Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959345 | 7.4311 | 0 |
2 | 0.916503 | 7.0992 | 0 |
3 | 0.872568 | 6.7589 | 0 |
4 | 0.825351 | 6.3931 | 0 |
5 | 0.775946 | 6.0105 | 0 |
6 | 0.729504 | 5.6507 | 0 |
7 | 0.683927 | 5.2977 | 1e-06 |
8 | 0.636163 | 4.9277 | 3e-06 |
9 | 0.588946 | 4.562 | 1.3e-05 |
10 | 0.538995 | 4.175 | 4.9e-05 |
11 | 0.493965 | 3.8262 | 0.000156 |
12 | 0.452536 | 3.5053 | 0.000435 |
13 | 0.407279 | 3.1548 | 0.001255 |
14 | 0.357646 | 2.7703 | 0.003722 |
15 | 0.306373 | 2.3732 | 0.010429 |
16 | 0.258609 | 2.0032 | 0.024841 |
17 | 0.211711 | 1.6399 | 0.053129 |
18 | 0.163173 | 1.2639 | 0.105572 |
19 | 0.114087 | 0.8837 | 0.190188 |
20 | 0.062814 | 0.4866 | 0.314172 |
21 | 0.011632 | 0.0901 | 0.464252 |
22 | -0.036587 | -0.2834 | 0.388922 |
23 | -0.082847 | -0.6417 | 0.261746 |
24 | -0.122454 | -0.9485 | 0.173334 |
25 | -0.158004 | -1.2239 | 0.112888 |
26 | -0.191139 | -1.4806 | 0.071978 |
27 | -0.225915 | -1.7499 | 0.042622 |
28 | -0.258275 | -2.0006 | 0.024984 |
29 | -0.287673 | -2.2283 | 0.01481 |
30 | -0.313471 | -2.4281 | 0.009096 |
31 | -0.339816 | -2.6322 | 0.005385 |
32 | -0.362105 | -2.8049 | 0.003387 |
33 | -0.380793 | -2.9496 | 0.002265 |
34 | -0.395882 | -3.0665 | 0.001623 |
35 | -0.411517 | -3.1876 | 0.00114 |
36 | -0.423552 | -3.2808 | 0.000864 |
37 | -0.430893 | -3.3377 | 0.000727 |
38 | -0.430122 | -3.3317 | 0.000741 |
39 | -0.425295 | -3.2943 | 0.000829 |
40 | -0.417415 | -3.2333 | 0.000995 |
41 | -0.410719 | -3.1814 | 0.001161 |
42 | -0.404024 | -3.1296 | 0.001351 |
43 | -0.397329 | -3.0777 | 0.001571 |
44 | -0.390633 | -3.0258 | 0.001824 |
45 | -0.380976 | -2.951 | 0.002256 |
46 | -0.367171 | -2.8441 | 0.003041 |
47 | -0.353366 | -2.7372 | 0.004071 |
48 | -0.339562 | -2.6302 | 0.005413 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959345 | 7.4311 | 0 |
2 | -0.048211 | -0.3734 | 0.355069 |
3 | -0.035409 | -0.2743 | 0.392408 |
4 | -0.064127 | -0.4967 | 0.310599 |
5 | -0.051444 | -0.3985 | 0.345846 |
6 | 0.011764 | 0.0911 | 0.463848 |
7 | -0.015509 | -0.1201 | 0.452389 |
8 | -0.054111 | -0.4191 | 0.338304 |
9 | -0.023529 | -0.1823 | 0.427998 |
10 | -0.067071 | -0.5195 | 0.302652 |
11 | 0.034707 | 0.2688 | 0.394489 |
12 | 0.015491 | 0.12 | 0.452444 |
13 | -0.080785 | -0.6258 | 0.266923 |
14 | -0.090622 | -0.702 | 0.24271 |
15 | -0.063225 | -0.4897 | 0.313052 |
16 | 0.014056 | 0.1089 | 0.456831 |
17 | -0.013109 | -0.1015 | 0.459729 |
18 | -0.064308 | -0.4981 | 0.310109 |
19 | -0.05855 | -0.4535 | 0.325903 |
20 | -0.080885 | -0.6265 | 0.266671 |
21 | -0.037468 | -0.2902 | 0.386321 |
22 | 0.005388 | 0.0417 | 0.483425 |
23 | -0.02699 | -0.2091 | 0.417553 |
24 | 0.023378 | 0.1811 | 0.428455 |
25 | -0.01206 | -0.0934 | 0.462942 |
26 | -0.012517 | -0.097 | 0.461542 |
27 | -0.055002 | -0.426 | 0.335799 |
28 | -0.022687 | -0.1757 | 0.430549 |
29 | -0.015132 | -0.1172 | 0.453542 |
30 | -0.00272 | -0.0211 | 0.491632 |
31 | -0.056608 | -0.4385 | 0.331305 |
32 | 0.010614 | 0.0822 | 0.467373 |
33 | 7.1e-05 | 6e-04 | 0.499781 |
34 | 0.011275 | 0.0873 | 0.465347 |
35 | -0.050108 | -0.3881 | 0.349645 |
36 | -0.006947 | -0.0538 | 0.478632 |
37 | 0.007601 | 0.0589 | 0.476622 |
38 | 0.065998 | 0.5112 | 0.305536 |
39 | 0.026563 | 0.2058 | 0.418839 |
40 | 0.013362 | 0.1035 | 0.458955 |
41 | -0.064227 | -0.4975 | 0.310327 |
42 | -0.042606 | -0.33 | 0.371265 |
43 | -0.026651 | -0.2064 | 0.418575 |
44 | -0.012927 | -0.1001 | 0.460286 |
45 | 0.013014 | 0.1008 | 0.460021 |
46 | 0.019211 | 0.1488 | 0.441103 |
47 | -0.024697 | -0.1913 | 0.424468 |
48 | -0.010202 | -0.079 | 0.468639 |