Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944801 | 7.3184 | 0 |
2 | 0.889427 | 6.8895 | 0 |
3 | 0.827109 | 6.4068 | 0 |
4 | 0.739387 | 5.7273 | 0 |
5 | 0.662083 | 5.1285 | 2e-06 |
6 | 0.573183 | 4.4399 | 2e-05 |
7 | 0.482718 | 3.7391 | 0.000207 |
8 | 0.38627 | 2.992 | 0.002009 |
9 | 0.295925 | 2.2922 | 0.012708 |
10 | 0.213388 | 1.6529 | 0.051788 |
11 | 0.142264 | 1.102 | 0.137438 |
12 | 0.075807 | 0.5872 | 0.279637 |
13 | 0.006147 | 0.0476 | 0.481092 |
14 | -0.072132 | -0.5587 | 0.289212 |
15 | -0.149141 | -1.1552 | 0.126286 |
16 | -0.213024 | -1.6501 | 0.052076 |
17 | -0.274886 | -2.1293 | 0.018673 |
18 | -0.330903 | -2.5632 | 0.006449 |
19 | -0.363898 | -2.8187 | 0.003261 |
20 | -0.394238 | -3.0538 | 0.001684 |
21 | -0.414431 | -3.2102 | 0.001066 |
22 | -0.403136 | -3.1227 | 0.001379 |
23 | -0.389598 | -3.0178 | 0.001867 |
24 | -0.376939 | -2.9198 | 0.002464 |
25 | -0.353864 | -2.741 | 0.004029 |
26 | -0.3304 | -2.5593 | 0.006514 |
27 | -0.312097 | -2.4175 | 0.009342 |
28 | -0.289609 | -2.2433 | 0.014291 |
29 | -0.263492 | -2.041 | 0.022829 |
30 | -0.240135 | -1.8601 | 0.033889 |
31 | -0.21952 | -1.7004 | 0.047117 |
32 | -0.203046 | -1.5728 | 0.060513 |
33 | -0.184182 | -1.4267 | 0.07943 |
34 | -0.168274 | -1.3034 | 0.098702 |
35 | -0.149882 | -1.161 | 0.125124 |
36 | -0.122018 | -0.9451 | 0.174188 |
37 | -0.109391 | -0.8473 | 0.200088 |
38 | -0.094214 | -0.7298 | 0.234182 |
39 | -0.084715 | -0.6562 | 0.257101 |
40 | -0.082914 | -0.6422 | 0.26158 |
41 | -0.062804 | -0.4865 | 0.314201 |
42 | -0.049131 | -0.3806 | 0.352435 |
43 | -0.038974 | -0.3019 | 0.381888 |
44 | -0.028265 | -0.2189 | 0.413719 |
45 | -0.022351 | -0.1731 | 0.431565 |
46 | -0.013839 | -0.1072 | 0.457496 |
47 | -0.013812 | -0.107 | 0.457577 |
48 | -0.005703 | -0.0442 | 0.482456 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944801 | 7.3184 | 0 |
2 | -0.030017 | -0.2325 | 0.408467 |
3 | -0.094049 | -0.7285 | 0.234571 |
4 | -0.273149 | -2.1158 | 0.01926 |
5 | 0.049134 | 0.3806 | 0.352425 |
6 | -0.135241 | -1.0476 | 0.149518 |
7 | -0.029978 | -0.2322 | 0.408584 |
8 | -0.164176 | -1.2717 | 0.104194 |
9 | 0.047829 | 0.3705 | 0.356163 |
10 | -0.010325 | -0.08 | 0.468261 |
11 | 0.097497 | 0.7552 | 0.226538 |
12 | -0.083343 | -0.6456 | 0.260508 |
13 | -0.09677 | -0.7496 | 0.22822 |
14 | -0.238728 | -1.8492 | 0.03468 |
15 | -0.052337 | -0.4054 | 0.343313 |
16 | 0.032585 | 0.2524 | 0.400797 |
17 | -0.006828 | -0.0529 | 0.478998 |
18 | -0.079636 | -0.6169 | 0.269832 |
19 | 0.161233 | 1.2489 | 0.108275 |
20 | -0.004859 | -0.0376 | 0.485051 |
21 | 0.049119 | 0.3805 | 0.35247 |
22 | 0.147794 | 1.1448 | 0.128418 |
23 | -0.034894 | -0.2703 | 0.393934 |
24 | -0.198734 | -1.5394 | 0.064484 |
25 | -0.036513 | -0.2828 | 0.38914 |
26 | 0.019916 | 0.1543 | 0.438958 |
27 | -0.057393 | -0.4446 | 0.329117 |
28 | -0.025844 | -0.2002 | 0.421005 |
29 | 0.041927 | 0.3248 | 0.373245 |
30 | 0.023038 | 0.1785 | 0.429484 |
31 | -0.0293 | -0.227 | 0.410615 |
32 | -0.075797 | -0.5871 | 0.279664 |
33 | -0.016552 | -0.1282 | 0.449206 |
34 | -0.108793 | -0.8427 | 0.201369 |
35 | -0.071107 | -0.5508 | 0.291911 |
36 | 0.109849 | 0.8509 | 0.199108 |
37 | -0.054726 | -0.4239 | 0.336576 |
38 | -0.015814 | -0.1225 | 0.451458 |
39 | -0.067371 | -0.5218 | 0.301848 |
40 | 0.094642 | 0.7331 | 0.233179 |
41 | 0.145271 | 1.1253 | 0.132478 |
42 | -0.046892 | -0.3632 | 0.358857 |
43 | -0.048827 | -0.3782 | 0.353305 |
44 | -0.048261 | -0.3738 | 0.354924 |
45 | -0.077602 | -0.6011 | 0.275018 |
46 | 0.049576 | 0.384 | 0.351163 |
47 | -0.08807 | -0.6822 | 0.248873 |
48 | 0.010258 | 0.0795 | 0.468466 |