Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946382 | 8.0303 | 0 |
2 | 0.878625 | 7.4554 | 0 |
3 | 0.804779 | 6.8288 | 0 |
4 | 0.713572 | 6.0549 | 0 |
5 | 0.614643 | 5.2154 | 1e-06 |
6 | 0.512551 | 4.3491 | 2.2e-05 |
7 | 0.406611 | 3.4502 | 0.00047 |
8 | 0.302441 | 2.5663 | 0.00618 |
9 | 0.203229 | 1.7245 | 0.044459 |
10 | 0.113164 | 0.9602 | 0.170077 |
11 | 0.037086 | 0.3147 | 0.376957 |
12 | -0.025934 | -0.2201 | 0.413224 |
13 | -0.074255 | -0.6301 | 0.265319 |
14 | -0.109175 | -0.9264 | 0.178673 |
15 | -0.140945 | -1.196 | 0.117818 |
16 | -0.163602 | -1.3882 | 0.084676 |
17 | -0.175611 | -1.4901 | 0.070281 |
18 | -0.185287 | -1.5722 | 0.060143 |
19 | -0.191949 | -1.6287 | 0.053868 |
20 | -0.196206 | -1.6649 | 0.050143 |
21 | -0.196233 | -1.6651 | 0.05012 |
22 | -0.189116 | -1.6047 | 0.056469 |
23 | -0.171416 | -1.4545 | 0.075075 |
24 | -0.151477 | -1.2853 | 0.101399 |
25 | -0.123336 | -1.0465 | 0.149406 |
26 | -0.088816 | -0.7536 | 0.226765 |
27 | -0.046888 | -0.3979 | 0.345957 |
28 | -0.002095 | -0.0178 | 0.492931 |
29 | 0.042299 | 0.3589 | 0.360353 |
30 | 0.098791 | 0.8383 | 0.202327 |
31 | 0.153763 | 1.3047 | 0.098071 |
32 | 0.193878 | 1.6451 | 0.052153 |
33 | 0.230902 | 1.9593 | 0.026977 |
34 | 0.259433 | 2.2014 | 0.015458 |
35 | 0.26749 | 2.2697 | 0.01311 |
36 | 0.264541 | 2.2447 | 0.01393 |
37 | 0.254655 | 2.1608 | 0.017018 |
38 | 0.233939 | 1.985 | 0.025475 |
39 | 0.194337 | 1.649 | 0.051752 |
40 | 0.144936 | 1.2298 | 0.111384 |
41 | 0.093072 | 0.7897 | 0.216137 |
42 | 0.024923 | 0.2115 | 0.416554 |
43 | -0.043544 | -0.3695 | 0.356426 |
44 | -0.101331 | -0.8598 | 0.196371 |
45 | -0.156082 | -1.3244 | 0.09478 |
46 | -0.208334 | -1.7678 | 0.040668 |
47 | -0.249629 | -2.1182 | 0.018806 |
48 | -0.279504 | -2.3717 | 0.010192 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946382 | 8.0303 | 0 |
2 | -0.163022 | -1.3833 | 0.085426 |
3 | -0.078841 | -0.669 | 0.25282 |
4 | -0.200778 | -1.7037 | 0.046379 |
5 | -0.095235 | -0.8081 | 0.210849 |
6 | -0.075014 | -0.6365 | 0.263231 |
7 | -0.080348 | -0.6818 | 0.248785 |
8 | -0.039351 | -0.3339 | 0.36971 |
9 | -0.027423 | -0.2327 | 0.408331 |
10 | 0.010748 | 0.0912 | 0.463794 |
11 | 0.043846 | 0.372 | 0.355476 |
12 | 0.02391 | 0.2029 | 0.419899 |
13 | 0.036713 | 0.3115 | 0.378153 |
14 | 0.012239 | 0.1039 | 0.458788 |
15 | -0.087114 | -0.7392 | 0.231099 |
16 | -0.013938 | -0.1183 | 0.453093 |
17 | 0.000105 | 9e-04 | 0.499646 |
18 | -0.049752 | -0.4222 | 0.337082 |
19 | -0.032985 | -0.2799 | 0.390185 |
20 | -0.036061 | -0.306 | 0.380248 |
21 | 0.016821 | 0.1427 | 0.443451 |
22 | 0.051687 | 0.4386 | 0.331141 |
23 | 0.096873 | 0.822 | 0.206896 |
24 | 0.006119 | 0.0519 | 0.479366 |
25 | 0.069115 | 0.5865 | 0.279702 |
26 | 0.035041 | 0.2973 | 0.383533 |
27 | 0.068365 | 0.5801 | 0.281831 |
28 | 0.006571 | 0.0558 | 0.477843 |
29 | -0.008276 | -0.0702 | 0.472104 |
30 | 0.129384 | 1.0979 | 0.137961 |
31 | -0.009769 | -0.0829 | 0.467082 |
32 | -0.096635 | -0.82 | 0.207467 |
33 | 0.018081 | 0.1534 | 0.439247 |
34 | -0.022912 | -0.1944 | 0.423199 |
35 | -0.106417 | -0.903 | 0.184774 |
36 | -0.028082 | -0.2383 | 0.406168 |
37 | 0.012419 | 0.1054 | 0.458186 |
38 | 0.007064 | 0.0599 | 0.476185 |
39 | -0.119593 | -1.0148 | 0.156803 |
40 | -0.038271 | -0.3247 | 0.37316 |
41 | 0.01566 | 0.1329 | 0.447331 |
42 | -0.156952 | -1.3318 | 0.093567 |
43 | 0.01062 | 0.0901 | 0.464223 |
44 | 0.047253 | 0.401 | 0.344821 |
45 | -0.012469 | -0.1058 | 0.458017 |
46 | -0.027672 | -0.2348 | 0.407514 |
47 | 0.01922 | 0.1631 | 0.435454 |
48 | 0.026349 | 0.2236 | 0.411859 |