Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947488 | 8.0397 | 0 |
2 | 0.861629 | 7.3112 | 0 |
3 | 0.762459 | 6.4697 | 0 |
4 | 0.664473 | 5.6382 | 0 |
5 | 0.572698 | 4.8595 | 3e-06 |
6 | 0.48462 | 4.1121 | 5.1e-05 |
7 | 0.384415 | 3.2619 | 0.000847 |
8 | 0.281253 | 2.3865 | 0.00982 |
9 | 0.172767 | 1.466 | 0.073504 |
10 | 0.060805 | 0.516 | 0.303735 |
11 | -0.048124 | -0.4083 | 0.342115 |
12 | -0.148699 | -1.2617 | 0.105556 |
13 | -0.241953 | -2.053 | 0.021852 |
14 | -0.324781 | -2.7559 | 0.003705 |
15 | -0.400658 | -3.3997 | 0.000552 |
16 | -0.478458 | -4.0599 | 6.2e-05 |
17 | -0.54561 | -4.6297 | 8e-06 |
18 | -0.584073 | -4.956 | 2e-06 |
19 | -0.602497 | -5.1124 | 1e-06 |
20 | -0.604801 | -5.1319 | 1e-06 |
21 | -0.599933 | -5.0906 | 1e-06 |
22 | -0.598319 | -5.0769 | 1e-06 |
23 | -0.592342 | -5.0262 | 2e-06 |
24 | -0.572094 | -4.8544 | 3e-06 |
25 | -0.534765 | -4.5376 | 1.1e-05 |
26 | -0.479469 | -4.0684 | 6e-05 |
27 | -0.420475 | -3.5678 | 0.000322 |
28 | -0.360667 | -3.0604 | 0.001553 |
29 | -0.30086 | -2.5529 | 0.006402 |
30 | -0.236616 | -2.0078 | 0.024211 |
31 | -0.171929 | -1.4589 | 0.074476 |
32 | -0.100587 | -0.8535 | 0.198105 |
33 | -0.024808 | -0.2105 | 0.416936 |
34 | 0.055408 | 0.4701 | 0.319835 |
35 | 0.128155 | 1.0874 | 0.140237 |
36 | 0.190328 | 1.615 | 0.055344 |
37 | 0.232537 | 1.9731 | 0.026159 |
38 | 0.264912 | 2.2479 | 0.013825 |
39 | 0.292776 | 2.4843 | 0.007654 |
40 | 0.324633 | 2.7546 | 0.003718 |
41 | 0.35294 | 2.9948 | 0.001882 |
42 | 0.371044 | 3.1484 | 0.001195 |
43 | 0.369183 | 3.1326 | 0.001253 |
44 | 0.353125 | 2.9964 | 0.001873 |
45 | 0.330856 | 2.8074 | 0.003211 |
46 | 0.30733 | 2.6078 | 0.005536 |
47 | 0.284544 | 2.4144 | 0.009151 |
48 | 0.264197 | 2.2418 | 0.014029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947488 | 8.0397 | 0 |
2 | -0.353057 | -2.9958 | 0.001876 |
3 | -0.085305 | -0.7238 | 0.235757 |
4 | 0.008547 | 0.0725 | 0.471193 |
5 | -0.008896 | -0.0755 | 0.47002 |
6 | -0.060558 | -0.5138 | 0.304466 |
7 | -0.216818 | -1.8398 | 0.034963 |
8 | -0.023414 | -0.1987 | 0.421539 |
9 | -0.117086 | -0.9935 | 0.161896 |
10 | -0.119407 | -1.0132 | 0.157178 |
11 | -0.066775 | -0.5666 | 0.286372 |
12 | -0.047449 | -0.4026 | 0.34421 |
13 | -0.068837 | -0.5841 | 0.280489 |
14 | -0.058236 | -0.4942 | 0.311351 |
15 | -0.084658 | -0.7183 | 0.237434 |
16 | -0.178216 | -1.5122 | 0.067428 |
17 | 0.00132 | 0.0112 | 0.495549 |
18 | 0.147012 | 1.2474 | 0.10814 |
19 | -0.061571 | -0.5224 | 0.301481 |
20 | -0.058777 | -0.4987 | 0.309743 |
21 | -0.079078 | -0.671 | 0.252185 |
22 | -0.112068 | -0.9509 | 0.17241 |
23 | -0.02732 | -0.2318 | 0.408669 |
24 | 0.005411 | 0.0459 | 0.481754 |
25 | 0.033773 | 0.2866 | 0.387631 |
26 | 0.002021 | 0.0171 | 0.493184 |
27 | -0.140516 | -1.1923 | 0.118525 |
28 | -0.027299 | -0.2316 | 0.408736 |
29 | -0.028952 | -0.2457 | 0.40332 |
30 | 0.028308 | 0.2402 | 0.405429 |
31 | -0.02586 | -0.2194 | 0.413468 |
32 | 0.026355 | 0.2236 | 0.411839 |
33 | -0.023573 | -0.2 | 0.421014 |
34 | 0.028543 | 0.2422 | 0.40466 |
35 | -0.048329 | -0.4101 | 0.341481 |
36 | -0.034328 | -0.2913 | 0.385836 |
37 | -0.092016 | -0.7808 | 0.218746 |
38 | -0.005205 | -0.0442 | 0.482449 |
39 | -0.033815 | -0.2869 | 0.387494 |
40 | 0.033682 | 0.2858 | 0.387927 |
41 | -0.044048 | -0.3738 | 0.35484 |
42 | -0.030672 | -0.2603 | 0.397703 |
43 | -0.079745 | -0.6767 | 0.250395 |
44 | -0.063659 | -0.5402 | 0.295377 |
45 | 0.008838 | 0.075 | 0.470213 |
46 | -0.014817 | -0.1257 | 0.45015 |
47 | 0.00657 | 0.0558 | 0.477847 |
48 | 0.033807 | 0.2869 | 0.38752 |