Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.938127 | 7.2667 | 0 |
2 | 0.876793 | 6.7916 | 0 |
3 | 0.818625 | 6.341 | 0 |
4 | 0.76078 | 5.893 | 0 |
5 | 0.70366 | 5.4505 | 0 |
6 | 0.644973 | 4.9959 | 3e-06 |
7 | 0.588474 | 4.5583 | 1.3e-05 |
8 | 0.529588 | 4.1022 | 6.3e-05 |
9 | 0.469015 | 3.633 | 0.000291 |
10 | 0.408258 | 3.1623 | 0.001228 |
11 | 0.350948 | 2.7184 | 0.004282 |
12 | 0.310506 | 2.4052 | 0.009633 |
13 | 0.267485 | 2.0719 | 0.021289 |
14 | 0.226729 | 1.7562 | 0.042075 |
15 | 0.187137 | 1.4496 | 0.076194 |
16 | 0.149713 | 1.1597 | 0.125388 |
17 | 0.120931 | 0.9367 | 0.176327 |
18 | 0.09378 | 0.7264 | 0.235204 |
19 | 0.065464 | 0.5071 | 0.306978 |
20 | 0.036887 | 0.2857 | 0.388036 |
21 | 0.010806 | 0.0837 | 0.466785 |
22 | -0.012077 | -0.0935 | 0.46289 |
23 | -0.026059 | -0.2019 | 0.420358 |
24 | -0.040232 | -0.3116 | 0.3782 |
25 | -0.055652 | -0.4311 | 0.333978 |
26 | -0.068402 | -0.5298 | 0.299089 |
27 | -0.07864 | -0.6091 | 0.272366 |
28 | -0.09681 | -0.7499 | 0.228127 |
29 | -0.113956 | -0.8827 | 0.190461 |
30 | -0.135588 | -1.0503 | 0.148906 |
31 | -0.154724 | -1.1985 | 0.11772 |
32 | -0.177498 | -1.3749 | 0.087138 |
33 | -0.200192 | -1.5507 | 0.063119 |
34 | -0.2293 | -1.7762 | 0.040389 |
35 | -0.256323 | -1.9855 | 0.025834 |
36 | -0.279051 | -2.1615 | 0.017328 |
37 | -0.302329 | -2.3418 | 0.011264 |
38 | -0.325675 | -2.5227 | 0.007158 |
39 | -0.341032 | -2.6416 | 0.005253 |
40 | -0.353213 | -2.736 | 0.004084 |
41 | -0.363933 | -2.819 | 0.003258 |
42 | -0.376309 | -2.9149 | 0.002498 |
43 | -0.389828 | -3.0196 | 0.001857 |
44 | -0.401984 | -3.1138 | 0.001415 |
45 | -0.406591 | -3.1494 | 0.001275 |
46 | -0.408785 | -3.1664 | 0.001213 |
47 | -0.407079 | -3.1532 | 0.001261 |
48 | -0.400543 | -3.1026 | 0.001462 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.938127 | 7.2667 | 0 |
2 | -0.027424 | -0.2124 | 0.416248 |
3 | -0.00624 | -0.0483 | 0.480806 |
4 | -0.029125 | -0.2256 | 0.411139 |
5 | -0.026148 | -0.2025 | 0.420088 |
6 | -0.04647 | -0.36 | 0.360073 |
7 | -0.017103 | -0.1325 | 0.447523 |
8 | -0.056093 | -0.4345 | 0.332745 |
9 | -0.051909 | -0.4021 | 0.344526 |
10 | -0.043904 | -0.3401 | 0.367491 |
11 | -0.014445 | -0.1119 | 0.455642 |
12 | 0.09925 | 0.7688 | 0.222518 |
13 | -0.051555 | -0.3993 | 0.345528 |
14 | -0.009731 | -0.0754 | 0.470083 |
15 | -0.025468 | -0.1973 | 0.422141 |
16 | -0.014711 | -0.114 | 0.454828 |
17 | 0.036692 | 0.2842 | 0.388611 |
18 | -0.011605 | -0.0899 | 0.464337 |
19 | -0.044469 | -0.3445 | 0.365854 |
20 | -0.036883 | -0.2857 | 0.388048 |
21 | -0.012857 | -0.0996 | 0.4605 |
22 | -4.4e-05 | -3e-04 | 0.499864 |
23 | 0.064635 | 0.5007 | 0.309221 |
24 | -0.033258 | -0.2576 | 0.398792 |
25 | -0.030534 | -0.2365 | 0.40692 |
26 | -0.003733 | -0.0289 | 0.488513 |
27 | 0.004737 | 0.0367 | 0.485425 |
28 | -0.073314 | -0.5679 | 0.286115 |
29 | -0.018141 | -0.1405 | 0.444359 |
30 | -0.078435 | -0.6076 | 0.272888 |
31 | -0.01364 | -0.1057 | 0.458104 |
32 | -0.057992 | -0.4492 | 0.327452 |
33 | -0.017973 | -0.1392 | 0.444871 |
34 | -0.075541 | -0.5851 | 0.280324 |
35 | -0.027292 | -0.2114 | 0.416645 |
36 | -0.0061 | -0.0473 | 0.481235 |
37 | -0.028261 | -0.2189 | 0.413732 |
38 | -0.03179 | -0.2462 | 0.403167 |
39 | 0.024273 | 0.188 | 0.425749 |
40 | -0.006641 | -0.0514 | 0.479571 |
41 | -0.03394 | -0.2629 | 0.396764 |
42 | -0.038745 | -0.3001 | 0.382562 |
43 | -0.054645 | -0.4233 | 0.336803 |
44 | -0.035028 | -0.2713 | 0.393536 |
45 | 0.014587 | 0.113 | 0.455207 |
46 | -0.014951 | -0.1158 | 0.454096 |
47 | 0.005442 | 0.0422 | 0.483259 |
48 | 0.007814 | 0.0605 | 0.475968 |