Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969629 | 8.2276 | 0 |
2 | 0.936036 | 7.9425 | 0 |
3 | 0.89863 | 7.6251 | 0 |
4 | 0.860134 | 7.2985 | 0 |
5 | 0.818595 | 6.946 | 0 |
6 | 0.771791 | 6.5489 | 0 |
7 | 0.724081 | 6.144 | 0 |
8 | 0.670467 | 5.6891 | 0 |
9 | 0.614088 | 5.2107 | 1e-06 |
10 | 0.553712 | 4.6984 | 6e-06 |
11 | 0.492382 | 4.178 | 4.1e-05 |
12 | 0.432368 | 3.6688 | 0.000232 |
13 | 0.374621 | 3.1788 | 0.00109 |
14 | 0.319687 | 2.7126 | 0.004172 |
15 | 0.271148 | 2.3008 | 0.012152 |
16 | 0.221929 | 1.8831 | 0.031861 |
17 | 0.174433 | 1.4801 | 0.071603 |
18 | 0.12612 | 1.0702 | 0.144061 |
19 | 0.07799 | 0.6618 | 0.255117 |
20 | 0.032264 | 0.2738 | 0.392522 |
21 | -0.00507 | -0.043 | 0.482902 |
22 | -0.0268 | -0.2274 | 0.410375 |
23 | -0.048939 | -0.4153 | 0.339592 |
24 | -0.068946 | -0.585 | 0.280178 |
25 | -0.089362 | -0.7583 | 0.225384 |
26 | -0.107918 | -0.9157 | 0.181436 |
27 | -0.124751 | -1.0585 | 0.146672 |
28 | -0.141584 | -1.2014 | 0.11677 |
29 | -0.156694 | -1.3296 | 0.093925 |
30 | -0.17194 | -1.459 | 0.074463 |
31 | -0.18519 | -1.5714 | 0.060238 |
32 | -0.199299 | -1.6911 | 0.04757 |
33 | -0.211412 | -1.7939 | 0.038514 |
34 | -0.226066 | -1.9182 | 0.029524 |
35 | -0.240536 | -2.041 | 0.022458 |
36 | -0.255007 | -2.1638 | 0.016899 |
37 | -0.266072 | -2.2577 | 0.013499 |
38 | -0.277001 | -2.3504 | 0.010747 |
39 | -0.285662 | -2.4239 | 0.008933 |
40 | -0.295597 | -2.5082 | 0.007194 |
41 | -0.304394 | -2.5829 | 0.005915 |
42 | -0.312605 | -2.6525 | 0.004911 |
43 | -0.318589 | -2.7033 | 0.004279 |
44 | -0.325255 | -2.7599 | 0.003664 |
45 | -0.330239 | -2.8022 | 0.003258 |
46 | -0.335767 | -2.8491 | 0.002857 |
47 | -0.340567 | -2.8898 | 0.002545 |
48 | -0.343278 | -2.9128 | 0.002384 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969629 | 8.2276 | 0 |
2 | -0.069272 | -0.5878 | 0.279256 |
3 | -0.078633 | -0.6672 | 0.25338 |
4 | -0.032002 | -0.2715 | 0.393373 |
5 | -0.06709 | -0.5693 | 0.285471 |
6 | -0.106322 | -0.9022 | 0.184987 |
7 | -0.029726 | -0.2522 | 0.40079 |
8 | -0.118735 | -1.0075 | 0.158535 |
9 | -0.070623 | -0.5993 | 0.275442 |
10 | -0.088034 | -0.747 | 0.228751 |
11 | -0.04446 | -0.3773 | 0.353548 |
12 | -0.008419 | -0.0714 | 0.471623 |
13 | 0.011235 | 0.0953 | 0.462157 |
14 | 0.011757 | 0.0998 | 0.460406 |
15 | 0.082764 | 0.7023 | 0.242386 |
16 | -0.051913 | -0.4405 | 0.330448 |
17 | -0.011421 | -0.0969 | 0.461534 |
18 | -0.058032 | -0.4924 | 0.31196 |
19 | -0.057987 | -0.492 | 0.312095 |
20 | -0.02729 | -0.2316 | 0.408768 |
21 | 0.087766 | 0.7447 | 0.229433 |
22 | 0.200631 | 1.7024 | 0.046496 |
23 | -0.06138 | -0.5208 | 0.302042 |
24 | -0.025967 | -0.2203 | 0.413116 |
25 | -0.04747 | -0.4028 | 0.344146 |
26 | -0.032396 | -0.2749 | 0.392095 |
27 | -0.031138 | -0.2642 | 0.396186 |
28 | -0.045137 | -0.383 | 0.351423 |
29 | -0.046964 | -0.3985 | 0.34572 |
30 | -0.070093 | -0.5948 | 0.276933 |
31 | -0.034076 | -0.2891 | 0.38665 |
32 | -0.052485 | -0.4453 | 0.328703 |
33 | 0.019661 | 0.1668 | 0.433986 |
34 | -0.051859 | -0.44 | 0.330613 |
35 | 0.013483 | 0.1144 | 0.454617 |
36 | 0.010897 | 0.0925 | 0.463292 |
37 | 0.018816 | 0.1597 | 0.436798 |
38 | -0.034824 | -0.2955 | 0.384235 |
39 | -0.007998 | -0.0679 | 0.473039 |
40 | -0.069574 | -0.5904 | 0.278399 |
41 | 0.005773 | 0.049 | 0.480532 |
42 | 0.027997 | 0.2376 | 0.406448 |
43 | 0.063799 | 0.5414 | 0.294967 |
44 | -0.074637 | -0.6333 | 0.264268 |
45 | -0.00121 | -0.0103 | 0.495918 |
46 | -0.072605 | -0.6161 | 0.269895 |
47 | -0.011439 | -0.0971 | 0.461473 |
48 | -0.01088 | -0.0923 | 0.463349 |