Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945123 | 8.0196 | 0 |
2 | 0.887018 | 7.5266 | 0 |
3 | 0.833183 | 7.0698 | 0 |
4 | 0.777743 | 6.5994 | 0 |
5 | 0.723494 | 6.1391 | 0 |
6 | 0.671395 | 5.697 | 0 |
7 | 0.626207 | 5.3135 | 1e-06 |
8 | 0.575638 | 4.8845 | 3e-06 |
9 | 0.52632 | 4.466 | 1.4e-05 |
10 | 0.478484 | 4.0601 | 6.2e-05 |
11 | 0.438683 | 3.7224 | 0.000194 |
12 | 0.405856 | 3.4438 | 0.00048 |
13 | 0.372845 | 3.1637 | 0.001141 |
14 | 0.342029 | 2.9022 | 0.002457 |
15 | 0.307678 | 2.6107 | 0.005493 |
16 | 0.259029 | 2.1979 | 0.015585 |
17 | 0.205131 | 1.7406 | 0.043013 |
18 | 0.155587 | 1.3202 | 0.095475 |
19 | 0.113852 | 0.9661 | 0.168623 |
20 | 0.07739 | 0.6567 | 0.256742 |
21 | 0.052247 | 0.4433 | 0.329428 |
22 | 0.032467 | 0.2755 | 0.391865 |
23 | 0.017441 | 0.148 | 0.44138 |
24 | 0.00114 | 0.0097 | 0.496155 |
25 | -0.013275 | -0.1126 | 0.455313 |
26 | -0.024053 | -0.2041 | 0.419426 |
27 | -0.033046 | -0.2804 | 0.389987 |
28 | -0.038133 | -0.3236 | 0.373603 |
29 | -0.044321 | -0.3761 | 0.353984 |
30 | -0.054256 | -0.4604 | 0.323317 |
31 | -0.069926 | -0.5933 | 0.277405 |
32 | -0.092496 | -0.7849 | 0.217558 |
33 | -0.114946 | -0.9753 | 0.166327 |
34 | -0.136125 | -1.1551 | 0.125943 |
35 | -0.156402 | -1.3271 | 0.094332 |
36 | -0.175012 | -1.485 | 0.070951 |
37 | -0.188421 | -1.5988 | 0.057121 |
38 | -0.202039 | -1.7144 | 0.045382 |
39 | -0.212363 | -1.802 | 0.037869 |
40 | -0.218277 | -1.8521 | 0.034052 |
41 | -0.225588 | -1.9142 | 0.029786 |
42 | -0.238392 | -2.0228 | 0.023403 |
43 | -0.255639 | -2.1692 | 0.016686 |
44 | -0.272821 | -2.315 | 0.011735 |
45 | -0.291539 | -2.4738 | 0.007864 |
46 | -0.306543 | -2.6011 | 0.005636 |
47 | -0.320855 | -2.7225 | 0.00406 |
48 | -0.333946 | -2.8336 | 0.002984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945123 | 8.0196 | 0 |
2 | -0.058456 | -0.496 | 0.310697 |
3 | 0.010191 | 0.0865 | 0.465665 |
4 | -0.046845 | -0.3975 | 0.34609 |
5 | -0.017445 | -0.148 | 0.441368 |
6 | -0.013235 | -0.1123 | 0.455447 |
7 | 0.03393 | 0.2879 | 0.387124 |
8 | -0.081966 | -0.6955 | 0.244488 |
9 | -0.01239 | -0.1051 | 0.45828 |
10 | -0.025156 | -0.2135 | 0.415789 |
11 | 0.047966 | 0.407 | 0.342606 |
12 | 0.03332 | 0.2827 | 0.389096 |
13 | -0.022884 | -0.1942 | 0.423293 |
14 | -0.009246 | -0.0785 | 0.468842 |
15 | -0.056083 | -0.4759 | 0.317799 |
16 | -0.157803 | -1.339 | 0.09239 |
17 | -0.074163 | -0.6293 | 0.265573 |
18 | -0.006939 | -0.0589 | 0.476604 |
19 | 0.030788 | 0.2612 | 0.397324 |
20 | 0.018045 | 0.1531 | 0.439368 |
21 | 0.074859 | 0.6352 | 0.263657 |
22 | 0.016773 | 0.1423 | 0.443611 |
23 | 0.038143 | 0.3237 | 0.37357 |
24 | -0.0315 | -0.2673 | 0.395007 |
25 | -0.003343 | -0.0284 | 0.488723 |
26 | -0.015555 | -0.132 | 0.44768 |
27 | -0.016019 | -0.1359 | 0.446129 |
28 | 0.012091 | 0.1026 | 0.459283 |
29 | -0.014267 | -0.1211 | 0.451991 |
30 | -0.034919 | -0.2963 | 0.383927 |
31 | -0.030317 | -0.2572 | 0.398861 |
32 | -0.060783 | -0.5158 | 0.303799 |
33 | -0.023077 | -0.1958 | 0.422655 |
34 | -0.030944 | -0.2626 | 0.396816 |
35 | -0.04185 | -0.3551 | 0.361773 |
36 | -0.037688 | -0.3198 | 0.375026 |
37 | 0.007899 | 0.067 | 0.473373 |
38 | -0.031694 | -0.2689 | 0.394377 |
39 | 0.03356 | 0.2848 | 0.388319 |
40 | 0.023258 | 0.1973 | 0.422055 |
41 | -0.027605 | -0.2342 | 0.407734 |
42 | -0.081887 | -0.6948 | 0.244698 |
43 | -0.075162 | -0.6378 | 0.262822 |
44 | -0.038365 | -0.3255 | 0.37286 |
45 | -0.027169 | -0.2305 | 0.409163 |
46 | 0.028936 | 0.2455 | 0.403371 |
47 | 0.002535 | 0.0215 | 0.49145 |
48 | -0.001722 | -0.0146 | 0.49419 |