Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947771 | 8.424 | 0 |
2 | 0.869633 | 7.7295 | 0 |
3 | 0.795177 | 7.0677 | 0 |
4 | 0.753459 | 6.6969 | 0 |
5 | 0.729625 | 6.4851 | 0 |
6 | 0.710783 | 6.3176 | 0 |
7 | 0.672097 | 5.9737 | 0 |
8 | 0.613031 | 5.4487 | 0 |
9 | 0.544041 | 4.8355 | 3e-06 |
10 | 0.476296 | 4.2334 | 3.1e-05 |
11 | 0.409025 | 3.6355 | 0.000246 |
12 | 0.335694 | 2.9837 | 0.001894 |
13 | 0.259212 | 2.3039 | 0.011928 |
14 | 0.186354 | 1.6564 | 0.050809 |
15 | 0.117833 | 1.0473 | 0.149072 |
16 | 0.049253 | 0.4378 | 0.331372 |
17 | -0.016176 | -0.1438 | 0.443022 |
18 | -0.07299 | -0.6488 | 0.25919 |
19 | -0.122972 | -1.093 | 0.138858 |
20 | -0.172836 | -1.5362 | 0.064242 |
21 | -0.226149 | -2.0101 | 0.023919 |
22 | -0.285107 | -2.5341 | 0.006626 |
23 | -0.343352 | -3.0518 | 0.001549 |
24 | -0.393455 | -3.4971 | 0.000388 |
25 | -0.422108 | -3.7518 | 0.000167 |
26 | -0.428897 | -3.8121 | 0.000136 |
27 | -0.431704 | -3.8371 | 0.000125 |
28 | -0.444197 | -3.9481 | 8.5e-05 |
29 | -0.458828 | -4.0782 | 5.4e-05 |
30 | -0.464488 | -4.1285 | 4.5e-05 |
31 | -0.460107 | -4.0895 | 5.2e-05 |
32 | -0.455725 | -4.0506 | 5.9e-05 |
33 | -0.455266 | -4.0465 | 6e-05 |
34 | -0.451539 | -4.0134 | 6.8e-05 |
35 | -0.440979 | -3.9195 | 9.4e-05 |
36 | -0.410395 | -3.6477 | 0.000236 |
37 | -0.36959 | -3.285 | 0.000761 |
38 | -0.324564 | -2.8848 | 0.002523 |
39 | -0.3077 | -2.7349 | 0.003851 |
40 | -0.30771 | -2.735 | 0.00385 |
41 | -0.311524 | -2.7689 | 0.003503 |
42 | -0.300012 | -2.6666 | 0.004646 |
43 | -0.279528 | -2.4845 | 0.007544 |
44 | -0.245023 | -2.1778 | 0.016202 |
45 | -0.205228 | -1.8241 | 0.035959 |
46 | -0.165136 | -1.4678 | 0.07307 |
47 | -0.131163 | -1.1658 | 0.123602 |
48 | -0.105746 | -0.9399 | 0.175069 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947771 | 8.424 | 0 |
2 | -0.281497 | -2.502 | 0.007208 |
3 | 0.061343 | 0.5452 | 0.293566 |
4 | 0.272029 | 2.4178 | 0.008958 |
5 | 0.004421 | 0.0393 | 0.484376 |
6 | 0.001147 | 0.0102 | 0.495946 |
7 | -0.152235 | -1.3531 | 0.089943 |
8 | -0.108894 | -0.9679 | 0.168031 |
9 | -0.047826 | -0.4251 | 0.335966 |
10 | -0.092199 | -0.8195 | 0.207488 |
11 | -0.142403 | -1.2657 | 0.10467 |
12 | -0.175499 | -1.5599 | 0.061394 |
13 | -0.069702 | -0.6195 | 0.268677 |
14 | -0.015643 | -0.139 | 0.444886 |
15 | -0.076325 | -0.6784 | 0.249752 |
16 | -0.104277 | -0.9268 | 0.178417 |
17 | 0.004323 | 0.0384 | 0.484724 |
18 | 0.08577 | 0.7623 | 0.224063 |
19 | 0.021651 | 0.1924 | 0.423945 |
20 | -0.05201 | -0.4623 | 0.322579 |
21 | -0.042846 | -0.3808 | 0.35218 |
22 | -0.051918 | -0.4615 | 0.322869 |
23 | -0.017434 | -0.155 | 0.438624 |
24 | -0.035511 | -0.3156 | 0.376558 |
25 | 0.064145 | 0.5701 | 0.285104 |
26 | 0.101847 | 0.9052 | 0.184047 |
27 | -0.036142 | -0.3212 | 0.374439 |
28 | -0.053756 | -0.4778 | 0.317058 |
29 | 0.072721 | 0.6464 | 0.259961 |
30 | 0.091602 | 0.8142 | 0.208995 |
31 | -0.011723 | -0.1042 | 0.45864 |
32 | -0.142323 | -1.265 | 0.104796 |
33 | -0.0891 | -0.7919 | 0.215384 |
34 | 0.064376 | 0.5722 | 0.284409 |
35 | -0.007757 | -0.0689 | 0.472604 |
36 | 0.065666 | 0.5837 | 0.280558 |
37 | -0.053483 | -0.4754 | 0.317919 |
38 | 0.057122 | 0.5077 | 0.306534 |
39 | -0.221505 | -1.9688 | 0.026243 |
40 | -0.100589 | -0.8941 | 0.187003 |
41 | -0.051454 | -0.4573 | 0.324342 |
42 | -0.013155 | -0.1169 | 0.453608 |
43 | -0.064777 | -0.5757 | 0.283211 |
44 | 0.038455 | 0.3418 | 0.366707 |
45 | 0.060037 | 0.5336 | 0.297552 |
46 | 0.075024 | 0.6668 | 0.253413 |
47 | 0.05261 | 0.4676 | 0.320676 |
48 | -0.027933 | -0.2483 | 0.402283 |