Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947828 | 8.0426 | 0 |
2 | 0.889998 | 7.5519 | 0 |
3 | 0.832417 | 7.0633 | 0 |
4 | 0.76919 | 6.5268 | 0 |
5 | 0.708989 | 6.016 | 0 |
6 | 0.644131 | 5.4656 | 0 |
7 | 0.576041 | 4.8879 | 3e-06 |
8 | 0.510133 | 4.3286 | 2.4e-05 |
9 | 0.442552 | 3.7552 | 0.000174 |
10 | 0.381236 | 3.2349 | 0.000919 |
11 | 0.342617 | 2.9072 | 0.002422 |
12 | 0.316073 | 2.682 | 0.004535 |
13 | 0.286223 | 2.4287 | 0.008826 |
14 | 0.254694 | 2.1611 | 0.017005 |
15 | 0.221939 | 1.8832 | 0.031855 |
16 | 0.186541 | 1.5829 | 0.058919 |
17 | 0.141337 | 1.1993 | 0.117175 |
18 | 0.104095 | 0.8833 | 0.190013 |
19 | 0.066053 | 0.5605 | 0.288447 |
20 | 0.021182 | 0.1797 | 0.428932 |
21 | -0.027715 | -0.2352 | 0.407373 |
22 | -0.075308 | -0.639 | 0.262421 |
23 | -0.128184 | -1.0877 | 0.140183 |
24 | -0.168245 | -1.4276 | 0.078864 |
25 | -0.209114 | -1.7744 | 0.040113 |
26 | -0.246495 | -2.0916 | 0.020002 |
27 | -0.266448 | -2.2609 | 0.013395 |
28 | -0.280803 | -2.3827 | 0.009914 |
29 | -0.291654 | -2.4748 | 0.007844 |
30 | -0.299496 | -2.5413 | 0.006599 |
31 | -0.303136 | -2.5722 | 0.006084 |
32 | -0.303526 | -2.5755 | 0.006031 |
33 | -0.305765 | -2.5945 | 0.005735 |
34 | -0.305324 | -2.5908 | 0.005793 |
35 | -0.306441 | -2.6002 | 0.005649 |
36 | -0.310008 | -2.6305 | 0.00521 |
37 | -0.315177 | -2.6744 | 0.00463 |
38 | -0.323789 | -2.7474 | 0.003792 |
39 | -0.331207 | -2.8104 | 0.003184 |
40 | -0.33495 | -2.8421 | 0.002913 |
41 | -0.339342 | -2.8794 | 0.002622 |
42 | -0.335633 | -2.8479 | 0.002866 |
43 | -0.327878 | -2.7821 | 0.003445 |
44 | -0.317358 | -2.6929 | 0.004403 |
45 | -0.311265 | -2.6412 | 0.005063 |
46 | -0.299999 | -2.5456 | 0.006526 |
47 | -0.28438 | -2.413 | 0.009184 |
48 | -0.254733 | -2.1615 | 0.016992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947828 | 8.0426 | 0 |
2 | -0.082461 | -0.6997 | 0.243184 |
3 | -0.025272 | -0.2144 | 0.415406 |
4 | -0.087811 | -0.7451 | 0.229319 |
5 | 0.000127 | 0.0011 | 0.499571 |
6 | -0.08589 | -0.7288 | 0.234244 |
7 | -0.063515 | -0.5389 | 0.295796 |
8 | -0.023146 | -0.1964 | 0.422424 |
9 | -0.05732 | -0.4864 | 0.314089 |
10 | 0.01822 | 0.1546 | 0.438784 |
11 | 0.176963 | 1.5016 | 0.068789 |
12 | 0.080031 | 0.6791 | 0.249631 |
13 | -0.073294 | -0.6219 | 0.267978 |
14 | -0.061586 | -0.5226 | 0.301438 |
15 | -0.04669 | -0.3962 | 0.346573 |
16 | -0.075631 | -0.6417 | 0.261537 |
17 | -0.16212 | -1.3756 | 0.0866 |
18 | 0.048909 | 0.415 | 0.339686 |
19 | -0.047101 | -0.3997 | 0.345292 |
20 | -0.081445 | -0.6911 | 0.245868 |
21 | -0.034034 | -0.2888 | 0.386786 |
22 | 0.039741 | 0.3372 | 0.368468 |
23 | -0.114538 | -0.9719 | 0.167181 |
24 | 0.059355 | 0.5036 | 0.308024 |
25 | -0.066677 | -0.5658 | 0.286655 |
26 | -0.028341 | -0.2405 | 0.405321 |
27 | 0.065869 | 0.5589 | 0.288978 |
28 | 0.043533 | 0.3694 | 0.356462 |
29 | 0.004628 | 0.0393 | 0.484391 |
30 | -0.061612 | -0.5228 | 0.301361 |
31 | 0.003419 | 0.029 | 0.488468 |
32 | -0.013695 | -0.1162 | 0.453906 |
33 | -0.073679 | -0.6252 | 0.266912 |
34 | 0.000506 | 0.0043 | 0.498292 |
35 | -0.019602 | -0.1663 | 0.434182 |
36 | -0.049571 | -0.4206 | 0.337642 |
37 | 0.004147 | 0.0352 | 0.486014 |
38 | -0.013234 | -0.1123 | 0.455451 |
39 | 0.009899 | 0.084 | 0.466646 |
40 | -0.037291 | -0.3164 | 0.376297 |
41 | -0.002169 | -0.0184 | 0.492683 |
42 | 0.050683 | 0.4301 | 0.334218 |
43 | -0.037374 | -0.3171 | 0.376031 |
44 | 0.01125 | 0.0955 | 0.462109 |
45 | -0.068998 | -0.5855 | 0.280032 |
46 | -0.010242 | -0.0869 | 0.465493 |
47 | -0.002435 | -0.0207 | 0.491788 |
48 | 0.139079 | 1.1801 | 0.120917 |