Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.939207 | 7.9694 | 0 |
2 | 0.878666 | 7.4557 | 0 |
3 | 0.824446 | 6.9957 | 0 |
4 | 0.759395 | 6.4437 | 0 |
5 | 0.701261 | 5.9504 | 0 |
6 | 0.630912 | 5.3535 | 0 |
7 | 0.553344 | 4.6953 | 6e-06 |
8 | 0.476768 | 4.0455 | 6.5e-05 |
9 | 0.392305 | 3.3288 | 0.000689 |
10 | 0.328975 | 2.7914 | 0.003357 |
11 | 0.271253 | 2.3017 | 0.012125 |
12 | 0.210927 | 1.7898 | 0.038847 |
13 | 0.15665 | 1.3292 | 0.093986 |
14 | 0.098937 | 0.8395 | 0.201982 |
15 | 0.055456 | 0.4706 | 0.319689 |
16 | 0.04422 | 0.3752 | 0.3543 |
17 | 0.024377 | 0.2068 | 0.418357 |
18 | 0.020185 | 0.1713 | 0.432245 |
19 | 0.011781 | 0.1 | 0.460324 |
20 | -0.005405 | -0.0459 | 0.481774 |
21 | -0.023661 | -0.2008 | 0.420723 |
22 | -0.019688 | -0.1671 | 0.433896 |
23 | -0.012626 | -0.1071 | 0.45749 |
24 | -0.003007 | -0.0255 | 0.489856 |
25 | 0.000283 | 0.0024 | 0.499044 |
26 | 0.007048 | 0.0598 | 0.47624 |
27 | 0.007691 | 0.0653 | 0.474075 |
28 | -0.004928 | -0.0418 | 0.48338 |
29 | -0.014158 | -0.1201 | 0.452355 |
30 | -0.018941 | -0.1607 | 0.436381 |
31 | -0.020951 | -0.1778 | 0.4297 |
32 | -0.027285 | -0.2315 | 0.408783 |
33 | -0.043535 | -0.3694 | 0.356454 |
34 | -0.044818 | -0.3803 | 0.352423 |
35 | -0.061946 | -0.5256 | 0.300381 |
36 | -0.080309 | -0.6814 | 0.248888 |
37 | -0.09454 | -0.8022 | 0.21254 |
38 | -0.121038 | -1.027 | 0.15392 |
39 | -0.153578 | -1.3032 | 0.098337 |
40 | -0.176301 | -1.496 | 0.069517 |
41 | -0.205218 | -1.7413 | 0.042948 |
42 | -0.221829 | -1.8823 | 0.031919 |
43 | -0.243999 | -2.0704 | 0.021001 |
44 | -0.264764 | -2.2466 | 0.013867 |
45 | -0.285828 | -2.4253 | 0.008902 |
46 | -0.3241 | -2.7501 | 0.003765 |
47 | -0.351803 | -2.9851 | 0.001935 |
48 | -0.378746 | -3.2138 | 0.000981 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.939207 | 7.9694 | 0 |
2 | -0.029203 | -0.2478 | 0.402497 |
3 | 0.021432 | 0.1819 | 0.428102 |
4 | -0.121667 | -1.0324 | 0.152676 |
5 | 0.025397 | 0.2155 | 0.414994 |
6 | -0.149687 | -1.2701 | 0.104062 |
7 | -0.090346 | -0.7666 | 0.22291 |
8 | -0.065905 | -0.5592 | 0.288872 |
9 | -0.107986 | -0.9163 | 0.181287 |
10 | 0.123456 | 1.0476 | 0.149173 |
11 | -0.002917 | -0.0248 | 0.490159 |
12 | -0.022817 | -0.1936 | 0.423515 |
13 | -0.022424 | -0.1903 | 0.424815 |
14 | -0.056598 | -0.4803 | 0.316252 |
15 | 0.060085 | 0.5098 | 0.305862 |
16 | 0.210581 | 1.7868 | 0.039086 |
17 | -0.086189 | -0.7313 | 0.233473 |
18 | 0.103497 | 0.8782 | 0.191378 |
19 | -0.088894 | -0.7543 | 0.226566 |
20 | -0.059305 | -0.5032 | 0.308174 |
21 | -0.145176 | -1.2319 | 0.111004 |
22 | 0.193505 | 1.6419 | 0.052481 |
23 | -0.051322 | -0.4355 | 0.332258 |
24 | 0.060136 | 0.5103 | 0.30571 |
25 | -0.018148 | -0.154 | 0.439023 |
26 | 0.045692 | 0.3877 | 0.349687 |
27 | -0.094104 | -0.7985 | 0.213604 |
28 | -0.134832 | -1.1441 | 0.128188 |
29 | -0.043293 | -0.3674 | 0.357216 |
30 | 0.046262 | 0.3925 | 0.347908 |
31 | 0.140356 | 1.191 | 0.118791 |
32 | -0.062864 | -0.5334 | 0.297693 |
33 | -0.000235 | -0.002 | 0.499207 |
34 | 0.043131 | 0.366 | 0.357727 |
35 | -0.204895 | -1.7386 | 0.04319 |
36 | -0.042819 | -0.3633 | 0.358711 |
37 | 0.055937 | 0.4746 | 0.31824 |
38 | -0.141836 | -1.2035 | 0.116359 |
39 | -0.00078 | -0.0066 | 0.497369 |
40 | 0.0892 | 0.7569 | 0.225793 |
41 | -0.079297 | -0.6729 | 0.251595 |
42 | -0.046217 | -0.3922 | 0.348049 |
43 | -0.056944 | -0.4832 | 0.315215 |
44 | -0.023801 | -0.202 | 0.420258 |
45 | -0.052751 | -0.4476 | 0.32789 |
46 | -0.109354 | -0.9279 | 0.17828 |
47 | 0.023804 | 0.202 | 0.420251 |
48 | -0.046731 | -0.3965 | 0.346445 |