Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96732 | 8.208 | 0 |
2 | 0.935312 | 7.9364 | 0 |
3 | 0.897937 | 7.6193 | 0 |
4 | 0.860754 | 7.3037 | 0 |
5 | 0.820455 | 6.9618 | 0 |
6 | 0.777556 | 6.5978 | 0 |
7 | 0.730111 | 6.1952 | 0 |
8 | 0.677529 | 5.749 | 0 |
9 | 0.621702 | 5.2753 | 1e-06 |
10 | 0.563391 | 4.7805 | 4e-06 |
11 | 0.503406 | 4.2715 | 2.9e-05 |
12 | 0.444118 | 3.7685 | 0.000167 |
13 | 0.379405 | 3.2194 | 0.000964 |
14 | 0.318326 | 2.7011 | 0.004306 |
15 | 0.255084 | 2.1645 | 0.016873 |
16 | 0.194942 | 1.6541 | 0.051226 |
17 | 0.135129 | 1.1466 | 0.127671 |
18 | 0.076868 | 0.6523 | 0.258158 |
19 | 0.01895 | 0.1608 | 0.436353 |
20 | -0.038309 | -0.3251 | 0.373037 |
21 | -0.094214 | -0.7994 | 0.213334 |
22 | -0.150681 | -1.2786 | 0.102577 |
23 | -0.197 | -1.6716 | 0.049472 |
24 | -0.239597 | -2.033 | 0.022868 |
25 | -0.275399 | -2.3368 | 0.011117 |
26 | -0.310562 | -2.6352 | 0.005145 |
27 | -0.337979 | -2.8678 | 0.002709 |
28 | -0.362032 | -3.0719 | 0.0015 |
29 | -0.382156 | -3.2427 | 0.000898 |
30 | -0.398384 | -3.3804 | 0.000586 |
31 | -0.41371 | -3.5104 | 0.000388 |
32 | -0.426619 | -3.62 | 0.000272 |
33 | -0.433635 | -3.6795 | 0.000224 |
34 | -0.439809 | -3.7319 | 0.000188 |
35 | -0.431842 | -3.6643 | 0.000235 |
36 | -0.422175 | -3.5823 | 0.000308 |
37 | -0.408119 | -3.463 | 0.000452 |
38 | -0.397725 | -3.3748 | 0.000596 |
39 | -0.37867 | -3.2131 | 0.000983 |
40 | -0.359955 | -3.0543 | 0.001581 |
41 | -0.340354 | -2.888 | 0.002558 |
42 | -0.319803 | -2.7136 | 0.004161 |
43 | -0.298893 | -2.5362 | 0.006688 |
44 | -0.278242 | -2.361 | 0.010469 |
45 | -0.257866 | -2.1881 | 0.015956 |
46 | -0.237247 | -2.0131 | 0.023921 |
47 | -0.213035 | -1.8077 | 0.037418 |
48 | -0.194845 | -1.6533 | 0.05131 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96732 | 8.208 | 0 |
2 | -0.006148 | -0.0522 | 0.479271 |
3 | -0.099911 | -0.8478 | 0.199688 |
4 | -0.018548 | -0.1574 | 0.437691 |
5 | -0.06225 | -0.5282 | 0.29949 |
6 | -0.064685 | -0.5489 | 0.292397 |
7 | -0.090503 | -0.7679 | 0.222516 |
8 | -0.106556 | -0.9042 | 0.184463 |
9 | -0.07755 | -0.658 | 0.256308 |
10 | -0.066646 | -0.5655 | 0.286741 |
11 | -0.058771 | -0.4987 | 0.309759 |
12 | -0.020242 | -0.1718 | 0.432055 |
13 | -0.117703 | -0.9987 | 0.160633 |
14 | 0.014491 | 0.123 | 0.451241 |
15 | -0.057163 | -0.485 | 0.314558 |
16 | -0.003272 | -0.0278 | 0.488963 |
17 | -0.026506 | -0.2249 | 0.411343 |
18 | -0.02932 | -0.2488 | 0.402115 |
19 | -0.040164 | -0.3408 | 0.367122 |
20 | -0.045346 | -0.3848 | 0.350769 |
21 | -0.040714 | -0.3455 | 0.365374 |
22 | -0.076041 | -0.6452 | 0.260414 |
23 | 0.091466 | 0.7761 | 0.220112 |
24 | 0.004807 | 0.0408 | 0.483789 |
25 | 0.04599 | 0.3902 | 0.348757 |
26 | -0.048205 | -0.409 | 0.341864 |
27 | 0.068784 | 0.5837 | 0.280639 |
28 | 0.000833 | 0.0071 | 0.497189 |
29 | -0.004439 | -0.0377 | 0.485031 |
30 | -0.009044 | -0.0767 | 0.469521 |
31 | -0.059561 | -0.5054 | 0.307412 |
32 | -0.039551 | -0.3356 | 0.369073 |
33 | 0.023417 | 0.1987 | 0.421528 |
34 | -0.046859 | -0.3976 | 0.346047 |
35 | 0.143767 | 1.2199 | 0.113242 |
36 | 0.008282 | 0.0703 | 0.472086 |
37 | -0.003056 | -0.0259 | 0.489693 |
38 | -0.067701 | -0.5745 | 0.283723 |
39 | 0.078682 | 0.6676 | 0.25325 |
40 | -0.018048 | -0.1531 | 0.439357 |
41 | -0.055032 | -0.467 | 0.32097 |
42 | -0.031447 | -0.2668 | 0.39518 |
43 | -0.035808 | -0.3038 | 0.381062 |
44 | -0.051172 | -0.4342 | 0.332719 |
45 | -0.032454 | -0.2754 | 0.391906 |
46 | -0.006154 | -0.0522 | 0.479248 |
47 | 0.033383 | 0.2833 | 0.388894 |
48 | -0.097881 | -0.8305 | 0.204487 |