Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.85167 | 6.3733 | 0 |
2 | 0.712805 | 5.3341 | 1e-06 |
3 | 0.632531 | 4.7334 | 8e-06 |
4 | 0.588766 | 4.4059 | 2.4e-05 |
5 | 0.554642 | 4.1506 | 5.7e-05 |
6 | 0.530391 | 3.9691 | 0.000104 |
7 | 0.497038 | 3.7195 | 0.000232 |
8 | 0.47009 | 3.5178 | 0.000436 |
9 | 0.451235 | 3.3767 | 0.00067 |
10 | 0.418567 | 3.1323 | 0.001379 |
11 | 0.388608 | 2.9081 | 0.002602 |
12 | 0.350434 | 2.6224 | 0.005612 |
13 | 0.301547 | 2.2566 | 0.013978 |
14 | 0.249302 | 1.8656 | 0.033669 |
15 | 0.192675 | 1.4418 | 0.077457 |
16 | 0.156655 | 1.1723 | 0.123021 |
17 | 0.124902 | 0.9347 | 0.176982 |
18 | 0.095813 | 0.717 | 0.238177 |
19 | 0.063301 | 0.4737 | 0.318778 |
20 | 0.036709 | 0.2747 | 0.392278 |
21 | 0.001878 | 0.0141 | 0.49442 |
22 | -0.016416 | -0.1228 | 0.451336 |
23 | -0.042814 | -0.3204 | 0.374931 |
24 | -0.085254 | -0.638 | 0.263042 |
25 | -0.123088 | -0.9211 | 0.180473 |
26 | -0.169992 | -1.2721 | 0.104296 |
27 | -0.234951 | -1.7582 | 0.042088 |
28 | -0.288959 | -2.1624 | 0.017438 |
29 | -0.312776 | -2.3406 | 0.01142 |
30 | -0.315582 | -2.3616 | 0.01085 |
31 | -0.323533 | -2.4211 | 0.00937 |
32 | -0.32152 | -2.406 | 0.009726 |
33 | -0.3073 | -2.2996 | 0.01261 |
34 | -0.308426 | -2.308 | 0.012357 |
35 | -0.314945 | -2.3568 | 0.010977 |
36 | -0.30601 | -2.29 | 0.012906 |
37 | -0.30624 | -2.2917 | 0.012853 |
38 | -0.2988 | -2.236 | 0.014677 |
39 | -0.301421 | -2.2556 | 0.01401 |
40 | -0.309959 | -2.3195 | 0.012019 |
41 | -0.3188 | -2.3857 | 0.010227 |
42 | -0.306963 | -2.2971 | 0.012687 |
43 | -0.296419 | -2.2182 | 0.015307 |
44 | -0.277025 | -2.0731 | 0.02139 |
45 | -0.25751 | -1.927 | 0.029528 |
46 | -0.240601 | -1.8005 | 0.038585 |
47 | -0.223207 | -1.6703 | 0.050217 |
48 | -0.21632 | -1.6188 | 0.055556 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.85167 | 6.3733 | 0 |
2 | -0.045647 | -0.3416 | 0.366968 |
3 | 0.133614 | 0.9999 | 0.160836 |
4 | 0.093498 | 0.6997 | 0.243512 |
5 | 0.050109 | 0.375 | 0.354545 |
6 | 0.067549 | 0.5055 | 0.307599 |
7 | -0.00589 | -0.0441 | 0.482499 |
8 | 0.042934 | 0.3213 | 0.374593 |
9 | 0.033683 | 0.2521 | 0.400957 |
10 | -0.040059 | -0.2998 | 0.382729 |
11 | 0.015397 | 0.1152 | 0.45434 |
12 | -0.051077 | -0.3822 | 0.351872 |
13 | -0.062613 | -0.4686 | 0.320603 |
14 | -0.058872 | -0.4406 | 0.330613 |
15 | -0.086546 | -0.6477 | 0.259927 |
16 | 0.011004 | 0.0823 | 0.467332 |
17 | -0.046054 | -0.3446 | 0.365829 |
18 | -0.018377 | -0.1375 | 0.445557 |
19 | -0.031709 | -0.2373 | 0.406649 |
20 | -0.00928 | -0.0694 | 0.472441 |
21 | -0.04894 | -0.3662 | 0.357785 |
22 | 0.034118 | 0.2553 | 0.399707 |
23 | -0.049417 | -0.3698 | 0.356461 |
24 | -0.064431 | -0.4822 | 0.315785 |
25 | -0.023463 | -0.1756 | 0.430627 |
26 | -0.094115 | -0.7043 | 0.242084 |
27 | -0.131172 | -0.9816 | 0.16526 |
28 | -0.066939 | -0.5009 | 0.309193 |
29 | -0.004882 | -0.0365 | 0.485492 |
30 | 0.018562 | 0.1389 | 0.445011 |
31 | -0.038019 | -0.2845 | 0.388537 |
32 | 0.049418 | 0.3698 | 0.356459 |
33 | 0.065231 | 0.4881 | 0.313678 |
34 | -0.03402 | -0.2546 | 0.399989 |
35 | 0.020038 | 0.15 | 0.440671 |
36 | 0.061537 | 0.4605 | 0.32347 |
37 | -0.011983 | -0.0897 | 0.464433 |
38 | 0.048539 | 0.3632 | 0.358899 |
39 | -0.044938 | -0.3363 | 0.368956 |
40 | -0.025904 | -0.1938 | 0.423499 |
41 | -0.048382 | -0.3621 | 0.359337 |
42 | -0.003302 | -0.0247 | 0.490187 |
43 | -0.033903 | -0.2537 | 0.400326 |
44 | 0.014462 | 0.1082 | 0.457102 |
45 | -0.007537 | -0.0564 | 0.47761 |
46 | 0.007174 | 0.0537 | 0.47869 |
47 | 0.009581 | 0.0717 | 0.471549 |
48 | -0.035162 | -0.2631 | 0.396708 |