Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952871 | 8.785 | 0 |
2 | 0.904275 | 8.337 | 0 |
3 | 0.846915 | 7.8082 | 0 |
4 | 0.77696 | 7.1632 | 0 |
5 | 0.694192 | 6.4001 | 0 |
6 | 0.619097 | 5.7078 | 0 |
7 | 0.527759 | 4.8657 | 3e-06 |
8 | 0.429607 | 3.9608 | 7.7e-05 |
9 | 0.334033 | 3.0796 | 0.001396 |
10 | 0.227725 | 2.0995 | 0.019368 |
11 | 0.116722 | 1.0761 | 0.142458 |
12 | 0.000911 | 0.0084 | 0.496658 |
13 | -0.09476 | -0.8736 | 0.192386 |
14 | -0.182351 | -1.6812 | 0.048198 |
15 | -0.262113 | -2.4166 | 0.008904 |
16 | -0.339965 | -3.1343 | 0.001182 |
17 | -0.400874 | -3.6959 | 0.000194 |
18 | -0.464188 | -4.2796 | 2.4e-05 |
19 | -0.512411 | -4.7242 | 5e-06 |
20 | -0.542394 | -5.0006 | 2e-06 |
21 | -0.571121 | -5.2655 | 1e-06 |
22 | -0.581495 | -5.3611 | 0 |
23 | -0.575056 | -5.3018 | 0 |
24 | -0.558348 | -5.1477 | 1e-06 |
25 | -0.521472 | -4.8077 | 3e-06 |
26 | -0.478139 | -4.4082 | 1.5e-05 |
27 | -0.432755 | -3.9898 | 7e-05 |
28 | -0.368474 | -3.3972 | 0.000519 |
29 | -0.294241 | -2.7128 | 0.004038 |
30 | -0.221781 | -2.0447 | 0.021988 |
31 | -0.143951 | -1.3272 | 0.094004 |
32 | -0.066476 | -0.6129 | 0.270797 |
33 | 0.003055 | 0.0282 | 0.488796 |
34 | 0.070823 | 0.653 | 0.257772 |
35 | 0.133406 | 1.2299 | 0.111056 |
36 | 0.181571 | 1.674 | 0.048903 |
37 | 0.227804 | 2.1002 | 0.019335 |
38 | 0.272157 | 2.5092 | 0.007 |
39 | 0.309142 | 2.8501 | 0.002741 |
40 | 0.334528 | 3.0842 | 0.001377 |
41 | 0.348155 | 3.2098 | 0.000937 |
42 | 0.350223 | 3.2289 | 0.000883 |
43 | 0.34669 | 3.1963 | 0.000977 |
44 | 0.329465 | 3.0375 | 0.001584 |
45 | 0.313313 | 2.8886 | 0.002454 |
46 | 0.288172 | 2.6568 | 0.00471 |
47 | 0.259461 | 2.3921 | 0.009478 |
48 | 0.228607 | 2.1077 | 0.019003 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952871 | 8.785 | 0 |
2 | -0.040078 | -0.3695 | 0.356337 |
3 | -0.120648 | -1.1123 | 0.134568 |
4 | -0.16796 | -1.5485 | 0.062607 |
5 | -0.177257 | -1.6342 | 0.052955 |
6 | 0.05602 | 0.5165 | 0.303432 |
7 | -0.194921 | -1.7971 | 0.037937 |
8 | -0.131003 | -1.2078 | 0.115239 |
9 | -0.032209 | -0.297 | 0.383614 |
10 | -0.189171 | -1.7441 | 0.042381 |
11 | -0.104123 | -0.96 | 0.169897 |
12 | -0.196239 | -1.8092 | 0.036975 |
13 | 0.143708 | 1.3249 | 0.094373 |
14 | 0.075502 | 0.6961 | 0.244134 |
15 | -0.040849 | -0.3766 | 0.353702 |
16 | -0.102071 | -0.941 | 0.174674 |
17 | 0.027948 | 0.2577 | 0.398641 |
18 | -0.087681 | -0.8084 | 0.210564 |
19 | 0.022771 | 0.2099 | 0.41711 |
20 | 0.074673 | 0.6884 | 0.246523 |
21 | -0.101069 | -0.9318 | 0.177037 |
22 | 0.10126 | 0.9336 | 0.176584 |
23 | -0.015247 | -0.1406 | 0.444271 |
24 | -0.01849 | -0.1705 | 0.432524 |
25 | 0.236285 | 2.1784 | 0.016071 |
26 | -0.086391 | -0.7965 | 0.213985 |
27 | 0.019576 | 0.1805 | 0.428604 |
28 | 0.129111 | 1.1903 | 0.118613 |
29 | 0.039886 | 0.3677 | 0.356995 |
30 | -0.002093 | -0.0193 | 0.492326 |
31 | -0.046429 | -0.4281 | 0.334846 |
32 | -0.024536 | -0.2262 | 0.41079 |
33 | -0.047243 | -0.4356 | 0.332131 |
34 | -0.08282 | -0.7636 | 0.22362 |
35 | -0.065384 | -0.6028 | 0.274121 |
36 | -0.090464 | -0.834 | 0.203299 |
37 | 0.040741 | 0.3756 | 0.35407 |
38 | 0.063834 | 0.5885 | 0.278872 |
39 | -0.030257 | -0.279 | 0.390478 |
40 | -0.062622 | -0.5773 | 0.282616 |
41 | 0.037137 | 0.3424 | 0.366454 |
42 | -0.085825 | -0.7913 | 0.215494 |
43 | 0.067995 | 0.6269 | 0.266209 |
44 | -0.023455 | -0.2162 | 0.414658 |
45 | 0.026846 | 0.2475 | 0.402556 |
46 | 0.029753 | 0.2743 | 0.392258 |
47 | 0.033981 | 0.3133 | 0.377414 |
48 | -0.004415 | -0.0407 | 0.483812 |