Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94732 | 10.3774 | 0 |
2 | 0.86383 | 9.4628 | 0 |
3 | 0.782469 | 8.5715 | 0 |
4 | 0.72878 | 7.9834 | 0 |
5 | 0.696692 | 7.6319 | 0 |
6 | 0.66082 | 7.2389 | 0 |
7 | 0.606373 | 6.6425 | 0 |
8 | 0.539455 | 5.9094 | 0 |
9 | 0.472395 | 5.1748 | 0 |
10 | 0.414118 | 4.5364 | 7e-06 |
11 | 0.357732 | 3.9188 | 7.4e-05 |
12 | 0.301725 | 3.3052 | 0.000626 |
13 | 0.24608 | 2.6957 | 0.004017 |
14 | 0.192502 | 2.1087 | 0.018523 |
15 | 0.139869 | 1.5322 | 0.064055 |
16 | 0.082884 | 0.9079 | 0.182863 |
17 | 0.028375 | 0.3108 | 0.378235 |
18 | -0.025393 | -0.2782 | 0.39068 |
19 | -0.071972 | -0.7884 | 0.216006 |
20 | -0.116295 | -1.2739 | 0.102572 |
21 | -0.160981 | -1.7635 | 0.040184 |
22 | -0.205462 | -2.2507 | 0.013112 |
23 | -0.245592 | -2.6903 | 0.004078 |
24 | -0.278373 | -3.0494 | 0.001411 |
25 | -0.297942 | -3.2638 | 0.000716 |
26 | -0.309375 | -3.389 | 0.000475 |
27 | -0.323819 | -3.5473 | 0.000278 |
28 | -0.33973 | -3.7216 | 0.000151 |
29 | -0.357911 | -3.9207 | 7.4e-05 |
30 | -0.368161 | -4.033 | 4.9e-05 |
31 | -0.366365 | -4.0133 | 5.2e-05 |
32 | -0.362519 | -3.9712 | 6.1e-05 |
33 | -0.361858 | -3.964 | 6.3e-05 |
34 | -0.368545 | -4.0372 | 4.8e-05 |
35 | -0.381838 | -4.1828 | 2.8e-05 |
36 | -0.381461 | -4.1787 | 2.8e-05 |
37 | -0.359671 | -3.94 | 6.9e-05 |
38 | -0.329021 | -3.6042 | 0.000228 |
39 | -0.309565 | -3.3911 | 0.000472 |
40 | -0.320493 | -3.5108 | 0.000315 |
41 | -0.345786 | -3.7879 | 0.000119 |
42 | -0.370447 | -4.058 | 4.4e-05 |
43 | -0.370937 | -4.0634 | 4.3e-05 |
44 | -0.352585 | -3.8624 | 9.1e-05 |
45 | -0.322676 | -3.5347 | 0.00029 |
46 | -0.296992 | -3.2534 | 0.000741 |
47 | -0.281194 | -3.0803 | 0.001282 |
48 | -0.272208 | -2.9819 | 0.001735 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94732 | 10.3774 | 0 |
2 | -0.327384 | -3.5863 | 0.000243 |
3 | 0.069625 | 0.7627 | 0.223569 |
4 | 0.213925 | 2.3434 | 0.010376 |
5 | 0.040555 | 0.4443 | 0.328828 |
6 | -0.143315 | -1.5699 | 0.059532 |
7 | -0.116876 | -1.2803 | 0.101452 |
8 | -0.01241 | -0.1359 | 0.446046 |
9 | -0.022643 | -0.248 | 0.402263 |
10 | -0.040519 | -0.4439 | 0.32897 |
11 | -0.11163 | -1.2228 | 0.111892 |
12 | -0.010711 | -0.1173 | 0.453395 |
13 | 0.009451 | 0.1035 | 0.458858 |
14 | -0.028611 | -0.3134 | 0.377254 |
15 | -0.070926 | -0.777 | 0.219356 |
16 | -0.094739 | -1.0378 | 0.150722 |
17 | 0.037275 | 0.4083 | 0.341879 |
18 | -0.06024 | -0.6599 | 0.255293 |
19 | -0.010376 | -0.1137 | 0.454848 |
20 | -0.076942 | -0.8429 | 0.200491 |
21 | -0.037584 | -0.4117 | 0.340641 |
22 | -0.01045 | -0.1145 | 0.454525 |
23 | -0.00538 | -0.0589 | 0.476552 |
24 | -0.019068 | -0.2089 | 0.417448 |
25 | 0.055636 | 0.6095 | 0.271686 |
26 | 0.019034 | 0.2085 | 0.417595 |
27 | -0.087518 | -0.9587 | 0.169817 |
28 | 0.017907 | 0.1962 | 0.422408 |
29 | -0.041572 | -0.4554 | 0.324824 |
30 | 0.037347 | 0.4091 | 0.341593 |
31 | 0.023114 | 0.2532 | 0.400273 |
32 | -0.09374 | -1.0269 | 0.153273 |
33 | -0.030342 | -0.3324 | 0.37009 |
34 | -0.044869 | -0.4915 | 0.311979 |
35 | -0.073855 | -0.809 | 0.210045 |
36 | 0.100488 | 1.1008 | 0.136596 |
37 | 0.106475 | 1.1664 | 0.122888 |
38 | -0.065716 | -0.7199 | 0.2365 |
39 | -0.122036 | -1.3368 | 0.091903 |
40 | -0.219802 | -2.4078 | 0.008786 |
41 | -0.001646 | -0.018 | 0.49282 |
42 | -0.064245 | -0.7038 | 0.241469 |
43 | 0.052788 | 0.5783 | 0.282084 |
44 | -0.012369 | -0.1355 | 0.446224 |
45 | 0.083471 | 0.9144 | 0.181175 |
46 | 0.020152 | 0.2208 | 0.412828 |
47 | -0.034385 | -0.3767 | 0.353544 |
48 | -0.042555 | -0.4662 | 0.32097 |