Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953482 | 7.3856 | 0 |
2 | 0.901622 | 6.9839 | 0 |
3 | 0.848542 | 6.5728 | 0 |
4 | 0.801982 | 6.2121 | 0 |
5 | 0.756162 | 5.8572 | 0 |
6 | 0.712237 | 5.517 | 0 |
7 | 0.668663 | 5.1794 | 1e-06 |
8 | 0.627249 | 4.8587 | 4e-06 |
9 | 0.588535 | 4.5588 | 1.3e-05 |
10 | 0.553871 | 4.2903 | 3.3e-05 |
11 | 0.514041 | 3.9817 | 9.4e-05 |
12 | 0.467638 | 3.6223 | 0.000301 |
13 | 0.412369 | 3.1942 | 0.001118 |
14 | 0.351971 | 2.7264 | 0.004191 |
15 | 0.289137 | 2.2396 | 0.014416 |
16 | 0.238385 | 1.8465 | 0.034875 |
17 | 0.18834 | 1.4589 | 0.074907 |
18 | 0.140268 | 1.0865 | 0.140799 |
19 | 0.093656 | 0.7255 | 0.235496 |
20 | 0.049235 | 0.3814 | 0.352136 |
21 | 0.006832 | 0.0529 | 0.478985 |
22 | -0.02876 | -0.2228 | 0.412233 |
23 | -0.063179 | -0.4894 | 0.313177 |
24 | -0.096781 | -0.7497 | 0.228194 |
25 | -0.136856 | -1.0601 | 0.146678 |
26 | -0.181839 | -1.4085 | 0.082069 |
27 | -0.225105 | -1.7437 | 0.04317 |
28 | -0.262525 | -2.0335 | 0.023215 |
29 | -0.286939 | -2.2226 | 0.015011 |
30 | -0.310585 | -2.4058 | 0.009618 |
31 | -0.33415 | -2.5883 | 0.006041 |
32 | -0.357544 | -2.7695 | 0.00373 |
33 | -0.373079 | -2.8899 | 0.002679 |
34 | -0.383298 | -2.969 | 0.002145 |
35 | -0.390756 | -3.0268 | 0.001819 |
36 | -0.39941 | -3.0938 | 0.0015 |
37 | -0.411765 | -3.1895 | 0.001133 |
38 | -0.423413 | -3.2797 | 0.000866 |
39 | -0.433365 | -3.3568 | 0.000686 |
40 | -0.432616 | -3.351 | 0.000699 |
41 | -0.427421 | -3.3108 | 0.000789 |
42 | -0.418005 | -3.2379 | 0.000982 |
43 | -0.408365 | -3.1632 | 0.001225 |
44 | -0.397656 | -3.0802 | 0.00156 |
45 | -0.387312 | -3.0001 | 0.001963 |
46 | -0.367136 | -2.8438 | 0.003043 |
47 | -0.348777 | -2.7016 | 0.004479 |
48 | -0.328747 | -2.5465 | 0.006733 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953482 | 7.3856 | 0 |
2 | -0.082603 | -0.6398 | 0.262357 |
3 | -0.037558 | -0.2909 | 0.386058 |
4 | 0.044894 | 0.3477 | 0.364623 |
5 | -0.025601 | -0.1983 | 0.421738 |
6 | -0.007639 | -0.0592 | 0.476507 |
7 | -0.019265 | -0.1492 | 0.440938 |
8 | -0.0029 | -0.0225 | 0.491075 |
9 | 0.004197 | 0.0325 | 0.487086 |
10 | 0.016932 | 0.1312 | 0.448046 |
11 | -0.082942 | -0.6425 | 0.261508 |
12 | -0.090607 | -0.7018 | 0.242747 |
13 | -0.114975 | -0.8906 | 0.188353 |
14 | -0.092288 | -0.7149 | 0.238733 |
15 | -0.072713 | -0.5632 | 0.287687 |
16 | 0.080488 | 0.6235 | 0.267673 |
17 | -0.052761 | -0.4087 | 0.342112 |
18 | -0.03051 | -0.2363 | 0.40699 |
19 | -0.017214 | -0.1333 | 0.447185 |
20 | -0.034809 | -0.2696 | 0.394185 |
21 | -0.027098 | -0.2099 | 0.417229 |
22 | 0.0329 | 0.2548 | 0.399858 |
23 | -0.018913 | -0.1465 | 0.44201 |
24 | -0.008614 | -0.0667 | 0.473513 |
25 | -0.077101 | -0.5972 | 0.276303 |
26 | -0.095797 | -0.742 | 0.23048 |
27 | -0.02698 | -0.209 | 0.417583 |
28 | -0.006263 | -0.0485 | 0.480733 |
29 | 0.081177 | 0.6288 | 0.265935 |
30 | -0.051185 | -0.3965 | 0.34658 |
31 | -0.025244 | -0.1955 | 0.422816 |
32 | -0.045153 | -0.3498 | 0.363875 |
33 | 0.031261 | 0.2422 | 0.404745 |
34 | 0.002144 | 0.0166 | 0.493404 |
35 | -0.011026 | -0.0854 | 0.46611 |
36 | -0.026614 | -0.2061 | 0.418687 |
37 | -0.037308 | -0.289 | 0.386793 |
38 | -0.007019 | -0.0544 | 0.47841 |
39 | -0.025824 | -0.2 | 0.421067 |
40 | 0.058426 | 0.4526 | 0.326246 |
41 | -0.014558 | -0.1128 | 0.455296 |
42 | 0.018042 | 0.1398 | 0.44466 |
43 | -0.017017 | -0.1318 | 0.447788 |
44 | 0.006188 | 0.0479 | 0.480964 |
45 | -0.047524 | -0.3681 | 0.35704 |
46 | 0.080796 | 0.6258 | 0.266896 |
47 | -0.052 | -0.4028 | 0.344268 |
48 | 0.028163 | 0.2182 | 0.414026 |