Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873778 | 8.5612 | 0 |
2 | 0.732176 | 7.1738 | 0 |
3 | 0.56855 | 5.5706 | 0 |
4 | 0.407208 | 3.9898 | 6.5e-05 |
5 | 0.262103 | 2.5681 | 0.005884 |
6 | 0.14751 | 1.4453 | 0.075815 |
7 | 0.068099 | 0.6672 | 0.253114 |
8 | -0.02342 | -0.2295 | 0.409495 |
9 | -0.114694 | -1.1238 | 0.131957 |
10 | -0.214803 | -2.1046 | 0.018968 |
11 | -0.302229 | -2.9612 | 0.001931 |
12 | -0.384352 | -3.7659 | 0.000143 |
13 | -0.35407 | -3.4692 | 0.000392 |
14 | -0.318615 | -3.1218 | 0.001188 |
15 | -0.267806 | -2.624 | 0.005056 |
16 | -0.201633 | -1.9756 | 0.025536 |
17 | -0.133011 | -1.3032 | 0.097806 |
18 | -0.086198 | -0.8446 | 0.200226 |
19 | -0.070318 | -0.689 | 0.246252 |
20 | -0.054357 | -0.5326 | 0.297776 |
21 | -0.043526 | -0.4265 | 0.335361 |
22 | -0.014822 | -0.1452 | 0.442419 |
23 | -0.004134 | -0.0405 | 0.483887 |
24 | 0.025798 | 0.2528 | 0.400495 |
25 | 0.040316 | 0.395 | 0.346854 |
26 | 0.064542 | 0.6324 | 0.264322 |
27 | 0.062994 | 0.6172 | 0.269278 |
28 | 0.0397 | 0.389 | 0.349078 |
29 | 0.014245 | 0.1396 | 0.444644 |
30 | -0.028687 | -0.2811 | 0.389628 |
31 | -0.061802 | -0.6055 | 0.273126 |
32 | -0.081752 | -0.801 | 0.212553 |
33 | -0.10455 | -1.0244 | 0.154117 |
34 | -0.138822 | -1.3602 | 0.088481 |
35 | -0.149293 | -1.4628 | 0.073399 |
36 | -0.168345 | -1.6494 | 0.051164 |
37 | -0.150685 | -1.4764 | 0.071553 |
38 | -0.125397 | -1.2286 | 0.111107 |
39 | -0.081879 | -0.8023 | 0.212194 |
40 | -0.028625 | -0.2805 | 0.389862 |
41 | -0.008333 | -0.0816 | 0.467548 |
42 | 0.028715 | 0.2813 | 0.389525 |
43 | 0.046672 | 0.4573 | 0.324247 |
44 | 0.051737 | 0.5069 | 0.306687 |
45 | 0.063194 | 0.6192 | 0.268633 |
46 | 0.063835 | 0.6254 | 0.26658 |
47 | 0.035534 | 0.3482 | 0.36424 |
48 | -0.004436 | -0.0435 | 0.482713 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873778 | 8.5612 | 0 |
2 | -0.132391 | -1.2972 | 0.098843 |
3 | -0.173121 | -1.6962 | 0.046541 |
4 | -0.086666 | -0.8491 | 0.198956 |
5 | -0.036904 | -0.3616 | 0.359227 |
6 | 0.013347 | 0.1308 | 0.448113 |
7 | 0.032428 | 0.3177 | 0.375692 |
8 | -0.172284 | -1.688 | 0.047326 |
9 | -0.121531 | -1.1908 | 0.118343 |
10 | -0.135352 | -1.3262 | 0.093964 |
11 | -0.048756 | -0.4777 | 0.316971 |
12 | -0.090323 | -0.885 | 0.189189 |
13 | 0.377795 | 3.7016 | 0.000179 |
14 | -0.106726 | -1.0457 | 0.149163 |
15 | -0.069238 | -0.6784 | 0.249577 |
16 | 0.012901 | 0.1264 | 0.449838 |
17 | 0.043126 | 0.4225 | 0.336786 |
18 | -0.054743 | -0.5364 | 0.296472 |
19 | -0.02552 | -0.25 | 0.401546 |
20 | -0.081618 | -0.7997 | 0.212933 |
21 | -0.032977 | -0.3231 | 0.373659 |
22 | 0.049343 | 0.4835 | 0.314934 |
23 | -0.096837 | -0.9488 | 0.172552 |
24 | 0.032022 | 0.3138 | 0.377196 |
25 | 0.136669 | 1.3391 | 0.091854 |
26 | 0.01581 | 0.1549 | 0.438609 |
27 | -0.130499 | -1.2786 | 0.102057 |
28 | -0.030717 | -0.301 | 0.382046 |
29 | 0.018181 | 0.1781 | 0.429497 |
30 | -0.124008 | -1.215 | 0.113668 |
31 | -0.032911 | -0.3225 | 0.373903 |
32 | 0.052211 | 0.5116 | 0.305065 |
33 | -0.134945 | -1.3222 | 0.094625 |
34 | -0.073628 | -0.7214 | 0.236208 |
35 | 0.013234 | 0.1297 | 0.44855 |
36 | -0.021212 | -0.2078 | 0.417899 |
37 | 0.248537 | 2.4352 | 0.008366 |
38 | 0.087621 | 0.8585 | 0.196377 |
39 | -0.12677 | -1.2421 | 0.108615 |
40 | -0.00054 | -0.0053 | 0.497894 |
41 | -0.104202 | -1.021 | 0.154919 |
42 | -0.020956 | -0.2053 | 0.418877 |
43 | 0.01339 | 0.1312 | 0.447949 |
44 | 0.000731 | 0.0072 | 0.497151 |
45 | -0.040483 | -0.3966 | 0.346253 |
46 | -0.166533 | -1.6317 | 0.053011 |
47 | -0.154476 | -1.5136 | 0.066712 |
48 | -0.086195 | -0.8445 | 0.200235 |