Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.88354 | 7.4971 | 0 |
2 | 0.755478 | 6.4104 | 0 |
3 | 0.631845 | 5.3614 | 0 |
4 | 0.527955 | 4.4798 | 1.4e-05 |
5 | 0.437852 | 3.7153 | 0.000199 |
6 | 0.338206 | 2.8698 | 0.002694 |
7 | 0.250549 | 2.126 | 0.018467 |
8 | 0.171788 | 1.4577 | 0.07464 |
9 | 0.110224 | 0.9353 | 0.176385 |
10 | 0.082673 | 0.7015 | 0.242626 |
11 | 0.063083 | 0.5353 | 0.297054 |
12 | 0.033084 | 0.2807 | 0.389861 |
13 | -0.020339 | -0.1726 | 0.431733 |
14 | -0.078347 | -0.6648 | 0.254152 |
15 | -0.135429 | -1.1492 | 0.127148 |
16 | -0.170425 | -1.4461 | 0.076244 |
17 | -0.189456 | -1.6076 | 0.056151 |
18 | -0.212945 | -1.8069 | 0.037478 |
19 | -0.22987 | -1.9505 | 0.027504 |
20 | -0.250915 | -2.1291 | 0.018334 |
21 | -0.266524 | -2.2615 | 0.013374 |
22 | -0.25616 | -2.1736 | 0.016513 |
23 | -0.234738 | -1.9918 | 0.025092 |
24 | -0.214893 | -1.8234 | 0.036195 |
25 | -0.20657 | -1.7528 | 0.041946 |
26 | -0.206017 | -1.7481 | 0.042354 |
27 | -0.19693 | -1.671 | 0.049531 |
28 | -0.153709 | -1.3043 | 0.098148 |
29 | -0.093344 | -0.7921 | 0.215466 |
30 | -0.02654 | -0.2252 | 0.411233 |
31 | 0.046076 | 0.391 | 0.348489 |
32 | 0.104287 | 0.8849 | 0.189578 |
33 | 0.169861 | 1.4413 | 0.076915 |
34 | 0.259076 | 2.1983 | 0.01557 |
35 | 0.35049 | 2.974 | 0.001999 |
36 | 0.438552 | 3.7212 | 0.000195 |
37 | 0.380357 | 3.2274 | 0.000941 |
38 | 0.315118 | 2.6739 | 0.004636 |
39 | 0.252927 | 2.1462 | 0.017616 |
40 | 0.198111 | 1.681 | 0.048545 |
41 | 0.150584 | 1.2777 | 0.102722 |
42 | 0.102169 | 0.8669 | 0.194429 |
43 | 0.060566 | 0.5139 | 0.304442 |
44 | 0.023086 | 0.1959 | 0.422624 |
45 | -0.007564 | -0.0642 | 0.474502 |
46 | -0.027169 | -0.2305 | 0.409163 |
47 | -0.043608 | -0.37 | 0.356224 |
48 | -0.060638 | -0.5145 | 0.304229 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.88354 | 7.4971 | 0 |
2 | -0.114722 | -0.9735 | 0.166794 |
3 | -0.050187 | -0.4259 | 0.335742 |
4 | 0.013693 | 0.1162 | 0.453915 |
5 | -0.013056 | -0.1108 | 0.456047 |
6 | -0.112188 | -0.9519 | 0.172154 |
7 | -0.006997 | -0.0594 | 0.47641 |
8 | -0.028512 | -0.2419 | 0.40476 |
9 | 0.002659 | 0.0226 | 0.49103 |
10 | 0.092759 | 0.7871 | 0.216908 |
11 | -0.006966 | -0.0591 | 0.476514 |
12 | -0.081084 | -0.688 | 0.246826 |
13 | -0.123817 | -1.0506 | 0.148472 |
14 | -0.059497 | -0.5049 | 0.307602 |
15 | -0.073818 | -0.6264 | 0.266527 |
16 | 0.033179 | 0.2815 | 0.389555 |
17 | 0.020108 | 0.1706 | 0.432501 |
18 | -0.055238 | -0.4687 | 0.320345 |
19 | 0.004526 | 0.0384 | 0.484735 |
20 | -0.058402 | -0.4956 | 0.310857 |
21 | -0.056478 | -0.4792 | 0.316614 |
22 | 0.048318 | 0.41 | 0.341514 |
23 | 0.01557 | 0.1321 | 0.447632 |
24 | -0.028194 | -0.2392 | 0.405801 |
25 | -0.022422 | -0.1903 | 0.424822 |
26 | -0.028049 | -0.238 | 0.406276 |
27 | -0.003008 | -0.0255 | 0.489855 |
28 | 0.129464 | 1.0985 | 0.137814 |
29 | 0.067608 | 0.5737 | 0.283987 |
30 | 0.056213 | 0.477 | 0.317409 |
31 | 0.109785 | 0.9316 | 0.177339 |
32 | 0.008868 | 0.0753 | 0.470112 |
33 | 0.066313 | 0.5627 | 0.287699 |
34 | 0.174983 | 1.4848 | 0.070983 |
35 | 0.095298 | 0.8086 | 0.210695 |
36 | 0.11201 | 0.9504 | 0.172534 |
37 | -0.55545 | -4.7132 | 6e-06 |
38 | 0.068773 | 0.5836 | 0.280669 |
39 | -0.009974 | -0.0846 | 0.466394 |
40 | -0.04532 | -0.3846 | 0.350852 |
41 | -0.037165 | -0.3154 | 0.376702 |
42 | 0.048291 | 0.4098 | 0.341598 |
43 | -0.023805 | -0.202 | 0.420247 |
44 | 0.003258 | 0.0276 | 0.489012 |
45 | -0.042396 | -0.3597 | 0.360047 |
46 | -0.13021 | -1.1049 | 0.136448 |
47 | -0.031404 | -0.2665 | 0.39532 |
48 | 0.039938 | 0.3389 | 0.367841 |