Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.81748 | 6.9366 | 0 |
2 | 0.636958 | 5.4048 | 0 |
3 | 0.517162 | 4.3883 | 1.9e-05 |
4 | 0.423585 | 3.5942 | 0.000296 |
5 | 0.326423 | 2.7698 | 0.003565 |
6 | 0.199669 | 1.6942 | 0.04727 |
7 | 0.143637 | 1.2188 | 0.11345 |
8 | 0.111457 | 0.9457 | 0.17372 |
9 | 0.053368 | 0.4528 | 0.326011 |
10 | -0.020428 | -0.1733 | 0.431435 |
11 | -0.09112 | -0.7732 | 0.220973 |
12 | -0.149719 | -1.2704 | 0.104014 |
13 | -0.218369 | -1.8529 | 0.033995 |
14 | -0.277205 | -2.3522 | 0.010701 |
15 | -0.316213 | -2.6832 | 0.004521 |
16 | -0.298167 | -2.53 | 0.006797 |
17 | -0.259579 | -2.2026 | 0.015413 |
18 | -0.254193 | -2.1569 | 0.017176 |
19 | -0.247832 | -2.1029 | 0.019484 |
20 | -0.243375 | -2.0651 | 0.021257 |
21 | -0.269846 | -2.2897 | 0.012486 |
22 | -0.277231 | -2.3524 | 0.010695 |
23 | -0.315409 | -2.6763 | 0.004605 |
24 | -0.318309 | -2.7009 | 0.004307 |
25 | -0.298476 | -2.5327 | 0.00675 |
26 | -0.282432 | -2.3965 | 0.009575 |
27 | -0.221836 | -1.8823 | 0.031915 |
28 | -0.203354 | -1.7255 | 0.044362 |
29 | -0.152566 | -1.2946 | 0.099803 |
30 | -0.118005 | -1.0013 | 0.160016 |
31 | -0.093702 | -0.7951 | 0.214587 |
32 | -0.064123 | -0.5441 | 0.294026 |
33 | -0.067674 | -0.5742 | 0.283801 |
34 | -0.035611 | -0.3022 | 0.381697 |
35 | -0.004111 | -0.0349 | 0.486136 |
36 | 0.047307 | 0.4014 | 0.344653 |
37 | 0.077528 | 0.6578 | 0.256368 |
38 | 0.095787 | 0.8128 | 0.209513 |
39 | 0.127913 | 1.0854 | 0.140688 |
40 | 0.165459 | 1.404 | 0.082313 |
41 | 0.175815 | 1.4918 | 0.070055 |
42 | 0.179953 | 1.5269 | 0.065577 |
43 | 0.202843 | 1.7212 | 0.044756 |
44 | 0.223744 | 1.8985 | 0.030817 |
45 | 0.225574 | 1.9141 | 0.029793 |
46 | 0.23135 | 1.9631 | 0.026751 |
47 | 0.219955 | 1.8664 | 0.03303 |
48 | 0.197511 | 1.6759 | 0.049044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.81748 | 6.9366 | 0 |
2 | -0.094404 | -0.801 | 0.21287 |
3 | 0.074455 | 0.6318 | 0.264769 |
4 | -0.003169 | -0.0269 | 0.489312 |
5 | -0.057306 | -0.4863 | 0.314132 |
6 | -0.145419 | -1.2339 | 0.110622 |
7 | 0.124731 | 1.0584 | 0.146711 |
8 | -0.01608 | -0.1364 | 0.445925 |
9 | -0.085003 | -0.7213 | 0.236537 |
10 | -0.075004 | -0.6364 | 0.263258 |
11 | -0.064618 | -0.5483 | 0.292592 |
12 | -0.090304 | -0.7663 | 0.223014 |
13 | -0.094039 | -0.7979 | 0.213763 |
14 | -0.035157 | -0.2983 | 0.383162 |
15 | -0.050905 | -0.4319 | 0.333537 |
16 | 0.086519 | 0.7341 | 0.232624 |
17 | 0.027968 | 0.2373 | 0.406542 |
18 | -0.082598 | -0.7009 | 0.242822 |
19 | -0.020631 | -0.1751 | 0.430761 |
20 | -0.055286 | -0.4691 | 0.320202 |
21 | -0.164888 | -1.3991 | 0.083035 |
22 | 0.029413 | 0.2496 | 0.401812 |
23 | -0.153399 | -1.3016 | 0.098595 |
24 | -0.002574 | -0.0218 | 0.491317 |
25 | -0.031948 | -0.2711 | 0.393548 |
26 | -0.044546 | -0.378 | 0.353278 |
27 | 0.063256 | 0.5367 | 0.29655 |
28 | -0.136773 | -1.1606 | 0.124828 |
29 | 0.086926 | 0.7376 | 0.23158 |
30 | -0.078138 | -0.663 | 0.254715 |
31 | 0.016346 | 0.1387 | 0.445037 |
32 | -0.016073 | -0.1364 | 0.445949 |
33 | -0.103143 | -0.8752 | 0.192188 |
34 | 0.032276 | 0.2739 | 0.392485 |
35 | -0.034285 | -0.2909 | 0.385977 |
36 | 0.031039 | 0.2634 | 0.396508 |
37 | -0.068663 | -0.5826 | 0.280982 |
38 | -0.007737 | -0.0656 | 0.47392 |
39 | -0.005284 | -0.0448 | 0.48218 |
40 | 0.079372 | 0.6735 | 0.251395 |
41 | -0.072727 | -0.6171 | 0.269555 |
42 | 0.067317 | 0.5712 | 0.284821 |
43 | 0.045636 | 0.3872 | 0.349862 |
44 | -0.030522 | -0.259 | 0.398192 |
45 | 0.016936 | 0.1437 | 0.443068 |
46 | 0.02423 | 0.2056 | 0.418841 |
47 | -0.085518 | -0.7256 | 0.235204 |
48 | -0.016835 | -0.1429 | 0.443403 |