Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95372 | 7.3875 | 0 |
2 | 0.903836 | 7.0011 | 0 |
3 | 0.852613 | 6.6043 | 0 |
4 | 0.804223 | 6.2295 | 0 |
5 | 0.756558 | 5.8603 | 0 |
6 | 0.708493 | 5.488 | 0 |
7 | 0.65886 | 5.1035 | 2e-06 |
8 | 0.60826 | 4.7116 | 8e-06 |
9 | 0.559842 | 4.3365 | 2.8e-05 |
10 | 0.513927 | 3.9809 | 9.4e-05 |
11 | 0.467197 | 3.6189 | 0.000304 |
12 | 0.418198 | 3.2393 | 0.000978 |
13 | 0.366035 | 2.8353 | 0.003116 |
14 | 0.311197 | 2.4105 | 0.009505 |
15 | 0.254226 | 1.9692 | 0.026775 |
16 | 0.197304 | 1.5283 | 0.065845 |
17 | 0.147124 | 1.1396 | 0.129487 |
18 | 0.100149 | 0.7758 | 0.220471 |
19 | 0.057245 | 0.4434 | 0.32953 |
20 | 0.019428 | 0.1505 | 0.440441 |
21 | -0.015422 | -0.1195 | 0.452656 |
22 | -0.045899 | -0.3555 | 0.361718 |
23 | -0.072759 | -0.5636 | 0.287568 |
24 | -0.098555 | -0.7634 | 0.224108 |
25 | -0.127 | -0.9837 | 0.164598 |
26 | -0.163417 | -1.2658 | 0.105235 |
27 | -0.199001 | -1.5415 | 0.064232 |
28 | -0.230257 | -1.7836 | 0.039776 |
29 | -0.254702 | -1.9729 | 0.026559 |
30 | -0.27791 | -2.1527 | 0.017687 |
31 | -0.297392 | -2.3036 | 0.012363 |
32 | -0.314793 | -2.4384 | 0.008866 |
33 | -0.324701 | -2.5151 | 0.007298 |
34 | -0.330414 | -2.5594 | 0.006512 |
35 | -0.335916 | -2.602 | 0.005829 |
36 | -0.351145 | -2.72 | 0.004264 |
37 | -0.370297 | -2.8683 | 0.002844 |
38 | -0.388341 | -3.0081 | 0.001919 |
39 | -0.401662 | -3.1113 | 0.001425 |
40 | -0.410151 | -3.177 | 0.001176 |
41 | -0.416325 | -3.2248 | 0.001021 |
42 | -0.417446 | -3.2335 | 0.000995 |
43 | -0.414395 | -3.2099 | 0.001067 |
44 | -0.406897 | -3.1518 | 0.001266 |
45 | -0.390585 | -3.0255 | 0.001826 |
46 | -0.371316 | -2.8762 | 0.002782 |
47 | -0.350875 | -2.7179 | 0.004288 |
48 | -0.330037 | -2.5565 | 0.006562 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95372 | 7.3875 | 0 |
2 | -0.063554 | -0.4923 | 0.312157 |
3 | -0.039598 | -0.3067 | 0.380058 |
4 | 0.004892 | 0.0379 | 0.48495 |
5 | -0.020925 | -0.1621 | 0.435893 |
6 | -0.033044 | -0.256 | 0.39943 |
7 | -0.044479 | -0.3445 | 0.365826 |
8 | -0.038897 | -0.3013 | 0.382116 |
9 | -0.006089 | -0.0472 | 0.481268 |
10 | -0.005636 | -0.0437 | 0.482663 |
11 | -0.043057 | -0.3335 | 0.369952 |
12 | -0.055934 | -0.4333 | 0.333189 |
13 | -0.065711 | -0.509 | 0.306311 |
14 | -0.065311 | -0.5059 | 0.307392 |
15 | -0.065547 | -0.5077 | 0.306755 |
16 | -0.046413 | -0.3595 | 0.360236 |
17 | 0.027768 | 0.2151 | 0.415214 |
18 | -0.011758 | -0.0911 | 0.463867 |
19 | 0.000591 | 0.0046 | 0.498181 |
20 | 0.017474 | 0.1354 | 0.446394 |
21 | -0.007834 | -0.0607 | 0.475907 |
22 | 0.00931 | 0.0721 | 0.471376 |
23 | 0.002176 | 0.0169 | 0.493303 |
24 | -0.024779 | -0.1919 | 0.424219 |
25 | -0.059119 | -0.4579 | 0.324328 |
26 | -0.119473 | -0.9254 | 0.179224 |
27 | -0.028629 | -0.2218 | 0.412628 |
28 | 0.001999 | 0.0155 | 0.493848 |
29 | 0.021072 | 0.1632 | 0.435446 |
30 | -0.037428 | -0.2899 | 0.386439 |
31 | -0.003064 | -0.0237 | 0.490571 |
32 | -0.017538 | -0.1358 | 0.446199 |
33 | 0.042187 | 0.3268 | 0.372485 |
34 | -0.000682 | -0.0053 | 0.497903 |
35 | -0.039592 | -0.3067 | 0.380074 |
36 | -0.135937 | -1.053 | 0.14829 |
37 | -0.068968 | -0.5342 | 0.297581 |
38 | -0.013978 | -0.1083 | 0.45707 |
39 | 0.016171 | 0.1253 | 0.450368 |
40 | 0.015934 | 0.1234 | 0.451091 |
41 | -0.012375 | -0.0959 | 0.461976 |
42 | 0.016968 | 0.1314 | 0.447936 |
43 | 0.013188 | 0.1022 | 0.459487 |
44 | 0.008662 | 0.0671 | 0.473364 |
45 | 0.060364 | 0.4676 | 0.320889 |
46 | 0.000381 | 0.003 | 0.498826 |
47 | -0.00619 | -0.048 | 0.480957 |
48 | 0.000418 | 0.0032 | 0.498715 |