Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948462 | 7.3468 | 0 |
2 | 0.8934 | 6.9202 | 0 |
3 | 0.838339 | 6.4937 | 0 |
4 | 0.783277 | 6.0672 | 0 |
5 | 0.73963 | 5.7291 | 0 |
6 | 0.695982 | 5.3911 | 1e-06 |
7 | 0.652335 | 5.053 | 2e-06 |
8 | 0.608688 | 4.7149 | 7e-06 |
9 | 0.568341 | 4.4024 | 2.2e-05 |
10 | 0.527995 | 4.0898 | 6.5e-05 |
11 | 0.487649 | 3.7773 | 0.000183 |
12 | 0.444682 | 3.4445 | 0.000525 |
13 | 0.378611 | 2.9327 | 0.002376 |
14 | 0.31094 | 2.4085 | 0.009553 |
15 | 0.24327 | 1.8844 | 0.032182 |
16 | 0.175599 | 1.3602 | 0.08943 |
17 | 0.133078 | 1.0308 | 0.153381 |
18 | 0.097652 | 0.7564 | 0.226183 |
19 | 0.062225 | 0.482 | 0.315782 |
20 | 0.026798 | 0.2076 | 0.418131 |
21 | 0.003142 | 0.0243 | 0.490331 |
22 | -0.020514 | -0.1589 | 0.437141 |
23 | -0.04417 | -0.3421 | 0.366721 |
24 | -0.070274 | -0.5443 | 0.294112 |
25 | -0.111085 | -0.8605 | 0.19648 |
26 | -0.151896 | -1.1766 | 0.122004 |
27 | -0.192707 | -1.4927 | 0.070377 |
28 | -0.233518 | -1.8088 | 0.037745 |
29 | -0.255628 | -1.9801 | 0.026143 |
30 | -0.277738 | -2.1513 | 0.017742 |
31 | -0.299847 | -2.3226 | 0.011805 |
32 | -0.321957 | -2.4939 | 0.007705 |
33 | -0.33147 | -2.5676 | 0.006376 |
34 | -0.340984 | -2.6412 | 0.005258 |
35 | -0.350497 | -2.7149 | 0.004322 |
36 | -0.360698 | -2.794 | 0.00349 |
37 | -0.377272 | -2.9223 | 0.002446 |
38 | -0.393846 | -3.0507 | 0.001698 |
39 | -0.41042 | -3.1791 | 0.001169 |
40 | -0.426995 | -3.3075 | 0.000797 |
41 | -0.426093 | -3.3005 | 0.000814 |
42 | -0.425191 | -3.2935 | 0.000831 |
43 | -0.424289 | -3.2865 | 0.000849 |
44 | -0.418609 | -3.2425 | 0.000968 |
45 | -0.39599 | -3.0673 | 0.001619 |
46 | -0.373371 | -2.8921 | 0.002662 |
47 | -0.350752 | -2.7169 | 0.004299 |
48 | -0.328132 | -2.5417 | 0.006816 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948462 | 7.3468 | 0 |
2 | -0.061538 | -0.4767 | 0.317663 |
3 | -0.027945 | -0.2165 | 0.414682 |
4 | -0.029993 | -0.2323 | 0.408539 |
5 | 0.083413 | 0.6461 | 0.260336 |
6 | -0.03322 | -0.2573 | 0.398907 |
7 | -0.025987 | -0.2013 | 0.420574 |
8 | -0.027565 | -0.2135 | 0.415822 |
9 | 0.01832 | 0.1419 | 0.443816 |
10 | -0.029837 | -0.2311 | 0.409004 |
11 | -0.026823 | -0.2078 | 0.418057 |
12 | -0.054717 | -0.4238 | 0.336601 |
13 | -0.253881 | -1.9666 | 0.026932 |
14 | -0.051457 | -0.3986 | 0.345807 |
15 | -0.051487 | -0.3988 | 0.345723 |
16 | -0.05914 | -0.4581 | 0.324268 |
17 | 0.16409 | 1.271 | 0.104311 |
18 | 0.024652 | 0.191 | 0.424602 |
19 | -0.039181 | -0.3035 | 0.381282 |
20 | -0.04075 | -0.3157 | 0.376682 |
21 | 0.123805 | 0.959 | 0.170707 |
22 | -0.028552 | -0.2212 | 0.412858 |
23 | -0.032473 | -0.2515 | 0.401131 |
24 | -0.049932 | -0.3868 | 0.350147 |
25 | -0.111739 | -0.8655 | 0.195098 |
26 | -0.036293 | -0.2811 | 0.38979 |
27 | -0.042645 | -0.3303 | 0.371153 |
28 | -0.059101 | -0.4578 | 0.324377 |
29 | 0.036722 | 0.2845 | 0.388522 |
30 | -0.07842 | -0.6074 | 0.272925 |
31 | -0.046589 | -0.3609 | 0.35973 |
32 | -0.057694 | -0.4469 | 0.328278 |
33 | 0.12116 | 0.9385 | 0.175876 |
34 | -0.021335 | -0.1653 | 0.434647 |
35 | -0.033812 | -0.2619 | 0.397145 |
36 | -0.041866 | -0.3243 | 0.373421 |
37 | 0.03071 | 0.2379 | 0.406392 |
38 | -0.022746 | -0.1762 | 0.430368 |
39 | -0.038826 | -0.3007 | 0.382324 |
40 | -0.058829 | -0.4557 | 0.325129 |
41 | 0.067137 | 0.52 | 0.302474 |
42 | -0.054898 | -0.4252 | 0.336093 |
43 | -0.03821 | -0.296 | 0.384135 |
44 | -0.002096 | -0.0162 | 0.49355 |
45 | 0.181244 | 1.4039 | 0.08275 |
46 | -0.038153 | -0.2955 | 0.384305 |
47 | -0.030273 | -0.2345 | 0.407701 |
48 | -0.022827 | -0.1768 | 0.430125 |