Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84915 | 6.5224 | 0 |
2 | 0.84021 | 6.4538 | 0 |
3 | 0.741089 | 5.6924 | 0 |
4 | 0.707773 | 5.4365 | 1e-06 |
5 | 0.674011 | 5.1772 | 1e-06 |
6 | 0.643147 | 4.9401 | 3e-06 |
7 | 0.594199 | 4.5641 | 1.3e-05 |
8 | 0.559464 | 4.2973 | 3.3e-05 |
9 | 0.515555 | 3.9601 | 0.000102 |
10 | 0.414543 | 3.1842 | 0.001159 |
11 | 0.35451 | 2.723 | 0.004247 |
12 | 0.23376 | 1.7955 | 0.038844 |
13 | 0.228041 | 1.7516 | 0.042518 |
14 | 0.170813 | 1.312 | 0.097294 |
15 | 0.181142 | 1.3914 | 0.084668 |
16 | 0.129955 | 0.9982 | 0.161128 |
17 | 0.089867 | 0.6903 | 0.246361 |
18 | 0.053683 | 0.4123 | 0.340791 |
19 | -0.008872 | -0.0681 | 0.472948 |
20 | -0.035223 | -0.2705 | 0.393841 |
21 | -0.073314 | -0.5631 | 0.287739 |
22 | -0.080597 | -0.6191 | 0.269123 |
23 | -0.084471 | -0.6488 | 0.259483 |
24 | -0.089824 | -0.6899 | 0.246466 |
25 | -0.098009 | -0.7528 | 0.227275 |
26 | -0.127019 | -0.9756 | 0.166611 |
27 | -0.177438 | -1.3629 | 0.089042 |
28 | -0.228809 | -1.7575 | 0.042009 |
29 | -0.262136 | -2.0135 | 0.024315 |
30 | -0.27591 | -2.1193 | 0.019142 |
31 | -0.271531 | -2.0857 | 0.020671 |
32 | -0.298994 | -2.2966 | 0.012604 |
33 | -0.309566 | -2.3778 | 0.010337 |
34 | -0.337071 | -2.5891 | 0.00605 |
35 | -0.369728 | -2.8399 | 0.003091 |
36 | -0.377775 | -2.9017 | 0.002605 |
37 | -0.430106 | -3.3037 | 0.000813 |
38 | -0.422691 | -3.2467 | 0.000963 |
39 | -0.432426 | -3.3215 | 0.00077 |
40 | -0.393224 | -3.0204 | 0.001864 |
41 | -0.383747 | -2.9476 | 0.002291 |
42 | -0.355261 | -2.7288 | 0.004181 |
43 | -0.368872 | -2.8334 | 0.003147 |
44 | -0.349119 | -2.6816 | 0.004743 |
45 | -0.327249 | -2.5136 | 0.007349 |
46 | -0.300617 | -2.3091 | 0.01223 |
47 | -0.261062 | -2.0053 | 0.024765 |
48 | -0.228094 | -1.752 | 0.042483 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84915 | 6.5224 | 0 |
2 | 0.427163 | 3.2811 | 0.00087 |
3 | -0.133022 | -1.0218 | 0.155532 |
4 | 0.021703 | 0.1667 | 0.434086 |
5 | 0.152336 | 1.1701 | 0.12333 |
6 | 0.023044 | 0.177 | 0.430054 |
7 | -0.113825 | -0.8743 | 0.192748 |
8 | 0.00129 | 0.0099 | 0.496065 |
9 | 0.020059 | 0.1541 | 0.439038 |
10 | -0.337911 | -2.5955 | 0.005949 |
11 | -0.124122 | -0.9534 | 0.172139 |
12 | -0.162143 | -1.2454 | 0.108946 |
13 | 0.199209 | 1.5302 | 0.065662 |
14 | 0.054901 | 0.4217 | 0.337387 |
15 | 0.110568 | 0.8493 | 0.199576 |
16 | -0.005176 | -0.0398 | 0.484211 |
17 | -0.105924 | -0.8136 | 0.209569 |
18 | 0.07292 | 0.5601 | 0.288763 |
19 | -0.105767 | -0.8124 | 0.209911 |
20 | 0.006626 | 0.0509 | 0.479791 |
21 | 0.038791 | 0.298 | 0.383391 |
22 | -0.048108 | -0.3695 | 0.356531 |
23 | 0.016647 | 0.1279 | 0.449344 |
24 | -0.139217 | -1.0693 | 0.144635 |
25 | 0.134964 | 1.0367 | 0.152058 |
26 | -0.092413 | -0.7098 | 0.240301 |
27 | -0.156256 | -1.2002 | 0.117424 |
28 | -0.160836 | -1.2354 | 0.110788 |
29 | -0.080107 | -0.6153 | 0.270356 |
30 | 0.120759 | 0.9276 | 0.178706 |
31 | -0.040561 | -0.3116 | 0.37824 |
32 | -0.069531 | -0.5341 | 0.297647 |
33 | -0.028875 | -0.2218 | 0.412621 |
34 | 0.036864 | 0.2832 | 0.389025 |
35 | -0.010865 | -0.0835 | 0.466885 |
36 | 0.021488 | 0.1651 | 0.434732 |
37 | -0.020205 | -0.1552 | 0.438598 |
38 | -0.009303 | -0.0715 | 0.471637 |
39 | -0.033614 | -0.2582 | 0.398578 |
40 | 0.041598 | 0.3195 | 0.375231 |
41 | 0.019132 | 0.147 | 0.441835 |
42 | 0.147745 | 1.1348 | 0.130514 |
43 | -0.049702 | -0.3818 | 0.352002 |
44 | -0.050812 | -0.3903 | 0.348864 |
45 | 0.067881 | 0.5214 | 0.302017 |
46 | 0.029749 | 0.2285 | 0.410021 |
47 | -0.003944 | -0.0303 | 0.487967 |
48 | -0.02451 | -0.1883 | 0.425659 |