Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.916533 | 7.777 | 0 |
2 | 0.801172 | 6.7982 | 0 |
3 | 0.692685 | 5.8776 | 0 |
4 | 0.598431 | 5.0779 | 1e-06 |
5 | 0.494865 | 4.1991 | 3.8e-05 |
6 | 0.39891 | 3.3849 | 0.000578 |
7 | 0.327496 | 2.7789 | 0.003476 |
8 | 0.233729 | 1.9833 | 0.025577 |
9 | 0.134066 | 1.1376 | 0.129532 |
10 | 0.037116 | 0.3149 | 0.376858 |
11 | -0.043634 | -0.3702 | 0.356143 |
12 | -0.140846 | -1.1951 | 0.117981 |
13 | -0.216457 | -1.8367 | 0.035191 |
14 | -0.260629 | -2.2115 | 0.015088 |
15 | -0.284668 | -2.4155 | 0.009127 |
16 | -0.30036 | -2.5486 | 0.006474 |
17 | -0.309412 | -2.6254 | 0.005281 |
18 | -0.295407 | -2.5066 | 0.007224 |
19 | -0.284842 | -2.417 | 0.009093 |
20 | -0.275513 | -2.3378 | 0.01109 |
21 | -0.270118 | -2.292 | 0.012415 |
22 | -0.255162 | -2.1651 | 0.016847 |
23 | -0.255193 | -2.1654 | 0.016836 |
24 | -0.253748 | -2.1531 | 0.01733 |
25 | -0.20296 | -1.7222 | 0.044666 |
26 | -0.127377 | -1.0808 | 0.141689 |
27 | -0.058901 | -0.4998 | 0.309374 |
28 | -0.016678 | -0.1415 | 0.443927 |
29 | 0.045418 | 0.3854 | 0.350544 |
30 | 0.102855 | 0.8728 | 0.192849 |
31 | 0.134024 | 1.1372 | 0.129606 |
32 | 0.15442 | 1.3103 | 0.097131 |
33 | 0.176281 | 1.4958 | 0.069539 |
34 | 0.206005 | 1.748 | 0.042363 |
35 | 0.214641 | 1.8213 | 0.036358 |
36 | 0.235582 | 1.999 | 0.024693 |
37 | 0.244253 | 2.0726 | 0.020897 |
38 | 0.232521 | 1.973 | 0.026167 |
39 | 0.193779 | 1.6443 | 0.05224 |
40 | 0.142511 | 1.2092 | 0.115263 |
41 | 0.096157 | 0.8159 | 0.208618 |
42 | 0.038492 | 0.3266 | 0.372454 |
43 | -0.008857 | -0.0752 | 0.470151 |
44 | -0.051546 | -0.4374 | 0.331571 |
45 | -0.076318 | -0.6476 | 0.259658 |
46 | -0.107719 | -0.914 | 0.181877 |
47 | -0.133731 | -1.1347 | 0.130122 |
48 | -0.156318 | -1.3264 | 0.094449 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.916533 | 7.777 | 0 |
2 | -0.242937 | -2.0614 | 0.021439 |
3 | 0.017639 | 0.1497 | 0.440722 |
4 | 0.006162 | 0.0523 | 0.479222 |
5 | -0.149008 | -1.2644 | 0.105086 |
6 | 0.019814 | 0.1681 | 0.433478 |
7 | 0.070271 | 0.5963 | 0.276434 |
8 | -0.278144 | -2.3601 | 0.010491 |
9 | -0.009137 | -0.0775 | 0.469207 |
10 | -0.062249 | -0.5282 | 0.299491 |
11 | -0.052847 | -0.4484 | 0.327598 |
12 | -0.190419 | -1.6158 | 0.05526 |
13 | 0.12507 | 1.0613 | 0.14606 |
14 | -0.008851 | -0.0751 | 0.470171 |
15 | 0.006137 | 0.0521 | 0.479307 |
16 | 0.028053 | 0.238 | 0.406263 |
17 | -0.013987 | -0.1187 | 0.45293 |
18 | 0.028046 | 0.238 | 0.406286 |
19 | -0.008172 | -0.0693 | 0.472453 |
20 | -0.048174 | -0.4088 | 0.341961 |
21 | -0.069085 | -0.5862 | 0.279786 |
22 | -0.00711 | -0.0603 | 0.476028 |
23 | -0.14652 | -1.2433 | 0.108902 |
24 | 0.004123 | 0.035 | 0.486095 |
25 | 0.293663 | 2.4918 | 0.007506 |
26 | 0.020497 | 0.1739 | 0.431206 |
27 | -0.03617 | -0.3069 | 0.379898 |
28 | 0.005108 | 0.0433 | 0.482774 |
29 | 0.152215 | 1.2916 | 0.100316 |
30 | -0.035014 | -0.2971 | 0.38362 |
31 | -0.042631 | -0.3617 | 0.359305 |
32 | 0.004187 | 0.0355 | 0.485878 |
33 | -0.092323 | -0.7834 | 0.217984 |
34 | 0.098488 | 0.8357 | 0.203045 |
35 | -0.056754 | -0.4816 | 0.315786 |
36 | 0.018561 | 0.1575 | 0.437648 |
37 | -0.059129 | -0.5017 | 0.308695 |
38 | -0.004558 | -0.0387 | 0.48463 |
39 | -0.045744 | -0.3881 | 0.349526 |
40 | -0.105693 | -0.8968 | 0.186399 |
41 | 0.065029 | 0.5518 | 0.2914 |
42 | -0.044107 | -0.3743 | 0.354656 |
43 | 0.027836 | 0.2362 | 0.406975 |
44 | -0.006907 | -0.0586 | 0.476713 |
45 | 0.015688 | 0.1331 | 0.447235 |
46 | -0.031186 | -0.2646 | 0.396028 |
47 | -0.034269 | -0.2908 | 0.386026 |
48 | -0.010695 | -0.0908 | 0.46397 |