Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957467 | 7.4165 | 0 |
2 | 0.914739 | 7.0855 | 0 |
3 | 0.871589 | 6.7513 | 0 |
4 | 0.826064 | 6.3987 | 0 |
5 | 0.77851 | 6.0303 | 0 |
6 | 0.731451 | 5.6658 | 0 |
7 | 0.684509 | 5.3022 | 1e-06 |
8 | 0.636385 | 4.9294 | 3e-06 |
9 | 0.58743 | 4.5502 | 1.3e-05 |
10 | 0.538492 | 4.1711 | 5e-05 |
11 | 0.48801 | 3.7801 | 0.000182 |
12 | 0.435793 | 3.3756 | 0.000648 |
13 | 0.388784 | 3.0115 | 0.0019 |
14 | 0.344148 | 2.6658 | 0.004928 |
15 | 0.298147 | 2.3094 | 0.012189 |
16 | 0.251184 | 1.9457 | 0.028192 |
17 | 0.203194 | 1.5739 | 0.060381 |
18 | 0.154693 | 1.1982 | 0.117767 |
19 | 0.106673 | 0.8263 | 0.205959 |
20 | 0.057301 | 0.4439 | 0.329374 |
21 | 0.009279 | 0.0719 | 0.471471 |
22 | -0.036835 | -0.2853 | 0.388189 |
23 | -0.080883 | -0.6265 | 0.266676 |
24 | -0.123898 | -0.9597 | 0.170526 |
25 | -0.153014 | -1.1852 | 0.120297 |
26 | -0.182313 | -1.4122 | 0.08153 |
27 | -0.210513 | -1.6306 | 0.054104 |
28 | -0.238979 | -1.8511 | 0.034538 |
29 | -0.264735 | -2.0506 | 0.022339 |
30 | -0.290523 | -2.2504 | 0.014051 |
31 | -0.315096 | -2.4407 | 0.008813 |
32 | -0.338698 | -2.6235 | 0.005509 |
33 | -0.359267 | -2.7829 | 0.003597 |
34 | -0.379143 | -2.9368 | 0.002348 |
35 | -0.397747 | -3.0809 | 0.001557 |
36 | -0.416639 | -3.2273 | 0.001013 |
37 | -0.422497 | -3.2726 | 0.000885 |
38 | -0.425752 | -3.2979 | 0.00082 |
39 | -0.425837 | -3.2985 | 0.000819 |
40 | -0.423372 | -3.2794 | 0.000867 |
41 | -0.418745 | -3.2436 | 0.000965 |
42 | -0.413703 | -3.2045 | 0.001084 |
43 | -0.406088 | -3.1455 | 0.00129 |
44 | -0.397971 | -3.0827 | 0.001549 |
45 | -0.388818 | -3.0118 | 0.001899 |
46 | -0.378688 | -2.9333 | 0.002372 |
47 | -0.36867 | -2.8557 | 0.002945 |
48 | -0.355606 | -2.7545 | 0.003885 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957467 | 7.4165 | 0 |
2 | -0.024076 | -0.1865 | 0.426345 |
3 | -0.027372 | -0.212 | 0.416404 |
4 | -0.0516 | -0.3997 | 0.345402 |
5 | -0.04931 | -0.382 | 0.351923 |
6 | -0.020554 | -0.1592 | 0.437019 |
7 | -0.024874 | -0.1927 | 0.423934 |
8 | -0.040933 | -0.3171 | 0.376147 |
9 | -0.039317 | -0.3045 | 0.380882 |
10 | -0.031014 | -0.2402 | 0.405483 |
11 | -0.049938 | -0.3868 | 0.350131 |
12 | -0.05411 | -0.4191 | 0.338307 |
13 | 0.02726 | 0.2112 | 0.41674 |
14 | -0.003877 | -0.03 | 0.48807 |
15 | -0.048211 | -0.3734 | 0.355068 |
16 | -0.049692 | -0.3849 | 0.350832 |
17 | -0.054627 | -0.4231 | 0.336852 |
18 | -0.045659 | -0.3537 | 0.362411 |
19 | -0.033171 | -0.2569 | 0.39905 |
20 | -0.059786 | -0.4631 | 0.322485 |
21 | -0.031071 | -0.2407 | 0.405312 |
22 | -0.023711 | -0.1837 | 0.427447 |
23 | -0.023254 | -0.1801 | 0.428831 |
24 | -0.038321 | -0.2968 | 0.38381 |
25 | 0.1251 | 0.969 | 0.168213 |
26 | -0.03623 | -0.2806 | 0.389977 |
27 | -0.027115 | -0.21 | 0.417177 |
28 | -0.053378 | -0.4135 | 0.340369 |
29 | -0.018203 | -0.141 | 0.444171 |
30 | -0.042566 | -0.3297 | 0.371382 |
31 | -0.026336 | -0.204 | 0.419522 |
32 | -0.03978 | -0.3081 | 0.379523 |
33 | -0.011707 | -0.0907 | 0.464023 |
34 | -0.03365 | -0.2607 | 0.397626 |
35 | -0.032633 | -0.2528 | 0.400652 |
36 | -0.056669 | -0.439 | 0.331134 |
37 | 0.138203 | 1.0705 | 0.144337 |
38 | 0.004676 | 0.0362 | 0.485612 |
39 | 0.001516 | 0.0117 | 0.495335 |
40 | -0.016394 | -0.127 | 0.449688 |
41 | -0.014815 | -0.1148 | 0.45451 |
42 | -0.031482 | -0.2439 | 0.404087 |
43 | 0.003927 | 0.0304 | 0.487917 |
44 | -0.035391 | -0.2741 | 0.392459 |
45 | -0.011419 | -0.0884 | 0.464907 |
46 | -0.013642 | -0.1057 | 0.458099 |
47 | -0.030287 | -0.2346 | 0.407658 |
48 | -0.000959 | -0.0074 | 0.497049 |