Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.93494 | 7.3021 | 0 |
2 | 0.875105 | 6.8348 | 0 |
3 | 0.805881 | 6.2941 | 0 |
4 | 0.743528 | 5.8071 | 0 |
5 | 0.67513 | 5.2729 | 1e-06 |
6 | 0.603615 | 4.7144 | 7e-06 |
7 | 0.557813 | 4.3567 | 2.6e-05 |
8 | 0.523848 | 4.0914 | 6.4e-05 |
9 | 0.49525 | 3.868 | 0.000135 |
10 | 0.464849 | 3.6306 | 0.00029 |
11 | 0.421781 | 3.2942 | 0.000823 |
12 | 0.391486 | 3.0576 | 0.001655 |
13 | 0.345395 | 2.6976 | 0.004509 |
14 | 0.288013 | 2.2495 | 0.014052 |
15 | 0.21782 | 1.7012 | 0.046996 |
16 | 0.161267 | 1.2595 | 0.106318 |
17 | 0.112033 | 0.875 | 0.192502 |
18 | 0.059134 | 0.4618 | 0.322917 |
19 | 0.00531 | 0.0415 | 0.483529 |
20 | -0.027227 | -0.2127 | 0.416154 |
21 | -0.048374 | -0.3778 | 0.35344 |
22 | -0.048941 | -0.3822 | 0.351805 |
23 | -0.063816 | -0.4984 | 0.309991 |
24 | -0.064413 | -0.5031 | 0.30836 |
25 | -0.066382 | -0.5185 | 0.303005 |
26 | -0.08177 | -0.6386 | 0.262723 |
27 | -0.113862 | -0.8893 | 0.18867 |
28 | -0.154408 | -1.206 | 0.116245 |
29 | -0.175712 | -1.3724 | 0.087489 |
30 | -0.190718 | -1.4896 | 0.070747 |
31 | -0.208676 | -1.6298 | 0.054147 |
32 | -0.233533 | -1.8239 | 0.036529 |
33 | -0.256869 | -2.0062 | 0.024637 |
34 | -0.255022 | -1.9918 | 0.025438 |
35 | -0.261448 | -2.042 | 0.022742 |
36 | -0.273524 | -2.1363 | 0.018338 |
37 | -0.30801 | -2.4056 | 0.009596 |
38 | -0.341812 | -2.6696 | 0.004859 |
39 | -0.360462 | -2.8153 | 0.003277 |
40 | -0.385966 | -3.0145 | 0.001874 |
41 | -0.39778 | -3.1068 | 0.001435 |
42 | -0.409538 | -3.1986 | 0.001096 |
43 | -0.39883 | -3.115 | 0.001401 |
44 | -0.388291 | -3.0326 | 0.001778 |
45 | -0.382774 | -2.9896 | 0.002012 |
46 | -0.369352 | -2.8847 | 0.002704 |
47 | -0.349309 | -2.7282 | 0.004154 |
48 | -0.325129 | -2.5393 | 0.006836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.93494 | 7.3021 | 0 |
2 | 0.007882 | 0.0616 | 0.475558 |
3 | -0.104948 | -0.8197 | 0.207798 |
4 | 0.011111 | 0.0868 | 0.465564 |
5 | -0.075573 | -0.5902 | 0.278603 |
6 | -0.076074 | -0.5942 | 0.277301 |
7 | 0.170354 | 1.3305 | 0.094152 |
8 | 0.081124 | 0.6336 | 0.264355 |
9 | -0.005204 | -0.0406 | 0.483855 |
10 | -0.02681 | -0.2094 | 0.41742 |
11 | -0.14682 | -1.1467 | 0.127991 |
12 | 0.045562 | 0.3558 | 0.361591 |
13 | -0.103615 | -0.8093 | 0.210755 |
14 | -0.125013 | -0.9764 | 0.166365 |
15 | -0.098347 | -0.7681 | 0.222691 |
16 | 0.062698 | 0.4897 | 0.313055 |
17 | -0.004224 | -0.033 | 0.486894 |
18 | -0.06327 | -0.4942 | 0.311485 |
19 | -0.073134 | -0.5712 | 0.284982 |
20 | 0.091479 | 0.7145 | 0.23883 |
21 | 0.019549 | 0.1527 | 0.439576 |
22 | 0.131305 | 1.0255 | 0.154583 |
23 | -0.07015 | -0.5479 | 0.292884 |
24 | 0.068058 | 0.5315 | 0.298484 |
25 | -0.012502 | -0.0976 | 0.461268 |
26 | -0.15896 | -1.2415 | 0.109584 |
27 | -0.111164 | -0.8682 | 0.194339 |
28 | -0.02018 | -0.1576 | 0.437642 |
29 | 0.114271 | 0.8925 | 0.187821 |
30 | 0.041899 | 0.3272 | 0.372303 |
31 | -0.034041 | -0.2659 | 0.395619 |
32 | -0.160482 | -1.2534 | 0.107421 |
33 | -0.1057 | -0.8255 | 0.206139 |
34 | 0.046054 | 0.3597 | 0.360158 |
35 | -0.025216 | -0.1969 | 0.422265 |
36 | -0.035613 | -0.2781 | 0.390921 |
37 | -0.182516 | -1.4255 | 0.079555 |
38 | -0.144796 | -1.1309 | 0.131264 |
39 | 0.114115 | 0.8913 | 0.188144 |
40 | 0.04029 | 0.3147 | 0.377042 |
41 | 0.129571 | 1.012 | 0.157772 |
42 | -0.060471 | -0.4723 | 0.319203 |
43 | 0.069616 | 0.5437 | 0.294308 |
44 | -0.039923 | -0.3118 | 0.378124 |
45 | 0.001268 | 0.0099 | 0.496065 |
46 | -0.002667 | -0.0208 | 0.491726 |
47 | 0.029722 | 0.2321 | 0.408605 |
48 | 0.013823 | 0.108 | 0.457191 |