Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936155 | 7.9435 | 0 |
2 | 0.849655 | 7.2096 | 0 |
3 | 0.754466 | 6.4019 | 0 |
4 | 0.660609 | 5.6055 | 0 |
5 | 0.565864 | 4.8015 | 4e-06 |
6 | 0.486047 | 4.1242 | 4.9e-05 |
7 | 0.425114 | 3.6072 | 0.000284 |
8 | 0.362436 | 3.0754 | 0.001485 |
9 | 0.296132 | 2.5128 | 0.00711 |
10 | 0.237888 | 2.0185 | 0.02363 |
11 | 0.189644 | 1.6092 | 0.055976 |
12 | 0.130771 | 1.1096 | 0.135426 |
13 | 0.068448 | 0.5808 | 0.281594 |
14 | 0.019814 | 0.1681 | 0.433476 |
15 | -0.017394 | -0.1476 | 0.441539 |
16 | -0.054158 | -0.4595 | 0.323613 |
17 | -0.079682 | -0.6761 | 0.250563 |
18 | -0.090186 | -0.7653 | 0.223311 |
19 | -0.098221 | -0.8334 | 0.203679 |
20 | -0.111183 | -0.9434 | 0.17431 |
21 | -0.11554 | -0.9804 | 0.165089 |
22 | -0.110764 | -0.9399 | 0.175215 |
23 | -0.097734 | -0.8293 | 0.204839 |
24 | -0.103237 | -0.876 | 0.191974 |
25 | -0.104886 | -0.89 | 0.188219 |
26 | -0.107764 | -0.9144 | 0.181777 |
27 | -0.106159 | -0.9008 | 0.185351 |
28 | -0.104369 | -0.8856 | 0.18939 |
29 | -0.087714 | -0.7443 | 0.229565 |
30 | -0.051823 | -0.4397 | 0.330723 |
31 | -0.019084 | -0.1619 | 0.435906 |
32 | 0.018007 | 0.1528 | 0.439494 |
33 | 0.062372 | 0.5292 | 0.299133 |
34 | 0.102409 | 0.869 | 0.193875 |
35 | 0.124235 | 1.0542 | 0.147664 |
36 | 0.141549 | 1.2011 | 0.116828 |
37 | 0.150081 | 1.2735 | 0.103471 |
38 | 0.143281 | 1.2158 | 0.114021 |
39 | 0.112717 | 0.9564 | 0.171027 |
40 | 0.072957 | 0.6191 | 0.268915 |
41 | 0.030841 | 0.2617 | 0.397152 |
42 | -0.023705 | -0.2011 | 0.420576 |
43 | -0.078613 | -0.6671 | 0.253436 |
44 | -0.119563 | -1.0145 | 0.156865 |
45 | -0.150439 | -1.2765 | 0.102938 |
46 | -0.183432 | -1.5565 | 0.06199 |
47 | -0.209142 | -1.7746 | 0.040093 |
48 | -0.237135 | -2.0122 | 0.023973 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936155 | 7.9435 | 0 |
2 | -0.216253 | -1.835 | 0.03532 |
3 | -0.089161 | -0.7566 | 0.225892 |
4 | -0.025041 | -0.2125 | 0.416166 |
5 | -0.068309 | -0.5796 | 0.281991 |
6 | 0.068103 | 0.5779 | 0.282575 |
7 | 0.06985 | 0.5927 | 0.277621 |
8 | -0.119145 | -1.011 | 0.157705 |
9 | -0.077257 | -0.6555 | 0.257101 |
10 | 0.032404 | 0.275 | 0.39207 |
11 | 0.020709 | 0.1757 | 0.430504 |
12 | -0.143685 | -1.2192 | 0.113373 |
13 | -0.052864 | -0.4486 | 0.327547 |
14 | 0.06111 | 0.5185 | 0.302837 |
15 | 0.012882 | 0.1093 | 0.456632 |
16 | -0.046813 | -0.3972 | 0.346189 |
17 | 0.043359 | 0.3679 | 0.357007 |
18 | 0.021457 | 0.1821 | 0.428019 |
19 | -0.040038 | -0.3397 | 0.367522 |
20 | -0.0284 | -0.241 | 0.405128 |
21 | 0.0566 | 0.4803 | 0.316248 |
22 | 0.007654 | 0.0649 | 0.474198 |
23 | 0.066649 | 0.5655 | 0.286733 |
24 | -0.168897 | -1.4331 | 0.078073 |
25 | 0.020524 | 0.1742 | 0.431116 |
26 | -0.028862 | -0.2449 | 0.403615 |
27 | 0.070307 | 0.5966 | 0.27633 |
28 | 0.00079 | 0.0067 | 0.497334 |
29 | 0.064242 | 0.5451 | 0.293681 |
30 | 0.108261 | 0.9186 | 0.18068 |
31 | -0.027011 | -0.2292 | 0.409684 |
32 | 0.066782 | 0.5667 | 0.286352 |
33 | 0.070472 | 0.598 | 0.275866 |
34 | -0.053222 | -0.4516 | 0.326455 |
35 | -0.048662 | -0.4129 | 0.340451 |
36 | 0.06057 | 0.514 | 0.30443 |
37 | -0.073195 | -0.6211 | 0.268255 |
38 | -0.101531 | -0.8615 | 0.195906 |
39 | -0.115658 | -0.9814 | 0.164843 |
40 | -0.079382 | -0.6736 | 0.251368 |
41 | -0.070609 | -0.5991 | 0.275482 |
42 | -0.103855 | -0.8812 | 0.19056 |
43 | 0.028481 | 0.2417 | 0.404862 |
44 | 0.027011 | 0.2292 | 0.409682 |
45 | -0.005347 | -0.0454 | 0.481969 |
46 | -0.043293 | -0.3674 | 0.357216 |
47 | 0.074259 | 0.6301 | 0.265309 |
48 | -0.141261 | -1.1986 | 0.1173 |