Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.919875 | 7.1253 | 0 |
2 | 0.855457 | 6.6263 | 0 |
3 | 0.796633 | 6.1707 | 0 |
4 | 0.742232 | 5.7493 | 0 |
5 | 0.683341 | 5.2931 | 1e-06 |
6 | 0.611759 | 4.7387 | 7e-06 |
7 | 0.540121 | 4.1838 | 4.7e-05 |
8 | 0.475381 | 3.6823 | 0.000249 |
9 | 0.413537 | 3.2032 | 0.001088 |
10 | 0.352782 | 2.7326 | 0.004121 |
11 | 0.288504 | 2.2347 | 0.014585 |
12 | 0.220643 | 1.7091 | 0.046301 |
13 | 0.15251 | 1.1813 | 0.121066 |
14 | 0.071932 | 0.5572 | 0.289737 |
15 | 0.003449 | 0.0267 | 0.489388 |
16 | -0.054505 | -0.4222 | 0.337197 |
17 | -0.117703 | -0.9117 | 0.182782 |
18 | -0.18225 | -1.4117 | 0.081601 |
19 | -0.258371 | -2.0013 | 0.024943 |
20 | -0.31952 | -2.475 | 0.008083 |
21 | -0.370596 | -2.8706 | 0.002826 |
22 | -0.410553 | -3.1801 | 0.001165 |
23 | -0.443419 | -3.4347 | 0.000541 |
24 | -0.472484 | -3.6598 | 0.000267 |
25 | -0.482607 | -3.7383 | 0.000208 |
26 | -0.476145 | -3.6882 | 0.000244 |
27 | -0.460525 | -3.5672 | 0.000358 |
28 | -0.44972 | -3.4835 | 0.000465 |
29 | -0.438734 | -3.3984 | 0.000605 |
30 | -0.417757 | -3.2359 | 0.000988 |
31 | -0.398905 | -3.0899 | 0.001517 |
32 | -0.376287 | -2.9147 | 0.002499 |
33 | -0.349353 | -2.7061 | 0.004426 |
34 | -0.318167 | -2.4645 | 0.008301 |
35 | -0.288892 | -2.2377 | 0.014481 |
36 | -0.268687 | -2.0812 | 0.020844 |
37 | -0.240954 | -1.8664 | 0.033436 |
38 | -0.20652 | -1.5997 | 0.05746 |
39 | -0.171075 | -1.3251 | 0.095074 |
40 | -0.140702 | -1.0899 | 0.140063 |
41 | -0.120609 | -0.9342 | 0.176965 |
42 | -0.095896 | -0.7428 | 0.230247 |
43 | -0.019005 | -0.1472 | 0.441729 |
44 | 0.016166 | 0.1252 | 0.450384 |
45 | 0.04269 | 0.3307 | 0.371021 |
46 | 0.052359 | 0.4056 | 0.343249 |
47 | 0.056988 | 0.4414 | 0.330245 |
48 | 0.060221 | 0.4665 | 0.321285 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.919875 | 7.1253 | 0 |
2 | 0.060366 | 0.4676 | 0.320885 |
3 | 0.011044 | 0.0855 | 0.466056 |
4 | 0.003679 | 0.0285 | 0.48868 |
5 | -0.053051 | -0.4109 | 0.341294 |
6 | -0.120232 | -0.9313 | 0.177712 |
7 | -0.062065 | -0.4808 | 0.316221 |
8 | -0.011126 | -0.0862 | 0.465804 |
9 | -0.022185 | -0.1718 | 0.432068 |
10 | -0.025878 | -0.2005 | 0.420902 |
11 | -0.054963 | -0.4257 | 0.335911 |
12 | -0.075362 | -0.5838 | 0.280787 |
13 | -0.070223 | -0.5439 | 0.294246 |
14 | -0.152959 | -1.1848 | 0.120381 |
15 | -0.013213 | -0.1023 | 0.459411 |
16 | 0.015342 | 0.1188 | 0.452899 |
17 | -0.076169 | -0.59 | 0.278702 |
18 | -0.070073 | -0.5428 | 0.294646 |
19 | -0.150844 | -1.1684 | 0.123627 |
20 | -0.028738 | -0.2226 | 0.412299 |
21 | -0.029038 | -0.2249 | 0.411399 |
22 | 0.013767 | 0.1066 | 0.457716 |
23 | 0.016117 | 0.1248 | 0.450534 |
24 | -0.006114 | -0.0474 | 0.481192 |
25 | 0.0695 | 0.5383 | 0.296166 |
26 | 0.072193 | 0.5592 | 0.289053 |
27 | 0.056833 | 0.4402 | 0.330679 |
28 | -0.042265 | -0.3274 | 0.372258 |
29 | -0.029518 | -0.2286 | 0.409961 |
30 | 0.040793 | 0.316 | 0.376558 |
31 | -0.041795 | -0.3237 | 0.373629 |
32 | 0.00134 | 0.0104 | 0.495875 |
33 | -0.002288 | -0.0177 | 0.49296 |
34 | 0.005449 | 0.0422 | 0.483237 |
35 | -0.03158 | -0.2446 | 0.403792 |
36 | -0.099723 | -0.7725 | 0.221439 |
37 | 0.00224 | 0.0174 | 0.493107 |
38 | -0.013305 | -0.1031 | 0.459128 |
39 | -0.017646 | -0.1367 | 0.445867 |
40 | -0.036389 | -0.2819 | 0.389508 |
41 | -0.073413 | -0.5687 | 0.285856 |
42 | -0.017252 | -0.1336 | 0.447069 |
43 | 0.320111 | 2.4796 | 0.00799 |
44 | -0.184147 | -1.4264 | 0.079468 |
45 | -0.055939 | -0.4333 | 0.333175 |
46 | -0.095917 | -0.743 | 0.230199 |
47 | -0.079654 | -0.617 | 0.269786 |
48 | -0.067219 | -0.5207 | 0.302254 |