Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.863016 | 7.3229 | 0 |
2 | 0.683752 | 5.8018 | 0 |
3 | 0.505852 | 4.2923 | 2.7e-05 |
4 | 0.356914 | 3.0285 | 0.001705 |
5 | 0.231467 | 1.9641 | 0.026692 |
6 | 0.122482 | 1.0393 | 0.151073 |
7 | 0.029737 | 0.2523 | 0.400754 |
8 | -0.03828 | -0.3248 | 0.37313 |
9 | -0.076911 | -0.6526 | 0.258044 |
10 | -0.080829 | -0.6859 | 0.247502 |
11 | -0.075816 | -0.6433 | 0.261029 |
12 | -0.106148 | -0.9007 | 0.185376 |
13 | -0.15812 | -1.3417 | 0.091956 |
14 | -0.229403 | -1.9466 | 0.027745 |
15 | -0.294614 | -2.4999 | 0.007351 |
16 | -0.342245 | -2.904 | 0.002444 |
17 | -0.364863 | -3.096 | 0.001397 |
18 | -0.376961 | -3.1986 | 0.001027 |
19 | -0.397356 | -3.3717 | 0.000602 |
20 | -0.405023 | -3.4367 | 0.000491 |
21 | -0.391837 | -3.3248 | 0.000697 |
22 | -0.36091 | -3.0624 | 0.001543 |
23 | -0.316841 | -2.6885 | 0.004456 |
24 | -0.290313 | -2.4634 | 0.008077 |
25 | -0.253378 | -2.15 | 0.017458 |
26 | -0.231289 | -1.9626 | 0.026781 |
27 | -0.202426 | -1.7176 | 0.04508 |
28 | -0.151702 | -1.2872 | 0.101067 |
29 | -0.091422 | -0.7757 | 0.220222 |
30 | -0.013973 | -0.1186 | 0.452974 |
31 | 0.03735 | 0.3169 | 0.376107 |
32 | 0.080478 | 0.6829 | 0.248438 |
33 | 0.126335 | 1.072 | 0.143653 |
34 | 0.185438 | 1.5735 | 0.059994 |
35 | 0.251648 | 2.1353 | 0.018069 |
36 | 0.302969 | 2.5708 | 0.006107 |
37 | 0.283637 | 2.4067 | 0.009331 |
38 | 0.255858 | 2.171 | 0.016613 |
39 | 0.22534 | 1.9121 | 0.029923 |
40 | 0.196359 | 1.6662 | 0.050013 |
41 | 0.168978 | 1.4338 | 0.077975 |
42 | 0.135768 | 1.152 | 0.12656 |
43 | 0.104173 | 0.8839 | 0.189835 |
44 | 0.075844 | 0.6436 | 0.260954 |
45 | 0.05459 | 0.4632 | 0.322306 |
46 | 0.04285 | 0.3636 | 0.358614 |
47 | 0.035562 | 0.3018 | 0.381854 |
48 | 0.03134 | 0.2659 | 0.395528 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.863016 | 7.3229 | 0 |
2 | -0.239199 | -2.0297 | 0.023043 |
3 | -0.078774 | -0.6684 | 0.253001 |
4 | -0.002521 | -0.0214 | 0.491496 |
5 | -0.04446 | -0.3773 | 0.353546 |
6 | -0.057872 | -0.4911 | 0.312438 |
7 | -0.042081 | -0.3571 | 0.361041 |
8 | -0.002913 | -0.0247 | 0.490175 |
9 | 0.017053 | 0.1447 | 0.442678 |
10 | 0.053564 | 0.4545 | 0.325417 |
11 | -0.029879 | -0.2535 | 0.400289 |
12 | -0.172865 | -1.4668 | 0.073391 |
13 | -0.085897 | -0.7289 | 0.234227 |
14 | -0.122812 | -1.0421 | 0.150428 |
15 | -0.062782 | -0.5327 | 0.297932 |
16 | -0.040234 | -0.3414 | 0.366898 |
17 | -0.010467 | -0.0888 | 0.464739 |
18 | -0.061655 | -0.5232 | 0.301233 |
19 | -0.131678 | -1.1173 | 0.133785 |
20 | -0.044672 | -0.3791 | 0.352883 |
21 | -0.051957 | -0.4409 | 0.330315 |
22 | -0.055157 | -0.468 | 0.320592 |
23 | -0.020578 | -0.1746 | 0.430939 |
24 | -0.124304 | -1.0548 | 0.147533 |
25 | 0.033686 | 0.2858 | 0.387912 |
26 | -0.11724 | -0.9948 | 0.16158 |
27 | -0.032169 | -0.273 | 0.392832 |
28 | 0.012111 | 0.1028 | 0.459217 |
29 | -0.02655 | -0.2253 | 0.411198 |
30 | 0.074599 | 0.633 | 0.264372 |
31 | -0.122127 | -1.0363 | 0.151769 |
32 | 0.002051 | 0.0174 | 0.493081 |
33 | 0.006816 | 0.0578 | 0.47702 |
34 | 0.045113 | 0.3828 | 0.3515 |
35 | 0.066389 | 0.5633 | 0.28748 |
36 | -0.028445 | -0.2414 | 0.404981 |
37 | -0.195018 | -1.6548 | 0.051161 |
38 | 0.034795 | 0.2952 | 0.384327 |
39 | -0.031003 | -0.2631 | 0.396624 |
40 | -0.064122 | -0.5441 | 0.294029 |
41 | -0.055143 | -0.4679 | 0.320634 |
42 | -0.028533 | -0.2421 | 0.404692 |
43 | -0.033708 | -0.286 | 0.387841 |
44 | -0.020214 | -0.1715 | 0.432148 |
45 | -0.051764 | -0.4392 | 0.330905 |
46 | -0.0733 | -0.622 | 0.267962 |
47 | -0.029818 | -0.253 | 0.400488 |
48 | 0.014794 | 0.1255 | 0.450228 |