Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959024 | 8.1376 | 0 |
2 | 0.912414 | 7.7421 | 0 |
3 | 0.863432 | 7.3265 | 0 |
4 | 0.814213 | 6.9088 | 0 |
5 | 0.764993 | 6.4912 | 0 |
6 | 0.71399 | 6.0584 | 0 |
7 | 0.661297 | 5.6113 | 0 |
8 | 0.608669 | 5.1647 | 1e-06 |
9 | 0.560157 | 4.7531 | 5e-06 |
10 | 0.512353 | 4.3475 | 2.2e-05 |
11 | 0.464455 | 3.941 | 9.3e-05 |
12 | 0.41514 | 3.5226 | 0.000373 |
13 | 0.363452 | 3.084 | 0.001448 |
14 | 0.308329 | 2.6163 | 0.005413 |
15 | 0.269035 | 2.2828 | 0.012697 |
16 | 0.23998 | 2.0363 | 0.0227 |
17 | 0.216466 | 1.8368 | 0.035186 |
18 | 0.192632 | 1.6345 | 0.053255 |
19 | 0.168185 | 1.4271 | 0.078937 |
20 | 0.143067 | 1.214 | 0.114364 |
21 | 0.12072 | 1.0243 | 0.154552 |
22 | 0.098701 | 0.8375 | 0.202541 |
23 | 0.076315 | 0.6476 | 0.259665 |
24 | 0.052974 | 0.4495 | 0.32721 |
25 | 0.027402 | 0.2325 | 0.408401 |
26 | 0.005524 | 0.0469 | 0.481372 |
27 | -0.016263 | -0.138 | 0.445315 |
28 | -0.032733 | -0.2778 | 0.390999 |
29 | -0.048114 | -0.4083 | 0.342147 |
30 | -0.063331 | -0.5374 | 0.29633 |
31 | -0.079044 | -0.6707 | 0.252274 |
32 | -0.096034 | -0.8149 | 0.208914 |
33 | -0.114728 | -0.9735 | 0.166781 |
34 | -0.134811 | -1.1439 | 0.128224 |
35 | -0.153354 | -1.3013 | 0.098661 |
36 | -0.172085 | -1.4602 | 0.074294 |
37 | -0.191879 | -1.6281 | 0.053931 |
38 | -0.21355 | -1.812 | 0.037076 |
39 | -0.235782 | -2.0007 | 0.024599 |
40 | -0.256022 | -2.1724 | 0.016559 |
41 | -0.274818 | -2.3319 | 0.011253 |
42 | -0.292975 | -2.486 | 0.007621 |
43 | -0.311144 | -2.6401 | 0.005077 |
44 | -0.328767 | -2.7897 | 0.003374 |
45 | -0.346029 | -2.9362 | 0.002229 |
46 | -0.359174 | -3.0477 | 0.001612 |
47 | -0.370888 | -3.1471 | 0.001199 |
48 | -0.3739 | -3.1726 | 0.001111 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959024 | 8.1376 | 0 |
2 | -0.09109 | -0.7729 | 0.221048 |
3 | -0.049538 | -0.4203 | 0.337743 |
4 | -0.025749 | -0.2185 | 0.413833 |
5 | -0.026335 | -0.2235 | 0.411904 |
6 | -0.050382 | -0.4275 | 0.335143 |
7 | -0.04839 | -0.4106 | 0.34129 |
8 | -0.027421 | -0.2327 | 0.408337 |
9 | 0.020057 | 0.1702 | 0.432671 |
10 | -0.028785 | -0.2442 | 0.403866 |
11 | -0.035809 | -0.3038 | 0.38106 |
12 | -0.049907 | -0.4235 | 0.336607 |
13 | -0.062233 | -0.5281 | 0.29954 |
14 | -0.079726 | -0.6765 | 0.250446 |
15 | 0.165438 | 1.4038 | 0.082341 |
16 | 0.079066 | 0.6709 | 0.252217 |
17 | 0.024727 | 0.2098 | 0.417204 |
18 | -0.041241 | -0.3499 | 0.363703 |
19 | -0.034069 | -0.2891 | 0.386673 |
20 | -0.043733 | -0.3711 | 0.355831 |
21 | -0.003361 | -0.0285 | 0.488662 |
22 | -0.033882 | -0.2875 | 0.387279 |
23 | -0.01225 | -0.1039 | 0.458752 |
24 | -0.024955 | -0.2118 | 0.416449 |
25 | -0.048966 | -0.4155 | 0.339508 |
26 | 0.01516 | 0.1286 | 0.449003 |
27 | -0.046025 | -0.3905 | 0.348648 |
28 | 0.008772 | 0.0744 | 0.470437 |
29 | 0.007805 | 0.0662 | 0.473689 |
30 | 0.012774 | 0.1084 | 0.456995 |
31 | 0.001339 | 0.0114 | 0.495482 |
32 | -0.03631 | -0.3081 | 0.379447 |
33 | -0.057408 | -0.4871 | 0.313826 |
34 | -0.054668 | -0.4639 | 0.322069 |
35 | -0.00075 | -0.0064 | 0.497469 |
36 | -0.023478 | -0.1992 | 0.421329 |
37 | -0.03647 | -0.3095 | 0.378933 |
38 | -0.056089 | -0.4759 | 0.317781 |
39 | -0.055129 | -0.4678 | 0.320675 |
40 | -0.002309 | -0.0196 | 0.492212 |
41 | -0.023792 | -0.2019 | 0.420289 |
42 | -0.010397 | -0.0882 | 0.464972 |
43 | -0.016738 | -0.142 | 0.443728 |
44 | -0.009626 | -0.0817 | 0.467564 |
45 | -0.024793 | -0.2104 | 0.416983 |
46 | 0.018682 | 0.1585 | 0.437246 |
47 | -0.037642 | -0.3194 | 0.375172 |
48 | 0.066638 | 0.5654 | 0.286764 |