 | -0.046003 | -0.3563 | 0.36142 |
8 | -0.040876 | -0.3166 | 0.376315 |
9 | -0.019155 | -0.1484 | 0.441273 |
10 | -0.05758 | -0.446 | 0.328596 |
11 | -0.044712 | -0.3463 | 0.365151 |
12 | -0.012673 | -0.0982 | 0.461065 |
13 | -0.033277 | -0.2578 | 0.398737 |
14 | 0.00439 | 0.034 | 0.486493 |
15 | -0.028504 | -0.2208 | 0.413003 |
16 | -0.020644 | -0.1599 | 0.436746 |
17 | -0.059313 | -0.4594 | 0.323792 |
18 | -0.041964 | -0.325 | 0.373137 |
19 | -0.031603 | -0.2448 | 0.403726 |
20 | -0.045039 | -0.3489 | 0.364205 |
21 | -0.006497 | -0.0503 | 0.480015 |
22 | -0.051699 | -0.4005 | 0.34512 |
23 | -0.05601 | -0.4339 | 0.332976 |
24 | -0.004217 | -0.0327 | 0.487025 |
25 | -0.036829 | -0.2853 | 0.388207 |
26 | -0.055264 | -0.4281 | 0.335064 |
27 | 0.004505 | 0.0349 | 0.486139 |
28 | 0.032256 | 0.2499 | 0.401777 |
29 | -0.018669 | -0.1446 | 0.442751 |
30 | -0.044612 | -0.3456 | 0.365439 |
31 | -0.007806 | -0.0605 | 0.475993 |
32 | -0.027375 | -0.212 | 0.416394 |
33 | -0.03656 | -0.2832 | 0.389001 |
34 | 0.033342 | 0.2583 | 0.398542 |
35 | 0.030581 | 0.2369 | 0.406779 |
36 | -0.031255 | -0.2421 | 0.404765 |
37 | -0.032421 | -0.2511 | 0.401284 |
38 | 0.026179 | 0.2028 | 0.419995 |
39 | -0.020013 | -0.155 | 0.438664 |
40 | -0.042219 | -0.327 | 0.372394 |
41 | 0.024213 | 0.1875 | 0.425931 |
42 | -0.003036 | -0.0235 | 0.490659 |
43 | -0.010004 | -0.0775 | 0.469246 |
44 | -0.018435 | -0.1428 | 0.443465 |
45 | -0.029027 | -0.2248 | 0.411432 |
46 | -0.00023 | -0.0018 | 0.499293 |
47 | 0.003875 | 0.03 | 0.488076 |
48 | 0.050544 | 0.3915 | 0.348404 |