Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969622 | 8.2275 | 0 |
2 | 0.928526 | 7.8788 | 0 |
3 | 0.886491 | 7.5221 | 0 |
4 | 0.836008 | 7.0938 | 0 |
5 | 0.780819 | 6.6255 | 0 |
6 | 0.723885 | 6.1424 | 0 |
7 | 0.667979 | 5.668 | 0 |
8 | 0.614783 | 5.2166 | 1e-06 |
9 | 0.556595 | 4.7229 | 6e-06 |
10 | 0.496708 | 4.2147 | 3.6e-05 |
11 | 0.443298 | 3.7615 | 0.000171 |
12 | 0.384102 | 3.2592 | 0.000854 |
13 | 0.325778 | 2.7643 | 0.00362 |
14 | 0.270259 | 2.2932 | 0.012379 |
15 | 0.214438 | 1.8196 | 0.036491 |
16 | 0.157108 | 1.3331 | 0.09335 |
17 | 0.095848 | 0.8133 | 0.209365 |
18 | 0.041327 | 0.3507 | 0.363429 |
19 | -0.006157 | -0.0522 | 0.479238 |
20 | -0.054362 | -0.4613 | 0.322995 |
21 | -0.095211 | -0.8079 | 0.210907 |
22 | -0.130614 | -1.1083 | 0.13571 |
23 | -0.158478 | -1.3447 | 0.091466 |
24 | -0.178972 | -1.5186 | 0.066618 |
25 | -0.193327 | -1.6404 | 0.052639 |
26 | -0.203849 | -1.7297 | 0.043983 |
27 | -0.207066 | -1.757 | 0.041583 |
28 | -0.210114 | -1.7829 | 0.039411 |
29 | -0.21525 | -1.8265 | 0.035963 |
30 | -0.223453 | -1.8961 | 0.030982 |
31 | -0.230939 | -1.9596 | 0.026958 |
32 | -0.235115 | -1.995 | 0.024913 |
33 | -0.243666 | -2.0676 | 0.021137 |
34 | -0.252598 | -2.1434 | 0.017731 |
35 | -0.26139 | -2.218 | 0.014856 |
36 | -0.270406 | -2.2945 | 0.012341 |
37 | -0.281934 | -2.3923 | 0.009678 |
38 | -0.293367 | -2.4893 | 0.007555 |
39 | -0.302713 | -2.5686 | 0.006142 |
40 | -0.299282 | -2.5395 | 0.006631 |
41 | -0.296539 | -2.5162 | 0.007046 |
42 | -0.295611 | -2.5083 | 0.007192 |
43 | -0.288351 | -2.4467 | 0.008429 |
44 | -0.280125 | -2.3769 | 0.010058 |
45 | -0.273051 | -2.3169 | 0.011678 |
46 | -0.271025 | -2.2997 | 0.012183 |
47 | -0.268366 | -2.2772 | 0.012875 |
48 | -0.264375 | -2.2433 | 0.013978 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969622 | 8.2275 | 0 |
2 | -0.194559 | -1.6509 | 0.051559 |
3 | -0.005986 | -0.0508 | 0.479815 |
4 | -0.169144 | -1.4352 | 0.077776 |
5 | -0.060587 | -0.5141 | 0.304379 |
6 | -0.048201 | -0.409 | 0.341878 |
7 | 0.008901 | 0.0755 | 0.470003 |
8 | 0.018271 | 0.155 | 0.438615 |
9 | -0.129377 | -1.0978 | 0.137974 |
10 | -0.04117 | -0.3493 | 0.363928 |
11 | 0.060718 | 0.5152 | 0.303993 |
12 | -0.16336 | -1.3862 | 0.084989 |
13 | 0.032138 | 0.2727 | 0.392932 |
14 | -0.035596 | -0.302 | 0.381746 |
15 | -0.042078 | -0.357 | 0.36105 |
16 | -0.084703 | -0.7187 | 0.237316 |
17 | -0.113326 | -0.9616 | 0.169734 |
18 | 0.103528 | 0.8785 | 0.191307 |
19 | 0.002846 | 0.0241 | 0.4904 |
20 | -0.050564 | -0.4291 | 0.334583 |
21 | 0.095007 | 0.8062 | 0.211403 |
22 | -0.071992 | -0.6109 | 0.271604 |
23 | 0.106966 | 0.9076 | 0.183549 |
24 | 0.01804 | 0.1531 | 0.439385 |
25 | 0.057314 | 0.4863 | 0.314106 |
26 | -0.023629 | -0.2005 | 0.420828 |
27 | 0.027908 | 0.2368 | 0.406741 |
28 | -0.023837 | -0.2023 | 0.420141 |
29 | -0.108231 | -0.9184 | 0.180745 |
30 | -0.115235 | -0.9778 | 0.165723 |
31 | 0.054899 | 0.4658 | 0.321369 |
32 | -0.017696 | -0.1502 | 0.440529 |
33 | -0.091366 | -0.7753 | 0.22036 |
34 | -0.040783 | -0.3461 | 0.365155 |
35 | -0.060958 | -0.5172 | 0.303285 |
36 | -0.026553 | -0.2253 | 0.411188 |
37 | -0.087996 | -0.7467 | 0.228846 |
38 | 0.000766 | 0.0065 | 0.497416 |
39 | -0.005689 | -0.0483 | 0.480817 |
40 | 0.193956 | 1.6458 | 0.052085 |
41 | -0.063094 | -0.5354 | 0.297021 |
42 | -0.030817 | -0.2615 | 0.397229 |
43 | 0.050675 | 0.43 | 0.334243 |
44 | 0.020746 | 0.176 | 0.430381 |
45 | 0.031774 | 0.2696 | 0.394116 |
46 | -0.134468 | -1.141 | 0.128826 |
47 | 0.040838 | 0.3465 | 0.364981 |
48 | -0.024156 | -0.205 | 0.419085 |