Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.931993 | 7.9082 | 0 |
2 | 0.853553 | 7.2426 | 0 |
3 | 0.771427 | 6.5458 | 0 |
4 | 0.701968 | 5.9564 | 0 |
5 | 0.642918 | 5.4553 | 0 |
6 | 0.580601 | 4.9266 | 3e-06 |
7 | 0.537164 | 4.558 | 1e-05 |
8 | 0.491636 | 4.1717 | 4.2e-05 |
9 | 0.458117 | 3.8873 | 0.000112 |
10 | 0.424206 | 3.5995 | 0.000291 |
11 | 0.400731 | 3.4003 | 0.000551 |
12 | 0.3692 | 3.1328 | 0.001252 |
13 | 0.317275 | 2.6922 | 0.004411 |
14 | 0.277419 | 2.354 | 0.010653 |
15 | 0.23935 | 2.0309 | 0.022977 |
16 | 0.206877 | 1.7554 | 0.041721 |
17 | 0.17219 | 1.4611 | 0.074172 |
18 | 0.136772 | 1.1606 | 0.124829 |
19 | 0.099863 | 0.8474 | 0.199799 |
20 | 0.057454 | 0.4875 | 0.313689 |
21 | 0.009985 | 0.0847 | 0.466359 |
22 | -0.042698 | -0.3623 | 0.359094 |
23 | -0.08885 | -0.7539 | 0.226678 |
24 | -0.145179 | -1.2319 | 0.111 |
25 | -0.195421 | -1.6582 | 0.050814 |
26 | -0.229437 | -1.9468 | 0.027728 |
27 | -0.263355 | -2.2346 | 0.014272 |
28 | -0.298877 | -2.5361 | 0.006691 |
29 | -0.339744 | -2.8828 | 0.002596 |
30 | -0.367719 | -3.1202 | 0.0013 |
31 | -0.402885 | -3.4186 | 0.00052 |
32 | -0.423725 | -3.5954 | 0.000295 |
33 | -0.437496 | -3.7123 | 0.000201 |
34 | -0.444535 | -3.772 | 0.000165 |
35 | -0.439519 | -3.7294 | 0.00019 |
36 | -0.439382 | -3.7283 | 0.000191 |
37 | -0.404531 | -3.4326 | 0.000497 |
38 | -0.357353 | -3.0322 | 0.001687 |
39 | -0.312512 | -2.6518 | 0.004921 |
40 | -0.287922 | -2.4431 | 0.008508 |
41 | -0.274341 | -2.3279 | 0.011367 |
42 | -0.26434 | -2.243 | 0.013988 |
43 | -0.270753 | -2.2974 | 0.012252 |
44 | -0.273799 | -2.3233 | 0.011497 |
45 | -0.278736 | -2.3652 | 0.01036 |
46 | -0.269037 | -2.2829 | 0.012697 |
47 | -0.248285 | -2.1068 | 0.019311 |
48 | -0.230926 | -1.9595 | 0.026965 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.931993 | 7.9082 | 0 |
2 | -0.114607 | -0.9725 | 0.167036 |
3 | -0.065064 | -0.5521 | 0.291299 |
4 | 0.055214 | 0.4685 | 0.32042 |
5 | 0.026202 | 0.2223 | 0.412342 |
6 | -0.078457 | -0.6657 | 0.253855 |
7 | 0.116249 | 0.9864 | 0.163619 |
8 | -0.055142 | -0.4679 | 0.320636 |
9 | 0.053911 | 0.4575 | 0.324362 |
10 | -0.021248 | -0.1803 | 0.428715 |
11 | 0.068059 | 0.5775 | 0.282702 |
12 | -0.100716 | -0.8546 | 0.197802 |
13 | -0.146293 | -1.2413 | 0.109256 |
14 | 0.09191 | 0.7799 | 0.219008 |
15 | -0.004213 | -0.0358 | 0.48579 |
16 | -0.044705 | -0.3793 | 0.352777 |
17 | -0.012977 | -0.1101 | 0.456314 |
18 | -0.027771 | -0.2356 | 0.407189 |
19 | -0.072403 | -0.6144 | 0.270456 |
20 | -0.052456 | -0.4451 | 0.328791 |
21 | -0.085448 | -0.7251 | 0.235386 |
22 | -0.074013 | -0.628 | 0.265989 |
23 | -0.020152 | -0.171 | 0.432355 |
24 | -0.111256 | -0.944 | 0.174153 |
25 | -0.00374 | -0.0317 | 0.487386 |
26 | 0.042437 | 0.3601 | 0.359916 |
27 | -0.093108 | -0.79 | 0.216048 |
28 | -0.09051 | -0.768 | 0.222498 |
29 | -0.05744 | -0.4874 | 0.31373 |
30 | 0.031262 | 0.2653 | 0.395781 |
31 | -0.138922 | -1.1788 | 0.12118 |
32 | 0.079414 | 0.6739 | 0.251281 |
33 | 0.026105 | 0.2215 | 0.412663 |
34 | -0.026892 | -0.2282 | 0.410075 |
35 | 0.039859 | 0.3382 | 0.368094 |
36 | 0.009865 | 0.0837 | 0.46676 |
37 | 0.20555 | 1.7441 | 0.042701 |
38 | 0.091255 | 0.7743 | 0.220637 |
39 | -0.00449 | -0.0381 | 0.484858 |
40 | -0.067159 | -0.5699 | 0.285271 |
41 | 0.001522 | 0.0129 | 0.494865 |
42 | -0.032695 | -0.2774 | 0.391124 |
43 | -0.083957 | -0.7124 | 0.239261 |
44 | -0.016495 | -0.14 | 0.444541 |
45 | 0.005486 | 0.0466 | 0.481499 |
46 | 0.033573 | 0.2849 | 0.38828 |
47 | 0.08358 | 0.7092 | 0.240246 |
48 | -0.052326 | -0.444 | 0.329188 |