Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950432 | 8.0647 | 0 |
2 | 0.893814 | 7.5843 | 0 |
3 | 0.837924 | 7.11 | 0 |
4 | 0.780558 | 6.6233 | 0 |
5 | 0.718136 | 6.0936 | 0 |
6 | 0.675144 | 5.7288 | 0 |
7 | 0.631144 | 5.3554 | 0 |
8 | 0.584597 | 4.9605 | 2e-06 |
9 | 0.533302 | 4.5252 | 1.2e-05 |
10 | 0.479585 | 4.0694 | 6e-05 |
11 | 0.422877 | 3.5882 | 0.000302 |
12 | 0.367056 | 3.1146 | 0.001322 |
13 | 0.308528 | 2.6179 | 0.005388 |
14 | 0.249805 | 2.1197 | 0.018741 |
15 | 0.198783 | 1.6867 | 0.047992 |
16 | 0.148587 | 1.2608 | 0.105725 |
17 | 0.100213 | 0.8503 | 0.198979 |
18 | 0.048283 | 0.4097 | 0.341622 |
19 | -0.002317 | -0.0197 | 0.492184 |
20 | -0.051575 | -0.4376 | 0.331482 |
21 | -0.101276 | -0.8594 | 0.196497 |
22 | -0.147789 | -1.254 | 0.106943 |
23 | -0.194486 | -1.6503 | 0.051622 |
24 | -0.241666 | -2.0506 | 0.021973 |
25 | -0.286716 | -2.4329 | 0.008733 |
26 | -0.33237 | -2.8203 | 0.003098 |
27 | -0.372829 | -3.1636 | 0.001142 |
28 | -0.408524 | -3.4664 | 0.000447 |
29 | -0.440907 | -3.7412 | 0.000183 |
30 | -0.471236 | -3.9986 | 7.6e-05 |
31 | -0.491044 | -4.1666 | 4.2e-05 |
32 | -0.496959 | -4.2168 | 3.6e-05 |
33 | -0.492479 | -4.1788 | 4.1e-05 |
34 | -0.479348 | -4.0674 | 6e-05 |
35 | -0.461887 | -3.9192 | 1e-04 |
36 | -0.439946 | -3.7331 | 0.000188 |
37 | -0.416443 | -3.5336 | 0.00036 |
38 | -0.390616 | -3.3145 | 0.00072 |
39 | -0.367619 | -3.1193 | 0.001303 |
40 | -0.343036 | -2.9108 | 0.002398 |
41 | -0.310765 | -2.6369 | 0.005121 |
42 | -0.276086 | -2.3427 | 0.010957 |
43 | -0.242897 | -2.061 | 0.021455 |
44 | -0.203828 | -1.7295 | 0.043999 |
45 | -0.180484 | -1.5315 | 0.065019 |
46 | -0.165804 | -1.4069 | 0.081881 |
47 | -0.159455 | -1.353 | 0.090142 |
48 | -0.153499 | -1.3025 | 0.098451 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950432 | 8.0647 | 0 |
2 | -0.098329 | -0.8344 | 0.203421 |
3 | -0.017354 | -0.1473 | 0.441673 |
4 | -0.047222 | -0.4007 | 0.344918 |
5 | -0.082879 | -0.7032 | 0.242084 |
6 | 0.174979 | 1.4847 | 0.070988 |
7 | -0.06981 | -0.5924 | 0.277732 |
8 | -0.045584 | -0.3868 | 0.350026 |
9 | -0.080281 | -0.6812 | 0.248964 |
10 | -0.076548 | -0.6495 | 0.259031 |
11 | -0.017958 | -0.1524 | 0.439657 |
12 | -0.035229 | -0.2989 | 0.382927 |
13 | -0.072253 | -0.6131 | 0.270877 |
14 | -0.055928 | -0.4746 | 0.318267 |
15 | 0.028813 | 0.2445 | 0.403776 |
16 | -0.04683 | -0.3974 | 0.346136 |
17 | -0.011239 | -0.0954 | 0.462144 |
18 | -0.100468 | -0.8525 | 0.198382 |
19 | -0.03897 | -0.3307 | 0.370927 |
20 | -0.005795 | -0.0492 | 0.480458 |
21 | -0.06432 | -0.5458 | 0.293455 |
22 | -0.000838 | -0.0071 | 0.497173 |
23 | -0.094435 | -0.8013 | 0.212796 |
24 | -0.062812 | -0.533 | 0.297845 |
25 | -0.027609 | -0.2343 | 0.407719 |
26 | -0.081731 | -0.6935 | 0.245111 |
27 | 0.008089 | 0.0686 | 0.472734 |
28 | -0.037671 | -0.3197 | 0.37508 |
29 | -0.038526 | -0.3269 | 0.372345 |
30 | -0.035971 | -0.3052 | 0.380537 |
31 | 0.039941 | 0.3389 | 0.367833 |
32 | 0.094592 | 0.8026 | 0.212412 |
33 | 0.06709 | 0.5693 | 0.285471 |
34 | 0.053315 | 0.4524 | 0.326173 |
35 | -0.003583 | -0.0304 | 0.487916 |
36 | 0.053111 | 0.4507 | 0.326794 |
37 | 0.020182 | 0.1712 | 0.432255 |
38 | 0.038597 | 0.3275 | 0.372119 |
39 | -0.042946 | -0.3644 | 0.358309 |
40 | -0.018397 | -0.1561 | 0.438193 |
41 | 0.085645 | 0.7267 | 0.234875 |
42 | -0.003977 | -0.0337 | 0.486586 |
43 | -0.004172 | -0.0354 | 0.48593 |
44 | 0.023731 | 0.2014 | 0.420489 |
45 | -0.210148 | -1.7832 | 0.039387 |
46 | -0.041797 | -0.3547 | 0.361941 |
47 | -0.111888 | -0.9494 | 0.172796 |
48 | -0.036344 | -0.3084 | 0.379338 |