Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95508 | 7.398 | 0 |
2 | 0.909961 | 7.0485 | 0 |
3 | 0.860062 | 6.662 | 0 |
4 | 0.809638 | 6.2714 | 0 |
5 | 0.75624 | 5.8578 | 0 |
6 | 0.70185 | 5.4365 | 1e-06 |
7 | 0.648476 | 5.0231 | 2e-06 |
8 | 0.60265 | 4.6681 | 9e-06 |
9 | 0.555857 | 4.3057 | 3.1e-05 |
10 | 0.509329 | 3.9452 | 0.000106 |
11 | 0.45619 | 3.5336 | 0.000398 |
12 | 0.416476 | 3.226 | 0.001017 |
13 | 0.377415 | 2.9234 | 0.002438 |
14 | 0.333704 | 2.5849 | 0.006095 |
15 | 0.285719 | 2.2132 | 0.01535 |
16 | 0.233857 | 1.8114 | 0.037539 |
17 | 0.181333 | 1.4046 | 0.082648 |
18 | 0.123808 | 0.959 | 0.170701 |
19 | 0.065291 | 0.5057 | 0.307444 |
20 | 0.01179 | 0.0913 | 0.46377 |
21 | -0.041514 | -0.3216 | 0.37445 |
22 | -0.073556 | -0.5698 | 0.285483 |
23 | -0.098944 | -0.7664 | 0.223216 |
24 | -0.126051 | -0.9764 | 0.166396 |
25 | -0.144391 | -1.1185 | 0.133916 |
26 | -0.164318 | -1.2728 | 0.103999 |
27 | -0.180424 | -1.3976 | 0.083696 |
28 | -0.20089 | -1.5561 | 0.062473 |
29 | -0.2248 | -1.7413 | 0.043379 |
30 | -0.250032 | -1.9367 | 0.028745 |
31 | -0.275616 | -2.1349 | 0.018431 |
32 | -0.302787 | -2.3454 | 0.011166 |
33 | -0.332155 | -2.5729 | 0.006289 |
34 | -0.361128 | -2.7973 | 0.003458 |
35 | -0.383742 | -2.9725 | 0.002124 |
36 | -0.406797 | -3.151 | 0.001269 |
37 | -0.4202 | -3.2549 | 0.000933 |
38 | -0.434748 | -3.3675 | 0.000664 |
39 | -0.438699 | -3.3981 | 0.000605 |
40 | -0.429474 | -3.3267 | 0.000752 |
41 | -0.420337 | -3.2559 | 0.00093 |
42 | -0.407777 | -3.1586 | 0.001241 |
43 | -0.395304 | -3.062 | 0.001644 |
44 | -0.382832 | -2.9654 | 0.002167 |
45 | -0.370359 | -2.8688 | 0.00284 |
46 | -0.358063 | -2.7735 | 0.003689 |
47 | -0.345767 | -2.6783 | 0.004766 |
48 | -0.333471 | -2.5831 | 0.006124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95508 | 7.398 | 0 |
2 | -0.025234 | -0.1955 | 0.422846 |
3 | -0.078093 | -0.6049 | 0.273762 |
4 | -0.032763 | -0.2538 | 0.400265 |
5 | -0.05925 | -0.459 | 0.323964 |
6 | -0.041406 | -0.3207 | 0.374765 |
7 | -0.017163 | -0.1329 | 0.447341 |
8 | 0.056116 | 0.4347 | 0.33268 |
9 | -0.039683 | -0.3074 | 0.379807 |
10 | -0.035206 | -0.2727 | 0.393008 |
11 | -0.108265 | -0.8386 | 0.202505 |
12 | 0.114822 | 0.8894 | 0.188668 |
13 | -0.015606 | -0.1209 | 0.452095 |
14 | -0.096312 | -0.746 | 0.229282 |
15 | -0.076798 | -0.5949 | 0.277082 |
16 | -0.085423 | -0.6617 | 0.255354 |
17 | -0.050128 | -0.3883 | 0.349587 |
18 | -0.106196 | -0.8226 | 0.206999 |
19 | -0.031031 | -0.2404 | 0.405433 |
20 | 0.015665 | 0.1213 | 0.451914 |
21 | -0.053445 | -0.414 | 0.340182 |
22 | 0.172496 | 1.3361 | 0.093274 |
23 | 0.062163 | 0.4815 | 0.315953 |
24 | -0.069946 | -0.5418 | 0.294982 |
25 | 0.038339 | 0.297 | 0.383758 |
26 | -0.070071 | -0.5428 | 0.29465 |
27 | -0.007706 | -0.0597 | 0.476301 |
28 | -0.080083 | -0.6203 | 0.268697 |
29 | -0.068482 | -0.5305 | 0.298876 |
30 | -0.050736 | -0.393 | 0.347856 |
31 | -0.031931 | -0.2473 | 0.402747 |
32 | -0.072487 | -0.5615 | 0.288279 |
33 | -0.018186 | -0.1409 | 0.444222 |
34 | 0.000134 | 0.001 | 0.499586 |
35 | -0.017079 | -0.1323 | 0.447596 |
36 | -0.05635 | -0.4365 | 0.332027 |
37 | 0.030036 | 0.2327 | 0.408409 |
38 | -0.062019 | -0.4804 | 0.316346 |
39 | 0.030248 | 0.2343 | 0.407774 |
40 | 0.102942 | 0.7974 | 0.214185 |
41 | -0.01837 | -0.1423 | 0.443664 |
42 | 0.010035 | 0.0777 | 0.469149 |
43 | 0.014142 | 0.1095 | 0.456569 |
44 | 0.016954 | 0.1313 | 0.447978 |
45 | -0.038331 | -0.2969 | 0.383779 |
46 | 0.04 | 0.3098 | 0.37888 |
47 | -0.022308 | -0.1728 | 0.431696 |
48 | -0.01113 | -0.0862 | 0.465793 |