Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.841248 | 6.5163 | 0 |
2 | 0.702153 | 5.4389 | 1e-06 |
3 | 0.609031 | 4.7175 | 7e-06 |
4 | 0.519598 | 4.0248 | 8.1e-05 |
5 | 0.457502 | 3.5438 | 0.000385 |
6 | 0.38921 | 3.0148 | 0.001883 |
7 | 0.290902 | 2.2533 | 0.013953 |
8 | 0.192779 | 1.4933 | 0.070305 |
9 | 0.117257 | 0.9083 | 0.183685 |
10 | 0.039756 | 0.3079 | 0.379595 |
11 | -0.087345 | -0.6766 | 0.250638 |
12 | -0.13823 | -1.0707 | 0.14429 |
13 | -0.190704 | -1.4772 | 0.072428 |
14 | -0.245965 | -1.9052 | 0.030772 |
15 | -0.289864 | -2.2453 | 0.014224 |
16 | -0.362849 | -2.8106 | 0.003334 |
17 | -0.45037 | -3.4885 | 0.000458 |
18 | -0.443194 | -3.433 | 0.000544 |
19 | -0.421672 | -3.2663 | 0.000902 |
20 | -0.418497 | -3.2417 | 0.000971 |
21 | -0.408106 | -3.1612 | 0.001232 |
22 | -0.376998 | -2.9202 | 0.002461 |
23 | -0.34771 | -2.6933 | 0.004579 |
24 | -0.292118 | -2.2627 | 0.013642 |
25 | -0.214621 | -1.6624 | 0.050819 |
26 | -0.145047 | -1.1235 | 0.132844 |
27 | -0.121448 | -0.9407 | 0.175306 |
28 | -0.070775 | -0.5482 | 0.292787 |
29 | -0.039719 | -0.3077 | 0.379704 |
30 | -0.017162 | -0.1329 | 0.447343 |
31 | 0.013155 | 0.1019 | 0.45959 |
32 | 0.06074 | 0.4705 | 0.319856 |
33 | 0.096294 | 0.7459 | 0.229324 |
34 | 0.151032 | 1.1699 | 0.123336 |
35 | 0.180043 | 1.3946 | 0.084138 |
36 | 0.173151 | 1.3412 | 0.092452 |
37 | 0.184234 | 1.4271 | 0.079372 |
38 | 0.21185 | 1.641 | 0.053017 |
39 | 0.19102 | 1.4796 | 0.072101 |
40 | 0.17622 | 1.365 | 0.088676 |
41 | 0.159472 | 1.2353 | 0.110774 |
42 | 0.121762 | 0.9432 | 0.174689 |
43 | 0.078512 | 0.6082 | 0.272691 |
44 | 0.062942 | 0.4875 | 0.313825 |
45 | 0.03197 | 0.2476 | 0.402631 |
46 | -0.033882 | -0.2624 | 0.396938 |
47 | -0.059147 | -0.4581 | 0.324251 |
48 | -0.088203 | -0.6832 | 0.248549 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.841248 | 6.5163 | 0 |
2 | -0.018972 | -0.147 | 0.44183 |
3 | 0.079058 | 0.6124 | 0.271301 |
4 | -0.030941 | -0.2397 | 0.405701 |
5 | 0.056444 | 0.4372 | 0.331762 |
6 | -0.052008 | -0.4028 | 0.344245 |
7 | -0.128227 | -0.9932 | 0.162291 |
8 | -0.081563 | -0.6318 | 0.264964 |
9 | -0.016874 | -0.1307 | 0.448224 |
10 | -0.079087 | -0.6126 | 0.271227 |
11 | -0.254463 | -1.9711 | 0.026667 |
12 | 0.138393 | 1.072 | 0.144009 |
13 | -0.090668 | -0.7023 | 0.242601 |
14 | -0.033943 | -0.2629 | 0.396755 |
15 | -0.079119 | -0.6129 | 0.271145 |
16 | -0.136253 | -1.0554 | 0.147735 |
17 | -0.150552 | -1.1662 | 0.124081 |
18 | 0.171816 | 1.3309 | 0.094132 |
19 | -0.031694 | -0.2455 | 0.403454 |
20 | -0.04628 | -0.3585 | 0.36062 |
21 | 0.008687 | 0.0673 | 0.473287 |
22 | 0.013239 | 0.1026 | 0.459331 |
23 | 0.029379 | 0.2276 | 0.410377 |
24 | 0.024887 | 0.1928 | 0.423894 |
25 | 0.080437 | 0.6231 | 0.267801 |
26 | 0.066884 | 0.5181 | 0.303154 |
27 | -0.160296 | -1.2416 | 0.1096 |
28 | -0.031486 | -0.2439 | 0.404075 |
29 | 0.004049 | 0.0314 | 0.487542 |
30 | -0.045094 | -0.3493 | 0.364046 |
31 | -0.052413 | -0.406 | 0.343099 |
32 | 0.088526 | 0.6857 | 0.247767 |
33 | -0.05564 | -0.431 | 0.334012 |
34 | 0.055554 | 0.4303 | 0.334253 |
35 | -0.002952 | -0.0229 | 0.490916 |
36 | -0.059195 | -0.4585 | 0.324117 |
37 | 0.09031 | 0.6995 | 0.24346 |
38 | -0.003335 | -0.0258 | 0.489737 |
39 | -0.125456 | -0.9718 | 0.167532 |
40 | 0.002671 | 0.0207 | 0.49178 |
41 | -0.005328 | -0.0413 | 0.483609 |
42 | -0.040646 | -0.3148 | 0.376986 |
43 | 0.012399 | 0.096 | 0.461903 |
44 | -0.047105 | -0.3649 | 0.358244 |
45 | 0.019429 | 0.1505 | 0.440438 |
46 | -0.139892 | -1.0836 | 0.14144 |
47 | 0.010847 | 0.084 | 0.466659 |
48 | -0.032895 | -0.2548 | 0.399873 |