Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.797765 | 6.1795 | 0 |
2 | 0.719939 | 5.5766 | 0 |
3 | 0.695925 | 5.3906 | 1e-06 |
4 | 0.669676 | 5.1873 | 1e-06 |
5 | 0.544522 | 4.2179 | 4.2e-05 |
6 | 0.439308 | 3.4029 | 0.000596 |
7 | 0.408852 | 3.167 | 0.001211 |
8 | 0.354689 | 2.7474 | 0.00396 |
9 | 0.242463 | 1.8781 | 0.032614 |
10 | 0.156442 | 1.2118 | 0.115171 |
11 | 0.126424 | 0.9793 | 0.165688 |
12 | 0.202366 | 1.5675 | 0.061126 |
13 | 0.024233 | 0.1877 | 0.425869 |
14 | -0.036503 | -0.2828 | 0.38917 |
15 | -0.053725 | -0.4162 | 0.339392 |
16 | -0.078177 | -0.6056 | 0.273547 |
17 | -0.175548 | -1.3598 | 0.089493 |
18 | -0.238563 | -1.8479 | 0.034774 |
19 | -0.246494 | -1.9093 | 0.030502 |
20 | -0.280368 | -2.1717 | 0.01692 |
21 | -0.349167 | -2.7046 | 0.004443 |
22 | -0.387862 | -3.0044 | 0.00194 |
23 | -0.391367 | -3.0315 | 0.001795 |
24 | -0.301096 | -2.3323 | 0.01153 |
25 | -0.410386 | -3.1788 | 0.001169 |
26 | -0.442025 | -3.4239 | 0.000559 |
27 | -0.416608 | -3.227 | 0.001014 |
28 | -0.398466 | -3.0865 | 0.001532 |
29 | -0.4305 | -3.3346 | 0.000734 |
30 | -0.423401 | -3.2796 | 0.000867 |
31 | -0.364549 | -2.8238 | 0.003216 |
32 | -0.329798 | -2.5546 | 0.006593 |
33 | -0.313365 | -2.4273 | 0.009115 |
34 | -0.284356 | -2.2026 | 0.015738 |
35 | -0.231288 | -1.7916 | 0.039124 |
36 | -0.12454 | -0.9647 | 0.169288 |
37 | -0.136547 | -1.0577 | 0.147219 |
38 | -0.102016 | -0.7902 | 0.216258 |
39 | -0.043076 | -0.3337 | 0.369897 |
40 | 0.002147 | 0.0166 | 0.493393 |
41 | -0.003593 | -0.0278 | 0.488944 |
42 | 0.016652 | 0.129 | 0.4489 |
43 | 0.05872 | 0.4548 | 0.325431 |
44 | 0.062095 | 0.481 | 0.316139 |
45 | 0.053067 | 0.4111 | 0.341247 |
46 | 0.05986 | 0.4637 | 0.32228 |
47 | 0.081814 | 0.6337 | 0.264333 |
48 | 0.115819 | 0.8971 | 0.186617 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.797765 | 6.1795 | 0 |
2 | 0.229692 | 1.7792 | 0.040137 |
3 | 0.204025 | 1.5804 | 0.05964 |
4 | 0.111383 | 0.8628 | 0.19585 |
5 | -0.23052 | -1.7856 | 0.039609 |
6 | -0.17754 | -1.3752 | 0.087089 |
7 | 0.038408 | 0.2975 | 0.383552 |
8 | -0.004463 | -0.0346 | 0.486269 |
9 | -0.111555 | -0.8641 | 0.195486 |
10 | -0.072121 | -0.5586 | 0.28924 |
11 | 0.008497 | 0.0658 | 0.47387 |
12 | 0.415957 | 3.222 | 0.001029 |
13 | -0.471186 | -3.6498 | 0.000276 |
14 | -0.037495 | -0.2904 | 0.386243 |
15 | -0.072452 | -0.5612 | 0.288371 |
16 | -0.100055 | -0.775 | 0.220686 |
17 | 0.034551 | 0.2676 | 0.39495 |
18 | -0.056568 | -0.4382 | 0.331418 |
19 | -0.099704 | -0.7723 | 0.221482 |
20 | 0.02372 | 0.1837 | 0.42742 |
21 | -0.023814 | -0.1845 | 0.427138 |
22 | 0.003835 | 0.0297 | 0.488202 |
23 | -0.005371 | -0.0416 | 0.483476 |
24 | 0.058906 | 0.4563 | 0.324917 |
25 | -0.149768 | -1.1601 | 0.125303 |
26 | -0.192116 | -1.4881 | 0.070977 |
27 | -0.011575 | -0.0897 | 0.464428 |
28 | -0.04707 | -0.3646 | 0.358344 |
29 | 0.078186 | 0.6056 | 0.273523 |
30 | 0.079324 | 0.6144 | 0.270623 |
31 | 0.013763 | 0.1066 | 0.457727 |
32 | 0.078229 | 0.606 | 0.273413 |
33 | 0.089653 | 0.6944 | 0.245041 |
34 | -0.061279 | -0.4747 | 0.318375 |
35 | -0.009565 | -0.0741 | 0.470592 |
36 | -0.189388 | -1.467 | 0.0738 |
37 | 0.073617 | 0.5702 | 0.285323 |
38 | 0.061323 | 0.475 | 0.318253 |
39 | -0.071968 | -0.5575 | 0.289642 |
40 | 0.061262 | 0.4745 | 0.318421 |
41 | -0.049208 | -0.3812 | 0.352213 |
42 | 0.001683 | 0.013 | 0.49482 |
43 | 0.01454 | 0.1126 | 0.455352 |
44 | -0.148364 | -1.1492 | 0.127513 |
45 | -0.074889 | -0.5801 | 0.282013 |
46 | -0.00386 | -0.0299 | 0.488122 |
47 | 0.001425 | 0.011 | 0.495614 |
48 | -0.053781 | -0.4166 | 0.339233 |