Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972758 | 8.2541 | 0 |
2 | 0.934567 | 7.9301 | 0 |
3 | 0.895686 | 7.6001 | 0 |
4 | 0.854586 | 7.2514 | 0 |
5 | 0.80991 | 6.8723 | 0 |
6 | 0.762148 | 6.467 | 0 |
7 | 0.711228 | 6.035 | 0 |
8 | 0.658673 | 5.589 | 0 |
9 | 0.602453 | 5.112 | 1e-06 |
10 | 0.541613 | 4.5957 | 9e-06 |
11 | 0.480568 | 4.0778 | 5.8e-05 |
12 | 0.412527 | 3.5004 | 0.000401 |
13 | 0.338403 | 2.8714 | 0.002682 |
14 | 0.266706 | 2.2631 | 0.013324 |
15 | 0.208192 | 1.7666 | 0.040769 |
16 | 0.152458 | 1.2936 | 0.099961 |
17 | 0.102605 | 0.8706 | 0.193423 |
18 | 0.05401 | 0.4583 | 0.324062 |
19 | 0.00536 | 0.0455 | 0.481924 |
20 | -0.043445 | -0.3686 | 0.356737 |
21 | -0.090642 | -0.7691 | 0.222169 |
22 | -0.135414 | -1.149 | 0.127174 |
23 | -0.177161 | -1.5033 | 0.068573 |
24 | -0.219925 | -1.8661 | 0.033048 |
25 | -0.26048 | -2.2102 | 0.015133 |
26 | -0.293887 | -2.4937 | 0.00747 |
27 | -0.314908 | -2.6721 | 0.004658 |
28 | -0.332705 | -2.8231 | 0.003073 |
29 | -0.349057 | -2.9618 | 0.00207 |
30 | -0.362511 | -3.076 | 0.001483 |
31 | -0.375501 | -3.1862 | 0.001066 |
32 | -0.38817 | -3.2937 | 0.000768 |
33 | -0.396676 | -3.3659 | 0.000613 |
34 | -0.399308 | -3.3882 | 0.000572 |
35 | -0.400517 | -3.3985 | 0.000554 |
36 | -0.398338 | -3.38 | 0.000587 |
37 | -0.392722 | -3.3324 | 0.000681 |
38 | -0.380956 | -3.2325 | 0.000926 |
39 | -0.364655 | -3.0942 | 0.001405 |
40 | -0.345716 | -2.9335 | 0.002246 |
41 | -0.32712 | -2.7757 | 0.003507 |
42 | -0.308223 | -2.6154 | 0.005426 |
43 | -0.291003 | -2.4692 | 0.007956 |
44 | -0.274634 | -2.3303 | 0.011297 |
45 | -0.257572 | -2.1856 | 0.01605 |
46 | -0.237916 | -2.0188 | 0.023617 |
47 | -0.217942 | -1.8493 | 0.03426 |
48 | -0.194434 | -1.6498 | 0.051667 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972758 | 8.2541 | 0 |
2 | -0.21755 | -1.846 | 0.034503 |
3 | 0.008303 | 0.0705 | 0.472014 |
4 | -0.067139 | -0.5697 | 0.28533 |
5 | -0.074675 | -0.6336 | 0.264162 |
6 | -0.062532 | -0.5306 | 0.298662 |
7 | -0.071548 | -0.6071 | 0.272844 |
8 | -0.0405 | -0.3437 | 0.366054 |
9 | -0.094029 | -0.7979 | 0.213786 |
10 | -0.097758 | -0.8295 | 0.204781 |
11 | -0.013855 | -0.1176 | 0.45337 |
12 | -0.186742 | -1.5846 | 0.058724 |
13 | -0.116618 | -0.9895 | 0.162856 |
14 | 0.020024 | 0.1699 | 0.432779 |
15 | 0.195872 | 1.662 | 0.050428 |
16 | -0.060273 | -0.5114 | 0.305306 |
17 | 0.101784 | 0.8637 | 0.19532 |
18 | -0.053874 | -0.4571 | 0.324474 |
19 | -0.054092 | -0.459 | 0.323813 |
20 | -0.071619 | -0.6077 | 0.272647 |
21 | -0.01372 | -0.1164 | 0.453822 |
22 | -0.025078 | -0.2128 | 0.416043 |
23 | -0.029962 | -0.2542 | 0.40002 |
24 | -0.106247 | -0.9015 | 0.185154 |
25 | 0.000344 | 0.0029 | 0.498839 |
26 | -0.029503 | -0.2503 | 0.401517 |
27 | 0.145878 | 1.2378 | 0.109904 |
28 | -0.064457 | -0.5469 | 0.293057 |
29 | 0.041506 | 0.3522 | 0.362864 |
30 | -0.014244 | -0.1209 | 0.452069 |
31 | -0.000285 | -0.0024 | 0.499039 |
32 | -0.079659 | -0.6759 | 0.250627 |
33 | 0.042614 | 0.3616 | 0.359357 |
34 | 0.000608 | 0.0052 | 0.497949 |
35 | -0.049073 | -0.4164 | 0.339179 |
36 | 0.002651 | 0.0225 | 0.491057 |
37 | 0.018331 | 0.1555 | 0.438416 |
38 | -0.024506 | -0.2079 | 0.417931 |
39 | 0.030955 | 0.2627 | 0.396781 |
40 | 0.020401 | 0.1731 | 0.431527 |
41 | 0.045602 | 0.3869 | 0.349968 |
42 | -0.054792 | -0.4649 | 0.321694 |
43 | 0.004618 | 0.0392 | 0.484426 |
44 | -0.060661 | -0.5147 | 0.304161 |
45 | -0.050176 | -0.4258 | 0.335778 |
46 | -0.002417 | -0.0205 | 0.491848 |
47 | 0.003127 | 0.0265 | 0.489453 |
48 | 0.07045 | 0.5978 | 0.275929 |