Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940304 | 7.2836 | 0 |
2 | 0.882535 | 6.8361 | 0 |
3 | 0.828099 | 6.4144 | 0 |
4 | 0.781962 | 6.0571 | 0 |
5 | 0.73242 | 5.6733 | 0 |
6 | 0.679087 | 5.2602 | 1e-06 |
7 | 0.621266 | 4.8123 | 5e-06 |
8 | 0.556831 | 4.3132 | 3e-05 |
9 | 0.508084 | 3.9356 | 0.000109 |
10 | 0.465017 | 3.602 | 0.000321 |
11 | 0.426781 | 3.3058 | 0.000801 |
12 | 0.387463 | 3.0013 | 0.001957 |
13 | 0.344563 | 2.669 | 0.004886 |
14 | 0.299113 | 2.3169 | 0.011969 |
15 | 0.254437 | 1.9709 | 0.026679 |
16 | 0.223758 | 1.7332 | 0.044097 |
17 | 0.193607 | 1.4997 | 0.069472 |
18 | 0.160856 | 1.246 | 0.108806 |
19 | 0.124769 | 0.9665 | 0.168847 |
20 | 0.085974 | 0.666 | 0.253997 |
21 | 0.050364 | 0.3901 | 0.348917 |
22 | 0.01473 | 0.1141 | 0.454771 |
23 | -0.013836 | -0.1072 | 0.457505 |
24 | -0.044218 | -0.3425 | 0.366583 |
25 | -0.078882 | -0.611 | 0.271747 |
26 | -0.117199 | -0.9078 | 0.183804 |
27 | -0.155774 | -1.2066 | 0.116157 |
28 | -0.18946 | -1.4676 | 0.073725 |
29 | -0.21124 | -1.6363 | 0.05351 |
30 | -0.233326 | -1.8073 | 0.037862 |
31 | -0.259271 | -2.0083 | 0.024559 |
32 | -0.286306 | -2.2177 | 0.015186 |
33 | -0.301788 | -2.3376 | 0.01138 |
34 | -0.311658 | -2.4141 | 0.009421 |
35 | -0.320615 | -2.4835 | 0.007911 |
36 | -0.332547 | -2.5759 | 0.006239 |
37 | -0.345527 | -2.6764 | 0.00479 |
38 | -0.361637 | -2.8012 | 0.003421 |
39 | -0.370497 | -2.8699 | 0.002832 |
40 | -0.378876 | -2.9348 | 0.002362 |
41 | -0.381118 | -2.9521 | 0.002249 |
42 | -0.384131 | -2.9755 | 0.002106 |
43 | -0.389444 | -3.0166 | 0.001873 |
44 | -0.395497 | -3.0635 | 0.001637 |
45 | -0.403596 | -3.1262 | 0.001365 |
46 | -0.397725 | -3.0808 | 0.001557 |
47 | -0.388712 | -3.011 | 0.001903 |
48 | -0.378322 | -2.9305 | 0.002391 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940304 | 7.2836 | 0 |
2 | -0.014126 | -0.1094 | 0.456618 |
3 | -0.001649 | -0.0128 | 0.494926 |
4 | 0.042713 | 0.3309 | 0.370953 |
5 | -0.052734 | -0.4085 | 0.34219 |
6 | -0.058573 | -0.4537 | 0.32584 |
7 | -0.068187 | -0.5282 | 0.299662 |
8 | -0.099907 | -0.7739 | 0.221022 |
9 | 0.089048 | 0.6898 | 0.246501 |
10 | 0.014917 | 0.1155 | 0.454198 |
11 | 0.015485 | 0.1199 | 0.452462 |
12 | -0.010708 | -0.0829 | 0.467087 |
13 | -0.056146 | -0.4349 | 0.332597 |
14 | -0.056577 | -0.4382 | 0.331391 |
15 | -0.041682 | -0.3229 | 0.373959 |
16 | 0.062625 | 0.4851 | 0.31469 |
17 | -0.012793 | -0.0991 | 0.460697 |
18 | -0.036263 | -0.2809 | 0.389879 |
19 | -0.031656 | -0.2452 | 0.403568 |
20 | -0.056985 | -0.4414 | 0.330253 |
21 | -0.020491 | -0.1587 | 0.437209 |
22 | -0.053015 | -0.4107 | 0.341394 |
23 | 0.009416 | 0.0729 | 0.471051 |
24 | -0.018217 | -0.1411 | 0.444128 |
25 | -0.05817 | -0.4506 | 0.326956 |
26 | -0.057519 | -0.4455 | 0.328767 |
27 | -0.054747 | -0.4241 | 0.336517 |
28 | -0.024778 | -0.1919 | 0.424222 |
29 | 0.058765 | 0.4552 | 0.325308 |
30 | -0.038925 | -0.3015 | 0.382032 |
31 | -0.03468 | -0.2686 | 0.394567 |
32 | -0.031301 | -0.2425 | 0.404627 |
33 | 0.047842 | 0.3706 | 0.356128 |
34 | -0.000962 | -0.0075 | 0.497039 |
35 | -0.040967 | -0.3173 | 0.376047 |
36 | -0.051111 | -0.3959 | 0.34679 |
37 | -0.023079 | -0.1788 | 0.429361 |
38 | -0.051541 | -0.3992 | 0.345569 |
39 | 0.02169 | 0.168 | 0.433572 |
40 | -0.051189 | -0.3965 | 0.346568 |
41 | 0.02684 | 0.2079 | 0.418005 |
42 | -0.021596 | -0.1673 | 0.433857 |
43 | -0.036432 | -0.2822 | 0.38938 |
44 | -0.019149 | -0.1483 | 0.44129 |
45 | -0.064883 | -0.5026 | 0.308549 |
46 | 0.06353 | 0.4921 | 0.312221 |
47 | 0.006116 | 0.0474 | 0.481187 |
48 | -0.001693 | -0.0131 | 0.494791 |