Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912781 | 7.7452 | 0 |
2 | 0.804562 | 6.8269 | 0 |
3 | 0.691138 | 5.8645 | 0 |
4 | 0.570427 | 4.8402 | 4e-06 |
5 | 0.450165 | 3.8198 | 0.00014 |
6 | 0.328017 | 2.7833 | 0.003434 |
7 | 0.217967 | 1.8495 | 0.034244 |
8 | 0.126275 | 1.0715 | 0.143767 |
9 | 0.051915 | 0.4405 | 0.330443 |
10 | -0.011095 | -0.0941 | 0.462628 |
11 | -0.049122 | -0.4168 | 0.339026 |
12 | -0.074198 | -0.6296 | 0.265476 |
13 | -0.089311 | -0.7578 | 0.225512 |
14 | -0.084907 | -0.7205 | 0.236786 |
15 | -0.075024 | -0.6366 | 0.263202 |
16 | -0.066395 | -0.5634 | 0.287465 |
17 | -0.064775 | -0.5496 | 0.292135 |
18 | -0.072091 | -0.6117 | 0.271327 |
19 | -0.074197 | -0.6296 | 0.265479 |
20 | -0.085533 | -0.7258 | 0.235166 |
21 | -0.088037 | -0.747 | 0.228741 |
22 | -0.08625 | -0.7319 | 0.233316 |
23 | -0.08875 | -0.7531 | 0.226933 |
24 | -0.078461 | -0.6658 | 0.253845 |
25 | -0.065213 | -0.5534 | 0.290869 |
26 | -0.048476 | -0.4113 | 0.341026 |
27 | -0.035624 | -0.3023 | 0.381654 |
28 | -0.036923 | -0.3133 | 0.377479 |
29 | -0.032756 | -0.2779 | 0.390925 |
30 | -0.032076 | -0.2722 | 0.393134 |
31 | -0.046881 | -0.3978 | 0.345979 |
32 | -0.058851 | -0.4994 | 0.309521 |
33 | -0.057177 | -0.4852 | 0.314517 |
34 | -0.054399 | -0.4616 | 0.322884 |
35 | -0.049491 | -0.4199 | 0.337889 |
36 | -0.044848 | -0.3805 | 0.352331 |
37 | -0.043409 | -0.3683 | 0.356853 |
38 | -0.038652 | -0.328 | 0.371943 |
39 | -0.043582 | -0.3698 | 0.356305 |
40 | -0.051963 | -0.4409 | 0.330295 |
41 | -0.04586 | -0.3891 | 0.349162 |
42 | -0.052066 | -0.4418 | 0.329982 |
43 | -0.067247 | -0.5706 | 0.285019 |
44 | -0.085124 | -0.7223 | 0.236226 |
45 | -0.096287 | -0.817 | 0.208305 |
46 | -0.114862 | -0.9746 | 0.166502 |
47 | -0.12974 | -1.1009 | 0.137307 |
48 | -0.144398 | -1.2253 | 0.112235 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912781 | 7.7452 | 0 |
2 | -0.171478 | -1.455 | 0.075002 |
3 | -0.078192 | -0.6635 | 0.254572 |
4 | -0.107345 | -0.9109 | 0.182706 |
5 | -0.065448 | -0.5553 | 0.29019 |
6 | -0.095495 | -0.8103 | 0.210218 |
7 | -0.01193 | -0.1012 | 0.459826 |
8 | 0.010559 | 0.0896 | 0.464428 |
9 | 0.005054 | 0.0429 | 0.482957 |
10 | -0.031681 | -0.2688 | 0.394417 |
11 | 0.065114 | 0.5525 | 0.291155 |
12 | -0.016245 | -0.1378 | 0.445376 |
13 | -0.009258 | -0.0786 | 0.468801 |
14 | 0.059986 | 0.509 | 0.306156 |
15 | -0.012977 | -0.1101 | 0.456312 |
16 | -0.03975 | -0.3373 | 0.368438 |
17 | -0.059303 | -0.5032 | 0.308178 |
18 | -0.057153 | -0.485 | 0.314589 |
19 | 0.029133 | 0.2472 | 0.402728 |
20 | -0.068329 | -0.5798 | 0.281932 |
21 | 0.074176 | 0.6294 | 0.265538 |
22 | 0.013979 | 0.1186 | 0.452955 |
23 | -0.037283 | -0.3164 | 0.376324 |
24 | 0.073784 | 0.6261 | 0.266623 |
25 | -0.001336 | -0.0113 | 0.495495 |
26 | 0.008359 | 0.0709 | 0.471826 |
27 | -0.034856 | -0.2958 | 0.38413 |
28 | -0.093727 | -0.7953 | 0.214527 |
29 | 0.047946 | 0.4068 | 0.342667 |
30 | -0.050645 | -0.4297 | 0.334336 |
31 | -0.086597 | -0.7348 | 0.232424 |
32 | 0.049733 | 0.422 | 0.337141 |
33 | 0.070251 | 0.5961 | 0.276488 |
34 | 0.012381 | 0.1051 | 0.458313 |
35 | 0.013038 | 0.1106 | 0.45611 |
36 | -0.011913 | -0.1011 | 0.459883 |
37 | -0.019629 | -0.1666 | 0.434094 |
38 | -0.028715 | -0.2437 | 0.404095 |
39 | -0.058092 | -0.4929 | 0.311783 |
40 | -0.027493 | -0.2333 | 0.408101 |
41 | 0.052325 | 0.444 | 0.32919 |
42 | -0.076321 | -0.6476 | 0.259651 |
43 | -0.050653 | -0.4298 | 0.33431 |
44 | -0.016481 | -0.1398 | 0.444585 |
45 | 0.048482 | 0.4114 | 0.341005 |
46 | -0.075624 | -0.6417 | 0.261556 |
47 | 0.042854 | 0.3636 | 0.358602 |
48 | -0.038881 | -0.3299 | 0.371211 |