Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.927147 | 7.8671 | 0 |
2 | 0.858438 | 7.2841 | 0 |
3 | 0.78856 | 6.6912 | 0 |
4 | 0.735124 | 6.2377 | 0 |
5 | 0.690277 | 5.8572 | 0 |
6 | 0.653746 | 5.5472 | 0 |
7 | 0.621549 | 5.274 | 1e-06 |
8 | 0.591575 | 5.0197 | 2e-06 |
9 | 0.555176 | 4.7108 | 6e-06 |
10 | 0.493468 | 4.1872 | 3.9e-05 |
11 | 0.42856 | 3.6365 | 0.000258 |
12 | 0.355917 | 3.0201 | 0.001748 |
13 | 0.33483 | 2.8411 | 0.002921 |
14 | 0.302578 | 2.5675 | 0.006161 |
15 | 0.279261 | 2.3696 | 0.010245 |
16 | 0.246961 | 2.0955 | 0.01982 |
17 | 0.213312 | 1.81 | 0.037233 |
18 | 0.18277 | 1.5509 | 0.062661 |
19 | 0.155553 | 1.3199 | 0.095523 |
20 | 0.131327 | 1.1143 | 0.134418 |
21 | 0.109672 | 0.9306 | 0.177586 |
22 | 0.08719 | 0.7398 | 0.230904 |
23 | 0.068436 | 0.5807 | 0.281628 |
24 | 0.047556 | 0.4035 | 0.343878 |
25 | 0.01855 | 0.1574 | 0.437685 |
26 | -0.010644 | -0.0903 | 0.464142 |
27 | -0.050984 | -0.4326 | 0.333294 |
28 | -0.070724 | -0.6001 | 0.275159 |
29 | -0.092713 | -0.7867 | 0.21702 |
30 | -0.117706 | -0.9988 | 0.160625 |
31 | -0.142075 | -1.2056 | 0.115969 |
32 | -0.160572 | -1.3625 | 0.088644 |
33 | -0.17682 | -1.5004 | 0.068945 |
34 | -0.1908 | -1.619 | 0.054911 |
35 | -0.20709 | -1.7572 | 0.041566 |
36 | -0.224313 | -1.9034 | 0.030496 |
37 | -0.240974 | -2.0447 | 0.022269 |
38 | -0.262322 | -2.2259 | 0.014577 |
39 | -0.284061 | -2.4103 | 0.009247 |
40 | -0.311715 | -2.645 | 0.005012 |
41 | -0.327551 | -2.7794 | 0.003472 |
42 | -0.337185 | -2.8611 | 0.002761 |
43 | -0.344452 | -2.9228 | 0.002317 |
44 | -0.350961 | -2.978 | 0.001976 |
45 | -0.356182 | -3.0223 | 0.001736 |
46 | -0.35258 | -2.9917 | 0.001898 |
47 | -0.356294 | -3.0233 | 0.001732 |
48 | -0.358887 | -3.0453 | 0.001623 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.927147 | 7.8671 | 0 |
2 | -0.00829 | -0.0703 | 0.472059 |
3 | -0.044527 | -0.3778 | 0.353338 |
4 | 0.07787 | 0.6607 | 0.255441 |
5 | 0.03614 | 0.3067 | 0.379994 |
6 | 0.03348 | 0.2841 | 0.388578 |
7 | 0.022092 | 0.1875 | 0.425916 |
8 | 0.00948 | 0.0804 | 0.468055 |
9 | -0.049061 | -0.4163 | 0.339215 |
10 | -0.193503 | -1.6419 | 0.052483 |
11 | -0.061787 | -0.5243 | 0.300847 |
12 | -0.102392 | -0.8688 | 0.193915 |
13 | 0.295374 | 2.5063 | 0.007229 |
14 | -0.117952 | -1.0009 | 0.160124 |
15 | 0.005134 | 0.0436 | 0.482686 |
16 | -0.056667 | -0.4808 | 0.316045 |
17 | -0.02936 | -0.2491 | 0.401986 |
18 | 0.041523 | 0.3523 | 0.362808 |
19 | 0.039537 | 0.3355 | 0.369117 |
20 | 0.031301 | 0.2656 | 0.395654 |
21 | -0.012074 | -0.1025 | 0.45934 |
22 | -0.13569 | -1.1514 | 0.126695 |
23 | 0.023508 | 0.1995 | 0.421229 |
24 | -0.082732 | -0.702 | 0.242469 |
25 | 0.07664 | 0.6503 | 0.25878 |
26 | -0.101751 | -0.8634 | 0.195395 |
27 | -0.096867 | -0.8219 | 0.206912 |
28 | 0.071593 | 0.6075 | 0.272719 |
29 | -0.082711 | -0.7018 | 0.242526 |
30 | -0.032463 | -0.2755 | 0.391876 |
31 | 0.012265 | 0.1041 | 0.4587 |
32 | 0.03053 | 0.2591 | 0.398165 |
33 | 0.020397 | 0.1731 | 0.43154 |
34 | -0.076299 | -0.6474 | 0.259709 |
35 | 0.037312 | 0.3166 | 0.376232 |
36 | -0.056806 | -0.482 | 0.31563 |
37 | -0.015139 | -0.1285 | 0.449072 |
38 | -0.077033 | -0.6537 | 0.25771 |
39 | -0.102037 | -0.8658 | 0.194734 |
40 | 0.028194 | 0.2392 | 0.405801 |
41 | -0.033894 | -0.2876 | 0.38724 |
42 | 0.002842 | 0.0241 | 0.490415 |
43 | -0.018813 | -0.1596 | 0.436808 |
44 | -0.022669 | -0.1923 | 0.424005 |
45 | 0.02906 | 0.2466 | 0.402966 |
46 | 0.03992 | 0.3387 | 0.367899 |
47 | -0.026931 | -0.2285 | 0.409947 |
48 | 0.006459 | 0.0548 | 0.478221 |