Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960595 | 7.4407 | 0 |
2 | 0.919781 | 7.1246 | 0 |
3 | 0.879187 | 6.8102 | 0 |
4 | 0.838655 | 6.4962 | 0 |
5 | 0.795239 | 6.1599 | 0 |
6 | 0.74942 | 5.805 | 0 |
7 | 0.702039 | 5.438 | 1e-06 |
8 | 0.652904 | 5.0574 | 2e-06 |
9 | 0.603652 | 4.6759 | 9e-06 |
10 | 0.552259 | 4.2778 | 3.4e-05 |
11 | 0.499023 | 3.8654 | 0.000138 |
12 | 0.446735 | 3.4604 | 5e-04 |
13 | 0.394193 | 3.0534 | 0.001685 |
14 | 0.341457 | 2.6449 | 0.005207 |
15 | 0.290408 | 2.2495 | 0.014081 |
16 | 0.241263 | 1.8688 | 0.033266 |
17 | 0.193558 | 1.4993 | 0.069521 |
18 | 0.148147 | 1.1475 | 0.127856 |
19 | 0.102988 | 0.7977 | 0.214083 |
20 | 0.058065 | 0.4498 | 0.327249 |
21 | 0.014659 | 0.1135 | 0.454987 |
22 | -0.027433 | -0.2125 | 0.41622 |
23 | -0.068216 | -0.5284 | 0.299587 |
24 | -0.109215 | -0.846 | 0.200463 |
25 | -0.149256 | -1.1561 | 0.126104 |
26 | -0.185794 | -1.4392 | 0.077652 |
27 | -0.221866 | -1.7186 | 0.045425 |
28 | -0.253082 | -1.9604 | 0.0273 |
29 | -0.281228 | -2.1784 | 0.016659 |
30 | -0.306917 | -2.3774 | 0.010321 |
31 | -0.331633 | -2.5688 | 0.006355 |
32 | -0.353978 | -2.7419 | 0.004019 |
33 | -0.373369 | -2.8921 | 0.002662 |
34 | -0.387705 | -3.0032 | 0.001946 |
35 | -0.40088 | -3.1052 | 0.001451 |
36 | -0.409605 | -3.1728 | 0.001191 |
37 | -0.416744 | -3.2281 | 0.001011 |
38 | -0.423663 | -3.2817 | 0.000861 |
39 | -0.428163 | -3.3165 | 0.000776 |
40 | -0.429903 | -3.33 | 0.000745 |
41 | -0.42905 | -3.3234 | 0.00076 |
42 | -0.426893 | -3.3067 | 0.000799 |
43 | -0.423162 | -3.2778 | 0.000871 |
44 | -0.415646 | -3.2196 | 0.001037 |
45 | -0.405149 | -3.1383 | 0.001317 |
46 | -0.390694 | -3.0263 | 0.001822 |
47 | -0.372509 | -2.8854 | 0.002712 |
48 | -0.35269 | -2.7319 | 0.004129 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960595 | 7.4407 | 0 |
2 | -0.038329 | -0.2969 | 0.383787 |
3 | -0.01809 | -0.1401 | 0.444515 |
4 | -0.020907 | -0.1619 | 0.435946 |
5 | -0.059488 | -0.4608 | 0.323308 |
6 | -0.054214 | -0.4199 | 0.338016 |
7 | -0.045984 | -0.3562 | 0.361474 |
8 | -0.050784 | -0.3934 | 0.347721 |
9 | -0.030024 | -0.2326 | 0.408447 |
10 | -0.057421 | -0.4448 | 0.329039 |
11 | -0.055182 | -0.4274 | 0.335296 |
12 | -0.020961 | -0.1624 | 0.435782 |
13 | -0.039352 | -0.3048 | 0.38078 |
14 | -0.038232 | -0.2961 | 0.384072 |
15 | -0.013938 | -0.108 | 0.457193 |
16 | -0.013874 | -0.1075 | 0.457388 |
17 | -0.019267 | -0.1492 | 0.44093 |
18 | -0.008262 | -0.064 | 0.474591 |
19 | -0.037074 | -0.2872 | 0.387483 |
20 | -0.038178 | -0.2957 | 0.38423 |
21 | -0.024959 | -0.1933 | 0.423676 |
22 | -0.030639 | -0.2373 | 0.406605 |
23 | -0.028887 | -0.2238 | 0.411852 |
24 | -0.050087 | -0.388 | 0.349706 |
25 | -0.038186 | -0.2958 | 0.384206 |
26 | -0.004587 | -0.0355 | 0.485888 |
27 | -0.045371 | -0.3514 | 0.363243 |
28 | 0.014581 | 0.1129 | 0.455226 |
29 | -0.005202 | -0.0403 | 0.483995 |
30 | -0.014416 | -0.1117 | 0.45573 |
31 | -0.031722 | -0.2457 | 0.403371 |
32 | -0.016048 | -0.1243 | 0.450744 |
33 | -0.009881 | -0.0765 | 0.469623 |
34 | 0.020604 | 0.1596 | 0.436866 |
35 | -0.030821 | -0.2387 | 0.40606 |
36 | 0.016559 | 0.1283 | 0.449185 |
37 | -0.020544 | -0.1591 | 0.43705 |
38 | -0.042913 | -0.3324 | 0.370372 |
39 | -0.010907 | -0.0845 | 0.466477 |
40 | -0.006169 | -0.0478 | 0.481023 |
41 | -0.007255 | -0.0562 | 0.477686 |
42 | -0.016909 | -0.131 | 0.448115 |
43 | -0.013299 | -0.103 | 0.459148 |
44 | 0.016971 | 0.1315 | 0.447928 |
45 | 0.010468 | 0.0811 | 0.467823 |
46 | 0.024253 | 0.1879 | 0.42581 |
47 | 0.029995 | 0.2323 | 0.408532 |
48 | 0.00498 | 0.0386 | 0.484679 |