Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936302 | 7.9448 | 0 |
2 | 0.864099 | 7.3321 | 0 |
3 | 0.816051 | 6.9244 | 0 |
4 | 0.729265 | 6.188 | 0 |
5 | 0.62577 | 5.3098 | 1e-06 |
6 | 0.539838 | 4.5807 | 9e-06 |
7 | 0.43793 | 3.716 | 0.000198 |
8 | 0.306336 | 2.5994 | 0.005662 |
9 | 0.200873 | 1.7045 | 0.046303 |
10 | 0.110348 | 0.9363 | 0.176116 |
11 | 0.004691 | 0.0398 | 0.48418 |
12 | -0.075867 | -0.6438 | 0.26089 |
13 | -0.103625 | -0.8793 | 0.191086 |
14 | -0.136779 | -1.1606 | 0.124818 |
15 | -0.184052 | -1.5617 | 0.061368 |
16 | -0.210385 | -1.7852 | 0.039222 |
17 | -0.240372 | -2.0396 | 0.022529 |
18 | -0.252434 | -2.142 | 0.017789 |
19 | -0.243378 | -2.0651 | 0.021256 |
20 | -0.235168 | -1.9955 | 0.024888 |
21 | -0.233087 | -1.9778 | 0.025889 |
22 | -0.227201 | -1.9279 | 0.028908 |
23 | -0.213589 | -1.8124 | 0.03705 |
24 | -0.206904 | -1.7556 | 0.041702 |
25 | -0.193012 | -1.6378 | 0.052918 |
26 | -0.174501 | -1.4807 | 0.071526 |
27 | -0.154219 | -1.3086 | 0.097417 |
28 | -0.138114 | -1.1719 | 0.122543 |
29 | -0.12672 | -1.0753 | 0.142925 |
30 | -0.126695 | -1.075 | 0.142973 |
31 | -0.138665 | -1.1766 | 0.121613 |
32 | -0.144203 | -1.2236 | 0.112546 |
33 | -0.148075 | -1.2565 | 0.106506 |
34 | -0.15031 | -1.2754 | 0.10313 |
35 | -0.16656 | -1.4133 | 0.080937 |
36 | -0.189881 | -1.6112 | 0.055756 |
37 | -0.201453 | -1.7094 | 0.045843 |
38 | -0.216785 | -1.8395 | 0.034983 |
39 | -0.228016 | -1.9348 | 0.028473 |
40 | -0.223566 | -1.897 | 0.030918 |
41 | -0.205912 | -1.7472 | 0.042431 |
42 | -0.192732 | -1.6354 | 0.053167 |
43 | -0.167557 | -1.4218 | 0.079706 |
44 | -0.136581 | -1.1589 | 0.125157 |
45 | -0.11142 | -0.9454 | 0.173802 |
46 | -0.086181 | -0.7313 | 0.233493 |
47 | -0.050659 | -0.4299 | 0.334292 |
48 | -0.012657 | -0.1074 | 0.457385 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936302 | 7.9448 | 0 |
2 | -0.101859 | -0.8643 | 0.195146 |
3 | 0.163482 | 1.3872 | 0.084832 |
4 | -0.383304 | -3.2524 | 0.000871 |
5 | -0.085403 | -0.7247 | 0.235503 |
6 | -0.032444 | -0.2753 | 0.391938 |
7 | -0.163914 | -1.3909 | 0.084276 |
8 | -0.239014 | -2.0281 | 0.023125 |
9 | 0.092322 | 0.7834 | 0.217988 |
10 | -0.028272 | -0.2399 | 0.405548 |
11 | -0.022275 | -0.189 | 0.425307 |
12 | 0.111076 | 0.9425 | 0.174542 |
13 | 0.317492 | 2.694 | 0.004389 |
14 | -0.017784 | -0.1509 | 0.440237 |
15 | -0.123213 | -1.0455 | 0.149644 |
16 | -0.208649 | -1.7704 | 0.040443 |
17 | -0.238542 | -2.0241 | 0.023336 |
18 | 0.226698 | 1.9236 | 0.02918 |
19 | -0.074667 | -0.6336 | 0.264185 |
20 | -0.030888 | -0.2621 | 0.396999 |
21 | 0.005865 | 0.0498 | 0.480223 |
22 | 0.030725 | 0.2607 | 0.39753 |
23 | 0.060089 | 0.5099 | 0.30585 |
24 | 0.037772 | 0.3205 | 0.374755 |
25 | 0.093079 | 0.7898 | 0.216119 |
26 | -0.066876 | -0.5675 | 0.286082 |
27 | -0.039753 | -0.3373 | 0.368431 |
28 | -0.240738 | -2.0427 | 0.022371 |
29 | -0.130832 | -1.1102 | 0.135314 |
30 | 0.013364 | 0.1134 | 0.455015 |
31 | -0.080849 | -0.686 | 0.24745 |
32 | -0.072524 | -0.6154 | 0.27012 |
33 | 0.049885 | 0.4233 | 0.336673 |
34 | 0.117892 | 1.0003 | 0.160246 |
35 | -0.010144 | -0.0861 | 0.465823 |
36 | 0.011658 | 0.0989 | 0.460738 |
37 | 0.119851 | 1.017 | 0.156287 |
38 | -0.05468 | -0.464 | 0.322032 |
39 | -0.008075 | -0.0685 | 0.472782 |
40 | -0.079873 | -0.6777 | 0.250052 |
41 | 0.009634 | 0.0817 | 0.467539 |
42 | 0.006663 | 0.0565 | 0.477534 |
43 | 0.015285 | 0.1297 | 0.448583 |
44 | -0.089843 | -0.7623 | 0.224173 |
45 | 0.083397 | 0.7076 | 0.240725 |
46 | -0.066956 | -0.5681 | 0.285855 |
47 | -0.05638 | -0.4784 | 0.316906 |
48 | -0.043908 | -0.3726 | 0.355279 |