Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.911676 | 7.7358 | 0 |
2 | 0.798324 | 6.774 | 0 |
3 | 0.675564 | 5.7324 | 0 |
4 | 0.5625 | 4.773 | 5e-06 |
5 | 0.459858 | 3.902 | 0.000106 |
6 | 0.371345 | 3.151 | 0.001186 |
7 | 0.297067 | 2.5207 | 0.006964 |
8 | 0.231391 | 1.9634 | 0.02673 |
9 | 0.173103 | 1.4688 | 0.073117 |
10 | 0.12249 | 1.0394 | 0.151057 |
11 | 0.068158 | 0.5783 | 0.282419 |
12 | 0.016596 | 0.1408 | 0.444202 |
13 | -0.029381 | -0.2493 | 0.401918 |
14 | -0.069856 | -0.5927 | 0.277604 |
15 | -0.104217 | -0.8843 | 0.189737 |
16 | -0.13142 | -1.1151 | 0.13425 |
17 | -0.159074 | -1.3498 | 0.090656 |
18 | -0.18582 | -1.5767 | 0.05962 |
19 | -0.211634 | -1.7958 | 0.038363 |
20 | -0.238761 | -2.026 | 0.023238 |
21 | -0.265456 | -2.2525 | 0.013671 |
22 | -0.288632 | -2.4491 | 0.008378 |
23 | -0.303995 | -2.5795 | 0.005968 |
24 | -0.310375 | -2.6336 | 0.005167 |
25 | -0.306103 | -2.5974 | 0.005692 |
26 | -0.293167 | -2.4876 | 0.007589 |
27 | -0.282724 | -2.399 | 0.009516 |
28 | -0.282231 | -2.3948 | 0.009616 |
29 | -0.279015 | -2.3675 | 0.010299 |
30 | -0.274656 | -2.3305 | 0.011292 |
31 | -0.268302 | -2.2766 | 0.012892 |
32 | -0.256275 | -2.1746 | 0.016475 |
33 | -0.236703 | -2.0085 | 0.024171 |
34 | -0.213353 | -1.8104 | 0.037206 |
35 | -0.184733 | -1.5675 | 0.06069 |
36 | -0.15497 | -1.315 | 0.096348 |
37 | -0.130885 | -1.1106 | 0.135219 |
38 | -0.121034 | -1.027 | 0.153928 |
39 | -0.118222 | -1.0031 | 0.159575 |
40 | -0.119583 | -1.0147 | 0.156824 |
41 | -0.120436 | -1.0219 | 0.155117 |
42 | -0.119641 | -1.0152 | 0.156708 |
43 | -0.111516 | -0.9462 | 0.173594 |
44 | -0.095453 | -0.8099 | 0.210321 |
45 | -0.079976 | -0.6786 | 0.249778 |
46 | -0.063539 | -0.5391 | 0.295726 |
47 | -0.053659 | -0.4553 | 0.325129 |
48 | -0.04676 | -0.3968 | 0.346354 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.911676 | 7.7358 | 0 |
2 | -0.194426 | -1.6498 | 0.051675 |
3 | -0.101565 | -0.8618 | 0.195828 |
4 | -0.001768 | -0.015 | 0.494037 |
5 | -0.022017 | -0.1868 | 0.426165 |
6 | -0.002955 | -0.0251 | 0.490032 |
7 | 0.001396 | 0.0118 | 0.49529 |
8 | -0.028538 | -0.2422 | 0.404676 |
9 | -0.021561 | -0.183 | 0.427674 |
10 | -0.010513 | -0.0892 | 0.464582 |
11 | -0.079599 | -0.6754 | 0.250786 |
12 | -0.025828 | -0.2192 | 0.413575 |
13 | -0.012534 | -0.1064 | 0.457797 |
14 | -0.02673 | -0.2268 | 0.410605 |
15 | -0.019327 | -0.164 | 0.435097 |
16 | -0.011776 | -0.0999 | 0.460341 |
17 | -0.059958 | -0.5088 | 0.306237 |
18 | -0.03745 | -0.3178 | 0.375788 |
19 | -0.035437 | -0.3007 | 0.382259 |
20 | -0.058077 | -0.4928 | 0.311826 |
21 | -0.041083 | -0.3486 | 0.364202 |
22 | -0.028904 | -0.2453 | 0.403478 |
23 | -0.013173 | -0.1118 | 0.455655 |
24 | -0.006695 | -0.0568 | 0.477429 |
25 | 0.005665 | 0.0481 | 0.480895 |
26 | -0.003151 | -0.0267 | 0.489373 |
27 | -0.055825 | -0.4737 | 0.318578 |
28 | -0.084695 | -0.7187 | 0.237337 |
29 | 0.004531 | 0.0384 | 0.484719 |
30 | -0.020769 | -0.1762 | 0.430302 |
31 | -0.025123 | -0.2132 | 0.415895 |
32 | 0.00074 | 0.0063 | 0.497502 |
33 | 0.0059 | 0.0501 | 0.480104 |
34 | -0.014851 | -0.126 | 0.450035 |
35 | 0.008728 | 0.0741 | 0.470584 |
36 | -0.012289 | -0.1043 | 0.458621 |
37 | -0.041749 | -0.3543 | 0.362093 |
38 | -0.075903 | -0.6441 | 0.260793 |
39 | -0.037619 | -0.3192 | 0.375245 |
40 | -0.034829 | -0.2955 | 0.384217 |
41 | -0.02139 | -0.1815 | 0.428241 |
42 | -0.029876 | -0.2535 | 0.400301 |
43 | 0.00109 | 0.0092 | 0.496324 |
44 | 0.011551 | 0.098 | 0.461098 |
45 | -0.044167 | -0.3748 | 0.354467 |
46 | -0.013655 | -0.1159 | 0.45404 |
47 | -0.048572 | -0.4121 | 0.340729 |
48 | -0.02104 | -0.1785 | 0.429403 |