Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.917746 | 7.1678 | 0 |
2 | 0.801812 | 6.2623 | 0 |
3 | 0.686775 | 5.3639 | 1e-06 |
4 | 0.553946 | 4.3265 | 2.9e-05 |
5 | 0.411153 | 3.2112 | 0.001055 |
6 | 0.275331 | 2.1504 | 0.017748 |
7 | 0.160907 | 1.2567 | 0.106822 |
8 | 0.054346 | 0.4245 | 0.336365 |
9 | -0.042759 | -0.334 | 0.369777 |
10 | -0.116329 | -0.9086 | 0.183579 |
11 | -0.192774 | -1.5056 | 0.068664 |
12 | -0.269563 | -2.1054 | 0.019693 |
13 | -0.294388 | -2.2992 | 0.012465 |
14 | -0.284022 | -2.2183 | 0.015134 |
15 | -0.269114 | -2.1018 | 0.019852 |
16 | -0.258995 | -2.0228 | 0.023741 |
17 | -0.240681 | -1.8798 | 0.032458 |
18 | -0.206391 | -1.612 | 0.056066 |
19 | -0.180396 | -1.4089 | 0.081965 |
20 | -0.162652 | -1.2704 | 0.104392 |
21 | -0.133781 | -1.0449 | 0.150105 |
22 | -0.105805 | -0.8264 | 0.205909 |
23 | -0.08162 | -0.6375 | 0.263101 |
24 | -0.054054 | -0.4222 | 0.337191 |
25 | -0.012181 | -0.0951 | 0.462258 |
26 | 0.014856 | 0.116 | 0.454005 |
27 | 0.035862 | 0.2801 | 0.390178 |
28 | 0.060945 | 0.476 | 0.31789 |
29 | 0.076468 | 0.5972 | 0.27628 |
30 | 0.089324 | 0.6976 | 0.244026 |
31 | 0.099022 | 0.7734 | 0.22114 |
32 | 0.111022 | 0.8671 | 0.194641 |
33 | 0.116152 | 0.9072 | 0.183942 |
34 | 0.109077 | 0.8519 | 0.198796 |
35 | 0.10037 | 0.7839 | 0.218062 |
36 | 0.100507 | 0.785 | 0.21775 |
37 | 0.093226 | 0.7281 | 0.234665 |
38 | 0.078363 | 0.612 | 0.271395 |
39 | 0.058407 | 0.4562 | 0.324943 |
40 | 0.036861 | 0.2879 | 0.387201 |
41 | 0.016456 | 0.1285 | 0.449077 |
42 | -0.005538 | -0.0433 | 0.48282 |
43 | -0.031999 | -0.2499 | 0.401745 |
44 | -0.073152 | -0.5713 | 0.284935 |
45 | -0.114019 | -0.8905 | 0.188344 |
46 | -0.140093 | -1.0942 | 0.139094 |
47 | -0.161744 | -1.2633 | 0.105651 |
48 | -0.18586 | -1.4516 | 0.075867 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.917746 | 7.1678 | 0 |
2 | -0.256414 | -2.0027 | 0.024832 |
3 | -0.016603 | -0.1297 | 0.448625 |
4 | -0.200546 | -1.5663 | 0.061224 |
5 | -0.10692 | -0.8351 | 0.203468 |
6 | -0.049166 | -0.384 | 0.351159 |
7 | 0.033168 | 0.2591 | 0.398234 |
8 | -0.082326 | -0.643 | 0.261322 |
9 | -0.040869 | -0.3192 | 0.375334 |
10 | 0.011756 | 0.0918 | 0.463571 |
11 | -0.177915 | -1.3896 | 0.084857 |
12 | -0.08265 | -0.6455 | 0.260507 |
13 | 0.242741 | 1.8959 | 0.031359 |
14 | 0.058887 | 0.4599 | 0.323604 |
15 | -0.041846 | -0.3268 | 0.372459 |
16 | -0.126284 | -0.9863 | 0.163938 |
17 | -0.057248 | -0.4471 | 0.328185 |
18 | 0.050987 | 0.3982 | 0.345928 |
19 | -0.020218 | -0.1579 | 0.437526 |
20 | -0.039462 | -0.3082 | 0.379487 |
21 | 0.056268 | 0.4395 | 0.330939 |
22 | -0.00486 | -0.038 | 0.484922 |
23 | -0.055923 | -0.4368 | 0.331909 |
24 | -0.034494 | -0.2694 | 0.394263 |
25 | 0.167261 | 1.3063 | 0.098169 |
26 | -0.041435 | -0.3236 | 0.373668 |
27 | 0.053817 | 0.4203 | 0.337864 |
28 | -0.060301 | -0.471 | 0.319673 |
29 | -0.09244 | -0.722 | 0.236533 |
30 | 0.114906 | 0.8974 | 0.186505 |
31 | 0.012286 | 0.096 | 0.461936 |
32 | 0.001831 | 0.0143 | 0.494317 |
33 | -0.009226 | -0.0721 | 0.471396 |
34 | -0.030863 | -0.241 | 0.405164 |
35 | -0.042382 | -0.331 | 0.370884 |
36 | 0.086195 | 0.6732 | 0.25168 |
37 | 0.038638 | 0.3018 | 0.381925 |
38 | -0.029117 | -0.2274 | 0.410434 |
39 | -0.035986 | -0.2811 | 0.389809 |
40 | -0.060623 | -0.4735 | 0.31878 |
41 | -0.029397 | -0.2296 | 0.409586 |
42 | 0.066724 | 0.5211 | 0.30208 |
43 | -0.051923 | -0.4055 | 0.343252 |
44 | -0.127826 | -0.9984 | 0.161026 |
45 | 0.018527 | 0.1447 | 0.442711 |
46 | -0.014943 | -0.1167 | 0.453736 |
47 | -0.024531 | -0.1916 | 0.42435 |
48 | 0.019961 | 0.1559 | 0.438314 |