Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912579 | 8.0078 | 0 |
2 | 0.787304 | 6.9086 | 0 |
3 | 0.656208 | 5.7582 | 0 |
4 | 0.524049 | 4.5985 | 8e-06 |
5 | 0.416222 | 3.6523 | 0.000236 |
6 | 0.345233 | 3.0294 | 0.001667 |
7 | 0.282602 | 2.4798 | 0.007665 |
8 | 0.242 | 2.1235 | 0.01846 |
9 | 0.204705 | 1.7963 | 0.038186 |
10 | 0.154914 | 1.3594 | 0.089 |
11 | 0.106846 | 0.9376 | 0.175699 |
12 | 0.064851 | 0.5691 | 0.285483 |
13 | -0.009756 | -0.0856 | 0.465999 |
14 | -0.077009 | -0.6758 | 0.25061 |
15 | -0.125987 | -1.1055 | 0.136185 |
16 | -0.167195 | -1.4671 | 0.073206 |
17 | -0.205832 | -1.8062 | 0.0374 |
18 | -0.232144 | -2.0371 | 0.022541 |
19 | -0.260262 | -2.2838 | 0.01257 |
20 | -0.265898 | -2.3332 | 0.011124 |
21 | -0.255424 | -2.2413 | 0.013942 |
22 | -0.225801 | -1.9814 | 0.025559 |
23 | -0.191722 | -1.6824 | 0.048275 |
24 | -0.190302 | -1.6699 | 0.049501 |
25 | -0.230631 | -2.0238 | 0.023231 |
26 | -0.274308 | -2.407 | 0.009239 |
27 | -0.31383 | -2.7538 | 0.003672 |
28 | -0.335292 | -2.9422 | 0.002152 |
29 | -0.325322 | -2.8547 | 0.002766 |
30 | -0.289385 | -2.5393 | 0.006561 |
31 | -0.249978 | -2.1935 | 0.015643 |
32 | -0.208329 | -1.8281 | 0.035705 |
33 | -0.175439 | -1.5395 | 0.063894 |
34 | -0.16113 | -1.4139 | 0.08071 |
35 | -0.15412 | -1.3524 | 0.090104 |
36 | -0.152606 | -1.3391 | 0.092237 |
37 | -0.168833 | -1.4815 | 0.071277 |
38 | -0.164464 | -1.4432 | 0.076515 |
39 | -0.139852 | -1.2272 | 0.111743 |
40 | -0.117078 | -1.0274 | 0.153734 |
41 | -0.092539 | -0.812 | 0.20964 |
42 | -0.066457 | -0.5832 | 0.280747 |
43 | -0.052451 | -0.4603 | 0.323314 |
44 | -0.028439 | -0.2496 | 0.401799 |
45 | 0.011071 | 0.0972 | 0.461429 |
46 | 0.035481 | 0.3113 | 0.37819 |
47 | 0.053068 | 0.4657 | 0.321383 |
48 | 0.069393 | 0.6089 | 0.272185 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912579 | 8.0078 | 0 |
2 | -0.272102 | -2.3877 | 0.009703 |
3 | -0.06106 | -0.5358 | 0.296821 |
4 | -0.082293 | -0.7221 | 0.236204 |
5 | 0.072701 | 0.6379 | 0.262701 |
6 | 0.101626 | 0.8918 | 0.187648 |
7 | -0.088057 | -0.7727 | 0.221034 |
8 | 0.073867 | 0.6482 | 0.259399 |
9 | -0.073022 | -0.6408 | 0.261789 |
10 | -0.084734 | -0.7435 | 0.22971 |
11 | 0.011086 | 0.0973 | 0.461378 |
12 | -0.002248 | -0.0197 | 0.492157 |
13 | -0.240753 | -2.1126 | 0.018938 |
14 | 0.044942 | 0.3944 | 0.3472 |
15 | 0.024464 | 0.2147 | 0.415296 |
16 | -0.0252 | -0.2211 | 0.412787 |
17 | -0.106483 | -0.9344 | 0.176512 |
18 | -0.024617 | -0.216 | 0.414776 |
19 | -0.032905 | -0.2887 | 0.386779 |
20 | 0.083718 | 0.7346 | 0.2324 |
21 | 0.018077 | 0.1586 | 0.43719 |
22 | 0.110011 | 0.9653 | 0.168697 |
23 | -0.058904 | -0.5169 | 0.303362 |
24 | -0.284325 | -2.4949 | 0.007369 |
25 | -0.129872 | -1.1396 | 0.128987 |
26 | 0.051635 | 0.4531 | 0.325877 |
27 | 0.01167 | 0.1024 | 0.459352 |
28 | 0.02913 | 0.2556 | 0.399464 |
29 | 0.067824 | 0.5952 | 0.276743 |
30 | 0.010778 | 0.0946 | 0.46245 |
31 | -0.086755 | -0.7613 | 0.224409 |
32 | -0.065107 | -0.5713 | 0.284725 |
33 | 0.031639 | 0.2776 | 0.39102 |
34 | -0.096408 | -0.846 | 0.200094 |
35 | -0.024173 | -0.2121 | 0.416288 |
36 | 0.075992 | 0.6668 | 0.253437 |
37 | -0.068703 | -0.6029 | 0.274186 |
38 | 0.012147 | 0.1066 | 0.457698 |
39 | 0.01839 | 0.1614 | 0.436113 |
40 | -0.058227 | -0.5109 | 0.305428 |
41 | -0.03142 | -0.2757 | 0.391756 |
42 | 0.006905 | 0.0606 | 0.475922 |
43 | 0.017004 | 0.1492 | 0.440888 |
44 | 0.062743 | 0.5506 | 0.291763 |
45 | 0.000367 | 0.0032 | 0.49872 |
46 | -0.159015 | -1.3953 | 0.083461 |
47 | 0.012155 | 0.1067 | 0.457667 |
48 | 0.072763 | 0.6385 | 0.262523 |