Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944857 | 7.3188 | 0 |
2 | 0.889737 | 6.8919 | 0 |
3 | 0.834637 | 6.4651 | 0 |
4 | 0.778685 | 6.0317 | 0 |
5 | 0.722655 | 5.5977 | 0 |
6 | 0.666287 | 5.161 | 1e-06 |
7 | 0.608213 | 4.7112 | 8e-06 |
8 | 0.548571 | 4.2492 | 3.8e-05 |
9 | 0.492754 | 3.8169 | 0.000161 |
10 | 0.436759 | 3.3831 | 0.000634 |
11 | 0.396361 | 3.0702 | 0.001606 |
12 | 0.357794 | 2.7715 | 0.00371 |
13 | 0.312194 | 2.4182 | 0.009324 |
14 | 0.268827 | 2.0823 | 0.020792 |
15 | 0.231587 | 1.7939 | 0.038937 |
16 | 0.192751 | 1.493 | 0.070333 |
17 | 0.156681 | 1.2136 | 0.11482 |
18 | 0.121 | 0.9373 | 0.17619 |
19 | 0.084022 | 0.6508 | 0.258819 |
20 | 0.047061 | 0.3645 | 0.35837 |
21 | 0.01355 | 0.105 | 0.45838 |
22 | -0.02053 | -0.159 | 0.437091 |
23 | -0.044889 | -0.3477 | 0.364639 |
24 | -0.06265 | -0.4853 | 0.314621 |
25 | -0.084478 | -0.6544 | 0.257689 |
26 | -0.105723 | -0.8189 | 0.208035 |
27 | -0.129205 | -1.0008 | 0.160467 |
28 | -0.152241 | -1.1792 | 0.121477 |
29 | -0.173319 | -1.3425 | 0.092242 |
30 | -0.19395 | -1.5023 | 0.069129 |
31 | -0.215219 | -1.6671 | 0.050355 |
32 | -0.236431 | -1.8314 | 0.036004 |
33 | -0.255429 | -1.9785 | 0.026232 |
34 | -0.272969 | -2.1144 | 0.019322 |
35 | -0.292845 | -2.2684 | 0.013459 |
36 | -0.309673 | -2.3987 | 0.009789 |
37 | -0.331631 | -2.5688 | 0.006355 |
38 | -0.349692 | -2.7087 | 0.004395 |
39 | -0.359162 | -2.7821 | 0.003605 |
40 | -0.369477 | -2.862 | 0.002894 |
41 | -0.376678 | -2.9177 | 0.002478 |
42 | -0.383288 | -2.9689 | 0.002145 |
43 | -0.390583 | -3.0254 | 0.001826 |
44 | -0.397448 | -3.0786 | 0.001567 |
45 | -0.401327 | -3.1087 | 0.001436 |
46 | -0.405503 | -3.141 | 0.001307 |
47 | -0.400683 | -3.1037 | 0.001457 |
48 | -0.388203 | -3.007 | 0.001925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944857 | 7.3188 | 0 |
2 | -0.028133 | -0.2179 | 0.414117 |
3 | -0.028984 | -0.2245 | 0.411562 |
4 | -0.037984 | -0.2942 | 0.384803 |
5 | -0.032207 | -0.2495 | 0.401922 |
6 | -0.035687 | -0.2764 | 0.391585 |
7 | -0.049777 | -0.3856 | 0.35059 |
8 | -0.05089 | -0.3942 | 0.347418 |
9 | -0.002568 | -0.0199 | 0.492098 |
10 | -0.038805 | -0.3006 | 0.382387 |
11 | 0.108479 | 0.8403 | 0.202046 |
12 | -0.013156 | -0.1019 | 0.459585 |
13 | -0.096213 | -0.7453 | 0.229512 |
14 | -0.016292 | -0.1262 | 0.45 |
15 | 0.022009 | 0.1705 | 0.432602 |
16 | -0.049109 | -0.3804 | 0.352498 |
17 | -0.012054 | -0.0934 | 0.46296 |
18 | -0.036034 | -0.2791 | 0.390557 |
19 | -0.036878 | -0.2857 | 0.388064 |
20 | -0.035451 | -0.2746 | 0.392282 |
21 | 0.009507 | 0.0736 | 0.47077 |
22 | -0.037032 | -0.2868 | 0.387608 |
23 | 0.040927 | 0.317 | 0.376165 |
24 | 0.031878 | 0.2469 | 0.402903 |
25 | -0.046895 | -0.3632 | 0.358849 |
26 | -0.033625 | -0.2605 | 0.3977 |
27 | -0.057108 | -0.4424 | 0.329911 |
28 | -0.028525 | -0.221 | 0.412939 |
29 | -0.019445 | -0.1506 | 0.440389 |
30 | -0.03742 | -0.2899 | 0.386463 |
31 | -0.02519 | -0.1951 | 0.422979 |
32 | -0.033586 | -0.2602 | 0.397816 |
33 | -9e-05 | -7e-04 | 0.499722 |
34 | 0.000323 | 0.0025 | 0.499005 |
35 | -0.07458 | -0.5777 | 0.282816 |
36 | -0.017866 | -0.1384 | 0.445197 |
37 | -0.079346 | -0.6146 | 0.270568 |
38 | -0.004092 | -0.0317 | 0.487411 |
39 | 0.046813 | 0.3626 | 0.359083 |
40 | -0.044656 | -0.3459 | 0.365312 |
41 | -0.013116 | -0.1016 | 0.459709 |
42 | -0.02965 | -0.2297 | 0.409564 |
43 | -0.033686 | -0.2609 | 0.39752 |
44 | -0.022542 | -0.1746 | 0.430986 |
45 | -0.023369 | -0.181 | 0.428483 |
46 | -0.027884 | -0.216 | 0.414864 |
47 | 0.047282 | 0.3662 | 0.357736 |
48 | 0.046326 | 0.3588 | 0.360487 |