Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95151 | 7.3704 | 0 |
2 | 0.90284 | 6.9934 | 0 |
3 | 0.856359 | 6.6333 | 0 |
4 | 0.804288 | 6.23 | 0 |
5 | 0.758939 | 5.8787 | 0 |
6 | 0.718494 | 5.5654 | 0 |
7 | 0.682174 | 5.2841 | 1e-06 |
8 | 0.639221 | 4.9514 | 3e-06 |
9 | 0.605475 | 4.69 | 8e-06 |
10 | 0.568419 | 4.403 | 2.2e-05 |
11 | 0.522362 | 4.0462 | 7.6e-05 |
12 | 0.476355 | 3.6898 | 0.000243 |
13 | 0.428048 | 3.3156 | 0.000778 |
14 | 0.365905 | 2.8343 | 0.003124 |
15 | 0.308747 | 2.3915 | 0.009965 |
16 | 0.251001 | 1.9442 | 0.028279 |
17 | 0.198149 | 1.5349 | 0.065038 |
18 | 0.139639 | 1.0816 | 0.141871 |
19 | 0.07801 | 0.6043 | 0.273972 |
20 | 0.020625 | 0.1598 | 0.436802 |
21 | -0.024294 | -0.1882 | 0.425686 |
22 | -0.070272 | -0.5443 | 0.294118 |
23 | -0.113867 | -0.882 | 0.190645 |
24 | -0.147511 | -1.1426 | 0.128869 |
25 | -0.191512 | -1.4834 | 0.071595 |
26 | -0.232217 | -1.7987 | 0.038544 |
27 | -0.268491 | -2.0797 | 0.020916 |
28 | -0.295507 | -2.289 | 0.012808 |
29 | -0.318135 | -2.4643 | 0.008306 |
30 | -0.342174 | -2.6505 | 0.005132 |
31 | -0.360029 | -2.7888 | 0.003539 |
32 | -0.384626 | -2.9793 | 0.002083 |
33 | -0.402471 | -3.1175 | 0.0014 |
34 | -0.410438 | -3.1792 | 0.001168 |
35 | -0.417478 | -3.2338 | 0.000994 |
36 | -0.42592 | -3.2992 | 0.000817 |
37 | -0.440917 | -3.4153 | 0.000574 |
38 | -0.443527 | -3.4355 | 0.00054 |
39 | -0.449083 | -3.4786 | 0.000472 |
40 | -0.442708 | -3.4292 | 0.00055 |
41 | -0.424389 | -3.2873 | 0.000847 |
42 | -0.402135 | -3.1149 | 0.00141 |
43 | -0.387239 | -2.9995 | 0.001966 |
44 | -0.365834 | -2.8337 | 0.003129 |
45 | -0.342819 | -2.6555 | 0.005064 |
46 | -0.322952 | -2.5016 | 0.007555 |
47 | -0.294253 | -2.2793 | 0.013111 |
48 | -0.274817 | -2.1287 | 0.018696 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95151 | 7.3704 | 0 |
2 | -0.026742 | -0.2071 | 0.418301 |
3 | -0.002433 | -0.0188 | 0.492514 |
4 | -0.084253 | -0.6526 | 0.258246 |
5 | 0.043463 | 0.3367 | 0.368772 |
6 | 0.023092 | 0.1789 | 0.42932 |
7 | 0.026309 | 0.2038 | 0.419604 |
8 | -0.099385 | -0.7698 | 0.222209 |
9 | 0.074724 | 0.5788 | 0.282442 |
10 | -0.061891 | -0.4794 | 0.316695 |
11 | -0.098028 | -0.7593 | 0.225317 |
12 | -0.047624 | -0.3689 | 0.356753 |
13 | -0.045094 | -0.3493 | 0.364044 |
14 | -0.179664 | -1.3917 | 0.084579 |
15 | 0.012567 | 0.0973 | 0.46139 |
16 | -0.08424 | -0.6525 | 0.25828 |
17 | 0.031666 | 0.2453 | 0.403537 |
18 | -0.140954 | -1.0918 | 0.139638 |
19 | -0.097276 | -0.7535 | 0.22705 |
20 | -0.034498 | -0.2672 | 0.395108 |
21 | 0.133819 | 1.0366 | 0.152051 |
22 | -0.111807 | -0.8661 | 0.194956 |
23 | 0.01197 | 0.0927 | 0.463218 |
24 | 0.038276 | 0.2965 | 0.383942 |
25 | -0.111977 | -0.8674 | 0.194598 |
26 | -0.012115 | -0.0938 | 0.462773 |
27 | 0.015098 | 0.117 | 0.453644 |
28 | 0.065763 | 0.5094 | 0.30617 |
29 | 0.055451 | 0.4295 | 0.334542 |
30 | -0.104775 | -0.8116 | 0.21012 |
31 | 0.031913 | 0.2472 | 0.402801 |
32 | -0.065931 | -0.5107 | 0.305717 |
33 | 0.018304 | 0.1418 | 0.443864 |
34 | 0.009132 | 0.0707 | 0.471923 |
35 | 0.041475 | 0.3213 | 0.374562 |
36 | -0.0855 | -0.6623 | 0.255163 |
37 | -0.118046 | -0.9144 | 0.182088 |
38 | 0.081978 | 0.635 | 0.263922 |
39 | -0.080046 | -0.62 | 0.268792 |
40 | 0.130199 | 1.0085 | 0.158628 |
41 | 0.026372 | 0.2043 | 0.419413 |
42 | 0.062037 | 0.4805 | 0.316296 |
43 | -0.103325 | -0.8004 | 0.213332 |
44 | 0.084534 | 0.6548 | 0.257551 |
45 | -0.063975 | -0.4956 | 0.311011 |
46 | 0.041791 | 0.3237 | 0.37364 |
47 | 0.06871 | 0.5322 | 0.298267 |
48 | -0.126187 | -0.9774 | 0.166139 |