Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922456 | 7.1453 | 0 |
2 | 0.841734 | 6.52 | 0 |
3 | 0.76753 | 5.9453 | 0 |
4 | 0.698467 | 5.4103 | 1e-06 |
5 | 0.633523 | 4.9072 | 4e-06 |
6 | 0.568217 | 4.4014 | 2.2e-05 |
7 | 0.502081 | 3.8891 | 0.000127 |
8 | 0.43507 | 3.37 | 0.000659 |
9 | 0.368779 | 2.8565 | 0.002938 |
10 | 0.299898 | 2.323 | 0.011794 |
11 | 0.227528 | 1.7624 | 0.041545 |
12 | 0.155381 | 1.2036 | 0.116741 |
13 | 0.095479 | 0.7396 | 0.23122 |
14 | 0.044836 | 0.3473 | 0.364792 |
15 | 0.006507 | 0.0504 | 0.479984 |
16 | -0.01627 | -0.126 | 0.450067 |
17 | -0.045483 | -0.3523 | 0.36292 |
18 | -0.073717 | -0.571 | 0.285062 |
19 | -0.104762 | -0.8115 | 0.210148 |
20 | -0.144869 | -1.1221 | 0.133135 |
21 | -0.18347 | -1.4211 | 0.080225 |
22 | -0.221945 | -1.7192 | 0.045369 |
23 | -0.26513 | -2.0537 | 0.022186 |
24 | -0.310437 | -2.4046 | 0.009646 |
25 | -0.344548 | -2.6689 | 0.004888 |
26 | -0.362135 | -2.8051 | 0.003385 |
27 | -0.366245 | -2.8369 | 0.003102 |
28 | -0.361982 | -2.8039 | 0.003396 |
29 | -0.358819 | -2.7794 | 0.003631 |
30 | -0.368773 | -2.8565 | 0.002938 |
31 | -0.379528 | -2.9398 | 0.002329 |
32 | -0.375859 | -2.9114 | 0.002522 |
33 | -0.361954 | -2.8037 | 0.003398 |
34 | -0.343911 | -2.6639 | 0.004952 |
35 | -0.323942 | -2.5092 | 0.007409 |
36 | -0.303352 | -2.3498 | 0.011047 |
37 | -0.282254 | -2.1863 | 0.016352 |
38 | -0.255448 | -1.9787 | 0.026223 |
39 | -0.225599 | -1.7475 | 0.042835 |
40 | -0.204603 | -1.5849 | 0.059128 |
41 | -0.189629 | -1.4689 | 0.073547 |
42 | -0.17067 | -1.322 | 0.095593 |
43 | -0.146868 | -1.1376 | 0.129898 |
44 | -0.125804 | -0.9745 | 0.166867 |
45 | -0.097459 | -0.7549 | 0.226628 |
46 | -0.074362 | -0.576 | 0.283382 |
47 | -0.05057 | -0.3917 | 0.348329 |
48 | -0.022821 | -0.1768 | 0.430143 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922456 | 7.1453 | 0 |
2 | -0.061657 | -0.4776 | 0.317337 |
3 | 0.000467 | 0.0036 | 0.498564 |
4 | -0.009223 | -0.0714 | 0.471642 |
5 | -0.012828 | -0.0994 | 0.46059 |
6 | -0.041156 | -0.3188 | 0.375495 |
7 | -0.044301 | -0.3432 | 0.366341 |
8 | -0.048357 | -0.3746 | 0.354651 |
9 | -0.041299 | -0.3199 | 0.375078 |
10 | -0.06698 | -0.5188 | 0.302896 |
11 | -0.076027 | -0.5889 | 0.27907 |
12 | -0.057513 | -0.4455 | 0.328782 |
13 | 0.019366 | 0.15 | 0.440629 |
14 | 0.002105 | 0.0163 | 0.493522 |
15 | 0.035561 | 0.2755 | 0.391956 |
16 | 0.068642 | 0.5317 | 0.298449 |
17 | -0.068365 | -0.5296 | 0.299187 |
18 | -0.016304 | -0.1263 | 0.449961 |
19 | -0.054971 | -0.4258 | 0.335887 |
20 | -0.105286 | -0.8155 | 0.208994 |
21 | -0.04617 | -0.3576 | 0.360938 |
22 | -0.066346 | -0.5139 | 0.304599 |
23 | -0.104023 | -0.8058 | 0.211783 |
24 | -0.090561 | -0.7015 | 0.242857 |
25 | -0.000741 | -0.0057 | 0.49772 |
26 | 0.04989 | 0.3864 | 0.350266 |
27 | 0.062642 | 0.4852 | 0.314642 |
28 | 0.059526 | 0.4611 | 0.323201 |
29 | -0.003552 | -0.0275 | 0.489071 |
30 | -0.09383 | -0.7268 | 0.235086 |
31 | -0.045729 | -0.3542 | 0.36221 |
32 | 0.023056 | 0.1786 | 0.429429 |
33 | 0.015289 | 0.1184 | 0.453063 |
34 | -0.023851 | -0.1847 | 0.427026 |
35 | -0.037552 | -0.2909 | 0.386075 |
36 | -0.033363 | -0.2584 | 0.398481 |
37 | -0.032131 | -0.2489 | 0.40215 |
38 | 0.027341 | 0.2118 | 0.416498 |
39 | 0.047761 | 0.37 | 0.356359 |
40 | -0.014693 | -0.1138 | 0.454884 |
41 | -0.016519 | -0.128 | 0.449305 |
42 | 0.019151 | 0.1483 | 0.441284 |
43 | 0.011662 | 0.0903 | 0.464163 |
44 | -0.04838 | -0.3747 | 0.354584 |
45 | 0.028791 | 0.223 | 0.41214 |
46 | -0.034926 | -0.2705 | 0.393837 |
47 | 0.002693 | 0.0209 | 0.491714 |
48 | 0.012797 | 0.0991 | 0.460685 |