Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922244 | 7.8255 | 0 |
2 | 0.854883 | 7.2539 | 0 |
3 | 0.775485 | 6.5802 | 0 |
4 | 0.686395 | 5.8243 | 0 |
5 | 0.60895 | 5.1671 | 1e-06 |
6 | 0.538626 | 4.5704 | 1e-05 |
7 | 0.478302 | 4.0585 | 6.2e-05 |
8 | 0.434443 | 3.6864 | 0.000219 |
9 | 0.39252 | 3.3306 | 0.000685 |
10 | 0.348254 | 2.955 | 0.002111 |
11 | 0.318097 | 2.6991 | 0.004328 |
12 | 0.29345 | 2.49 | 0.007542 |
13 | 0.250536 | 2.1259 | 0.018472 |
14 | 0.212695 | 1.8048 | 0.037645 |
15 | 0.173069 | 1.4685 | 0.073157 |
16 | 0.133775 | 1.1351 | 0.130046 |
17 | 0.107008 | 0.908 | 0.183455 |
18 | 0.081991 | 0.6957 | 0.244422 |
19 | 0.053728 | 0.4559 | 0.324918 |
20 | 0.028025 | 0.2378 | 0.406355 |
21 | 0.003851 | 0.0327 | 0.487011 |
22 | -0.022331 | -0.1895 | 0.425122 |
23 | -0.056219 | -0.477 | 0.317393 |
24 | -0.090024 | -0.7639 | 0.223717 |
25 | -0.127638 | -1.083 | 0.141201 |
26 | -0.16511 | -1.401 | 0.082754 |
27 | -0.192736 | -1.6354 | 0.053163 |
28 | -0.220176 | -1.8683 | 0.032898 |
29 | -0.238745 | -2.0258 | 0.023245 |
30 | -0.251586 | -2.1348 | 0.018092 |
31 | -0.266943 | -2.2651 | 0.013259 |
32 | -0.279381 | -2.3706 | 0.010219 |
33 | -0.287301 | -2.4378 | 0.008623 |
34 | -0.294124 | -2.4957 | 0.007431 |
35 | -0.297176 | -2.5216 | 0.006947 |
36 | -0.296598 | -2.5167 | 0.007037 |
37 | -0.298858 | -2.5359 | 0.006693 |
38 | -0.297737 | -2.5264 | 0.006862 |
39 | -0.305078 | -2.5887 | 0.005825 |
40 | -0.313994 | -2.6643 | 0.004757 |
41 | -0.32242 | -2.7358 | 0.003915 |
42 | -0.328943 | -2.7912 | 0.00336 |
43 | -0.336557 | -2.8558 | 0.002803 |
44 | -0.341357 | -2.8965 | 0.002497 |
45 | -0.332195 | -2.8188 | 0.00311 |
46 | -0.319452 | -2.7106 | 0.004195 |
47 | -0.304372 | -2.5827 | 0.005918 |
48 | -0.282817 | -2.3998 | 0.009497 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922244 | 7.8255 | 0 |
2 | 0.029092 | 0.2469 | 0.402862 |
3 | -0.112627 | -0.9557 | 0.171219 |
4 | -0.120317 | -1.0209 | 0.155355 |
5 | 0.022796 | 0.1934 | 0.423585 |
6 | 0.021367 | 0.1813 | 0.428319 |
7 | 0.02364 | 0.2006 | 0.42079 |
8 | 0.061148 | 0.5189 | 0.302725 |
9 | -0.019371 | -0.1644 | 0.43495 |
10 | -0.067243 | -0.5706 | 0.285032 |
11 | 0.05202 | 0.4414 | 0.330122 |
12 | 0.044927 | 0.3812 | 0.352083 |
13 | -0.140845 | -1.1951 | 0.117984 |
14 | -0.029358 | -0.2491 | 0.401993 |
15 | -0.009266 | -0.0786 | 0.468776 |
16 | -0.00612 | -0.0519 | 0.479363 |
17 | 0.047583 | 0.4038 | 0.343794 |
18 | 0.008001 | 0.0679 | 0.473032 |
19 | -0.068817 | -0.5839 | 0.280545 |
20 | -0.057228 | -0.4856 | 0.314363 |
21 | 0.004387 | 0.0372 | 0.485206 |
22 | -0.008804 | -0.0747 | 0.47033 |
23 | -0.101231 | -0.859 | 0.196604 |
24 | -0.044464 | -0.3773 | 0.353535 |
25 | -0.037914 | -0.3217 | 0.374302 |
26 | -0.045401 | -0.3852 | 0.350596 |
27 | 0.041276 | 0.3502 | 0.363591 |
28 | -0.014459 | -0.1227 | 0.451348 |
29 | -0.026809 | -0.2275 | 0.410348 |
30 | -0.025522 | -0.2166 | 0.414582 |
31 | -0.036545 | -0.3101 | 0.378694 |
32 | -0.018428 | -0.1564 | 0.438091 |
33 | 0.000109 | 9e-04 | 0.499634 |
34 | -0.004539 | -0.0385 | 0.484692 |
35 | -0.001393 | -0.0118 | 0.4953 |
36 | -0.0051 | -0.0433 | 0.4828 |
37 | -0.020332 | -0.1725 | 0.431754 |
38 | -0.00229 | -0.0194 | 0.492275 |
39 | -0.098384 | -0.8348 | 0.20329 |
40 | -0.040412 | -0.3429 | 0.366333 |
41 | -0.023743 | -0.2015 | 0.420452 |
42 | -0.005339 | -0.0453 | 0.481994 |
43 | -0.021067 | -0.1788 | 0.429315 |
44 | -0.017562 | -0.149 | 0.440977 |
45 | 0.06558 | 0.5565 | 0.289809 |
46 | 0.011349 | 0.0963 | 0.461774 |
47 | -0.023219 | -0.197 | 0.422182 |
48 | 0.016571 | 0.1406 | 0.444285 |