Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95581 | 7.4037 | 0 |
2 | 0.907424 | 7.0289 | 0 |
3 | 0.856743 | 6.6363 | 0 |
4 | 0.801069 | 6.2051 | 0 |
5 | 0.745874 | 5.7775 | 0 |
6 | 0.691121 | 5.3534 | 1e-06 |
7 | 0.635056 | 4.9191 | 4e-06 |
8 | 0.581193 | 4.5019 | 1.6e-05 |
9 | 0.531483 | 4.1169 | 6e-05 |
10 | 0.486835 | 3.771 | 0.000187 |
11 | 0.450282 | 3.4879 | 0.000459 |
12 | 0.414528 | 3.2109 | 0.001064 |
13 | 0.376776 | 2.9185 | 0.002473 |
14 | 0.338132 | 2.6192 | 0.005573 |
15 | 0.299247 | 2.318 | 0.011939 |
16 | 0.258532 | 2.0026 | 0.024874 |
17 | 0.220231 | 1.7059 | 0.046599 |
18 | 0.181678 | 1.4073 | 0.082253 |
19 | 0.139822 | 1.0831 | 0.141559 |
20 | 0.096095 | 0.7444 | 0.229785 |
21 | 0.050516 | 0.3913 | 0.348482 |
22 | 0.005837 | 0.0452 | 0.482045 |
23 | -0.039662 | -0.3072 | 0.379869 |
24 | -0.080572 | -0.6241 | 0.267462 |
25 | -0.122977 | -0.9526 | 0.172314 |
26 | -0.167212 | -1.2952 | 0.100103 |
27 | -0.205004 | -1.588 | 0.058776 |
28 | -0.238582 | -1.848 | 0.034763 |
29 | -0.266766 | -2.0664 | 0.02156 |
30 | -0.291049 | -2.2545 | 0.013915 |
31 | -0.316114 | -2.4486 | 0.00864 |
32 | -0.337557 | -2.6147 | 0.005638 |
33 | -0.354593 | -2.7467 | 0.003968 |
34 | -0.368501 | -2.8544 | 0.002956 |
35 | -0.374767 | -2.9029 | 0.002583 |
36 | -0.381858 | -2.9579 | 0.002213 |
37 | -0.387633 | -3.0026 | 0.001949 |
38 | -0.388621 | -3.0102 | 0.001907 |
39 | -0.389036 | -3.0135 | 0.00189 |
40 | -0.387404 | -3.0008 | 0.001959 |
41 | -0.386107 | -2.9908 | 0.002016 |
42 | -0.384815 | -2.9808 | 0.002074 |
43 | -0.384751 | -2.9803 | 0.002077 |
44 | -0.383117 | -2.9676 | 0.002153 |
45 | -0.377402 | -2.9233 | 0.002439 |
46 | -0.37238 | -2.8844 | 0.002719 |
47 | -0.367072 | -2.8433 | 0.003047 |
48 | -0.359666 | -2.786 | 0.003567 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95581 | 7.4037 | 0 |
2 | -0.07115 | -0.5511 | 0.291797 |
3 | -0.04984 | -0.3861 | 0.35041 |
4 | -0.083267 | -0.645 | 0.2607 |
5 | -0.020059 | -0.1554 | 0.438524 |
6 | -0.024749 | -0.1917 | 0.424309 |
7 | -0.045625 | -0.3534 | 0.362509 |
8 | -0.008424 | -0.0653 | 0.474095 |
9 | 0.012692 | 0.0983 | 0.461005 |
10 | 0.023863 | 0.1848 | 0.426989 |
11 | 0.055589 | 0.4306 | 0.334154 |
12 | -0.031189 | -0.2416 | 0.40496 |
13 | -0.059284 | -0.4592 | 0.32387 |
14 | -0.047034 | -0.3643 | 0.358448 |
15 | -0.031053 | -0.2405 | 0.405367 |
16 | -0.048957 | -0.3792 | 0.352931 |
17 | -0.001172 | -0.0091 | 0.496393 |
18 | -0.029263 | -0.2267 | 0.410726 |
19 | -0.06071 | -0.4703 | 0.319938 |
20 | -0.05134 | -0.3977 | 0.346138 |
21 | -0.053926 | -0.4177 | 0.338824 |
22 | -0.029184 | -0.2261 | 0.410963 |
23 | -0.060262 | -0.4668 | 0.321172 |
24 | 0.007426 | 0.0575 | 0.477159 |
25 | -0.065545 | -0.5077 | 0.30676 |
26 | -0.069628 | -0.5393 | 0.295825 |
27 | 0.025073 | 0.1942 | 0.423332 |
28 | -0.003734 | -0.0289 | 0.488511 |
29 | 0.006005 | 0.0465 | 0.481526 |
30 | -0.01854 | -0.1436 | 0.443146 |
31 | -0.060909 | -0.4718 | 0.319392 |
32 | -0.002855 | -0.0221 | 0.491214 |
33 | 0.004381 | 0.0339 | 0.486521 |
34 | 0.001289 | 0.01 | 0.496034 |
35 | 0.043504 | 0.337 | 0.368652 |
36 | -0.052441 | -0.4062 | 0.343017 |
37 | -0.003968 | -0.0307 | 0.487791 |
38 | 0.03219 | 0.2493 | 0.401973 |
39 | -0.019366 | -0.15 | 0.440631 |
40 | -0.001935 | -0.015 | 0.494046 |
41 | -0.042605 | -0.33 | 0.371269 |
42 | -0.025649 | -0.1987 | 0.421595 |
43 | -0.028084 | -0.2175 | 0.414262 |
44 | -4.7e-05 | -4e-04 | 0.499856 |
45 | 0.033288 | 0.2578 | 0.398703 |
46 | -0.042205 | -0.3269 | 0.372433 |
47 | -0.031879 | -0.2469 | 0.402901 |
48 | -0.00258 | -0.02 | 0.492061 |