Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.835447 | 7.3785 | 0 |
2 | 0.720487 | 6.3632 | 0 |
3 | 0.658919 | 5.8194 | 0 |
4 | 0.508466 | 4.4906 | 1.2e-05 |
5 | 0.406542 | 3.5905 | 0.000287 |
6 | 0.31647 | 2.795 | 0.003265 |
7 | 0.184918 | 1.6332 | 0.053234 |
8 | 0.080685 | 0.7126 | 0.239113 |
9 | 0.003406 | 0.0301 | 0.48804 |
10 | -0.063207 | -0.5582 | 0.289143 |
11 | -0.078678 | -0.6949 | 0.244603 |
12 | -0.076493 | -0.6756 | 0.250657 |
13 | -0.076618 | -0.6767 | 0.250309 |
14 | -0.101691 | -0.8981 | 0.185946 |
15 | -0.120899 | -1.0677 | 0.144464 |
16 | -0.125703 | -1.1102 | 0.135166 |
17 | -0.167186 | -1.4765 | 0.071912 |
18 | -0.244282 | -2.1574 | 0.017025 |
19 | -0.272728 | -2.4087 | 0.009185 |
20 | -0.337731 | -2.9828 | 0.001906 |
21 | -0.427864 | -3.7788 | 0.000153 |
22 | -0.448014 | -3.9568 | 8.3e-05 |
23 | -0.476339 | -4.2069 | 3.4e-05 |
24 | -0.530736 | -4.6873 | 6e-06 |
25 | -0.526181 | -4.6471 | 7e-06 |
26 | -0.519195 | -4.5854 | 8e-06 |
27 | -0.511085 | -4.5138 | 1.1e-05 |
28 | -0.435422 | -3.8455 | 0.000122 |
29 | -0.359821 | -3.1778 | 0.001064 |
30 | -0.322204 | -2.8456 | 0.00283 |
31 | -0.26526 | -2.3427 | 0.010847 |
32 | -0.211933 | -1.8717 | 0.032496 |
33 | -0.175015 | -1.5457 | 0.063114 |
34 | -0.094247 | -0.8324 | 0.203871 |
35 | -0.018463 | -0.1631 | 0.435445 |
36 | 0.02201 | 0.1944 | 0.423189 |
37 | 0.047442 | 0.419 | 0.338187 |
38 | 0.084542 | 0.7467 | 0.228759 |
39 | 0.121946 | 1.077 | 0.1424 |
40 | 0.151054 | 1.3341 | 0.09303 |
41 | 0.205932 | 1.8187 | 0.036395 |
42 | 0.244399 | 2.1585 | 0.016983 |
43 | 0.246949 | 2.181 | 0.016099 |
44 | 0.276513 | 2.4421 | 0.008433 |
45 | 0.279062 | 2.4646 | 0.007957 |
46 | 0.26739 | 2.3615 | 0.010348 |
47 | 0.288719 | 2.5499 | 0.006368 |
48 | 0.272185 | 2.4039 | 0.009298 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.835447 | 7.3785 | 0 |
2 | 0.074547 | 0.6584 | 0.256117 |
3 | 0.131785 | 1.1639 | 0.124008 |
4 | -0.28771 | -2.541 | 0.006519 |
5 | 0.035147 | 0.3104 | 0.37854 |
6 | -0.086356 | -0.7627 | 0.22398 |
7 | -0.111799 | -0.9874 | 0.163253 |
8 | -0.083926 | -0.7412 | 0.230395 |
9 | -0.004571 | -0.0404 | 0.483949 |
10 | 0.030982 | 0.2736 | 0.392546 |
11 | 0.118159 | 1.0435 | 0.149959 |
12 | 0.055512 | 0.4903 | 0.312659 |
13 | 0.024427 | 0.2157 | 0.41488 |
14 | -0.167441 | -1.4788 | 0.07161 |
15 | -0.066427 | -0.5867 | 0.279562 |
16 | -0.044813 | -0.3958 | 0.346674 |
17 | -0.140104 | -1.2374 | 0.109831 |
18 | -0.25255 | -2.2305 | 0.014295 |
19 | 0.027052 | 0.2389 | 0.405899 |
20 | -0.119555 | -1.0559 | 0.147142 |
21 | -0.091426 | -0.8075 | 0.21093 |
22 | 0.023672 | 0.2091 | 0.417472 |
23 | 0.0114 | 0.1007 | 0.460029 |
24 | -0.148467 | -1.3112 | 0.096814 |
25 | -0.041156 | -0.3635 | 0.358615 |
26 | -0.073865 | -0.6524 | 0.258045 |
27 | -0.042823 | -0.3782 | 0.353154 |
28 | 0.011893 | 0.105 | 0.45831 |
29 | 0.037442 | 0.3307 | 0.370888 |
30 | -0.108543 | -0.9586 | 0.170355 |
31 | -0.060805 | -0.537 | 0.296392 |
32 | -0.077447 | -0.684 | 0.248004 |
33 | -0.00671 | -0.0593 | 0.476449 |
34 | 0.101682 | 0.898 | 0.185967 |
35 | 0.038421 | 0.3393 | 0.367638 |
36 | -0.0335 | -0.2959 | 0.38406 |
37 | -0.043888 | -0.3876 | 0.34968 |
38 | 0.019099 | 0.1687 | 0.433242 |
39 | 0.001834 | 0.0162 | 0.493558 |
40 | -0.015704 | -0.1387 | 0.445025 |
41 | 0.039238 | 0.3465 | 0.364935 |
42 | -0.068734 | -0.607 | 0.272792 |
43 | -0.04197 | -0.3707 | 0.355945 |
44 | 0.043983 | 0.3885 | 0.34937 |
45 | -0.127634 | -1.1272 | 0.131551 |
46 | -0.03229 | -0.2852 | 0.388132 |
47 | 0.010433 | 0.0921 | 0.463412 |
48 | -0.109078 | -0.9634 | 0.169174 |