Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.907745 | 7.0897 | 0 |
2 | 0.78833 | 6.1571 | 0 |
3 | 0.714772 | 5.5825 | 0 |
4 | 0.676077 | 5.2803 | 1e-06 |
5 | 0.652454 | 5.0958 | 2e-06 |
6 | 0.602182 | 4.7032 | 8e-06 |
7 | 0.53039 | 4.1425 | 5.4e-05 |
8 | 0.426862 | 3.3339 | 0.00073 |
9 | 0.320941 | 2.5066 | 0.007435 |
10 | 0.249686 | 1.9501 | 0.027881 |
11 | 0.223439 | 1.7451 | 0.043 |
12 | 0.184606 | 1.4418 | 0.077234 |
13 | 0.057766 | 0.4512 | 0.326734 |
14 | -0.078275 | -0.6113 | 0.27162 |
15 | -0.168315 | -1.3146 | 0.096786 |
16 | -0.22553 | -1.7614 | 0.041587 |
17 | -0.258535 | -2.0192 | 0.023932 |
18 | -0.302557 | -2.363 | 0.010665 |
19 | -0.351555 | -2.7457 | 0.003961 |
20 | -0.411775 | -3.2161 | 0.00104 |
21 | -0.477623 | -3.7304 | 0.000211 |
22 | -0.500667 | -3.9103 | 0.000117 |
23 | -0.475228 | -3.7116 | 0.000224 |
24 | -0.448397 | -3.5021 | 0.000435 |
25 | -0.483642 | -3.7774 | 0.000181 |
26 | -0.521075 | -4.0697 | 6.9e-05 |
27 | -0.518535 | -4.0499 | 7.4e-05 |
28 | -0.485399 | -3.7911 | 0.000173 |
29 | -0.437828 | -3.4195 | 0.000562 |
30 | -0.39668 | -3.0982 | 0.001471 |
31 | -0.35085 | -2.7402 | 0.004021 |
32 | -0.320247 | -2.5012 | 0.007539 |
33 | -0.294305 | -2.2986 | 0.012484 |
34 | -0.241844 | -1.8889 | 0.031834 |
35 | -0.164112 | -1.2818 | 0.10239 |
36 | -0.097532 | -0.7618 | 0.224572 |
37 | -0.077974 | -0.609 | 0.272393 |
38 | -0.070339 | -0.5494 | 0.29238 |
39 | -0.044738 | -0.3494 | 0.363991 |
40 | -0.019632 | -0.1533 | 0.439321 |
41 | 0.010768 | 0.0841 | 0.466626 |
42 | 0.037955 | 0.2964 | 0.38395 |
43 | 0.068558 | 0.5355 | 0.297142 |
44 | 0.085966 | 0.6714 | 0.252246 |
45 | 0.088055 | 0.6877 | 0.247113 |
46 | 0.103742 | 0.8103 | 0.210472 |
47 | 0.122901 | 0.9599 | 0.17045 |
48 | 0.143082 | 1.1175 | 0.13408 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.907745 | 7.0897 | 0 |
2 | -0.202674 | -1.5829 | 0.059304 |
3 | 0.225822 | 1.7637 | 0.041393 |
4 | 0.075971 | 0.5934 | 0.277569 |
5 | 0.0807 | 0.6303 | 0.26543 |
6 | -0.139113 | -1.0865 | 0.140765 |
7 | -0.050442 | -0.394 | 0.347491 |
8 | -0.263742 | -2.0599 | 0.021841 |
9 | -0.078701 | -0.6147 | 0.270528 |
10 | 0.004068 | 0.0318 | 0.487379 |
11 | 0.148486 | 1.1597 | 0.125343 |
12 | -0.149612 | -1.1685 | 0.123574 |
13 | -0.428606 | -3.3475 | 7e-04 |
14 | 0.008885 | 0.0694 | 0.472453 |
15 | 0.022885 | 0.1787 | 0.429369 |
16 | -0.06416 | -0.5011 | 0.30905 |
17 | 0.017512 | 0.1368 | 0.445831 |
18 | -0.067225 | -0.525 | 0.300727 |
19 | 0.041571 | 0.3247 | 0.373268 |
20 | -0.001661 | -0.013 | 0.494847 |
21 | -0.069646 | -0.544 | 0.294229 |
22 | 0.043705 | 0.3414 | 0.367006 |
23 | 0.043048 | 0.3362 | 0.368932 |
24 | 0.017255 | 0.1348 | 0.446619 |
25 | -0.160306 | -1.252 | 0.107669 |
26 | 0.058592 | 0.4576 | 0.324425 |
27 | -0.005283 | -0.0413 | 0.483612 |
28 | 0.037277 | 0.2911 | 0.385966 |
29 | -0.070215 | -0.5484 | 0.292709 |
30 | 0.027328 | 0.2134 | 0.415847 |
31 | 0.061818 | 0.4828 | 0.315479 |
32 | -0.016181 | -0.1264 | 0.449925 |
33 | 0.073461 | 0.5738 | 0.284123 |
34 | -0.036877 | -0.288 | 0.387154 |
35 | -0.046999 | -0.3671 | 0.357417 |
36 | -0.039111 | -0.3055 | 0.380525 |
37 | -0.014823 | -0.1158 | 0.454107 |
38 | -0.070516 | -0.5507 | 0.291908 |
39 | -0.084205 | -0.6577 | 0.256614 |
40 | -0.171701 | -1.341 | 0.092442 |
41 | 0.01691 | 0.1321 | 0.44768 |
42 | -0.030863 | -0.241 | 0.405164 |
43 | 0.025646 | 0.2003 | 0.420956 |
44 | -0.005906 | -0.0461 | 0.481679 |
45 | 0.031891 | 0.2491 | 0.40207 |
46 | -0.005241 | -0.0409 | 0.48374 |
47 | -0.059721 | -0.4664 | 0.321282 |
48 | 0.087764 | 0.6855 | 0.247825 |