Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959032 | 8.1377 | 0 |
2 | 0.918063 | 7.79 | 0 |
3 | 0.871532 | 7.3952 | 0 |
4 | 0.823146 | 6.9846 | 0 |
5 | 0.779757 | 6.6165 | 0 |
6 | 0.732659 | 6.2168 | 0 |
7 | 0.683706 | 5.8014 | 0 |
8 | 0.631045 | 5.3546 | 0 |
9 | 0.578384 | 4.9078 | 3e-06 |
10 | 0.522014 | 4.4294 | 1.7e-05 |
11 | 0.472496 | 4.0093 | 7.4e-05 |
12 | 0.421122 | 3.5733 | 0.000317 |
13 | 0.369749 | 3.1374 | 0.001235 |
14 | 0.318376 | 2.7015 | 0.004301 |
15 | 0.271278 | 2.3019 | 0.012119 |
16 | 0.22418 | 1.9022 | 0.030571 |
17 | 0.178936 | 1.5183 | 0.066656 |
18 | 0.133692 | 1.1344 | 0.130191 |
19 | 0.090303 | 0.7662 | 0.223018 |
20 | 0.046913 | 0.3981 | 0.345877 |
21 | -0.000185 | -0.0016 | 0.499377 |
22 | -0.037444 | -0.3177 | 0.375806 |
23 | -0.07285 | -0.6182 | 0.269213 |
24 | -0.090433 | -0.7673 | 0.222691 |
25 | -0.101166 | -0.8584 | 0.196755 |
26 | -0.105768 | -0.8975 | 0.186228 |
27 | -0.117222 | -0.9947 | 0.161616 |
28 | -0.13053 | -1.1076 | 0.135864 |
29 | -0.135854 | -1.1528 | 0.126411 |
30 | -0.141178 | -1.1979 | 0.117435 |
31 | -0.146502 | -1.2431 | 0.10893 |
32 | -0.151826 | -1.2883 | 0.100885 |
33 | -0.155296 | -1.3177 | 0.095886 |
34 | -0.158766 | -1.3472 | 0.091075 |
35 | -0.165944 | -1.4081 | 0.081705 |
36 | -0.173122 | -1.469 | 0.073095 |
37 | -0.180301 | -1.5299 | 0.065211 |
38 | -0.189334 | -1.6065 | 0.056265 |
39 | -0.198366 | -1.6832 | 0.048335 |
40 | -0.211108 | -1.7913 | 0.038723 |
41 | -0.225703 | -1.9152 | 0.029722 |
42 | -0.242153 | -2.0547 | 0.021767 |
43 | -0.258603 | -2.1943 | 0.01572 |
44 | -0.276908 | -2.3496 | 0.010769 |
45 | -0.288361 | -2.4468 | 0.008427 |
46 | -0.303524 | -2.5755 | 0.006032 |
47 | -0.32667 | -2.7719 | 0.003544 |
48 | -0.34482 | -2.9259 | 0.002296 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959032 | 8.1377 | 0 |
2 | -0.020913 | -0.1774 | 0.429827 |
3 | -0.090703 | -0.7696 | 0.222015 |
4 | -0.048391 | -0.4106 | 0.341288 |
5 | 0.040708 | 0.3454 | 0.365395 |
6 | -0.067713 | -0.5746 | 0.28369 |
7 | -0.059146 | -0.5019 | 0.308644 |
8 | -0.073149 | -0.6207 | 0.268381 |
9 | -0.023055 | -0.1956 | 0.422726 |
10 | -0.079379 | -0.6736 | 0.251376 |
11 | 0.049492 | 0.42 | 0.337884 |
12 | -0.055023 | -0.4669 | 0.320997 |
13 | -0.040847 | -0.3466 | 0.364951 |
14 | -0.043003 | -0.3649 | 0.35813 |
15 | 0.035153 | 0.2983 | 0.383172 |
16 | -0.045218 | -0.3837 | 0.35117 |
17 | -0.020549 | -0.1744 | 0.431034 |
18 | -0.047932 | -0.4067 | 0.342711 |
19 | -0.00424 | -0.036 | 0.485701 |
20 | -0.054655 | -0.4638 | 0.322108 |
21 | -0.082897 | -0.7034 | 0.242037 |
22 | 0.070149 | 0.5952 | 0.276778 |
23 | -0.005616 | -0.0477 | 0.481061 |
24 | 0.170359 | 1.4455 | 0.076323 |
25 | 0.060048 | 0.5095 | 0.305972 |
26 | 0.048475 | 0.4113 | 0.34103 |
27 | -0.135222 | -1.1474 | 0.127508 |
28 | -0.04149 | -0.3521 | 0.362914 |
29 | 0.077187 | 0.6549 | 0.257293 |
30 | -0.01888 | -0.1602 | 0.436584 |
31 | -0.097146 | -0.8243 | 0.206242 |
32 | -0.017918 | -0.152 | 0.439792 |
33 | 0.00557 | 0.0473 | 0.481218 |
34 | 0.004227 | 0.0359 | 0.485742 |
35 | -0.094014 | -0.7977 | 0.213824 |
36 | -0.008446 | -0.0717 | 0.471535 |
37 | -0.036348 | -0.3084 | 0.379327 |
38 | -0.031648 | -0.2685 | 0.394526 |
39 | -0.014809 | -0.1257 | 0.450176 |
40 | -0.06095 | -0.5172 | 0.303309 |
41 | -0.088485 | -0.7508 | 0.227603 |
42 | -0.063195 | -0.5362 | 0.296728 |
43 | 0.00048 | 0.0041 | 0.49838 |
44 | -0.076809 | -0.6517 | 0.25832 |
45 | 0.067331 | 0.5713 | 0.284779 |
46 | -0.059446 | -0.5044 | 0.307755 |
47 | -0.063175 | -0.5361 | 0.296785 |
48 | 0.036543 | 0.3101 | 0.378698 |