Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.91769 | 7.1084 | 0 |
2 | 0.775337 | 6.0057 | 0 |
3 | 0.590285 | 4.5723 | 1.2e-05 |
4 | 0.396379 | 3.0703 | 0.001605 |
5 | 0.210512 | 1.6306 | 0.054105 |
6 | 0.050442 | 0.3907 | 0.348692 |
7 | -0.067766 | -0.5249 | 0.30079 |
8 | -0.163949 | -1.2699 | 0.104504 |
9 | -0.241395 | -1.8698 | 0.033194 |
10 | -0.289769 | -2.2445 | 0.014249 |
11 | -0.308309 | -2.3882 | 0.010049 |
12 | -0.318958 | -2.4706 | 0.008173 |
13 | -0.321979 | -2.494 | 0.007701 |
14 | -0.309278 | -2.3957 | 0.009863 |
15 | -0.282398 | -2.1874 | 0.016309 |
16 | -0.246756 | -1.9114 | 0.030369 |
17 | -0.191985 | -1.4871 | 0.071111 |
18 | -0.124885 | -0.9674 | 0.168625 |
19 | -0.054758 | -0.4242 | 0.336486 |
20 | -0.010177 | -0.0788 | 0.468714 |
21 | 0.009656 | 0.0748 | 0.470314 |
22 | -0.00574 | -0.0445 | 0.482341 |
23 | -0.041219 | -0.3193 | 0.375313 |
24 | -0.094963 | -0.7356 | 0.232427 |
25 | -0.131257 | -1.0167 | 0.156687 |
26 | -0.166243 | -1.2877 | 0.101395 |
27 | -0.177885 | -1.3779 | 0.086678 |
28 | -0.167927 | -1.3008 | 0.099157 |
29 | -0.137323 | -1.0637 | 0.145864 |
30 | -0.081263 | -0.6295 | 0.265719 |
31 | -0.030907 | -0.2394 | 0.405804 |
32 | 0.030961 | 0.2398 | 0.405641 |
33 | 0.085721 | 0.664 | 0.254621 |
34 | 0.129015 | 0.9993 | 0.16082 |
35 | 0.162688 | 1.2602 | 0.106242 |
36 | 0.185667 | 1.4382 | 0.077791 |
37 | 0.207228 | 1.6052 | 0.056853 |
38 | 0.216493 | 1.6769 | 0.049378 |
39 | 0.217517 | 1.6849 | 0.048604 |
40 | 0.207495 | 1.6072 | 0.056625 |
41 | 0.173316 | 1.3425 | 0.092246 |
42 | 0.118451 | 0.9175 | 0.181273 |
43 | 0.060895 | 0.4717 | 0.319428 |
44 | 0.010999 | 0.0852 | 0.466195 |
45 | -0.031252 | -0.2421 | 0.404774 |
46 | -0.066011 | -0.5113 | 0.305502 |
47 | -0.092726 | -0.7183 | 0.237694 |
48 | -0.109095 | -0.845 | 0.20072 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.91769 | 7.1084 | 0 |
2 | -0.423315 | -3.279 | 0.000868 |
3 | -0.262106 | -2.0303 | 0.023385 |
4 | -0.048317 | -0.3743 | 0.354766 |
5 | -0.044348 | -0.3435 | 0.366205 |
6 | -0.003847 | -0.0298 | 0.488162 |
7 | 0.06206 | 0.4807 | 0.316233 |
8 | -0.159308 | -1.234 | 0.111008 |
9 | -0.115532 | -0.8949 | 0.187207 |
10 | 0.062737 | 0.486 | 0.314384 |
11 | 0.038563 | 0.2987 | 0.383098 |
12 | -0.160256 | -1.2413 | 0.109656 |
13 | -0.061454 | -0.476 | 0.317895 |
14 | 0.04074 | 0.3156 | 0.37671 |
15 | 0.003561 | 0.0276 | 0.489044 |
16 | -0.004119 | -0.0319 | 0.487327 |
17 | 0.10239 | 0.7931 | 0.215419 |
18 | -0.035326 | -0.2736 | 0.392652 |
19 | -0.038937 | -0.3016 | 0.381997 |
20 | -0.141985 | -1.0998 | 0.137904 |
21 | -0.078032 | -0.6044 | 0.273917 |
22 | -0.168177 | -1.3027 | 0.098829 |
23 | 0.018826 | 0.1458 | 0.442273 |
24 | -0.061747 | -0.4783 | 0.317092 |
25 | 0.118926 | 0.9212 | 0.180318 |
26 | -0.180195 | -1.3958 | 0.083962 |
27 | 0.092333 | 0.7152 | 0.238628 |
28 | 0.023317 | 0.1806 | 0.42864 |
29 | 0.004779 | 0.037 | 0.485296 |
30 | 0.068957 | 0.5341 | 0.297609 |
31 | -0.118752 | -0.9198 | 0.180668 |
32 | 0.069695 | 0.5399 | 0.295647 |
33 | 0.016641 | 0.1289 | 0.448932 |
34 | -0.008911 | -0.069 | 0.472599 |
35 | 0.044214 | 0.3425 | 0.366592 |
36 | -0.057589 | -0.4461 | 0.328571 |
37 | 0.058483 | 0.453 | 0.326088 |
38 | -0.058352 | -0.452 | 0.326451 |
39 | 0.021011 | 0.1628 | 0.43563 |
40 | -0.052746 | -0.4086 | 0.342156 |
41 | -0.085446 | -0.6619 | 0.255296 |
42 | -0.03694 | -0.2861 | 0.387881 |
43 | 0.174277 | 1.3499 | 0.091052 |
44 | -0.009241 | -0.0716 | 0.471586 |
45 | 0.032246 | 0.2498 | 0.401807 |
46 | -0.073242 | -0.5673 | 0.286303 |
47 | -0.032634 | -0.2528 | 0.40065 |
48 | -0.031862 | -0.2468 | 0.402953 |