Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949636 | 8.1691 | 0 |
2 | 0.887665 | 7.636 | 0 |
3 | 0.810015 | 6.968 | 0 |
4 | 0.703222 | 6.0493 | 0 |
5 | 0.60656 | 5.2178 | 1e-06 |
6 | 0.505594 | 4.3493 | 2.2e-05 |
7 | 0.395328 | 3.4007 | 0.000543 |
8 | 0.294332 | 2.5319 | 0.006732 |
9 | 0.193988 | 1.6687 | 0.049697 |
10 | 0.099138 | 0.8528 | 0.198257 |
11 | 0.005971 | 0.0514 | 0.479586 |
12 | -0.090632 | -0.7796 | 0.219043 |
13 | -0.194336 | -1.6717 | 0.0494 |
14 | -0.291763 | -2.5098 | 0.007132 |
15 | -0.385408 | -3.3154 | 0.00071 |
16 | -0.471063 | -4.0522 | 6.2e-05 |
17 | -0.535607 | -4.6075 | 8e-06 |
18 | -0.591289 | -5.0865 | 1e-06 |
19 | -0.628208 | -5.4041 | 0 |
20 | -0.646584 | -5.5621 | 0 |
21 | -0.656321 | -5.6459 | 0 |
22 | -0.642211 | -5.5245 | 0 |
23 | -0.608447 | -5.2341 | 1e-06 |
24 | -0.568878 | -4.8937 | 3e-06 |
25 | -0.513353 | -4.416 | 1.7e-05 |
26 | -0.456484 | -3.9268 | 9.6e-05 |
27 | -0.394731 | -3.3956 | 0.000552 |
28 | -0.315014 | -2.7099 | 0.00418 |
29 | -0.228934 | -1.9694 | 0.026327 |
30 | -0.141941 | -1.221 | 0.112977 |
31 | -0.058177 | -0.5005 | 0.30912 |
32 | 0.021644 | 0.1862 | 0.426402 |
33 | 0.087517 | 0.7528 | 0.226965 |
34 | 0.148058 | 1.2736 | 0.103389 |
35 | 0.199919 | 1.7198 | 0.044827 |
36 | 0.236172 | 2.0316 | 0.022891 |
37 | 0.26111 | 2.2462 | 0.013839 |
38 | 0.276816 | 2.3813 | 0.009913 |
39 | 0.288683 | 2.4833 | 0.00764 |
40 | 0.297719 | 2.5611 | 0.006236 |
41 | 0.300882 | 2.5883 | 0.005802 |
42 | 0.306768 | 2.6389 | 0.005068 |
43 | 0.304851 | 2.6224 | 0.005297 |
44 | 0.291046 | 2.5037 | 0.007248 |
45 | 0.275071 | 2.3662 | 0.010294 |
46 | 0.249107 | 2.1429 | 0.017705 |
47 | 0.216049 | 1.8585 | 0.033536 |
48 | 0.181353 | 1.5601 | 0.061506 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949636 | 8.1691 | 0 |
2 | -0.14403 | -1.239 | 0.109631 |
3 | -0.182816 | -1.5726 | 0.060034 |
4 | -0.326037 | -2.8047 | 0.003215 |
5 | 0.114014 | 0.9808 | 0.164946 |
6 | -0.054232 | -0.4665 | 0.321105 |
7 | -0.130975 | -1.1267 | 0.131758 |
8 | -0.044262 | -0.3808 | 0.352238 |
9 | -0.029939 | -0.2575 | 0.398737 |
10 | -0.00037 | -0.0032 | 0.498734 |
11 | -0.153129 | -1.3173 | 0.095907 |
12 | -0.147765 | -1.2711 | 0.103833 |
13 | -0.218094 | -1.8761 | 0.032291 |
14 | -0.011028 | -0.0949 | 0.46234 |
15 | -0.068023 | -0.5852 | 0.280112 |
16 | -0.052121 | -0.4484 | 0.3276 |
17 | 0.027877 | 0.2398 | 0.40557 |
18 | -0.065759 | -0.5657 | 0.28666 |
19 | 0.029815 | 0.2565 | 0.399146 |
20 | -0.054846 | -0.4718 | 0.319227 |
21 | -0.059616 | -0.5128 | 0.304796 |
22 | 0.055982 | 0.4816 | 0.315765 |
23 | 0.110275 | 0.9486 | 0.172951 |
24 | -0.029698 | -0.2555 | 0.399535 |
25 | 0.002903 | 0.025 | 0.490073 |
26 | -0.07617 | -0.6552 | 0.257174 |
27 | 0.03677 | 0.3163 | 0.376331 |
28 | 0.136935 | 1.178 | 0.121294 |
29 | 0.057024 | 0.4905 | 0.312603 |
30 | -0.049093 | -0.4223 | 0.337011 |
31 | -0.134048 | -1.1531 | 0.126286 |
32 | 0.041148 | 0.354 | 0.362185 |
33 | -0.117881 | -1.0141 | 0.156931 |
34 | -0.053059 | -0.4564 | 0.324708 |
35 | -0.09562 | -0.8226 | 0.206703 |
36 | -0.045636 | -0.3926 | 0.34788 |
37 | -0.075078 | -0.6458 | 0.260189 |
38 | -0.013028 | -0.1121 | 0.455534 |
39 | 0.042968 | 0.3696 | 0.356357 |
40 | -0.038885 | -0.3345 | 0.369473 |
41 | 0.004269 | 0.0367 | 0.485403 |
42 | 0.058436 | 0.5027 | 0.308341 |
43 | 0.034699 | 0.2985 | 0.383082 |
44 | -0.064462 | -0.5545 | 0.290447 |
45 | 0.048249 | 0.4151 | 0.339653 |
46 | 0.029465 | 0.2535 | 0.400303 |
47 | 0.03063 | 0.2635 | 0.396453 |
48 | -0.004285 | -0.0369 | 0.485348 |