Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945792 | 7.3261 | 0 |
2 | 0.886484 | 6.8667 | 0 |
3 | 0.828442 | 6.4171 | 0 |
4 | 0.763642 | 5.9151 | 0 |
5 | 0.694011 | 5.3758 | 1e-06 |
6 | 0.62253 | 4.8221 | 5e-06 |
7 | 0.5587 | 4.3277 | 2.9e-05 |
8 | 0.493905 | 3.8258 | 0.000157 |
9 | 0.428159 | 3.3165 | 0.000776 |
10 | 0.376536 | 2.9166 | 0.002485 |
11 | 0.338872 | 2.6249 | 0.005489 |
12 | 0.301236 | 2.3334 | 0.011499 |
13 | 0.258243 | 2.0003 | 0.024997 |
14 | 0.220821 | 1.7105 | 0.046172 |
15 | 0.180509 | 1.3982 | 0.083597 |
16 | 0.143867 | 1.1144 | 0.134779 |
17 | 0.105168 | 0.8146 | 0.209253 |
18 | 0.064954 | 0.5031 | 0.308357 |
19 | 0.021285 | 0.1649 | 0.434801 |
20 | -0.023773 | -0.1841 | 0.427262 |
21 | -0.064425 | -0.499 | 0.309789 |
22 | -0.104384 | -0.8086 | 0.210982 |
23 | -0.145935 | -1.1304 | 0.131402 |
24 | -0.185992 | -1.4407 | 0.077436 |
25 | -0.206816 | -1.602 | 0.057205 |
26 | -0.226409 | -1.7538 | 0.04229 |
27 | -0.246555 | -1.9098 | 0.030471 |
28 | -0.265674 | -2.0579 | 0.021976 |
29 | -0.281969 | -2.1841 | 0.016436 |
30 | -0.299626 | -2.3209 | 0.011854 |
31 | -0.319904 | -2.478 | 0.008023 |
32 | -0.341903 | -2.6484 | 0.00516 |
33 | -0.363798 | -2.818 | 0.003268 |
34 | -0.38027 | -2.9456 | 0.002291 |
35 | -0.398552 | -3.0872 | 0.001529 |
36 | -0.411899 | -3.1906 | 0.00113 |
37 | -0.408787 | -3.1664 | 0.001213 |
38 | -0.401078 | -3.1067 | 0.001444 |
39 | -0.386974 | -2.9975 | 0.001978 |
40 | -0.363233 | -2.8136 | 0.003307 |
41 | -0.339014 | -2.626 | 0.005474 |
42 | -0.314307 | -2.4346 | 0.00895 |
43 | -0.283524 | -2.1962 | 0.015978 |
44 | -0.254386 | -1.9705 | 0.026702 |
45 | -0.225273 | -1.745 | 0.043056 |
46 | -0.19487 | -1.5095 | 0.068215 |
47 | -0.163967 | -1.2701 | 0.104479 |
48 | -0.131003 | -1.0147 | 0.15715 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945792 | 7.3261 | 0 |
2 | -0.076208 | -0.5903 | 0.278601 |
3 | -0.017216 | -0.1334 | 0.447178 |
4 | -0.097399 | -0.7544 | 0.226766 |
5 | -0.077362 | -0.5992 | 0.275635 |
6 | -0.057713 | -0.447 | 0.328226 |
7 | 0.03346 | 0.2592 | 0.398191 |
8 | -0.05205 | -0.4032 | 0.344127 |
9 | -0.045342 | -0.3512 | 0.363327 |
10 | 0.084561 | 0.655 | 0.257484 |
11 | 0.083246 | 0.6448 | 0.260751 |
12 | -0.037979 | -0.2942 | 0.384817 |
13 | -0.091282 | -0.7071 | 0.241131 |
14 | -0.004275 | -0.0331 | 0.486846 |
15 | -0.084388 | -0.6537 | 0.257913 |
16 | 0.019811 | 0.1535 | 0.439277 |
17 | -0.049402 | -0.3827 | 0.351659 |
18 | -0.05404 | -0.4186 | 0.338504 |
19 | -0.074654 | -0.5783 | 0.282625 |
20 | -0.017744 | -0.1374 | 0.445569 |
21 | 0.007306 | 0.0566 | 0.47753 |
22 | -0.044464 | -0.3444 | 0.365869 |
23 | -0.065986 | -0.5111 | 0.30557 |
24 | -0.041061 | -0.3181 | 0.375773 |
25 | 0.14276 | 1.1058 | 0.136611 |
26 | -0.034601 | -0.268 | 0.394801 |
27 | -0.038449 | -0.2978 | 0.383432 |
28 | -0.07943 | -0.6153 | 0.270355 |
29 | -0.028632 | -0.2218 | 0.412618 |
30 | -0.055771 | -0.432 | 0.333645 |
31 | -0.028176 | -0.2182 | 0.413988 |
32 | -0.084761 | -0.6566 | 0.256989 |
33 | -0.065504 | -0.5074 | 0.306869 |
34 | 0.055666 | 0.4312 | 0.33394 |
35 | -0.01419 | -0.1099 | 0.456423 |
36 | 0.009395 | 0.0728 | 0.471113 |
37 | 0.082339 | 0.6378 | 0.263016 |
38 | 0.010917 | 0.0846 | 0.466444 |
39 | 0.014439 | 0.1118 | 0.45566 |
40 | 0.081643 | 0.6324 | 0.264762 |
41 | -0.059538 | -0.4612 | 0.323168 |
42 | -0.04621 | -0.3579 | 0.360823 |
43 | 0.043487 | 0.3369 | 0.368702 |
44 | -0.020564 | -0.1593 | 0.436987 |
45 | 0.0066 | 0.0511 | 0.479699 |
46 | 0.038562 | 0.2987 | 0.383101 |
47 | 0.024859 | 0.1926 | 0.423977 |
48 | 0.027267 | 0.2112 | 0.416719 |