Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951722 | 7.372 | 0 |
2 | 0.899607 | 6.9683 | 0 |
3 | 0.846536 | 6.5572 | 0 |
4 | 0.800964 | 6.2042 | 0 |
5 | 0.75811 | 5.8723 | 0 |
6 | 0.712644 | 5.5201 | 0 |
7 | 0.668717 | 5.1799 | 1e-06 |
8 | 0.634424 | 4.9142 | 4e-06 |
9 | 0.594952 | 4.6085 | 1.1e-05 |
10 | 0.549684 | 4.2578 | 3.7e-05 |
11 | 0.499015 | 3.8654 | 0.000138 |
12 | 0.444871 | 3.446 | 0.000522 |
13 | 0.405796 | 3.1433 | 0.001298 |
14 | 0.36636 | 2.8378 | 0.003094 |
15 | 0.324462 | 2.5133 | 0.007333 |
16 | 0.271729 | 2.1048 | 0.019753 |
17 | 0.213677 | 1.6551 | 0.05156 |
18 | 0.159486 | 1.2354 | 0.110754 |
19 | 0.106752 | 0.8269 | 0.205785 |
20 | 0.046263 | 0.3583 | 0.36067 |
21 | -0.016408 | -0.1271 | 0.449644 |
22 | -0.07502 | -0.5811 | 0.281674 |
23 | -0.123099 | -0.9535 | 0.172075 |
24 | -0.166793 | -1.292 | 0.10066 |
25 | -0.201447 | -1.5604 | 0.061962 |
26 | -0.233559 | -1.8091 | 0.03772 |
27 | -0.267117 | -2.0691 | 0.021427 |
28 | -0.292848 | -2.2684 | 0.013458 |
29 | -0.310648 | -2.4063 | 0.009607 |
30 | -0.331609 | -2.5686 | 0.006358 |
31 | -0.358309 | -2.7754 | 0.00367 |
32 | -0.389125 | -3.0142 | 0.001886 |
33 | -0.411918 | -3.1907 | 0.001129 |
34 | -0.42504 | -3.2923 | 0.000834 |
35 | -0.436157 | -3.3785 | 0.000643 |
36 | -0.443518 | -3.4355 | 0.00054 |
37 | -0.444102 | -3.44 | 0.000532 |
38 | -0.441654 | -3.421 | 0.000564 |
39 | -0.426643 | -3.3048 | 0.000804 |
40 | -0.403375 | -3.1245 | 0.001371 |
41 | -0.380305 | -2.9458 | 0.00229 |
42 | -0.368373 | -2.8534 | 0.002964 |
43 | -0.355521 | -2.7539 | 0.003892 |
44 | -0.34065 | -2.6387 | 0.005294 |
45 | -0.329979 | -2.556 | 0.006569 |
46 | -0.323728 | -2.5076 | 0.00744 |
47 | -0.315156 | -2.4412 | 0.008803 |
48 | -0.310002 | -2.4013 | 0.009727 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951722 | 7.372 | 0 |
2 | -0.065462 | -0.5071 | 0.306983 |
3 | -0.036089 | -0.2795 | 0.390393 |
4 | 0.051997 | 0.4028 | 0.344275 |
5 | -0.002457 | -0.019 | 0.492438 |
6 | -0.056437 | -0.4372 | 0.331783 |
7 | -0.00248 | -0.0192 | 0.492368 |
8 | 0.080256 | 0.6217 | 0.26826 |
9 | -0.090653 | -0.7022 | 0.242636 |
10 | -0.085452 | -0.6619 | 0.255283 |
11 | -0.062132 | -0.4813 | 0.316037 |
12 | -0.069894 | -0.5414 | 0.295118 |
13 | 0.114402 | 0.8862 | 0.189537 |
14 | -0.046831 | -0.3628 | 0.359032 |
15 | -0.059374 | -0.4599 | 0.323623 |
16 | -0.14087 | -1.0912 | 0.139779 |
17 | -0.092809 | -0.7189 | 0.237497 |
18 | -0.010732 | -0.0831 | 0.467012 |
19 | -0.041158 | -0.3188 | 0.37549 |
20 | -0.110562 | -0.8564 | 0.197588 |
21 | -0.088224 | -0.6834 | 0.248498 |
22 | -0.029116 | -0.2255 | 0.411166 |
23 | 0.0126 | 0.0976 | 0.461287 |
24 | -0.029124 | -0.2256 | 0.411142 |
25 | 0.101445 | 0.7858 | 0.217542 |
26 | -0.002624 | -0.0203 | 0.491926 |
27 | -0.078165 | -0.6055 | 0.273576 |
28 | 0.031578 | 0.2446 | 0.403801 |
29 | 0.064594 | 0.5003 | 0.309332 |
30 | -0.0457 | -0.354 | 0.362294 |
31 | -0.081983 | -0.635 | 0.26391 |
32 | -0.074534 | -0.5773 | 0.282936 |
33 | 0.011723 | 0.0908 | 0.463976 |
34 | 0.034363 | 0.2662 | 0.395509 |
35 | 0.018907 | 0.1465 | 0.442028 |
36 | 0.026045 | 0.2017 | 0.4204 |
37 | 0.050105 | 0.3881 | 0.349654 |
38 | -0.03971 | -0.3076 | 0.379729 |
39 | 0.094313 | 0.7305 | 0.233949 |
40 | 0.125186 | 0.9697 | 0.168048 |
41 | 0.005106 | 0.0395 | 0.484292 |
42 | -0.170855 | -1.3234 | 0.095356 |
43 | -0.029037 | -0.2249 | 0.411404 |
44 | -0.041695 | -0.323 | 0.37392 |
45 | -0.095686 | -0.7412 | 0.230738 |
46 | -0.011795 | -0.0914 | 0.463753 |
47 | 0.0369 | 0.2858 | 0.387999 |
48 | -0.152197 | -1.1789 | 0.121543 |