Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.968917 | 8.2215 | 0 |
2 | 0.919989 | 7.8064 | 0 |
3 | 0.866289 | 7.3507 | 0 |
4 | 0.799722 | 6.7859 | 0 |
5 | 0.727761 | 6.1753 | 0 |
6 | 0.661195 | 5.6104 | 0 |
7 | 0.605234 | 5.1356 | 1e-06 |
8 | 0.555914 | 4.7171 | 6e-06 |
9 | 0.512819 | 4.3514 | 2.2e-05 |
10 | 0.474128 | 4.0231 | 7e-05 |
11 | 0.433362 | 3.6772 | 0.000226 |
12 | 0.393703 | 3.3407 | 0.000664 |
13 | 0.351253 | 2.9805 | 0.001961 |
14 | 0.308573 | 2.6183 | 0.005383 |
15 | 0.269214 | 2.2844 | 0.01265 |
16 | 0.232551 | 1.9733 | 0.026152 |
17 | 0.199025 | 1.6888 | 0.047794 |
18 | 0.167043 | 1.4174 | 0.080338 |
19 | 0.135984 | 1.1539 | 0.126187 |
20 | 0.101235 | 0.859 | 0.196593 |
21 | 0.062337 | 0.5289 | 0.299236 |
22 | 0.014538 | 0.1234 | 0.451082 |
23 | -0.040523 | -0.3438 | 0.365982 |
24 | -0.094961 | -0.8058 | 0.211513 |
25 | -0.154565 | -1.3115 | 0.096924 |
26 | -0.219517 | -1.8627 | 0.033295 |
27 | -0.278659 | -2.3645 | 0.010377 |
28 | -0.324936 | -2.7572 | 0.003692 |
29 | -0.365633 | -3.1025 | 0.00137 |
30 | -0.402779 | -3.4177 | 0.000521 |
31 | -0.421319 | -3.575 | 0.000315 |
32 | -0.434625 | -3.6879 | 0.000218 |
33 | -0.44332 | -3.7617 | 0.00017 |
34 | -0.43772 | -3.7142 | 2e-04 |
35 | -0.425802 | -3.6131 | 0.000278 |
36 | -0.412824 | -3.5029 | 0.000397 |
37 | -0.397356 | -3.3717 | 0.000602 |
38 | -0.381911 | -3.2406 | 0.000904 |
39 | -0.36718 | -3.1156 | 0.001318 |
40 | -0.352012 | -2.9869 | 0.001925 |
41 | -0.338757 | -2.8744 | 0.002659 |
42 | -0.328661 | -2.7888 | 0.003382 |
43 | -0.317043 | -2.6902 | 0.004435 |
44 | -0.305655 | -2.5936 | 0.005749 |
45 | -0.290302 | -2.4633 | 0.008079 |
46 | -0.273289 | -2.3189 | 0.01162 |
47 | -0.254201 | -2.157 | 0.017174 |
48 | -0.237027 | -2.0112 | 0.024022 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.968917 | 8.2215 | 0 |
2 | -0.307387 | -2.6083 | 0.005529 |
3 | -0.023016 | -0.1953 | 0.422856 |
4 | -0.239215 | -2.0298 | 0.023036 |
5 | -0.0155 | -0.1315 | 0.447865 |
6 | 0.080041 | 0.6792 | 0.249605 |
7 | 0.141423 | 1.2 | 0.117033 |
8 | 0.008534 | 0.0724 | 0.471238 |
9 | -1.6e-05 | -1e-04 | 0.499947 |
10 | -0.075685 | -0.6422 | 0.261388 |
11 | -0.126746 | -1.0755 | 0.142877 |
12 | 0.019959 | 0.1694 | 0.432996 |
13 | -0.075193 | -0.638 | 0.262739 |
14 | 0.06366 | 0.5402 | 0.295371 |
15 | 0.038125 | 0.3235 | 0.373627 |
16 | 0.009618 | 0.0816 | 0.467591 |
17 | -0.022597 | -0.1917 | 0.424242 |
18 | -0.070753 | -0.6004 | 0.275076 |
19 | -0.06697 | -0.5683 | 0.285814 |
20 | -0.118109 | -1.0022 | 0.159805 |
21 | -0.043332 | -0.3677 | 0.357092 |
22 | -0.165343 | -1.403 | 0.082459 |
23 | -0.035831 | -0.304 | 0.380987 |
24 | 0.030424 | 0.2582 | 0.398512 |
25 | -0.126374 | -1.0723 | 0.143579 |
26 | -0.116342 | -0.9872 | 0.163428 |
27 | -0.002343 | -0.0199 | 0.492096 |
28 | 0.09861 | 0.8367 | 0.202755 |
29 | -0.050876 | -0.4317 | 0.333626 |
30 | -0.040323 | -0.3421 | 0.366618 |
31 | 0.17378 | 1.4746 | 0.072343 |
32 | -0.137819 | -1.1694 | 0.123043 |
33 | 0.085606 | 0.7264 | 0.234976 |
34 | 0.140844 | 1.1951 | 0.117985 |
35 | 0.008791 | 0.0746 | 0.470371 |
36 | -0.029031 | -0.2463 | 0.403061 |
37 | 0.002756 | 0.0234 | 0.490702 |
38 | -0.088406 | -0.7501 | 0.227805 |
39 | 0.018812 | 0.1596 | 0.436811 |
40 | 0.064129 | 0.5442 | 0.29401 |
41 | -0.050398 | -0.4276 | 0.335095 |
42 | 0.036368 | 0.3086 | 0.379261 |
43 | 0.013199 | 0.112 | 0.455568 |
44 | -0.039225 | -0.3328 | 0.370112 |
45 | 0.128423 | 1.0897 | 0.139738 |
46 | -0.045894 | -0.3894 | 0.349057 |
47 | 0.050986 | 0.4326 | 0.333288 |
48 | -0.129883 | -1.1021 | 0.137045 |