Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937766 | 8.5948 | 0 |
2 | 0.865504 | 7.9325 | 0 |
3 | 0.7884 | 7.2258 | 0 |
4 | 0.724001 | 6.6356 | 0 |
5 | 0.667464 | 6.1174 | 0 |
6 | 0.619815 | 5.6807 | 0 |
7 | 0.574047 | 5.2612 | 1e-06 |
8 | 0.521213 | 4.777 | 4e-06 |
9 | 0.457726 | 4.1951 | 3.4e-05 |
10 | 0.386091 | 3.5386 | 0.000329 |
11 | 0.307334 | 2.8168 | 0.003022 |
12 | 0.217069 | 1.9895 | 0.024951 |
13 | 0.167882 | 1.5387 | 0.063822 |
14 | 0.122968 | 1.127 | 0.131472 |
15 | 0.080618 | 0.7389 | 0.231022 |
16 | 0.027955 | 0.2562 | 0.399207 |
17 | -0.024878 | -0.228 | 0.410094 |
18 | -0.074635 | -0.684 | 0.247915 |
19 | -0.125646 | -1.1516 | 0.126384 |
20 | -0.166515 | -1.5261 | 0.065367 |
21 | -0.196673 | -1.8025 | 0.037524 |
22 | -0.238339 | -2.1844 | 0.015859 |
23 | -0.284108 | -2.6039 | 0.005448 |
24 | -0.328339 | -3.0093 | 0.001728 |
25 | -0.368239 | -3.375 | 0.00056 |
26 | -0.401474 | -3.6796 | 0.000206 |
27 | -0.423143 | -3.8782 | 0.000104 |
28 | -0.431651 | -3.9561 | 7.9e-05 |
29 | -0.431271 | -3.9527 | 8e-05 |
30 | -0.431917 | -3.9586 | 7.9e-05 |
31 | -0.430454 | -3.9452 | 8.2e-05 |
32 | -0.437937 | -4.0138 | 6.5e-05 |
33 | -0.447015 | -4.097 | 4.8e-05 |
34 | -0.445894 | -4.0867 | 5e-05 |
35 | -0.444717 | -4.0759 | 5.2e-05 |
36 | -0.44485 | -4.0771 | 5.2e-05 |
37 | -0.443615 | -4.0658 | 5.4e-05 |
38 | -0.441754 | -4.0487 | 5.7e-05 |
39 | -0.432828 | -3.9669 | 7.6e-05 |
40 | -0.416268 | -3.8152 | 0.00013 |
41 | -0.398853 | -3.6555 | 0.000223 |
42 | -0.37443 | -3.4317 | 0.000466 |
43 | -0.33753 | -3.0935 | 0.001343 |
44 | -0.297383 | -2.7256 | 0.003905 |
45 | -0.253134 | -2.32 | 0.011383 |
46 | -0.22797 | -2.0894 | 0.019849 |
47 | -0.192096 | -1.7606 | 0.040974 |
48 | -0.149328 | -1.3686 | 0.087385 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937766 | 8.5948 | 0 |
2 | -0.115265 | -1.0564 | 0.146902 |
3 | -0.073134 | -0.6703 | 0.252257 |
4 | 0.069598 | 0.6379 | 0.262644 |
5 | 0.01399 | 0.1282 | 0.449141 |
6 | 0.023123 | 0.2119 | 0.416339 |
7 | -0.019132 | -0.1753 | 0.430615 |
8 | -0.087375 | -0.8008 | 0.212753 |
9 | -0.103747 | -0.9509 | 0.172201 |
10 | -0.08772 | -0.804 | 0.211843 |
11 | -0.103174 | -0.9456 | 0.173532 |
12 | -0.166989 | -1.5305 | 0.064828 |
13 | 0.287227 | 2.6325 | 0.005043 |
14 | -0.0821 | -0.7525 | 0.226939 |
15 | -0.08718 | -0.799 | 0.213268 |
16 | -0.080848 | -0.741 | 0.230384 |
17 | -0.017282 | -0.1584 | 0.437263 |
18 | 0.024298 | 0.2227 | 0.412156 |
19 | -0.058346 | -0.5348 | 0.297116 |
20 | 0.024445 | 0.224 | 0.411635 |
21 | 0.001435 | 0.0132 | 0.494768 |
22 | -0.197491 | -1.81 | 0.036934 |
23 | -0.092303 | -0.846 | 0.199987 |
24 | -0.096913 | -0.8882 | 0.18848 |
25 | 0.103534 | 0.9489 | 0.172695 |
26 | -0.02015 | -0.1847 | 0.426964 |
27 | 0.014337 | 0.1314 | 0.447886 |
28 | -0.017205 | -0.1577 | 0.43754 |
29 | 0.0131 | 0.1201 | 0.452359 |
30 | -0.006474 | -0.0593 | 0.476412 |
31 | -0.03065 | -0.2809 | 0.389736 |
32 | -0.055708 | -0.5106 | 0.305493 |
33 | 0.038719 | 0.3549 | 0.361788 |
34 | -0.03691 | -0.3383 | 0.367995 |
35 | -0.143988 | -1.3197 | 0.095266 |
36 | -0.152303 | -1.3959 | 0.083215 |
37 | 0.038465 | 0.3525 | 0.36266 |
38 | -0.055742 | -0.5109 | 0.305386 |
39 | 0.034724 | 0.3183 | 0.375541 |
40 | 0.05303 | 0.486 | 0.314107 |
41 | -0.026515 | -0.243 | 0.404294 |
42 | 0.006368 | 0.0584 | 0.4768 |
43 | 0.133808 | 1.2264 | 0.111744 |
44 | -0.024807 | -0.2274 | 0.410348 |
45 | 0.090833 | 0.8325 | 0.203744 |
46 | -0.154453 | -1.4156 | 0.080297 |
47 | 0.112592 | 1.0319 | 0.152534 |
48 | -0.026716 | -0.2449 | 0.403583 |