Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.849858 | 6.583 | 0 |
2 | 0.6842 | 5.2998 | 1e-06 |
3 | 0.575996 | 4.4616 | 1.8e-05 |
4 | 0.510356 | 3.9532 | 0.000103 |
5 | 0.450219 | 3.4874 | 0.00046 |
6 | 0.385888 | 2.9891 | 0.002026 |
7 | 0.321468 | 2.4901 | 0.00778 |
8 | 0.250625 | 1.9413 | 0.028459 |
9 | 0.19897 | 1.5412 | 0.064261 |
10 | 0.187101 | 1.4493 | 0.076234 |
11 | 0.150183 | 1.1633 | 0.124654 |
12 | 0.090252 | 0.6991 | 0.243599 |
13 | 0.014014 | 0.1086 | 0.456959 |
14 | -0.054083 | -0.4189 | 0.338382 |
15 | -0.139671 | -1.0819 | 0.141816 |
16 | -0.209703 | -1.6243 | 0.054772 |
17 | -0.234335 | -1.8152 | 0.03725 |
18 | -0.252346 | -1.9547 | 0.027644 |
19 | -0.26905 | -2.0841 | 0.020711 |
20 | -0.288068 | -2.2314 | 0.014703 |
21 | -0.291227 | -2.2558 | 0.01387 |
22 | -0.295242 | -2.2869 | 0.012871 |
23 | -0.322561 | -2.4985 | 0.007614 |
24 | -0.340739 | -2.6394 | 0.005284 |
25 | -0.359279 | -2.783 | 0.003596 |
26 | -0.400315 | -3.1008 | 0.001469 |
27 | -0.428588 | -3.3198 | 0.000768 |
28 | -0.443525 | -3.4355 | 0.00054 |
29 | -0.406798 | -3.151 | 0.001269 |
30 | -0.34784 | -2.6944 | 0.004567 |
31 | -0.277351 | -2.1483 | 0.017866 |
32 | -0.203056 | -1.5729 | 0.060504 |
33 | -0.17029 | -1.3191 | 0.09608 |
34 | -0.160005 | -1.2394 | 0.110013 |
35 | -0.167303 | -1.2959 | 0.099983 |
36 | -0.168589 | -1.3059 | 0.098288 |
37 | -0.166137 | -1.2869 | 0.101537 |
38 | -0.168681 | -1.3066 | 0.098168 |
39 | -0.142966 | -1.1074 | 0.136268 |
40 | -0.107612 | -0.8336 | 0.203918 |
41 | -0.084333 | -0.6532 | 0.258049 |
42 | -0.055992 | -0.4337 | 0.333027 |
43 | -0.021615 | -0.1674 | 0.433798 |
44 | 0.022852 | 0.177 | 0.430047 |
45 | 0.050614 | 0.3921 | 0.348205 |
46 | 0.061558 | 0.4768 | 0.317609 |
47 | 0.076929 | 0.5959 | 0.276746 |
48 | 0.075061 | 0.5814 | 0.281568 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.849858 | 6.583 | 0 |
2 | -0.137031 | -1.0614 | 0.146373 |
3 | 0.11485 | 0.8896 | 0.188611 |
4 | 0.0624 | 0.4833 | 0.315304 |
5 | -0.011437 | -0.0886 | 0.464851 |
6 | -0.018327 | -0.142 | 0.443794 |
7 | -0.023611 | -0.1829 | 0.427749 |
8 | -0.066033 | -0.5115 | 0.305443 |
9 | 0.024186 | 0.1873 | 0.426013 |
10 | 0.088669 | 0.6868 | 0.24742 |
11 | -0.117997 | -0.914 | 0.182187 |
12 | -0.055038 | -0.4263 | 0.3357 |
13 | -0.102098 | -0.7909 | 0.216073 |
14 | -0.061008 | -0.4726 | 0.319118 |
15 | -0.169804 | -1.3153 | 0.096707 |
16 | -0.031783 | -0.2462 | 0.403188 |
17 | 0.047765 | 0.37 | 0.356349 |
18 | -0.04186 | -0.3242 | 0.373441 |
19 | 0.009328 | 0.0723 | 0.47132 |
20 | -0.048119 | -0.3727 | 0.355333 |
21 | 0.016724 | 0.1295 | 0.448679 |
22 | -0.049924 | -0.3867 | 0.350169 |
23 | -0.106505 | -0.825 | 0.206324 |
24 | -0.025568 | -0.198 | 0.421839 |
25 | -0.048114 | -0.3727 | 0.355346 |
26 | -0.129116 | -1.0001 | 0.160633 |
27 | -0.030539 | -0.2366 | 0.406903 |
28 | -0.076549 | -0.5929 | 0.277723 |
29 | 0.10809 | 0.8373 | 0.202884 |
30 | 0.052673 | 0.408 | 0.342362 |
31 | 0.048443 | 0.3752 | 0.354403 |
32 | 0.078337 | 0.6068 | 0.273137 |
33 | -0.083156 | -0.6441 | 0.260974 |
34 | -0.052637 | -0.4077 | 0.342463 |
35 | -0.135552 | -1.05 | 0.14897 |
36 | -0.049014 | -0.3797 | 0.352768 |
37 | -0.040388 | -0.3128 | 0.377741 |
38 | -0.045679 | -0.3538 | 0.362355 |
39 | 0.054053 | 0.4187 | 0.338468 |
40 | 0.022454 | 0.1739 | 0.431254 |
41 | -0.080992 | -0.6274 | 0.266401 |
42 | -0.022571 | -0.1748 | 0.430899 |
43 | -0.050504 | -0.3912 | 0.348515 |
44 | 0.010294 | 0.0797 | 0.468357 |
45 | 0.011636 | 0.0901 | 0.464241 |
46 | -0.044809 | -0.3471 | 0.364869 |
47 | 0.091592 | 0.7095 | 0.24039 |
48 | -0.051113 | -0.3959 | 0.346783 |