Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959406 | 7.4315 | 0 |
2 | 0.918296 | 7.1131 | 0 |
3 | 0.873863 | 6.7689 | 0 |
4 | 0.826983 | 6.4058 | 0 |
5 | 0.77713 | 6.0196 | 0 |
6 | 0.724828 | 5.6145 | 0 |
7 | 0.670604 | 5.1945 | 1e-06 |
8 | 0.61637 | 4.7744 | 6e-06 |
9 | 0.562321 | 4.3557 | 2.6e-05 |
10 | 0.505823 | 3.9181 | 0.000116 |
11 | 0.452665 | 3.5063 | 0.000433 |
12 | 0.398108 | 3.0837 | 0.001544 |
13 | 0.344084 | 2.6653 | 0.004934 |
14 | 0.292684 | 2.2671 | 0.0135 |
15 | 0.242166 | 1.8758 | 0.032774 |
16 | 0.194254 | 1.5047 | 0.068826 |
17 | 0.149664 | 1.1593 | 0.125465 |
18 | 0.111028 | 0.86 | 0.1966 |
19 | 0.076257 | 0.5907 | 0.278475 |
20 | 0.045333 | 0.3511 | 0.363355 |
21 | 0.020519 | 0.1589 | 0.437124 |
22 | -0.005693 | -0.0441 | 0.482488 |
23 | -0.033478 | -0.2593 | 0.398137 |
24 | -0.063188 | -0.4894 | 0.313154 |
25 | -0.094121 | -0.7291 | 0.234402 |
26 | -0.124538 | -0.9647 | 0.169292 |
27 | -0.156704 | -1.2138 | 0.114785 |
28 | -0.186072 | -1.4413 | 0.077348 |
29 | -0.211943 | -1.6417 | 0.052941 |
30 | -0.236599 | -1.8327 | 0.035906 |
31 | -0.262829 | -2.0359 | 0.023093 |
32 | -0.28765 | -2.2281 | 0.014816 |
33 | -0.308451 | -2.3892 | 0.010022 |
34 | -0.325404 | -2.5206 | 0.007197 |
35 | -0.343231 | -2.6587 | 0.005022 |
36 | -0.359651 | -2.7858 | 0.003568 |
37 | -0.376595 | -2.9171 | 0.002482 |
38 | -0.394414 | -3.0551 | 0.001677 |
39 | -0.412233 | -3.1931 | 0.001121 |
40 | -0.430751 | -3.3366 | 0.00073 |
41 | -0.441741 | -3.4217 | 0.000563 |
42 | -0.447836 | -3.4689 | 0.000487 |
43 | -0.449576 | -3.4824 | 0.000467 |
44 | -0.444505 | -3.4431 | 0.000527 |
45 | -0.434714 | -3.3673 | 0.000665 |
46 | -0.419484 | -3.2493 | 0.000949 |
47 | -0.402164 | -3.1152 | 0.001409 |
48 | -0.379774 | -2.9417 | 0.002316 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959406 | 7.4315 | 0 |
2 | -0.027203 | -0.2107 | 0.416913 |
3 | -0.063191 | -0.4895 | 0.313145 |
4 | -0.054215 | -0.4199 | 0.338013 |
5 | -0.061528 | -0.4766 | 0.317691 |
6 | -0.056873 | -0.4405 | 0.330565 |
7 | -0.051597 | -0.3997 | 0.345411 |
8 | -0.028941 | -0.2242 | 0.411692 |
9 | -0.027197 | -0.2107 | 0.416929 |
10 | -0.063192 | -0.4895 | 0.313141 |
11 | 0.006653 | 0.0515 | 0.479536 |
12 | -0.051648 | -0.4001 | 0.345266 |
13 | -0.033719 | -0.2612 | 0.397423 |
14 | -0.005915 | -0.0458 | 0.481803 |
15 | -0.029144 | -0.2257 | 0.411083 |
16 | -0.009301 | -0.072 | 0.471404 |
17 | -0.000626 | -0.0049 | 0.498073 |
18 | 0.033963 | 0.2631 | 0.396696 |
19 | 0.009291 | 0.072 | 0.471434 |
20 | 0.00322 | 0.0249 | 0.490093 |
21 | 0.039238 | 0.3039 | 0.381113 |
22 | -0.060625 | -0.4696 | 0.320172 |
23 | -0.067954 | -0.5264 | 0.300287 |
24 | -0.067473 | -0.5226 | 0.301574 |
25 | -0.062231 | -0.482 | 0.315765 |
26 | -0.035092 | -0.2718 | 0.393347 |
27 | -0.063525 | -0.4921 | 0.312236 |
28 | -0.000614 | -0.0048 | 0.498111 |
29 | 0.009059 | 0.0702 | 0.472146 |
30 | -0.023647 | -0.1832 | 0.427642 |
31 | -0.052524 | -0.4068 | 0.342783 |
32 | -0.028499 | -0.2207 | 0.413019 |
33 | 0.013766 | 0.1066 | 0.457719 |
34 | 0.016421 | 0.1272 | 0.449604 |
35 | -0.046244 | -0.3582 | 0.360724 |
36 | -0.014208 | -0.1101 | 0.456366 |
37 | -0.047068 | -0.3646 | 0.358352 |
38 | -0.05269 | -0.4081 | 0.342314 |
39 | -0.049949 | -0.3869 | 0.3501 |
40 | -0.06515 | -0.5047 | 0.307826 |
41 | 0.043648 | 0.3381 | 0.368237 |
42 | 0.0123 | 0.0953 | 0.462207 |
43 | 0.008938 | 0.0692 | 0.472517 |
44 | 0.0482 | 0.3734 | 0.3551 |
45 | 0.025945 | 0.201 | 0.4207 |
46 | 0.049414 | 0.3828 | 0.351626 |
47 | -0.001644 | -0.0127 | 0.494941 |
48 | 0.043785 | 0.3392 | 0.367837 |