Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940277 | 7.9785 | 0 |
2 | 0.875939 | 7.4326 | 0 |
3 | 0.815234 | 6.9175 | 0 |
4 | 0.761292 | 6.4598 | 0 |
5 | 0.717812 | 6.0908 | 0 |
6 | 0.678139 | 5.7542 | 0 |
7 | 0.646484 | 5.4856 | 0 |
8 | 0.606773 | 5.1486 | 1e-06 |
9 | 0.549488 | 4.6626 | 7e-06 |
10 | 0.497766 | 4.2237 | 3.5e-05 |
11 | 0.446133 | 3.7856 | 0.000157 |
12 | 0.382504 | 3.2457 | 0.00089 |
13 | 0.31859 | 2.7033 | 0.004279 |
14 | 0.259352 | 2.2007 | 0.015484 |
15 | 0.208929 | 1.7728 | 0.040244 |
16 | 0.167236 | 1.419 | 0.080101 |
17 | 0.134244 | 1.1391 | 0.129219 |
18 | 0.109275 | 0.9272 | 0.178452 |
19 | 0.090673 | 0.7694 | 0.222091 |
20 | 0.071839 | 0.6096 | 0.27203 |
21 | 0.052795 | 0.448 | 0.327755 |
22 | 0.041501 | 0.3521 | 0.362877 |
23 | 0.02583 | 0.2192 | 0.413568 |
24 | 0.007038 | 0.0597 | 0.476274 |
25 | -0.010747 | -0.0912 | 0.463796 |
26 | -0.024296 | -0.2062 | 0.418624 |
27 | -0.034671 | -0.2942 | 0.384729 |
28 | -0.033895 | -0.2876 | 0.387237 |
29 | -0.021596 | -0.1833 | 0.427558 |
30 | -0.00508 | -0.0431 | 0.482867 |
31 | -0.009169 | -0.0778 | 0.469102 |
32 | -0.017322 | -0.147 | 0.441778 |
33 | -0.028861 | -0.2449 | 0.403617 |
34 | -0.046655 | -0.3959 | 0.346681 |
35 | -0.074941 | -0.6359 | 0.263431 |
36 | -0.106176 | -0.9009 | 0.185314 |
37 | -0.133271 | -1.1308 | 0.130938 |
38 | -0.155416 | -1.3187 | 0.095716 |
39 | -0.17373 | -1.4741 | 0.0724 |
40 | -0.188047 | -1.5956 | 0.057476 |
41 | -0.201235 | -1.7075 | 0.046016 |
42 | -0.221782 | -1.8819 | 0.031947 |
43 | -0.256316 | -2.1749 | 0.016461 |
44 | -0.29059 | -2.4657 | 0.008028 |
45 | -0.321553 | -2.7285 | 0.003995 |
46 | -0.350737 | -2.9761 | 0.001987 |
47 | -0.377018 | -3.1991 | 0.001025 |
48 | -0.399043 | -3.386 | 0.000576 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940277 | 7.9785 | 0 |
2 | -0.070605 | -0.5991 | 0.275493 |
3 | -0.001344 | -0.0114 | 0.495466 |
4 | 0.022778 | 0.1933 | 0.423642 |
5 | 0.056474 | 0.4792 | 0.316624 |
6 | 0.003498 | 0.0297 | 0.488202 |
7 | 0.050532 | 0.4288 | 0.334683 |
8 | -0.085696 | -0.7272 | 0.234744 |
9 | -0.16016 | -1.359 | 0.089193 |
10 | 0.032098 | 0.2724 | 0.393064 |
11 | -0.038147 | -0.3237 | 0.373556 |
12 | -0.161333 | -1.369 | 0.087635 |
13 | -0.055757 | -0.4731 | 0.318782 |
14 | -0.017515 | -0.1486 | 0.441133 |
15 | 0.002046 | 0.0174 | 0.493099 |
16 | 0.040341 | 0.3423 | 0.366561 |
17 | 0.050909 | 0.432 | 0.333523 |
18 | 0.018788 | 0.1594 | 0.436892 |
19 | 0.069179 | 0.587 | 0.279518 |
20 | 0.04004 | 0.3397 | 0.367518 |
21 | -0.004349 | -0.0369 | 0.485331 |
22 | 0.065415 | 0.5551 | 0.290285 |
23 | -0.04501 | -0.3819 | 0.351823 |
24 | -0.05814 | -0.4933 | 0.311639 |
25 | -0.027447 | -0.2329 | 0.408251 |
26 | -0.014165 | -0.1202 | 0.452331 |
27 | -0.046024 | -0.3905 | 0.348651 |
28 | 0.066289 | 0.5625 | 0.287767 |
29 | 0.069199 | 0.5872 | 0.279461 |
30 | 0.010527 | 0.0893 | 0.464535 |
31 | -0.145286 | -1.2328 | 0.110832 |
32 | 0.013905 | 0.118 | 0.453202 |
33 | -0.032659 | -0.2771 | 0.391239 |
34 | -0.058531 | -0.4967 | 0.310474 |
35 | -0.123144 | -1.0449 | 0.149779 |
36 | -0.092425 | -0.7843 | 0.217732 |
37 | -0.053768 | -0.4562 | 0.324797 |
38 | 0.013466 | 0.1143 | 0.454675 |
39 | 0.009823 | 0.0834 | 0.466902 |
40 | -0.03186 | -0.2703 | 0.393834 |
41 | -0.005909 | -0.0501 | 0.480076 |
42 | -0.007639 | -0.0648 | 0.474249 |
43 | -0.084448 | -0.7166 | 0.237981 |
44 | 0.0083 | 0.0704 | 0.472025 |
45 | -0.002016 | -0.0171 | 0.493198 |
46 | -0.03502 | -0.2972 | 0.383601 |
47 | -0.028929 | -0.2455 | 0.403396 |
48 | -0.025948 | -0.2202 | 0.413177 |