Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.896478 | 8.2164 | 0 |
2 | 0.793294 | 7.2707 | 0 |
3 | 0.702726 | 6.4406 | 0 |
4 | 0.643594 | 5.8986 | 0 |
5 | 0.599409 | 5.4937 | 0 |
6 | 0.555337 | 5.0898 | 1e-06 |
7 | 0.461217 | 4.2271 | 3e-05 |
8 | 0.35691 | 3.2711 | 0.000777 |
9 | 0.266285 | 2.4405 | 0.008383 |
10 | 0.202331 | 1.8544 | 0.033596 |
11 | 0.14932 | 1.3685 | 0.087396 |
12 | 0.090498 | 0.8294 | 0.204607 |
13 | -0.023561 | -0.2159 | 0.414778 |
14 | -0.096963 | -0.8887 | 0.188357 |
15 | -0.146001 | -1.3381 | 0.092234 |
16 | -0.174647 | -1.6007 | 0.056602 |
17 | -0.181665 | -1.665 | 0.049821 |
18 | -0.1829 | -1.6763 | 0.048698 |
19 | -0.233349 | -2.1387 | 0.017683 |
20 | -0.295897 | -2.7119 | 0.004056 |
21 | -0.334233 | -3.0633 | 0.001471 |
22 | -0.344593 | -3.1582 | 0.001103 |
23 | -0.329422 | -3.0192 | 0.001678 |
24 | -0.32272 | -2.9578 | 0.002012 |
25 | -0.337645 | -3.0946 | 0.001339 |
26 | -0.364981 | -3.3451 | 0.000616 |
27 | -0.36793 | -3.3721 | 0.000565 |
28 | -0.356001 | -3.2628 | 0.000798 |
29 | -0.312975 | -2.8685 | 0.002607 |
30 | -0.268095 | -2.4571 | 0.008031 |
31 | -0.256997 | -2.3554 | 0.010416 |
32 | -0.250111 | -2.2923 | 0.012194 |
33 | -0.223811 | -2.0513 | 0.021679 |
34 | -0.17139 | -1.5708 | 0.059992 |
35 | -0.098805 | -0.9056 | 0.183878 |
36 | -0.031091 | -0.285 | 0.388191 |
37 | 0.011626 | 0.1066 | 0.4577 |
38 | 0.030716 | 0.2815 | 0.389503 |
39 | 0.056653 | 0.5192 | 0.302482 |
40 | 0.090666 | 0.831 | 0.204173 |
41 | 0.138684 | 1.2711 | 0.103608 |
42 | 0.189719 | 1.7388 | 0.042866 |
43 | 0.208028 | 1.9066 | 0.029995 |
44 | 0.207863 | 1.9051 | 0.030095 |
45 | 0.223049 | 2.0443 | 0.022029 |
46 | 0.247356 | 2.2671 | 0.012978 |
47 | 0.275165 | 2.5219 | 0.006779 |
48 | 0.285968 | 2.6209 | 0.005203 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.896478 | 8.2164 | 0 |
2 | -0.05286 | -0.4845 | 0.314656 |
3 | 0.0069 | 0.0632 | 0.474861 |
4 | 0.107131 | 0.9819 | 0.16449 |
5 | 0.04221 | 0.3869 | 0.349918 |
6 | -0.01295 | -0.1187 | 0.452904 |
7 | -0.259111 | -2.3748 | 0.009919 |
8 | -0.098708 | -0.9047 | 0.184112 |
9 | -0.01472 | -0.1349 | 0.446504 |
10 | 0.01186 | 0.1087 | 0.456851 |
11 | -0.034751 | -0.3185 | 0.37545 |
12 | -0.076507 | -0.7012 | 0.242558 |
13 | -0.282282 | -2.5872 | 0.005699 |
14 | 0.169614 | 1.5545 | 0.061908 |
15 | 0.0385 | 0.3529 | 0.362538 |
16 | -0.037159 | -0.3406 | 0.36714 |
17 | 0.072979 | 0.6689 | 0.252708 |
18 | 0.058073 | 0.5323 | 0.297979 |
19 | -0.158726 | -1.4547 | 0.074733 |
20 | -0.161343 | -1.4787 | 0.071476 |
21 | -0.009617 | -0.0881 | 0.464989 |
22 | 0.011258 | 0.1032 | 0.459033 |
23 | 0.049519 | 0.4539 | 0.325552 |
24 | -0.082235 | -0.7537 | 0.22657 |
25 | -0.005848 | -0.0536 | 0.478692 |
26 | -0.134429 | -1.2321 | 0.110681 |
27 | 0.088205 | 0.8084 | 0.21057 |
28 | -0.015745 | -0.1443 | 0.442801 |
29 | 0.047749 | 0.4376 | 0.331391 |
30 | 0.069299 | 0.6351 | 0.263532 |
31 | -0.003458 | -0.0317 | 0.487395 |
32 | -0.009059 | -0.083 | 0.467013 |
33 | -0.03164 | -0.29 | 0.386272 |
34 | 0.089712 | 0.8222 | 0.206638 |
35 | 0.052183 | 0.4783 | 0.316851 |
36 | 0.047763 | 0.4378 | 0.331342 |
37 | -0.013945 | -0.1278 | 0.449302 |
38 | 8e-06 | 1e-04 | 0.499972 |
39 | -0.054658 | -0.5009 | 0.308859 |
40 | -0.010201 | -0.0935 | 0.462868 |
41 | -0.03554 | -0.3257 | 0.37272 |
42 | 0.092445 | 0.8473 | 0.199624 |
43 | 0.001517 | 0.0139 | 0.494468 |
44 | -0.021994 | -0.2016 | 0.420367 |
45 | 0.088913 | 0.8149 | 0.208716 |
46 | -0.001747 | -0.016 | 0.493632 |
47 | 0.005727 | 0.0525 | 0.47913 |
48 | -0.083166 | -0.7622 | 0.22403 |