Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959739 | 7.4341 | 0 |
2 | 0.912499 | 7.0682 | 0 |
3 | 0.858765 | 6.652 | 0 |
4 | 0.801372 | 6.2074 | 0 |
5 | 0.744593 | 5.7676 | 0 |
6 | 0.691834 | 5.3589 | 1e-06 |
7 | 0.646984 | 5.0115 | 3e-06 |
8 | 0.600177 | 4.649 | 9e-06 |
9 | 0.55199 | 4.2757 | 3.5e-05 |
10 | 0.502748 | 3.8943 | 0.000125 |
11 | 0.453817 | 3.5152 | 0.000421 |
12 | 0.403424 | 3.1249 | 0.00137 |
13 | 0.354706 | 2.7475 | 0.003959 |
14 | 0.310445 | 2.4047 | 0.009644 |
15 | 0.26269 | 2.0348 | 0.023149 |
16 | 0.220305 | 1.7065 | 0.046545 |
17 | 0.178246 | 1.3807 | 0.086248 |
18 | 0.134394 | 1.041 | 0.151024 |
19 | 0.085946 | 0.6657 | 0.254065 |
20 | 0.03475 | 0.2692 | 0.39436 |
21 | -0.017832 | -0.1381 | 0.445301 |
22 | -0.071657 | -0.5551 | 0.290461 |
23 | -0.123622 | -0.9576 | 0.17106 |
24 | -0.171346 | -1.3272 | 0.094729 |
25 | -0.206177 | -1.597 | 0.057755 |
26 | -0.230041 | -1.7819 | 0.039914 |
27 | -0.247957 | -1.9207 | 0.029765 |
28 | -0.263715 | -2.0427 | 0.02274 |
29 | -0.283944 | -2.1994 | 0.015856 |
30 | -0.299958 | -2.3235 | 0.01178 |
31 | -0.329242 | -2.5503 | 0.006667 |
32 | -0.355472 | -2.7535 | 0.003896 |
33 | -0.378683 | -2.9333 | 0.002372 |
34 | -0.396781 | -3.0735 | 0.001591 |
35 | -0.412418 | -3.1946 | 0.001116 |
36 | -0.423372 | -3.2794 | 0.000867 |
37 | -0.425482 | -3.2958 | 0.000826 |
38 | -0.426494 | -3.3036 | 0.000806 |
39 | -0.427816 | -3.3138 | 0.000782 |
40 | -0.426416 | -3.303 | 0.000808 |
41 | -0.418616 | -3.2426 | 0.000968 |
42 | -0.408095 | -3.1611 | 0.001232 |
43 | -0.393866 | -3.0509 | 0.001698 |
44 | -0.373843 | -2.8958 | 0.002635 |
45 | -0.351751 | -2.7246 | 0.004211 |
46 | -0.325591 | -2.522 | 0.00717 |
47 | -0.299853 | -2.3227 | 0.011804 |
48 | -0.2725 | -2.1108 | 0.019484 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959739 | 7.4341 | 0 |
2 | -0.109002 | -0.8443 | 0.20092 |
3 | -0.100576 | -0.7791 | 0.219504 |
4 | -0.063915 | -0.4951 | 0.311175 |
5 | -0.01232 | -0.0954 | 0.462145 |
6 | 0.023493 | 0.182 | 0.428107 |
7 | 0.063639 | 0.4929 | 0.311925 |
8 | -0.075881 | -0.5878 | 0.279446 |
9 | -0.061539 | -0.4767 | 0.317661 |
10 | -0.044208 | -0.3424 | 0.366611 |
11 | -0.015894 | -0.1231 | 0.451215 |
12 | -0.040686 | -0.3152 | 0.37687 |
13 | -0.006221 | -0.0482 | 0.480864 |
14 | 0.010921 | 0.0846 | 0.466434 |
15 | -0.095266 | -0.7379 | 0.231718 |
16 | 0.030044 | 0.2327 | 0.408386 |
17 | -0.035532 | -0.2752 | 0.392042 |
18 | -0.066034 | -0.5115 | 0.30544 |
19 | -0.093968 | -0.7279 | 0.234762 |
20 | -0.065394 | -0.5065 | 0.307166 |
21 | -0.061832 | -0.4789 | 0.316859 |
22 | -0.044763 | -0.3467 | 0.365004 |
23 | -0.030113 | -0.2333 | 0.40818 |
24 | -0.014458 | -0.112 | 0.455601 |
25 | 0.092822 | 0.719 | 0.237468 |
26 | 0.076568 | 0.5931 | 0.277675 |
27 | -0.001303 | -0.0101 | 0.495991 |
28 | -0.046523 | -0.3604 | 0.35992 |
29 | -0.100643 | -0.7796 | 0.219352 |
30 | 0.031261 | 0.2421 | 0.404747 |
31 | -0.18623 | -1.4425 | 0.077177 |
32 | 0.022222 | 0.1721 | 0.431956 |
33 | -0.006276 | -0.0486 | 0.480696 |
34 | 0.005097 | 0.0395 | 0.48432 |
35 | -0.040559 | -0.3142 | 0.37724 |
36 | 0.013291 | 0.103 | 0.459172 |
37 | 0.051415 | 0.3983 | 0.345928 |
38 | -0.002953 | -0.0229 | 0.490914 |
39 | -0.042376 | -0.3282 | 0.371936 |
40 | 0.010345 | 0.0801 | 0.4682 |
41 | 0.050226 | 0.389 | 0.34931 |
42 | 0.004061 | 0.0315 | 0.487506 |
43 | 0.001991 | 0.0154 | 0.493874 |
44 | -0.018375 | -0.1423 | 0.443648 |
45 | 0.004735 | 0.0367 | 0.485432 |
46 | 0.014871 | 0.1152 | 0.454339 |
47 | -0.013086 | -0.1014 | 0.459799 |
48 | 0.019213 | 0.1488 | 0.441095 |