Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.932183 | 7.9098 | 0 |
2 | 0.850876 | 7.2199 | 0 |
3 | 0.772352 | 6.5536 | 0 |
4 | 0.693135 | 5.8814 | 0 |
5 | 0.609776 | 5.1741 | 1e-06 |
6 | 0.52486 | 4.4536 | 1.5e-05 |
7 | 0.434058 | 3.6831 | 0.000221 |
8 | 0.339528 | 2.881 | 0.00261 |
9 | 0.256309 | 2.1749 | 0.016463 |
10 | 0.175752 | 1.4913 | 0.070125 |
11 | 0.097862 | 0.8304 | 0.204533 |
12 | 0.027498 | 0.2333 | 0.408083 |
13 | -0.043713 | -0.3709 | 0.355894 |
14 | -0.116746 | -0.9906 | 0.162594 |
15 | -0.158512 | -1.345 | 0.09142 |
16 | -0.162966 | -1.3828 | 0.085499 |
17 | -0.167713 | -1.4231 | 0.079514 |
18 | -0.175192 | -1.4866 | 0.07075 |
19 | -0.179776 | -1.5254 | 0.065764 |
20 | -0.181745 | -1.5422 | 0.063709 |
21 | -0.185872 | -1.5772 | 0.059569 |
22 | -0.185351 | -1.5728 | 0.06008 |
23 | -0.184479 | -1.5654 | 0.060942 |
24 | -0.183695 | -1.5587 | 0.061726 |
25 | -0.173453 | -1.4718 | 0.072717 |
26 | -0.159351 | -1.3521 | 0.090282 |
27 | -0.145065 | -1.2309 | 0.11118 |
28 | -0.135727 | -1.1517 | 0.126631 |
29 | -0.122633 | -1.0406 | 0.150776 |
30 | -0.116892 | -0.9919 | 0.162293 |
31 | -0.102373 | -0.8687 | 0.193958 |
32 | -0.077083 | -0.6541 | 0.257574 |
33 | -0.052928 | -0.4491 | 0.327351 |
34 | -0.029075 | -0.2467 | 0.402919 |
35 | -0.005615 | -0.0476 | 0.481065 |
36 | 0.011751 | 0.0997 | 0.460425 |
37 | 0.031055 | 0.2635 | 0.396456 |
38 | 0.051698 | 0.4387 | 0.331106 |
39 | 0.059357 | 0.5037 | 0.308018 |
40 | 0.048747 | 0.4136 | 0.340187 |
41 | 0.038627 | 0.3278 | 0.372023 |
42 | 0.026983 | 0.229 | 0.409776 |
43 | 0.014093 | 0.1196 | 0.452575 |
44 | -0.000861 | -0.0073 | 0.497094 |
45 | -0.010243 | -0.0869 | 0.465491 |
46 | -0.040329 | -0.3422 | 0.366598 |
47 | -0.071446 | -0.6062 | 0.273132 |
48 | -0.102617 | -0.8707 | 0.193396 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.932183 | 7.9098 | 0 |
2 | -0.138041 | -1.1713 | 0.122666 |
3 | -0.012684 | -0.1076 | 0.457295 |
4 | -0.054789 | -0.4649 | 0.321704 |
5 | -0.076976 | -0.6532 | 0.257867 |
6 | -0.058535 | -0.4967 | 0.310462 |
7 | -0.102017 | -0.8656 | 0.194782 |
8 | -0.085248 | -0.7234 | 0.235903 |
9 | 0.021977 | 0.1865 | 0.426295 |
10 | -0.062582 | -0.531 | 0.298519 |
11 | -0.041981 | -0.3562 | 0.361357 |
12 | -0.012235 | -0.1038 | 0.458802 |
13 | -0.088577 | -0.7516 | 0.227371 |
14 | -0.083735 | -0.7105 | 0.239839 |
15 | 0.166247 | 1.4106 | 0.081327 |
16 | 0.194563 | 1.6509 | 0.051555 |
17 | -0.066098 | -0.5609 | 0.288316 |
18 | -0.050051 | -0.4247 | 0.336161 |
19 | -0.024783 | -0.2103 | 0.417018 |
20 | -0.027784 | -0.2358 | 0.407147 |
21 | -0.081303 | -0.6899 | 0.246243 |
22 | -0.033321 | -0.2827 | 0.389096 |
23 | -0.018678 | -0.1585 | 0.437258 |
24 | -0.00063 | -0.0053 | 0.497876 |
25 | 0.042945 | 0.3644 | 0.358312 |
26 | 0.016601 | 0.1409 | 0.444186 |
27 | -0.007805 | -0.0662 | 0.47369 |
28 | -0.095801 | -0.8129 | 0.209478 |
29 | 0.03229 | 0.274 | 0.392439 |
30 | 0.027813 | 0.236 | 0.407052 |
31 | 0.114632 | 0.9727 | 0.166984 |
32 | 0.042438 | 0.3601 | 0.359913 |
33 | -0.019531 | -0.1657 | 0.434419 |
34 | 0.016023 | 0.136 | 0.446117 |
35 | -0.020556 | -0.1744 | 0.43101 |
36 | -0.080136 | -0.68 | 0.249349 |
37 | 0.027111 | 0.23 | 0.409356 |
38 | 0.001357 | 0.0115 | 0.495423 |
39 | -0.073081 | -0.6201 | 0.268572 |
40 | -0.086537 | -0.7343 | 0.232579 |
41 | 0.02885 | 0.2448 | 0.403655 |
42 | -0.04425 | -0.3755 | 0.354207 |
43 | -0.035996 | -0.3054 | 0.380457 |
44 | -0.024841 | -0.2108 | 0.416827 |
45 | 0.088342 | 0.7496 | 0.227967 |
46 | -0.111579 | -0.9468 | 0.173459 |
47 | 0.005756 | 0.0488 | 0.480589 |
48 | -0.031133 | -0.2642 | 0.396201 |