Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943335 | 7.307 | 0 |
2 | 0.887924 | 6.8778 | 0 |
3 | 0.839424 | 6.5022 | 0 |
4 | 0.798908 | 6.1883 | 0 |
5 | 0.759593 | 5.8838 | 0 |
6 | 0.717793 | 5.56 | 0 |
7 | 0.671345 | 5.2002 | 1e-06 |
8 | 0.617769 | 4.7852 | 6e-06 |
9 | 0.559124 | 4.331 | 2.9e-05 |
10 | 0.508218 | 3.9366 | 0.000109 |
11 | 0.464522 | 3.5982 | 0.000325 |
12 | 0.419672 | 3.2508 | 0.000945 |
13 | 0.37131 | 2.8762 | 0.002783 |
14 | 0.32044 | 2.4821 | 0.007939 |
15 | 0.275072 | 2.1307 | 0.018611 |
16 | 0.235844 | 1.8268 | 0.036349 |
17 | 0.195853 | 1.5171 | 0.067251 |
18 | 0.154808 | 1.1991 | 0.117595 |
19 | 0.110664 | 0.8572 | 0.197373 |
20 | 0.065161 | 0.5047 | 0.307797 |
21 | 0.019696 | 0.1526 | 0.439628 |
22 | -0.017687 | -0.137 | 0.445743 |
23 | -0.047571 | -0.3685 | 0.356905 |
24 | -0.079266 | -0.614 | 0.270771 |
25 | -0.113579 | -0.8798 | 0.191245 |
26 | -0.151496 | -1.1735 | 0.12262 |
27 | -0.186577 | -1.4452 | 0.0768 |
28 | -0.219555 | -1.7007 | 0.047092 |
29 | -0.238776 | -1.8496 | 0.034652 |
30 | -0.262914 | -2.0365 | 0.023059 |
31 | -0.290099 | -2.2471 | 0.014162 |
32 | -0.320345 | -2.4814 | 0.007953 |
33 | -0.33496 | -2.5946 | 0.005943 |
34 | -0.346211 | -2.6817 | 0.004723 |
35 | -0.354466 | -2.7457 | 0.003979 |
36 | -0.367041 | -2.8431 | 0.003049 |
37 | -0.3832 | -2.9683 | 0.002149 |
38 | -0.400574 | -3.1028 | 0.001461 |
39 | -0.40848 | -3.1641 | 0.001221 |
40 | -0.407438 | -3.156 | 0.001251 |
41 | -0.406005 | -3.1449 | 0.001292 |
42 | -0.404204 | -3.131 | 0.001346 |
43 | -0.403211 | -3.1233 | 0.001376 |
44 | -0.400813 | -3.1047 | 0.001453 |
45 | -0.399326 | -3.0932 | 0.001502 |
46 | -0.391653 | -3.0337 | 0.001783 |
47 | -0.37679 | -2.9186 | 0.002472 |
48 | -0.361905 | -2.8033 | 0.003402 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943335 | 7.307 | 0 |
2 | -0.017777 | -0.1377 | 0.445468 |
3 | 0.033555 | 0.2599 | 0.39791 |
4 | 0.047363 | 0.3669 | 0.357501 |
5 | -0.006767 | -0.0524 | 0.479185 |
6 | -0.03653 | -0.283 | 0.38909 |
7 | -0.060639 | -0.4697 | 0.320134 |
8 | -0.094005 | -0.7282 | 0.234674 |
9 | -0.088529 | -0.6857 | 0.247759 |
10 | 0.01853 | 0.1435 | 0.443176 |
11 | 0.019312 | 0.1496 | 0.440795 |
12 | -0.038841 | -0.3009 | 0.38228 |
13 | -0.047154 | -0.3653 | 0.358102 |
14 | -0.044705 | -0.3463 | 0.365171 |
15 | 0.015525 | 0.1203 | 0.45234 |
16 | 0.018601 | 0.1441 | 0.44296 |
17 | -0.043267 | -0.3351 | 0.369343 |
18 | -0.044285 | -0.343 | 0.366387 |
19 | -0.058128 | -0.4503 | 0.327073 |
20 | -0.04512 | -0.3495 | 0.363968 |
21 | -0.045306 | -0.3509 | 0.363432 |
22 | 0.016399 | 0.127 | 0.449673 |
23 | 0.017172 | 0.133 | 0.447314 |
24 | -0.04199 | -0.3252 | 0.373062 |
25 | -0.032066 | -0.2484 | 0.402343 |
26 | -0.058112 | -0.4501 | 0.327119 |
27 | -0.023217 | -0.1798 | 0.428942 |
28 | -0.040192 | -0.3113 | 0.378315 |
29 | 0.07142 | 0.5532 | 0.291084 |
30 | -0.083106 | -0.6437 | 0.261101 |
31 | -0.052286 | -0.405 | 0.343457 |
32 | -0.050096 | -0.388 | 0.349678 |
33 | 0.101385 | 0.7853 | 0.217676 |
34 | -0.014883 | -0.1153 | 0.454304 |
35 | -0.009154 | -0.0709 | 0.471854 |
36 | -0.06573 | -0.5091 | 0.306259 |
37 | -0.055884 | -0.4329 | 0.333329 |
38 | -0.034488 | -0.2671 | 0.395139 |
39 | 0.043082 | 0.3337 | 0.369882 |
40 | 0.017654 | 0.1367 | 0.445845 |
41 | -0.048412 | -0.375 | 0.354493 |
42 | -0.005439 | -0.0421 | 0.483268 |
43 | 0.006255 | 0.0485 | 0.480759 |
44 | 0.012152 | 0.0941 | 0.46266 |
45 | -0.049391 | -0.3826 | 0.351692 |
46 | 0.002641 | 0.0205 | 0.491874 |
47 | 0.024634 | 0.1908 | 0.424657 |
48 | -0.002401 | -0.0186 | 0.492611 |