Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.915696 | 8.4423 | 0 |
2 | 0.857424 | 7.9051 | 0 |
3 | 0.807622 | 7.4459 | 0 |
4 | 0.729536 | 6.726 | 0 |
5 | 0.678076 | 6.2516 | 0 |
6 | 0.6283 | 5.7926 | 0 |
7 | 0.568351 | 5.2399 | 1e-06 |
8 | 0.508402 | 4.6872 | 5e-06 |
9 | 0.456922 | 4.2126 | 3.1e-05 |
10 | 0.415076 | 3.8268 | 0.000124 |
11 | 0.394169 | 3.6341 | 0.000238 |
12 | 0.370979 | 3.4203 | 0.000482 |
13 | 0.328001 | 3.024 | 0.001649 |
14 | 0.29804 | 2.7478 | 0.003662 |
15 | 0.266361 | 2.4557 | 0.008048 |
16 | 0.231859 | 2.1376 | 0.017709 |
17 | 0.208702 | 1.9241 | 0.028842 |
18 | 0.178181 | 1.6428 | 0.052064 |
19 | 0.127287 | 1.1735 | 0.121931 |
20 | 0.089416 | 0.8244 | 0.206017 |
21 | 0.05267 | 0.4856 | 0.314252 |
22 | 0.018754 | 0.1729 | 0.431569 |
23 | 0.002375 | 0.0219 | 0.49129 |
24 | -0.022506 | -0.2075 | 0.418059 |
25 | -0.057002 | -0.5255 | 0.300292 |
26 | -0.10171 | -0.9377 | 0.175521 |
27 | -0.144182 | -1.3293 | 0.093654 |
28 | -0.163997 | -1.512 | 0.067125 |
29 | -0.182679 | -1.6842 | 0.047904 |
30 | -0.201369 | -1.8565 | 0.033421 |
31 | -0.207048 | -1.9089 | 0.029826 |
32 | -0.23653 | -2.1807 | 0.015984 |
33 | -0.247915 | -2.2857 | 0.012381 |
34 | -0.258182 | -2.3803 | 0.009767 |
35 | -0.259394 | -2.3915 | 0.009493 |
36 | -0.256072 | -2.3609 | 0.01026 |
37 | -0.25502 | -2.3512 | 0.010514 |
38 | -0.252243 | -2.3256 | 0.011212 |
39 | -0.250033 | -2.3052 | 0.011796 |
40 | -0.238188 | -2.196 | 0.015408 |
41 | -0.239354 | -2.2067 | 0.015014 |
42 | -0.229753 | -2.1182 | 0.018538 |
43 | -0.226397 | -2.0873 | 0.019929 |
44 | -0.232077 | -2.1396 | 0.017625 |
45 | -0.233808 | -2.1556 | 0.016971 |
46 | -0.238375 | -2.1977 | 0.015345 |
47 | -0.231637 | -2.1356 | 0.017795 |
48 | -0.237916 | -2.1935 | 0.015502 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.915696 | 8.4423 | 0 |
2 | 0.117186 | 1.0804 | 0.141509 |
3 | 0.045095 | 0.4158 | 0.339318 |
4 | -0.186105 | -1.7158 | 0.04492 |
5 | 0.080302 | 0.7403 | 0.230565 |
6 | 0.002917 | 0.0269 | 0.489303 |
7 | -0.051517 | -0.475 | 0.318017 |
8 | -0.090485 | -0.8342 | 0.203246 |
9 | 0.016881 | 0.1556 | 0.438344 |
10 | 0.05979 | 0.5512 | 0.291459 |
11 | 0.131318 | 1.2107 | 0.114685 |
12 | -0.015895 | -0.1465 | 0.441919 |
13 | -0.153265 | -1.413 | 0.080649 |
14 | 8e-04 | 0.0074 | 0.497067 |
15 | 0.015256 | 0.1407 | 0.444237 |
16 | -0.003615 | -0.0333 | 0.486745 |
17 | -0.023329 | -0.2151 | 0.415109 |
18 | -0.061318 | -0.5653 | 0.286672 |
19 | -0.135513 | -1.2494 | 0.107479 |
20 | 0.034702 | 0.3199 | 0.374901 |
21 | 0.012163 | 0.1121 | 0.455488 |
22 | 0.003044 | 0.0281 | 0.488839 |
23 | 0.010431 | 0.0962 | 0.461807 |
24 | -0.037571 | -0.3464 | 0.364955 |
25 | -0.067247 | -0.62 | 0.268463 |
26 | -0.143698 | -1.3248 | 0.094389 |
27 | -0.047233 | -0.4355 | 0.332163 |
28 | 0.097246 | 0.8966 | 0.186243 |
29 | 0.009094 | 0.0838 | 0.46669 |
30 | -0.022173 | -0.2044 | 0.419256 |
31 | 0.056619 | 0.522 | 0.301513 |
32 | -0.137062 | -1.2637 | 0.104905 |
33 | 0.083515 | 0.77 | 0.221726 |
34 | -0.061073 | -0.5631 | 0.287436 |
35 | 0.039511 | 0.3643 | 0.358279 |
36 | -0.027323 | -0.2519 | 0.40086 |
37 | 0.050532 | 0.4659 | 0.321247 |
38 | 0.017721 | 0.1634 | 0.435303 |
39 | -0.000672 | -0.0062 | 0.497535 |
40 | 0.00251 | 0.0231 | 0.490796 |
41 | -0.096893 | -0.8933 | 0.187107 |
42 | 0.048713 | 0.4491 | 0.327248 |
43 | -0.024197 | -0.2231 | 0.412003 |
44 | 0.02505 | 0.2309 | 0.408955 |
45 | -0.094834 | -0.8743 | 0.192201 |
46 | -0.042944 | -0.3959 | 0.346578 |
47 | 0.053152 | 0.49 | 0.312684 |
48 | -0.083712 | -0.7718 | 0.22119 |