Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96023 | 7.4379 | 0 |
2 | 0.911628 | 7.0614 | 0 |
3 | 0.86197 | 6.6768 | 0 |
4 | 0.814757 | 6.3111 | 0 |
5 | 0.77203 | 5.9801 | 0 |
6 | 0.730215 | 5.6562 | 0 |
7 | 0.688771 | 5.3352 | 1e-06 |
8 | 0.646622 | 5.0087 | 3e-06 |
9 | 0.603168 | 4.6721 | 9e-06 |
10 | 0.557819 | 4.3208 | 3e-05 |
11 | 0.510461 | 3.954 | 0.000103 |
12 | 0.45934 | 3.558 | 0.000369 |
13 | 0.412594 | 3.1959 | 0.001112 |
14 | 0.364535 | 2.8237 | 0.003217 |
15 | 0.315169 | 2.4413 | 0.008801 |
16 | 0.262519 | 2.0335 | 0.023218 |
17 | 0.206698 | 1.6011 | 0.057307 |
18 | 0.151283 | 1.1718 | 0.122948 |
19 | 0.095681 | 0.7411 | 0.230748 |
20 | 0.037018 | 0.2867 | 0.387648 |
21 | -0.023234 | -0.18 | 0.428892 |
22 | -0.079538 | -0.6161 | 0.27008 |
23 | -0.125195 | -0.9698 | 0.168031 |
24 | -0.16532 | -1.2806 | 0.102637 |
25 | -0.19968 | -1.5467 | 0.063595 |
26 | -0.228443 | -1.7695 | 0.040945 |
27 | -0.257638 | -1.9957 | 0.025259 |
28 | -0.277112 | -2.1465 | 0.017943 |
29 | -0.293551 | -2.2738 | 0.013284 |
30 | -0.317631 | -2.4604 | 0.008388 |
31 | -0.345727 | -2.678 | 0.00477 |
32 | -0.379991 | -2.9434 | 0.002305 |
33 | -0.40739 | -3.1556 | 0.001252 |
34 | -0.422778 | -3.2748 | 0.000879 |
35 | -0.438477 | -3.3964 | 0.000608 |
36 | -0.448998 | -3.4779 | 0.000473 |
37 | -0.455571 | -3.5288 | 0.000404 |
38 | -0.45582 | -3.5308 | 0.000402 |
39 | -0.44328 | -3.4336 | 0.000543 |
40 | -0.424257 | -3.2863 | 0.000849 |
41 | -0.406066 | -3.1454 | 0.00129 |
42 | -0.391261 | -3.0307 | 0.001799 |
43 | -0.376471 | -2.9161 | 0.002489 |
44 | -0.361729 | -2.8019 | 0.003414 |
45 | -0.348542 | -2.6998 | 0.004501 |
46 | -0.33522 | -2.5966 | 0.005912 |
47 | -0.321219 | -2.4882 | 0.007818 |
48 | -0.306304 | -2.3726 | 0.010442 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96023 | 7.4379 | 0 |
2 | -0.133595 | -1.0348 | 0.152453 |
3 | -0.026991 | -0.2091 | 0.417549 |
4 | 0.006837 | 0.053 | 0.478971 |
5 | 0.025669 | 0.1988 | 0.421534 |
6 | -0.024633 | -0.1908 | 0.42466 |
7 | -0.020885 | -0.1618 | 0.436014 |
8 | -0.031873 | -0.2469 | 0.40292 |
9 | -0.038026 | -0.2946 | 0.384677 |
10 | -0.047929 | -0.3713 | 0.355877 |
11 | -0.050295 | -0.3896 | 0.349111 |
12 | -0.076883 | -0.5955 | 0.276862 |
13 | 0.030659 | 0.2375 | 0.406544 |
14 | -0.066111 | -0.5121 | 0.305232 |
15 | -0.053779 | -0.4166 | 0.339239 |
16 | -0.079545 | -0.6162 | 0.270061 |
17 | -0.070687 | -0.5475 | 0.29302 |
18 | -0.036274 | -0.281 | 0.389848 |
19 | -0.054926 | -0.4255 | 0.336012 |
20 | -0.098685 | -0.7644 | 0.22381 |
21 | -0.074619 | -0.578 | 0.282716 |
22 | -0.006238 | -0.0483 | 0.480812 |
23 | 0.070934 | 0.5495 | 0.292367 |
24 | -0.015035 | -0.1165 | 0.453837 |
25 | 0.024453 | 0.1894 | 0.425205 |
26 | 0.029702 | 0.2301 | 0.409409 |
27 | -0.038868 | -0.3011 | 0.382202 |
28 | 0.105248 | 0.8152 | 0.209078 |
29 | -0.004674 | -0.0362 | 0.485619 |
30 | -0.13314 | -1.0313 | 0.15327 |
31 | -0.066241 | -0.5131 | 0.304884 |
32 | -0.11845 | -0.9175 | 0.181274 |
33 | 0.039966 | 0.3096 | 0.378978 |
34 | 0.079687 | 0.6173 | 0.269702 |
35 | -0.084571 | -0.6551 | 0.257459 |
36 | 0.01444 | 0.1118 | 0.455658 |
37 | 0.006358 | 0.0492 | 0.480444 |
38 | 0.04682 | 0.3627 | 0.359063 |
39 | 0.121772 | 0.9432 | 0.174671 |
40 | 0.059235 | 0.4588 | 0.324006 |
41 | -0.04561 | -0.3533 | 0.362552 |
42 | -0.087078 | -0.6745 | 0.251291 |
43 | -0.011858 | -0.0919 | 0.463561 |
44 | -0.036896 | -0.2858 | 0.388009 |
45 | -0.034678 | -0.2686 | 0.394574 |
46 | 0.003525 | 0.0273 | 0.489155 |
47 | -0.039704 | -0.3075 | 0.379745 |
48 | -0.013693 | -0.1061 | 0.457942 |