Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951752 | 7.1856 | 0 |
2 | 0.880781 | 6.6498 | 0 |
3 | 0.807489 | 6.0964 | 0 |
4 | 0.736325 | 5.5591 | 0 |
5 | 0.673733 | 5.0866 | 2e-06 |
6 | 0.617173 | 4.6596 | 1e-05 |
7 | 0.560909 | 4.2348 | 4.2e-05 |
8 | 0.495817 | 3.7433 | 0.000212 |
9 | 0.432245 | 3.2634 | 0.000932 |
10 | 0.375064 | 2.8317 | 0.003194 |
11 | 0.324313 | 2.4485 | 0.008723 |
12 | 0.278324 | 2.1013 | 0.020024 |
13 | 0.232326 | 1.754 | 0.042401 |
14 | 0.202091 | 1.5258 | 0.066301 |
15 | 0.181149 | 1.3676 | 0.088396 |
16 | 0.164527 | 1.2421 | 0.109634 |
17 | 0.142137 | 1.0731 | 0.143872 |
18 | 0.114059 | 0.8611 | 0.196389 |
19 | 0.083717 | 0.632 | 0.264941 |
20 | 0.035129 | 0.2652 | 0.3959 |
21 | -0.002454 | -0.0185 | 0.492642 |
22 | -0.035396 | -0.2672 | 0.395128 |
23 | -0.068182 | -0.5148 | 0.304356 |
24 | -0.10354 | -0.7817 | 0.21881 |
25 | -0.144758 | -1.0929 | 0.139517 |
26 | -0.178649 | -1.3488 | 0.091373 |
27 | -0.209032 | -1.5782 | 0.060032 |
28 | -0.235613 | -1.7788 | 0.040299 |
29 | -0.251203 | -1.8965 | 0.03148 |
30 | -0.255327 | -1.9277 | 0.029441 |
31 | -0.265808 | -2.0068 | 0.024761 |
32 | -0.281268 | -2.1235 | 0.019031 |
33 | -0.293232 | -2.2139 | 0.015428 |
34 | -0.321131 | -2.4245 | 0.009262 |
35 | -0.35194 | -2.6571 | 0.005104 |
36 | -0.365659 | -2.7607 | 0.003873 |
37 | -0.372686 | -2.8137 | 0.003354 |
38 | -0.378215 | -2.8555 | 0.002992 |
39 | -0.393068 | -2.9676 | 0.002191 |
40 | -0.402617 | -3.0397 | 0.001786 |
41 | -0.412029 | -3.1108 | 0.001457 |
42 | -0.416119 | -3.1416 | 0.001332 |
43 | -0.413128 | -3.119 | 0.001422 |
44 | -0.400778 | -3.0258 | 0.001858 |
45 | -0.376793 | -2.8447 | 0.003082 |
46 | -0.34271 | -2.5874 | 0.006123 |
47 | -0.304742 | -2.3008 | 0.012542 |
48 | -0.261594 | -1.975 | 0.02656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951752 | 7.1856 | 0 |
2 | -0.266028 | -2.0085 | 0.02467 |
3 | -0.00699 | -0.0528 | 0.479047 |
4 | -0.018351 | -0.1385 | 0.445148 |
5 | 0.04542 | 0.3429 | 0.366463 |
6 | -0.01077 | -0.0813 | 0.467738 |
7 | -0.053298 | -0.4024 | 0.34445 |
8 | -0.131911 | -0.9959 | 0.161752 |
9 | 0.027099 | 0.2046 | 0.419308 |
10 | 0.01738 | 0.1312 | 0.448033 |
11 | 0.001804 | 0.0136 | 0.494589 |
12 | -0.027477 | -0.2074 | 0.418201 |
13 | -0.056573 | -0.4271 | 0.335453 |
14 | 0.163715 | 1.236 | 0.110761 |
15 | 0.015731 | 0.1188 | 0.452939 |
16 | -0.010739 | -0.0811 | 0.467833 |
17 | -0.123576 | -0.933 | 0.177384 |
18 | -0.036575 | -0.2761 | 0.391722 |
19 | -0.004374 | -0.033 | 0.486885 |
20 | -0.225457 | -1.7022 | 0.047087 |
21 | 0.142786 | 1.078 | 0.142784 |
22 | -0.087058 | -0.6573 | 0.256825 |
23 | -0.019255 | -0.1454 | 0.442465 |
24 | -0.065602 | -0.4953 | 0.311152 |
25 | -0.07713 | -0.5823 | 0.281323 |
26 | 0.085222 | 0.6434 | 0.261269 |
27 | -0.007105 | -0.0536 | 0.478704 |
28 | -0.044599 | -0.3367 | 0.368784 |
29 | 0.078889 | 0.5956 | 0.2769 |
30 | 0.040484 | 0.3057 | 0.380492 |
31 | -0.164953 | -1.2454 | 0.109045 |
32 | -0.005985 | -0.0452 | 0.482058 |
33 | -0.078026 | -0.5891 | 0.279067 |
34 | -0.211707 | -1.5983 | 0.057747 |
35 | 0.018333 | 0.1384 | 0.4452 |
36 | 0.186836 | 1.4106 | 0.081901 |
37 | -0.096378 | -0.7276 | 0.234907 |
38 | -0.079286 | -0.5986 | 0.275906 |
39 | -0.069175 | -0.5223 | 0.301756 |
40 | 0.068027 | 0.5136 | 0.30476 |
41 | 0.023242 | 0.1755 | 0.430664 |
42 | -0.000454 | -0.0034 | 0.498637 |
43 | -0.002135 | -0.0161 | 0.493598 |
44 | 0.087019 | 0.657 | 0.256919 |
45 | 0.010079 | 0.0761 | 0.469804 |
46 | 0.103298 | 0.7799 | 0.219343 |
47 | -0.046725 | -0.3528 | 0.362782 |
48 | -0.022761 | -0.1718 | 0.432085 |