Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966912 | 8.2045 | 0 |
2 | 0.92074 | 7.8127 | 0 |
3 | 0.878754 | 7.4565 | 0 |
4 | 0.836683 | 7.0995 | 0 |
5 | 0.798109 | 6.7722 | 0 |
6 | 0.753035 | 6.3897 | 0 |
7 | 0.702192 | 5.9583 | 0 |
8 | 0.652075 | 5.533 | 0 |
9 | 0.602979 | 5.1164 | 1e-06 |
10 | 0.552767 | 4.6904 | 6e-06 |
11 | 0.500919 | 4.2504 | 3.2e-05 |
12 | 0.445373 | 3.7791 | 0.000161 |
13 | 0.387091 | 3.2846 | 0.00079 |
14 | 0.329767 | 2.7982 | 0.003295 |
15 | 0.273892 | 2.3241 | 0.011474 |
16 | 0.208175 | 1.7664 | 0.040781 |
17 | 0.14038 | 1.1912 | 0.118751 |
18 | 0.074663 | 0.6335 | 0.264195 |
19 | 0.018143 | 0.1539 | 0.439042 |
20 | -0.024457 | -0.2075 | 0.418094 |
21 | -0.064429 | -0.5467 | 0.293139 |
22 | -0.106061 | -0.9 | 0.185571 |
23 | -0.147383 | -1.2506 | 0.107567 |
24 | -0.180315 | -1.53 | 0.065196 |
25 | -0.206005 | -1.748 | 0.042362 |
26 | -0.228449 | -1.9385 | 0.028244 |
27 | -0.247523 | -2.1003 | 0.019603 |
28 | -0.270808 | -2.2979 | 0.012238 |
29 | -0.292243 | -2.4798 | 0.007744 |
30 | -0.310891 | -2.638 | 0.005107 |
31 | -0.329809 | -2.7985 | 0.003292 |
32 | -0.348126 | -2.9539 | 0.002118 |
33 | -0.371008 | -3.1481 | 0.001196 |
34 | -0.389433 | -3.3044 | 0.000743 |
35 | -0.391582 | -3.3227 | 0.000702 |
36 | -0.392008 | -3.3263 | 0.000694 |
37 | -0.397693 | -3.3745 | 0.000597 |
38 | -0.403748 | -3.4259 | 0.000508 |
39 | -0.399904 | -3.3933 | 0.000563 |
40 | -0.386484 | -3.2794 | 0.000802 |
41 | -0.369219 | -3.1329 | 0.001251 |
42 | -0.352435 | -2.9905 | 0.001905 |
43 | -0.340369 | -2.8881 | 0.002557 |
44 | -0.326884 | -2.7737 | 0.003527 |
45 | -0.310891 | -2.638 | 0.005107 |
46 | -0.29823 | -2.5306 | 0.006787 |
47 | -0.282147 | -2.3941 | 0.009634 |
48 | -0.267747 | -2.2719 | 0.01304 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966912 | 8.2045 | 0 |
2 | -0.217884 | -1.8488 | 0.034296 |
3 | 0.083524 | 0.7087 | 0.240393 |
4 | -0.060156 | -0.5104 | 0.305653 |
5 | 0.049816 | 0.4227 | 0.336885 |
6 | -0.159042 | -1.3495 | 0.090699 |
7 | -0.054483 | -0.4623 | 0.322629 |
8 | -0.017295 | -0.1468 | 0.441867 |
9 | -0.019907 | -0.1689 | 0.433167 |
10 | -0.065273 | -0.5539 | 0.290697 |
11 | -0.044426 | -0.377 | 0.353652 |
12 | -0.078512 | -0.6662 | 0.253708 |
13 | -0.062643 | -0.5315 | 0.298339 |
14 | -0.03017 | -0.256 | 0.399341 |
15 | -0.029138 | -0.2472 | 0.402713 |
16 | -0.218076 | -1.8504 | 0.034177 |
17 | -0.0123 | -0.1044 | 0.458584 |
18 | -0.054434 | -0.4619 | 0.322779 |
19 | 0.103778 | 0.8806 | 0.190736 |
20 | 0.086129 | 0.7308 | 0.233628 |
21 | -0.01422 | -0.1207 | 0.452149 |
22 | -0.034379 | -0.2917 | 0.385672 |
23 | -0.024864 | -0.211 | 0.416752 |
24 | 0.093475 | 0.7932 | 0.215145 |
25 | -0.005857 | -0.0497 | 0.480251 |
26 | -0.006898 | -0.0585 | 0.476743 |
27 | 0.034976 | 0.2968 | 0.383743 |
28 | -0.106961 | -0.9076 | 0.183561 |
29 | 0.016902 | 0.1434 | 0.443181 |
30 | -0.082213 | -0.6976 | 0.243838 |
31 | -0.029598 | -0.2512 | 0.401206 |
32 | -0.080931 | -0.6867 | 0.247231 |
33 | -0.12241 | -1.0387 | 0.151213 |
34 | 0.028195 | 0.2392 | 0.405798 |
35 | 0.116608 | 0.9895 | 0.162877 |
36 | -0.100604 | -0.8537 | 0.198064 |
37 | -0.086346 | -0.7327 | 0.23307 |
38 | 0.024699 | 0.2096 | 0.417296 |
39 | 0.171019 | 1.4511 | 0.075542 |
40 | 0.018615 | 0.1579 | 0.437469 |
41 | 0.010795 | 0.0916 | 0.463635 |
42 | -0.013789 | -0.117 | 0.45359 |
43 | 0.023998 | 0.2036 | 0.419608 |
44 | 0.03133 | 0.2658 | 0.39556 |
45 | 0.007371 | 0.0625 | 0.47515 |
46 | -0.123122 | -1.0447 | 0.149823 |
47 | 0.042551 | 0.3611 | 0.359557 |
48 | -0.048736 | -0.4135 | 0.340221 |