Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936074 | 7.9429 | 0 |
2 | 0.884514 | 7.5053 | 0 |
3 | 0.83364 | 7.0737 | 0 |
4 | 0.783126 | 6.645 | 0 |
5 | 0.731646 | 6.2082 | 0 |
6 | 0.685281 | 5.8148 | 0 |
7 | 0.632182 | 5.3642 | 0 |
8 | 0.58736 | 4.9839 | 2e-06 |
9 | 0.548706 | 4.6559 | 7e-06 |
10 | 0.513813 | 4.3598 | 2.1e-05 |
11 | 0.469853 | 3.9868 | 7.9e-05 |
12 | 0.43048 | 3.6527 | 0.000245 |
13 | 0.386356 | 3.2783 | 0.000805 |
14 | 0.34597 | 2.9357 | 0.002233 |
15 | 0.299981 | 2.5454 | 0.006528 |
16 | 0.250558 | 2.1261 | 0.018464 |
17 | 0.197883 | 1.6791 | 0.048735 |
18 | 0.17146 | 1.4549 | 0.075023 |
19 | 0.146039 | 1.2392 | 0.109652 |
20 | 0.111563 | 0.9466 | 0.173493 |
21 | 0.090535 | 0.7682 | 0.222435 |
22 | 0.071414 | 0.606 | 0.273222 |
23 | 0.046904 | 0.398 | 0.345905 |
24 | 0.023657 | 0.2007 | 0.420734 |
25 | 0.000849 | 0.0072 | 0.497136 |
26 | -0.024606 | -0.2088 | 0.417603 |
27 | -0.04035 | -0.3424 | 0.36653 |
28 | -0.050879 | -0.4317 | 0.333618 |
29 | -0.064862 | -0.5504 | 0.291885 |
30 | -0.08557 | -0.7261 | 0.23507 |
31 | -0.106365 | -0.9025 | 0.18489 |
32 | -0.127889 | -1.0852 | 0.140732 |
33 | -0.142422 | -1.2085 | 0.115406 |
34 | -0.161655 | -1.3717 | 0.087209 |
35 | -0.181542 | -1.5404 | 0.063919 |
36 | -0.211629 | -1.7957 | 0.038367 |
37 | -0.214953 | -1.8239 | 0.036156 |
38 | -0.231706 | -1.9661 | 0.026572 |
39 | -0.251843 | -2.137 | 0.018 |
40 | -0.277539 | -2.355 | 0.010626 |
41 | -0.293334 | -2.489 | 0.007561 |
42 | -0.313121 | -2.6569 | 0.004853 |
43 | -0.330398 | -2.8035 | 0.003246 |
44 | -0.346432 | -2.9396 | 0.002208 |
45 | -0.368086 | -3.1233 | 0.001288 |
46 | -0.389805 | -3.3076 | 0.000735 |
47 | -0.38297 | -3.2496 | 0.000879 |
48 | -0.379795 | -3.2227 | 0.000954 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936074 | 7.9429 | 0 |
2 | 0.066891 | 0.5676 | 0.286039 |
3 | -0.01267 | -0.1075 | 0.457342 |
4 | -0.02294 | -0.1946 | 0.423108 |
5 | -0.035395 | -0.3003 | 0.382393 |
6 | 0.010554 | 0.0896 | 0.464445 |
7 | -0.075086 | -0.6371 | 0.263032 |
8 | 0.026705 | 0.2266 | 0.410688 |
9 | 0.03241 | 0.275 | 0.392049 |
10 | 0.01559 | 0.1323 | 0.447565 |
11 | -0.088555 | -0.7514 | 0.227426 |
12 | -0.008134 | -0.069 | 0.472581 |
13 | -0.057154 | -0.485 | 0.314585 |
14 | -0.008722 | -0.074 | 0.470605 |
15 | -0.07136 | -0.6055 | 0.273371 |
16 | -0.071773 | -0.609 | 0.272217 |
17 | -0.057423 | -0.4873 | 0.31378 |
18 | 0.163609 | 1.3883 | 0.084668 |
19 | 0.021764 | 0.1847 | 0.427001 |
20 | -0.105957 | -0.8991 | 0.185806 |
21 | 0.074523 | 0.6323 | 0.264581 |
22 | 0.005448 | 0.0462 | 0.48163 |
23 | -0.055738 | -0.473 | 0.318839 |
24 | -0.056914 | -0.4829 | 0.315304 |
25 | -0.005348 | -0.0454 | 0.481966 |
26 | -0.008254 | -0.07 | 0.472178 |
27 | 0.060856 | 0.5164 | 0.303587 |
28 | 0.008789 | 0.0746 | 0.470379 |
29 | -0.028244 | -0.2397 | 0.405639 |
30 | -0.075351 | -0.6394 | 0.262305 |
31 | -0.04759 | -0.4038 | 0.343772 |
32 | -0.049059 | -0.4163 | 0.339222 |
33 | -2e-04 | -0.0017 | 0.499324 |
34 | -0.053003 | -0.4497 | 0.327122 |
35 | 0.00768 | 0.0652 | 0.474109 |
36 | -0.099987 | -0.8484 | 0.199509 |
37 | 0.141337 | 1.1993 | 0.117175 |
38 | -0.072876 | -0.6184 | 0.269139 |
39 | -0.074823 | -0.6349 | 0.263755 |
40 | -0.112822 | -0.9573 | 0.170803 |
41 | 0.039937 | 0.3389 | 0.367846 |
42 | -0.034234 | -0.2905 | 0.38614 |
43 | -0.066933 | -0.5679 | 0.285919 |
44 | 0.029172 | 0.2475 | 0.4026 |
45 | -0.044838 | -0.3805 | 0.352362 |
46 | -0.028322 | -0.2403 | 0.405384 |
47 | 0.155582 | 1.3202 | 0.095482 |
48 | -0.000884 | -0.0075 | 0.497016 |