Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.907922 | 7.0327 | 0 |
2 | 0.869614 | 6.736 | 0 |
3 | 0.828067 | 6.4142 | 0 |
4 | 0.783763 | 6.071 | 0 |
5 | 0.730305 | 5.6569 | 0 |
6 | 0.726777 | 5.6296 | 0 |
7 | 0.642018 | 4.973 | 3e-06 |
8 | 0.604862 | 4.6852 | 8e-06 |
9 | 0.560942 | 4.345 | 2.7e-05 |
10 | 0.515968 | 3.9967 | 8.9e-05 |
11 | 0.464205 | 3.5957 | 0.000327 |
12 | 0.453743 | 3.5147 | 0.000422 |
13 | 0.364591 | 2.8241 | 0.003213 |
14 | 0.32444 | 2.5131 | 0.007336 |
15 | 0.274281 | 2.1246 | 0.018876 |
16 | 0.223181 | 1.7288 | 0.044498 |
17 | 0.173129 | 1.3411 | 0.092479 |
18 | 0.156525 | 1.2124 | 0.115049 |
19 | 0.075128 | 0.5819 | 0.281395 |
20 | 0.03835 | 0.2971 | 0.383724 |
21 | -0.000922 | -0.0071 | 0.497161 |
22 | -0.043636 | -0.338 | 0.36827 |
23 | -0.086405 | -0.6693 | 0.252938 |
24 | -0.090154 | -0.6983 | 0.243835 |
25 | -0.161533 | -1.2512 | 0.107854 |
26 | -0.191415 | -1.4827 | 0.071695 |
27 | -0.222502 | -1.7235 | 0.044975 |
28 | -0.247035 | -1.9135 | 0.030228 |
29 | -0.276684 | -2.1432 | 0.018081 |
30 | -0.276712 | -2.1434 | 0.018072 |
31 | -0.327874 | -2.5397 | 0.006852 |
32 | -0.34704 | -2.6882 | 0.004643 |
33 | -0.372601 | -2.8862 | 0.002706 |
34 | -0.394705 | -3.0574 | 0.001666 |
35 | -0.411919 | -3.1907 | 0.001129 |
36 | -0.396794 | -3.0736 | 0.00159 |
37 | -0.433797 | -3.3602 | 0.000679 |
38 | -0.435928 | -3.3767 | 0.000646 |
39 | -0.432733 | -3.3519 | 0.000697 |
40 | -0.430039 | -3.3311 | 0.000742 |
41 | -0.424185 | -3.2857 | 0.000851 |
42 | -0.389546 | -3.0174 | 0.001869 |
43 | -0.390386 | -3.0239 | 0.001834 |
44 | -0.369249 | -2.8602 | 0.002909 |
45 | -0.349403 | -2.7065 | 0.004421 |
46 | -0.325996 | -2.5252 | 0.007113 |
47 | -0.308388 | -2.3888 | 0.010034 |
48 | -0.27198 | -2.1067 | 0.019665 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.907922 | 7.0327 | 0 |
2 | 0.257813 | 1.997 | 0.025183 |
3 | 0.048815 | 0.3781 | 0.353338 |
4 | -0.022737 | -0.1761 | 0.430398 |
5 | -0.08685 | -0.6727 | 0.251848 |
6 | 0.240496 | 1.8629 | 0.033688 |
7 | -0.363382 | -2.8147 | 0.003297 |
8 | 0.075188 | 0.5824 | 0.281238 |
9 | -0.016956 | -0.1313 | 0.447971 |
10 | -0.025283 | -0.1958 | 0.422698 |
11 | -0.002328 | -0.018 | 0.492837 |
12 | 0.048167 | 0.3731 | 0.355193 |
13 | -0.261967 | -2.0292 | 0.023441 |
14 | 0.031355 | 0.2429 | 0.404466 |
15 | -0.047146 | -0.3652 | 0.358128 |
16 | -0.03628 | -0.281 | 0.38983 |
17 | 0.035876 | 0.2779 | 0.391025 |
18 | -0.026476 | -0.2051 | 0.4191 |
19 | -0.120441 | -0.9329 | 0.177297 |
20 | -0.019133 | -0.1482 | 0.44134 |
21 | 0.021054 | 0.1631 | 0.435501 |
22 | -0.031101 | -0.2409 | 0.405225 |
23 | -0.013923 | -0.1078 | 0.457239 |
24 | 0.051212 | 0.3967 | 0.346502 |
25 | -0.147877 | -1.1455 | 0.128285 |
26 | -0.032674 | -0.2531 | 0.40053 |
27 | 0.001887 | 0.0146 | 0.494193 |
28 | 0.054446 | 0.4217 | 0.337362 |
29 | -0.02749 | -0.2129 | 0.416048 |
30 | -0.039982 | -0.3097 | 0.378932 |
31 | -0.035006 | -0.2712 | 0.393601 |
32 | -0.073179 | -0.5668 | 0.286468 |
33 | -0.047836 | -0.3705 | 0.356143 |
34 | -0.025866 | -0.2004 | 0.42094 |
35 | 0.039143 | 0.3032 | 0.381394 |
36 | 0.034324 | 0.2659 | 0.395624 |
37 | -0.05752 | -0.4455 | 0.328763 |
38 | -0.026465 | -0.205 | 0.419134 |
39 | 0.069539 | 0.5386 | 0.296062 |
40 | -0.002679 | -0.0208 | 0.491756 |
41 | 0.027922 | 0.2163 | 0.414749 |
42 | 0.025202 | 0.1952 | 0.422942 |
43 | 0.0764 | 0.5918 | 0.278107 |
44 | -0.017831 | -0.1381 | 0.445306 |
45 | -0.028443 | -0.2203 | 0.413186 |
46 | 0.051859 | 0.4017 | 0.344667 |
47 | -0.032792 | -0.254 | 0.40018 |
48 | -0.042379 | -0.3283 | 0.371926 |