Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970519 | 7.5176 | 0 |
2 | 0.931751 | 7.2173 | 0 |
3 | 0.887339 | 6.8733 | 0 |
4 | 0.83868 | 6.4964 | 0 |
5 | 0.788472 | 6.1075 | 0 |
6 | 0.740063 | 5.7325 | 0 |
7 | 0.693808 | 5.3742 | 1e-06 |
8 | 0.648506 | 5.0233 | 2e-06 |
9 | 0.603144 | 4.6719 | 9e-06 |
10 | 0.556747 | 4.3125 | 3.1e-05 |
11 | 0.507557 | 3.9315 | 0.000111 |
12 | 0.454665 | 3.5218 | 0.000413 |
13 | 0.398728 | 3.0885 | 0.001523 |
14 | 0.338254 | 2.6201 | 0.005559 |
15 | 0.277996 | 2.1534 | 0.01766 |
16 | 0.216524 | 1.6772 | 0.049354 |
17 | 0.155478 | 1.2043 | 0.116596 |
18 | 0.097372 | 0.7542 | 0.226828 |
19 | 0.042102 | 0.3261 | 0.372735 |
20 | -0.012278 | -0.0951 | 0.462276 |
21 | -0.06492 | -0.5029 | 0.308448 |
22 | -0.117797 | -0.9125 | 0.182591 |
23 | -0.170868 | -1.3235 | 0.095339 |
24 | -0.225925 | -1.75 | 0.042615 |
25 | -0.280598 | -2.1735 | 0.01685 |
26 | -0.332146 | -2.5728 | 0.00629 |
27 | -0.374904 | -2.904 | 0.002575 |
28 | -0.403956 | -3.129 | 0.001353 |
29 | -0.42697 | -3.3073 | 0.000797 |
30 | -0.441188 | -3.4174 | 0.00057 |
31 | -0.449712 | -3.4835 | 0.000465 |
32 | -0.454103 | -3.5175 | 0.000419 |
33 | -0.455168 | -3.5257 | 0.000408 |
34 | -0.449175 | -3.4793 | 0.000471 |
35 | -0.439373 | -3.4034 | 0.000596 |
36 | -0.429465 | -3.3266 | 0.000752 |
37 | -0.417785 | -3.2362 | 0.000987 |
38 | -0.406488 | -3.1486 | 0.001278 |
39 | -0.391882 | -3.0355 | 0.001774 |
40 | -0.377451 | -2.9237 | 0.002437 |
41 | -0.361559 | -2.8006 | 0.003427 |
42 | -0.34334 | -2.6595 | 0.00501 |
43 | -0.322812 | -2.5005 | 0.007576 |
44 | -0.301162 | -2.3328 | 0.011515 |
45 | -0.279008 | -2.1612 | 0.017341 |
46 | -0.257429 | -1.994 | 0.025349 |
47 | -0.236071 | -1.8286 | 0.036215 |
48 | -0.222774 | -1.7256 | 0.044783 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970519 | 7.5176 | 0 |
2 | -0.174824 | -1.3542 | 0.090379 |
3 | -0.095243 | -0.7377 | 0.231771 |
4 | -0.074096 | -0.5739 | 0.284075 |
5 | -0.030457 | -0.2359 | 0.407149 |
6 | 0.017574 | 0.1361 | 0.446087 |
7 | 0.005956 | 0.0461 | 0.481679 |
8 | -0.024023 | -0.1861 | 0.426505 |
9 | -0.041177 | -0.319 | 0.375434 |
10 | -0.052299 | -0.4051 | 0.34342 |
11 | -0.075058 | -0.5814 | 0.281575 |
12 | -0.08171 | -0.6329 | 0.264595 |
13 | -0.066374 | -0.5141 | 0.304525 |
14 | -0.099132 | -0.7679 | 0.222788 |
15 | -0.013503 | -0.1046 | 0.458523 |
16 | -0.0646 | -0.5004 | 0.309317 |
17 | -0.041199 | -0.3191 | 0.375369 |
18 | -0.007926 | -0.0614 | 0.475623 |
19 | -0.022926 | -0.1776 | 0.429825 |
20 | -0.058326 | -0.4518 | 0.326525 |
21 | -0.035865 | -0.2778 | 0.391056 |
22 | -0.071329 | -0.5525 | 0.291325 |
23 | -0.058967 | -0.4568 | 0.324749 |
24 | -0.090857 | -0.7038 | 0.242147 |
25 | -0.047609 | -0.3688 | 0.356794 |
26 | -0.01001 | -0.0775 | 0.469228 |
27 | 0.084164 | 0.6519 | 0.258468 |
28 | 0.146908 | 1.1379 | 0.129833 |
29 | -0.017364 | -0.1345 | 0.446728 |
30 | 0.05058 | 0.3918 | 0.3483 |
31 | -0.003039 | -0.0235 | 0.490649 |
32 | 0.006083 | 0.0471 | 0.481288 |
33 | 0.021739 | 0.1684 | 0.433421 |
34 | 0.101622 | 0.7872 | 0.217142 |
35 | 0.041221 | 0.3193 | 0.375306 |
36 | -0.032873 | -0.2546 | 0.399939 |
37 | -0.00078 | -0.006 | 0.4976 |
38 | -0.063358 | -0.4908 | 0.312691 |
39 | 0.020745 | 0.1607 | 0.436438 |
40 | -0.0647 | -0.5012 | 0.309045 |
41 | -0.036288 | -0.2811 | 0.389805 |
42 | -0.010353 | -0.0802 | 0.468176 |
43 | -0.024903 | -0.1929 | 0.423845 |
44 | -0.025481 | -0.1974 | 0.4221 |
45 | -0.029348 | -0.2273 | 0.41047 |
46 | -0.047566 | -0.3684 | 0.356921 |
47 | -0.038457 | -0.2979 | 0.38341 |
48 | -0.180406 | -1.3974 | 0.083717 |