Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964696 | 7.4725 | 0 |
2 | 0.922707 | 7.1473 | 0 |
3 | 0.878213 | 6.8026 | 0 |
4 | 0.833594 | 6.457 | 0 |
5 | 0.788901 | 6.1108 | 0 |
6 | 0.742092 | 5.7482 | 0 |
7 | 0.693874 | 5.3747 | 1e-06 |
8 | 0.638276 | 4.9441 | 3e-06 |
9 | 0.579444 | 4.4884 | 1.7e-05 |
10 | 0.515606 | 3.9939 | 9e-05 |
11 | 0.452136 | 3.5022 | 0.000439 |
12 | 0.387082 | 2.9983 | 0.001973 |
13 | 0.323818 | 2.5083 | 0.007427 |
14 | 0.254857 | 1.9741 | 0.026489 |
15 | 0.187384 | 1.4515 | 0.075929 |
16 | 0.127159 | 0.985 | 0.164297 |
17 | 0.069266 | 0.5365 | 0.296787 |
18 | 0.011957 | 0.0926 | 0.463258 |
19 | -0.045786 | -0.3547 | 0.362046 |
20 | -0.10326 | -0.7999 | 0.213476 |
21 | -0.161503 | -1.251 | 0.107896 |
22 | -0.213988 | -1.6575 | 0.051315 |
23 | -0.251778 | -1.9503 | 0.02791 |
24 | -0.279363 | -2.1639 | 0.01723 |
25 | -0.301277 | -2.3337 | 0.01149 |
26 | -0.320292 | -2.481 | 0.007962 |
27 | -0.338697 | -2.6235 | 0.005509 |
28 | -0.353363 | -2.7371 | 0.004071 |
29 | -0.363336 | -2.8144 | 0.0033 |
30 | -0.37016 | -2.8672 | 0.002852 |
31 | -0.377979 | -2.9278 | 0.002409 |
32 | -0.381233 | -2.953 | 0.002244 |
33 | -0.381091 | -2.9519 | 0.002251 |
34 | -0.383295 | -2.969 | 0.002145 |
35 | -0.384542 | -2.9786 | 0.002087 |
36 | -0.38366 | -2.9718 | 0.002128 |
37 | -0.377798 | -2.9264 | 0.002418 |
38 | -0.367532 | -2.8469 | 0.003018 |
39 | -0.350037 | -2.7114 | 0.004363 |
40 | -0.328345 | -2.5434 | 0.006787 |
41 | -0.312754 | -2.4226 | 0.009223 |
42 | -0.291657 | -2.2592 | 0.013759 |
43 | -0.278065 | -2.1539 | 0.017638 |
44 | -0.262295 | -2.0317 | 0.023308 |
45 | -0.246965 | -1.913 | 0.030263 |
46 | -0.228257 | -1.7681 | 0.041066 |
47 | -0.210315 | -1.6291 | 0.054266 |
48 | -0.19362 | -1.4998 | 0.069458 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964696 | 7.4725 | 0 |
2 | -0.114359 | -0.8858 | 0.189626 |
3 | -0.049554 | -0.3838 | 0.351227 |
4 | -0.019816 | -0.1535 | 0.439261 |
5 | -0.024708 | -0.1914 | 0.424433 |
6 | -0.055982 | -0.4336 | 0.333054 |
7 | -0.042248 | -0.3273 | 0.372308 |
8 | -0.132378 | -1.0254 | 0.154646 |
9 | -0.064443 | -0.4992 | 0.30974 |
10 | -0.102423 | -0.7934 | 0.215345 |
11 | -0.027217 | -0.2108 | 0.416872 |
12 | -0.070424 | -0.5455 | 0.293715 |
13 | -0.016057 | -0.1244 | 0.450715 |
14 | -0.139001 | -1.0767 | 0.142963 |
15 | -0.011241 | -0.0871 | 0.465453 |
16 | 0.055137 | 0.4271 | 0.335423 |
17 | -0.021928 | -0.1699 | 0.432849 |
18 | -0.055188 | -0.4275 | 0.335279 |
19 | -0.050594 | -0.3919 | 0.348261 |
20 | -0.060142 | -0.4659 | 0.321501 |
21 | -0.061413 | -0.4757 | 0.318008 |
22 | 0.016092 | 0.1246 | 0.450609 |
23 | 0.144291 | 1.1177 | 0.134082 |
24 | 0.057726 | 0.4471 | 0.32819 |
25 | 0.013024 | 0.1009 | 0.459991 |
26 | -0.009175 | -0.0711 | 0.471788 |
27 | -0.025298 | -0.196 | 0.422654 |
28 | 0.017495 | 0.1355 | 0.44633 |
29 | -0.000473 | -0.0037 | 0.498545 |
30 | -0.035613 | -0.2759 | 0.391804 |
31 | -0.093465 | -0.724 | 0.235947 |
32 | -0.003919 | -0.0304 | 0.48794 |
33 | -0.016909 | -0.131 | 0.448115 |
34 | -0.096481 | -0.7473 | 0.228888 |
35 | -0.04546 | -0.3521 | 0.362986 |
36 | -0.054155 | -0.4195 | 0.338182 |
37 | 0.014855 | 0.1151 | 0.454388 |
38 | 0.057953 | 0.4489 | 0.327559 |
39 | 0.098129 | 0.7601 | 0.225085 |
40 | 0.047062 | 0.3645 | 0.358367 |
41 | -0.134121 | -1.0389 | 0.151511 |
42 | 0.062388 | 0.4833 | 0.315336 |
43 | -0.152913 | -1.1845 | 0.120452 |
44 | 0.046573 | 0.3608 | 0.359776 |
45 | -0.006703 | -0.0519 | 0.479382 |
46 | 0.042176 | 0.3267 | 0.372518 |
47 | -0.022773 | -0.1764 | 0.430288 |
48 | -0.010325 | -0.08 | 0.468262 |