Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.888451 | 7.5388 | 0 |
2 | 0.766199 | 6.5014 | 0 |
3 | 0.64421 | 5.4663 | 0 |
4 | 0.527538 | 4.4763 | 1.4e-05 |
5 | 0.423507 | 3.5936 | 0.000297 |
6 | 0.312855 | 2.6547 | 0.004883 |
7 | 0.239326 | 2.0308 | 0.022987 |
8 | 0.181765 | 1.5423 | 0.063689 |
9 | 0.133892 | 1.1361 | 0.129839 |
10 | 0.124338 | 1.055 | 0.147467 |
11 | 0.117026 | 0.993 | 0.162019 |
12 | 0.096955 | 0.8227 | 0.2067 |
13 | 0.024961 | 0.2118 | 0.416429 |
14 | -0.049804 | -0.4226 | 0.336922 |
15 | -0.13101 | -1.1117 | 0.134992 |
16 | -0.191764 | -1.6272 | 0.054035 |
17 | -0.22921 | -1.9449 | 0.027846 |
18 | -0.270277 | -2.2934 | 0.012374 |
19 | -0.279814 | -2.3743 | 0.010125 |
20 | -0.288352 | -2.4467 | 0.008429 |
21 | -0.285049 | -2.4187 | 0.009052 |
22 | -0.254223 | -2.1572 | 0.017166 |
23 | -0.22185 | -1.8825 | 0.031907 |
24 | -0.190534 | -1.6167 | 0.055154 |
25 | -0.192552 | -1.6339 | 0.053327 |
26 | -0.202146 | -1.7153 | 0.045298 |
27 | -0.209465 | -1.7774 | 0.039866 |
28 | -0.179314 | -1.5215 | 0.066253 |
29 | -0.136776 | -1.1606 | 0.124823 |
30 | -0.08083 | -0.6859 | 0.2475 |
31 | -0.001035 | -0.0088 | 0.496508 |
32 | 0.062696 | 0.532 | 0.298185 |
33 | 0.13158 | 1.1165 | 0.133961 |
34 | 0.213108 | 1.8083 | 0.03737 |
35 | 0.290368 | 2.4639 | 0.008067 |
36 | 0.362021 | 3.0719 | 0.001501 |
37 | 0.308036 | 2.6138 | 0.005449 |
38 | 0.247062 | 2.0964 | 0.019781 |
39 | 0.188601 | 1.6003 | 0.056952 |
40 | 0.135328 | 1.1483 | 0.127324 |
41 | 0.090175 | 0.7652 | 0.22334 |
42 | 0.049502 | 0.42 | 0.337854 |
43 | 0.026411 | 0.2241 | 0.411655 |
44 | 0.007901 | 0.067 | 0.473368 |
45 | -0.007318 | -0.0621 | 0.47533 |
46 | -0.014658 | -0.1244 | 0.450682 |
47 | -0.022093 | -0.1875 | 0.425911 |
48 | -0.029812 | -0.253 | 0.40051 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.888451 | 7.5388 | 0 |
2 | -0.109882 | -0.9324 | 0.177129 |
3 | -0.065812 | -0.5584 | 0.289141 |
4 | -0.048763 | -0.4138 | 0.340137 |
5 | -0.017451 | -0.1481 | 0.441349 |
6 | -0.110897 | -0.941 | 0.174928 |
7 | 0.10072 | 0.8546 | 0.197793 |
8 | -0.001713 | -0.0145 | 0.494223 |
9 | -0.015804 | -0.1341 | 0.44685 |
10 | 0.132511 | 1.1244 | 0.13229 |
11 | -0.01832 | -0.1554 | 0.438452 |
12 | -0.102319 | -0.8682 | 0.194084 |
13 | -0.260587 | -2.2112 | 0.015101 |
14 | -0.035294 | -0.2995 | 0.382718 |
15 | -0.120795 | -1.025 | 0.154401 |
16 | 0.070897 | 0.6016 | 0.274672 |
17 | 0.058927 | 0.5 | 0.309296 |
18 | -0.065033 | -0.5518 | 0.29139 |
19 | 0.057778 | 0.4903 | 0.31272 |
20 | -0.069329 | -0.5883 | 0.279095 |
21 | -0.042354 | -0.3594 | 0.360179 |
22 | 0.021977 | 0.1865 | 0.426296 |
23 | 0.025464 | 0.2161 | 0.414773 |
24 | -0.023716 | -0.2012 | 0.420542 |
25 | -0.065493 | -0.5557 | 0.290059 |
26 | -0.007727 | -0.0656 | 0.473951 |
27 | -0.029332 | -0.2489 | 0.402078 |
28 | 0.186308 | 1.5809 | 0.059145 |
29 | 0.024404 | 0.2071 | 0.418269 |
30 | 0.103543 | 0.8786 | 0.191273 |
31 | 0.111068 | 0.9424 | 0.174558 |
32 | -0.028226 | -0.2395 | 0.405699 |
33 | 0.01422 | 0.1207 | 0.452149 |
34 | 0.102111 | 0.8664 | 0.194563 |
35 | 0.075687 | 0.6422 | 0.261382 |
36 | 0.059286 | 0.5031 | 0.30823 |
37 | -0.451552 | -3.8315 | 0.000135 |
38 | 0.026481 | 0.2247 | 0.411427 |
39 | -0.009315 | -0.079 | 0.468608 |
40 | 0.010074 | 0.0855 | 0.466058 |
41 | -0.037319 | -0.3167 | 0.37621 |
42 | 0.036319 | 0.3082 | 0.379418 |
43 | -0.076441 | -0.6486 | 0.259324 |
44 | -0.00058 | -0.0049 | 0.498042 |
45 | -0.024084 | -0.2044 | 0.419326 |
46 | -0.149793 | -1.271 | 0.103903 |
47 | -0.023926 | -0.203 | 0.419845 |
48 | 0.05875 | 0.4985 | 0.309822 |