Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950149 | 7.3598 | 0 |
2 | 0.901634 | 6.984 | 0 |
3 | 0.852032 | 6.5998 | 0 |
4 | 0.818356 | 6.339 | 0 |
5 | 0.780142 | 6.043 | 0 |
6 | 0.737164 | 5.7101 | 0 |
7 | 0.691874 | 5.3592 | 1e-06 |
8 | 0.647071 | 5.0122 | 3e-06 |
9 | 0.593484 | 4.5971 | 1.1e-05 |
10 | 0.543457 | 4.2096 | 4.3e-05 |
11 | 0.489043 | 3.7881 | 0.000177 |
12 | 0.436127 | 3.3782 | 0.000643 |
13 | 0.38003 | 2.9437 | 0.002303 |
14 | 0.321693 | 2.4918 | 0.007745 |
15 | 0.268373 | 2.0788 | 0.020959 |
16 | 0.222852 | 1.7262 | 0.044728 |
17 | 0.18351 | 1.4215 | 0.08018 |
18 | 0.141315 | 1.0946 | 0.139028 |
19 | 0.094741 | 0.7339 | 0.232946 |
20 | 0.046172 | 0.3576 | 0.360931 |
21 | 0.000369 | 0.0029 | 0.498866 |
22 | -0.032617 | -0.2526 | 0.400702 |
23 | -0.066081 | -0.5119 | 0.305313 |
24 | -0.100347 | -0.7773 | 0.220023 |
25 | -0.139306 | -1.0791 | 0.14244 |
26 | -0.173707 | -1.3455 | 0.091759 |
27 | -0.205994 | -1.5956 | 0.057913 |
28 | -0.234856 | -1.8192 | 0.036937 |
29 | -0.25933 | -2.0088 | 0.024535 |
30 | -0.286009 | -2.2154 | 0.015269 |
31 | -0.313678 | -2.4297 | 0.00906 |
32 | -0.341468 | -2.645 | 0.005206 |
33 | -0.3631 | -2.8126 | 0.003317 |
34 | -0.380451 | -2.947 | 0.002282 |
35 | -0.394724 | -3.0575 | 0.001665 |
36 | -0.404506 | -3.1333 | 0.001337 |
37 | -0.415764 | -3.2205 | 0.001034 |
38 | -0.427033 | -3.3078 | 0.000796 |
39 | -0.437001 | -3.385 | 0.00063 |
40 | -0.436114 | -3.3781 | 0.000643 |
41 | -0.429615 | -3.3278 | 0.00075 |
42 | -0.423628 | -3.2814 | 0.000862 |
43 | -0.420695 | -3.2587 | 0.000923 |
44 | -0.419512 | -3.2495 | 0.000948 |
45 | -0.416354 | -3.2251 | 0.00102 |
46 | -0.399263 | -3.0927 | 0.001505 |
47 | -0.374501 | -2.9009 | 0.002598 |
48 | -0.349729 | -2.709 | 0.004391 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950149 | 7.3598 | 0 |
2 | -0.01182 | -0.0916 | 0.463679 |
3 | -0.036521 | -0.2829 | 0.389119 |
4 | 0.136992 | 1.0611 | 0.14644 |
5 | -0.063165 | -0.4893 | 0.313217 |
6 | -0.076272 | -0.5908 | 0.278437 |
7 | -0.022519 | -0.1744 | 0.431058 |
8 | -0.034047 | -0.2637 | 0.396446 |
9 | -0.134675 | -1.0432 | 0.150522 |
10 | 0.004156 | 0.0322 | 0.487212 |
11 | -0.073233 | -0.5673 | 0.286327 |
12 | -0.054316 | -0.4207 | 0.337728 |
13 | -0.050857 | -0.3939 | 0.347513 |
14 | -0.072481 | -0.5614 | 0.288295 |
15 | 0.00943 | 0.073 | 0.471007 |
16 | 0.04119 | 0.3191 | 0.375395 |
17 | 0.031441 | 0.2435 | 0.404207 |
18 | -0.049887 | -0.3864 | 0.350276 |
19 | -0.050721 | -0.3929 | 0.347899 |
20 | -0.056181 | -0.4352 | 0.332498 |
21 | -0.030212 | -0.234 | 0.407882 |
22 | 0.08464 | 0.6556 | 0.257289 |
23 | -0.052523 | -0.4068 | 0.342787 |
24 | -0.050267 | -0.3894 | 0.349193 |
25 | -0.061221 | -0.4742 | 0.318534 |
26 | -0.009072 | -0.0703 | 0.472105 |
27 | -0.038168 | -0.2956 | 0.38426 |
28 | -0.017757 | -0.1375 | 0.445531 |
29 | 0.015468 | 0.1198 | 0.452514 |
30 | -0.079001 | -0.6119 | 0.271446 |
31 | -0.031044 | -0.2405 | 0.405396 |
32 | -0.035335 | -0.2737 | 0.392625 |
33 | 0.00954 | 0.0739 | 0.470668 |
34 | -0.022254 | -0.1724 | 0.43186 |
35 | -0.013031 | -0.1009 | 0.459969 |
36 | 0.032484 | 0.2516 | 0.401097 |
37 | -0.036905 | -0.2859 | 0.387984 |
38 | -0.020175 | -0.1563 | 0.438172 |
39 | -0.034916 | -0.2705 | 0.393869 |
40 | 0.064908 | 0.5028 | 0.30848 |
41 | 0.01228 | 0.0951 | 0.462268 |
42 | -0.023609 | -0.1829 | 0.427756 |
43 | -0.015759 | -0.1221 | 0.451627 |
44 | -0.055957 | -0.4334 | 0.333123 |
45 | -0.032561 | -0.2522 | 0.400868 |
46 | 0.091271 | 0.707 | 0.241157 |
47 | 0.07919 | 0.6134 | 0.270964 |
48 | -0.025425 | -0.1969 | 0.422271 |