Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963786 | 8.2346 | 0 |
2 | 0.897651 | 7.6695 | 0 |
3 | 0.811946 | 6.9373 | 0 |
4 | 0.722154 | 6.1701 | 0 |
5 | 0.638996 | 5.4596 | 0 |
6 | 0.570121 | 4.8711 | 3e-06 |
7 | 0.515208 | 4.4019 | 1.8e-05 |
8 | 0.465837 | 3.9801 | 8e-05 |
9 | 0.418277 | 3.5738 | 0.000314 |
10 | 0.37729 | 3.2236 | 0.000947 |
11 | 0.33765 | 2.8849 | 0.002572 |
12 | 0.299143 | 2.5559 | 0.006337 |
13 | 0.264525 | 2.2601 | 0.013399 |
14 | 0.236262 | 2.0186 | 0.0236 |
15 | 0.21121 | 1.8046 | 0.037632 |
16 | 0.184171 | 1.5736 | 0.059957 |
17 | 0.161756 | 1.382 | 0.085586 |
18 | 0.142766 | 1.2198 | 0.113234 |
19 | 0.12958 | 1.1071 | 0.135936 |
20 | 0.120012 | 1.0254 | 0.154285 |
21 | 0.11332 | 0.9682 | 0.168068 |
22 | 0.107532 | 0.9188 | 0.180626 |
23 | 0.096145 | 0.8215 | 0.207028 |
24 | 0.077986 | 0.6663 | 0.253657 |
25 | 0.057559 | 0.4918 | 0.312174 |
26 | 0.030622 | 0.2616 | 0.397171 |
27 | 0.000679 | 0.0058 | 0.497694 |
28 | -0.030625 | -0.2617 | 0.397161 |
29 | -0.060775 | -0.5193 | 0.302575 |
30 | -0.084006 | -0.7177 | 0.237601 |
31 | -0.103534 | -0.8846 | 0.18964 |
32 | -0.117538 | -1.0042 | 0.159289 |
33 | -0.129511 | -1.1065 | 0.136063 |
34 | -0.142884 | -1.2208 | 0.113045 |
35 | -0.158811 | -1.3569 | 0.0895 |
36 | -0.176537 | -1.5083 | 0.067892 |
37 | -0.192696 | -1.6464 | 0.05199 |
38 | -0.212002 | -1.8113 | 0.037101 |
39 | -0.22975 | -1.963 | 0.026729 |
40 | -0.241626 | -2.0645 | 0.021264 |
41 | -0.250746 | -2.1424 | 0.017749 |
42 | -0.259759 | -2.2194 | 0.014784 |
43 | -0.266478 | -2.2768 | 0.012866 |
44 | -0.270622 | -2.3122 | 0.011795 |
45 | -0.279029 | -2.384 | 0.009863 |
46 | -0.288387 | -2.464 | 0.008048 |
47 | -0.298561 | -2.5509 | 0.00642 |
48 | -0.309573 | -2.645 | 0.004998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963786 | 8.2346 | 0 |
2 | -0.439166 | -3.7522 | 0.000174 |
3 | -0.172076 | -1.4702 | 0.0729 |
4 | 0.055974 | 0.4782 | 0.316954 |
5 | 0.09072 | 0.7751 | 0.220389 |
6 | 0.09194 | 0.7855 | 0.217341 |
7 | 0.005629 | 0.0481 | 0.480886 |
8 | -0.125738 | -1.0743 | 0.143112 |
9 | -0.055142 | -0.4711 | 0.319474 |
10 | 0.128168 | 1.0951 | 0.138543 |
11 | -0.034504 | -0.2948 | 0.38449 |
12 | -0.043392 | -0.3707 | 0.355952 |
13 | 0.021935 | 0.1874 | 0.425928 |
14 | 0.040427 | 0.3454 | 0.365391 |
15 | -0.027746 | -0.2371 | 0.406635 |
16 | -0.093152 | -0.7959 | 0.214338 |
17 | 0.084138 | 0.7189 | 0.237256 |
18 | 0.023931 | 0.2045 | 0.419277 |
19 | 0.064885 | 0.5544 | 0.290507 |
20 | -0.035938 | -0.3071 | 0.379839 |
21 | -0.05075 | -0.4336 | 0.332927 |
22 | -0.003233 | -0.0276 | 0.48902 |
23 | -0.055255 | -0.4721 | 0.319132 |
24 | -0.048589 | -0.4151 | 0.339626 |
25 | 0.027969 | 0.239 | 0.405901 |
26 | -0.087002 | -0.7433 | 0.229828 |
27 | -0.027496 | -0.2349 | 0.407462 |
28 | -0.019863 | -0.1697 | 0.432852 |
29 | -0.031455 | -0.2688 | 0.39444 |
30 | 0.095321 | 0.8144 | 0.209027 |
31 | -0.029043 | -0.2481 | 0.402359 |
32 | -0.034545 | -0.2952 | 0.384359 |
33 | -0.050019 | -0.4274 | 0.335186 |
34 | -0.046652 | -0.3986 | 0.345677 |
35 | -0.019389 | -0.1657 | 0.434442 |
36 | -0.00238 | -0.0203 | 0.491915 |
37 | 0.025318 | 0.2163 | 0.414671 |
38 | -0.116578 | -0.996 | 0.161259 |
39 | 0.016093 | 0.1375 | 0.445509 |
40 | 0.054352 | 0.4644 | 0.321876 |
41 | -0.04859 | -0.4152 | 0.339623 |
42 | -0.087498 | -0.7476 | 0.228556 |
43 | 0.042426 | 0.3625 | 0.359019 |
44 | 0.006043 | 0.0516 | 0.479483 |
45 | -0.141289 | -1.2072 | 0.11563 |
46 | 0.044023 | 0.3761 | 0.353956 |
47 | -0.061681 | -0.527 | 0.299894 |
48 | -0.015546 | -0.1328 | 0.44735 |