Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.82356 | 6.3793 | 0 |
2 | 0.758969 | 5.8789 | 0 |
3 | 0.736886 | 5.7079 | 0 |
4 | 0.641845 | 4.9717 | 3e-06 |
5 | 0.620666 | 4.8077 | 5e-06 |
6 | 0.612752 | 4.7464 | 7e-06 |
7 | 0.543639 | 4.211 | 4.3e-05 |
8 | 0.517636 | 4.0096 | 8.5e-05 |
9 | 0.499774 | 3.8712 | 0.000135 |
10 | 0.437896 | 3.3919 | 0.000617 |
11 | 0.437217 | 3.3867 | 0.000627 |
12 | 0.460356 | 3.5659 | 0.00036 |
13 | 0.395764 | 3.0656 | 0.001627 |
14 | 0.327254 | 2.5349 | 0.006937 |
15 | 0.272611 | 2.1116 | 0.019446 |
16 | 0.209527 | 1.623 | 0.054918 |
17 | 0.191061 | 1.48 | 0.072059 |
18 | 0.132801 | 1.0287 | 0.153882 |
19 | 0.084188 | 0.6521 | 0.258409 |
20 | 0.048236 | 0.3736 | 0.354996 |
21 | 0.032183 | 0.2493 | 0.401995 |
22 | -0.017938 | -0.1389 | 0.444979 |
23 | -0.046955 | -0.3637 | 0.358676 |
24 | -0.059391 | -0.46 | 0.323575 |
25 | -0.126394 | -0.979 | 0.165744 |
26 | -0.17561 | -1.3603 | 0.089416 |
27 | -0.222113 | -1.7205 | 0.045249 |
28 | -0.267712 | -2.0737 | 0.021205 |
29 | -0.266883 | -2.0673 | 0.021515 |
30 | -0.294091 | -2.278 | 0.013151 |
31 | -0.322505 | -2.4981 | 0.007622 |
32 | -0.332529 | -2.5758 | 0.006241 |
33 | -0.338333 | -2.6207 | 0.00555 |
34 | -0.336599 | -2.6073 | 0.005749 |
35 | -0.344815 | -2.6709 | 0.004861 |
36 | -0.341875 | -2.6482 | 0.005163 |
37 | -0.355517 | -2.7538 | 0.003892 |
38 | -0.345945 | -2.6797 | 0.004749 |
39 | -0.367124 | -2.8437 | 0.003044 |
40 | -0.384383 | -2.9774 | 0.002094 |
41 | -0.339539 | -2.6301 | 0.005415 |
42 | -0.35921 | -2.7824 | 0.003601 |
43 | -0.348734 | -2.7013 | 0.004483 |
44 | -0.317757 | -2.4613 | 0.008367 |
45 | -0.298839 | -2.3148 | 0.012031 |
46 | -0.263039 | -2.0375 | 0.023009 |
47 | -0.233871 | -1.8116 | 0.03753 |
48 | -0.258667 | -2.0036 | 0.024816 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.82356 | 6.3793 | 0 |
2 | 0.250871 | 1.9432 | 0.028342 |
3 | 0.20574 | 1.5937 | 0.058134 |
4 | -0.132474 | -1.0261 | 0.154472 |
5 | 0.116312 | 0.9009 | 0.185609 |
6 | 0.102027 | 0.7903 | 0.216233 |
7 | -0.080547 | -0.6239 | 0.267523 |
8 | 6.7e-05 | 5e-04 | 0.499793 |
9 | 0.032449 | 0.2513 | 0.401201 |
10 | -0.060249 | -0.4667 | 0.321206 |
11 | 0.079962 | 0.6194 | 0.269004 |
12 | 0.1489 | 1.1534 | 0.126665 |
13 | -0.131576 | -1.0192 | 0.156105 |
14 | -0.229698 | -1.7792 | 0.040133 |
15 | -0.127055 | -0.9842 | 0.164494 |
16 | 0.010916 | 0.0846 | 0.46645 |
17 | 0.068686 | 0.532 | 0.298333 |
18 | -0.173207 | -1.3417 | 0.092382 |
19 | -0.041194 | -0.3191 | 0.375383 |
20 | -0.034342 | -0.266 | 0.39557 |
21 | 0.124231 | 0.9623 | 0.169883 |
22 | -0.071744 | -0.5557 | 0.290233 |
23 | -0.073409 | -0.5686 | 0.285868 |
24 | -0.050438 | -0.3907 | 0.348705 |
25 | -0.153201 | -1.1867 | 0.120013 |
26 | -0.035819 | -0.2774 | 0.391194 |
27 | -0.011087 | -0.0859 | 0.465923 |
28 | -0.001424 | -0.011 | 0.495618 |
29 | 0.015227 | 0.1179 | 0.453253 |
30 | -0.041228 | -0.3194 | 0.375285 |
31 | 0.057453 | 0.445 | 0.328949 |
32 | -0.001696 | -0.0131 | 0.494782 |
33 | -0.009133 | -0.0707 | 0.471919 |
34 | 0.018564 | 0.1438 | 0.443072 |
35 | -0.028917 | -0.224 | 0.411763 |
36 | 0.001214 | 0.0094 | 0.496265 |
37 | -0.007651 | -0.0593 | 0.47647 |
38 | 0.101332 | 0.7849 | 0.217796 |
39 | -0.033118 | -0.2565 | 0.39921 |
40 | -0.08481 | -0.6569 | 0.256868 |
41 | 0.107519 | 0.8328 | 0.20412 |
42 | -0.078109 | -0.605 | 0.27372 |
43 | 0.029603 | 0.2293 | 0.409708 |
44 | 0.013998 | 0.1084 | 0.457009 |
45 | 0.074396 | 0.5763 | 0.283294 |
46 | 0.019381 | 0.1501 | 0.440586 |
47 | -0.020382 | -0.1579 | 0.437541 |
48 | -0.146238 | -1.1328 | 0.130912 |