Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947434 | 8.0392 | 0 |
2 | 0.88459 | 7.506 | 0 |
3 | 0.814995 | 6.9155 | 0 |
4 | 0.724938 | 6.1513 | 0 |
5 | 0.635194 | 5.3898 | 0 |
6 | 0.525941 | 4.4628 | 1.5e-05 |
7 | 0.41067 | 3.4847 | 0.000421 |
8 | 0.305813 | 2.5949 | 0.005729 |
9 | 0.206336 | 1.7508 | 0.042118 |
10 | 0.117158 | 0.9941 | 0.161747 |
11 | 0.023908 | 0.2029 | 0.419905 |
12 | -0.05832 | -0.4949 | 0.311103 |
13 | -0.127611 | -1.0828 | 0.141251 |
14 | -0.2067 | -1.7539 | 0.041851 |
15 | -0.270894 | -2.2986 | 0.012216 |
16 | -0.330127 | -2.8012 | 0.003267 |
17 | -0.402443 | -3.4148 | 0.000526 |
18 | -0.451189 | -3.8285 | 0.000136 |
19 | -0.488181 | -4.1423 | 4.6e-05 |
20 | -0.528877 | -4.4877 | 1.3e-05 |
21 | -0.547155 | -4.6428 | 8e-06 |
22 | -0.552841 | -4.691 | 6e-06 |
23 | -0.547484 | -4.6456 | 7e-06 |
24 | -0.526669 | -4.4689 | 1.4e-05 |
25 | -0.510103 | -4.3284 | 2.4e-05 |
26 | -0.489748 | -4.1556 | 4.4e-05 |
27 | -0.468043 | -3.9715 | 8.4e-05 |
28 | -0.430376 | -3.6519 | 0.000245 |
29 | -0.392165 | -3.3276 | 0.000691 |
30 | -0.358685 | -3.0435 | 0.001632 |
31 | -0.317292 | -2.6923 | 0.00441 |
32 | -0.278684 | -2.3647 | 0.010371 |
33 | -0.248155 | -2.1057 | 0.019361 |
34 | -0.192737 | -1.6354 | 0.053162 |
35 | -0.139747 | -1.1858 | 0.119801 |
36 | -0.087093 | -0.739 | 0.231153 |
37 | -0.029581 | -0.251 | 0.401263 |
38 | 0.023032 | 0.1954 | 0.422803 |
39 | 0.082134 | 0.6969 | 0.244045 |
40 | 0.141132 | 1.1975 | 0.117512 |
41 | 0.187151 | 1.588 | 0.058331 |
42 | 0.225445 | 1.913 | 0.029865 |
43 | 0.254739 | 2.1615 | 0.01699 |
44 | 0.27545 | 2.3373 | 0.011105 |
45 | 0.281465 | 2.3883 | 0.009775 |
46 | 0.279055 | 2.3679 | 0.01029 |
47 | 0.281952 | 2.3924 | 0.009674 |
48 | 0.274403 | 2.3284 | 0.011352 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947434 | 8.0392 | 0 |
2 | -0.127396 | -1.081 | 0.141654 |
3 | -0.091015 | -0.7723 | 0.221236 |
4 | -0.232378 | -1.9718 | 0.026238 |
5 | -0.016862 | -0.1431 | 0.443314 |
6 | -0.248635 | -2.1097 | 0.019179 |
7 | -0.081285 | -0.6897 | 0.246292 |
8 | 0.024484 | 0.2078 | 0.418005 |
9 | 0.032742 | 0.2778 | 0.390973 |
10 | 0.017923 | 0.1521 | 0.439774 |
11 | -0.14626 | -1.2411 | 0.109306 |
12 | 0.029979 | 0.2544 | 0.399963 |
13 | -0.027809 | -0.236 | 0.407065 |
14 | -0.223816 | -1.8991 | 0.030776 |
15 | 0.004395 | 0.0373 | 0.485176 |
16 | -0.05314 | -0.4509 | 0.326707 |
17 | -0.228633 | -1.94 | 0.028148 |
18 | 0.077916 | 0.6611 | 0.255316 |
19 | 0.064539 | 0.5476 | 0.29282 |
20 | -0.145382 | -1.2336 | 0.110681 |
21 | 0.074951 | 0.636 | 0.263402 |
22 | 0.071491 | 0.6066 | 0.273006 |
23 | -0.037928 | -0.3218 | 0.374257 |
24 | -0.016134 | -0.1369 | 0.445747 |
25 | -0.179108 | -1.5198 | 0.066473 |
26 | -0.094764 | -0.8041 | 0.211995 |
27 | -0.068638 | -0.5824 | 0.281054 |
28 | 0.064361 | 0.5461 | 0.293334 |
29 | -0.078959 | -0.67 | 0.252505 |
30 | 0.086719 | 0.7358 | 0.232112 |
31 | -0.039313 | -0.3336 | 0.369831 |
32 | -0.063634 | -0.5399 | 0.295449 |
33 | -0.097816 | -0.83 | 0.204642 |
34 | 0.151844 | 1.2884 | 0.100859 |
35 | -0.054579 | -0.4631 | 0.322339 |
36 | 0.049934 | 0.4237 | 0.336522 |
37 | -0.084092 | -0.7135 | 0.238908 |
38 | 0.007529 | 0.0639 | 0.47462 |
39 | 0.073931 | 0.6273 | 0.266214 |
40 | -0.016354 | -0.1388 | 0.445009 |
41 | -0.099364 | -0.8431 | 0.200974 |
42 | 0.031694 | 0.2689 | 0.394375 |
43 | -0.054544 | -0.4628 | 0.322443 |
44 | -0.153656 | -1.3038 | 0.098225 |
45 | -0.05073 | -0.4305 | 0.334075 |
46 | 0.032475 | 0.2756 | 0.391837 |
47 | 0.019282 | 0.1636 | 0.435247 |
48 | 0.022607 | 0.1918 | 0.424208 |