Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.913764 | 7.078 | 0 |
2 | 0.850298 | 6.5864 | 0 |
3 | 0.783388 | 6.0681 | 0 |
4 | 0.689555 | 5.3413 | 1e-06 |
5 | 0.562225 | 4.355 | 2.6e-05 |
6 | 0.454012 | 3.5168 | 0.000419 |
7 | 0.336665 | 2.6078 | 0.005741 |
8 | 0.207031 | 1.6037 | 0.057021 |
9 | 0.068784 | 0.5328 | 0.298069 |
10 | -0.038804 | -0.3006 | 0.38239 |
11 | -0.145498 | -1.127 | 0.132111 |
12 | -0.248504 | -1.9249 | 0.029493 |
13 | -0.304003 | -2.3548 | 0.010911 |
14 | -0.332273 | -2.5738 | 0.006274 |
15 | -0.364008 | -2.8196 | 0.003253 |
16 | -0.367278 | -2.8449 | 0.003034 |
17 | -0.365177 | -2.8287 | 0.003173 |
18 | -0.342493 | -2.6529 | 0.005098 |
19 | -0.324082 | -2.5103 | 0.007388 |
20 | -0.275004 | -2.1302 | 0.018633 |
21 | -0.222699 | -1.725 | 0.044836 |
22 | -0.190592 | -1.4763 | 0.072544 |
23 | -0.161662 | -1.2522 | 0.107673 |
24 | -0.120754 | -0.9354 | 0.176678 |
25 | -0.078808 | -0.6104 | 0.271938 |
26 | -0.061416 | -0.4757 | 0.317999 |
27 | -0.039906 | -0.3091 | 0.379155 |
28 | -0.019158 | -0.1484 | 0.441262 |
29 | 0.006136 | 0.0475 | 0.481124 |
30 | 0.000279 | 0.0022 | 0.499142 |
31 | -0.00392 | -0.0304 | 0.487937 |
32 | -0.010789 | -0.0836 | 0.466837 |
33 | -0.028387 | -0.2199 | 0.413353 |
34 | -0.034241 | -0.2652 | 0.39587 |
35 | -0.023057 | -0.1786 | 0.429426 |
36 | -0.029752 | -0.2305 | 0.40926 |
37 | -0.03116 | -0.2414 | 0.405047 |
38 | -0.041011 | -0.3177 | 0.375919 |
39 | -0.049883 | -0.3864 | 0.350287 |
40 | -0.066827 | -0.5176 | 0.303307 |
41 | -0.077869 | -0.6032 | 0.274334 |
42 | -0.080061 | -0.6202 | 0.268753 |
43 | -0.078222 | -0.6059 | 0.273431 |
44 | -0.094804 | -0.7343 | 0.232799 |
45 | -0.078338 | -0.6068 | 0.273135 |
46 | -0.080681 | -0.6249 | 0.267187 |
47 | -0.086209 | -0.6678 | 0.25342 |
48 | -0.088334 | -0.6842 | 0.24823 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.913764 | 7.078 | 0 |
2 | 0.092909 | 0.7197 | 0.23726 |
3 | -0.038457 | -0.2979 | 0.383409 |
4 | -0.205256 | -1.5899 | 0.058556 |
5 | -0.314363 | -2.435 | 0.00894 |
6 | -0.036057 | -0.2793 | 0.390488 |
7 | -0.081024 | -0.6276 | 0.26632 |
8 | -0.112653 | -0.8726 | 0.193178 |
9 | -0.175804 | -1.3618 | 0.089181 |
10 | 0.024015 | 0.186 | 0.426529 |
11 | -0.008733 | -0.0676 | 0.473147 |
12 | -0.038798 | -0.3005 | 0.382407 |
13 | 0.195606 | 1.5152 | 0.067492 |
14 | 0.146084 | 1.1316 | 0.131161 |
15 | -0.007059 | -0.0547 | 0.478287 |
16 | 0.037387 | 0.2896 | 0.386561 |
17 | -0.156194 | -1.2099 | 0.115536 |
18 | 0.000824 | 0.0064 | 0.497464 |
19 | -0.087048 | -0.6743 | 0.251365 |
20 | 0.064248 | 0.4977 | 0.31027 |
21 | -0.007488 | -0.058 | 0.476971 |
22 | -0.184924 | -1.4324 | 0.078608 |
23 | -0.106363 | -0.8239 | 0.206634 |
24 | -0.044102 | -0.3416 | 0.366918 |
25 | 0.197924 | 1.5331 | 0.065252 |
26 | 0.008346 | 0.0646 | 0.474336 |
27 | 0.003794 | 0.0294 | 0.488328 |
28 | -0.026748 | -0.2072 | 0.418282 |
29 | 0.088067 | 0.6822 | 0.248881 |
30 | -0.074439 | -0.5766 | 0.283183 |
31 | -0.097494 | -0.7552 | 0.226547 |
32 | -0.052354 | -0.4055 | 0.343264 |
33 | -0.052853 | -0.4094 | 0.341854 |
34 | 0.062171 | 0.4816 | 0.315929 |
35 | 0.106479 | 0.8248 | 0.206382 |
36 | -0.083981 | -0.6505 | 0.258922 |
37 | 0.055854 | 0.4326 | 0.333411 |
38 | -0.098745 | -0.7649 | 0.223673 |
39 | -0.061124 | -0.4735 | 0.318799 |
40 | -0.059607 | -0.4617 | 0.322979 |
41 | -0.06122 | -0.4742 | 0.318537 |
42 | 0.047938 | 0.3713 | 0.355851 |
43 | -0.006272 | -0.0486 | 0.480708 |
44 | -0.057828 | -0.4479 | 0.327906 |
45 | 0.076887 | 0.5956 | 0.276853 |
46 | -0.023732 | -0.1838 | 0.427384 |
47 | 0.0719 | 0.5569 | 0.289823 |
48 | 0.023471 | 0.1818 | 0.428173 |