Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952625 | 8.0833 | 0 |
2 | 0.845081 | 7.1707 | 0 |
3 | 0.708854 | 6.0148 | 0 |
4 | 0.562917 | 4.7765 | 5e-06 |
5 | 0.420207 | 3.5656 | 0.000325 |
6 | 0.28428 | 2.4122 | 0.009203 |
7 | 0.157982 | 1.3405 | 0.092145 |
8 | 0.050697 | 0.4302 | 0.334176 |
9 | -0.038688 | -0.3283 | 0.371828 |
10 | -0.113998 | -0.9673 | 0.168315 |
11 | -0.177322 | -1.5046 | 0.068397 |
12 | -0.231624 | -1.9654 | 0.026613 |
13 | -0.275428 | -2.3371 | 0.01111 |
14 | -0.305102 | -2.5889 | 0.005822 |
15 | -0.319922 | -2.7146 | 0.004149 |
16 | -0.321295 | -2.7263 | 0.004019 |
17 | -0.312083 | -2.6481 | 0.00497 |
18 | -0.290791 | -2.4674 | 0.007993 |
19 | -0.25564 | -2.1692 | 0.016686 |
20 | -0.214102 | -1.8167 | 0.036712 |
21 | -0.168684 | -1.4313 | 0.078331 |
22 | -0.122052 | -1.0356 | 0.151917 |
23 | -0.07029 | -0.5964 | 0.276379 |
24 | -0.011654 | -0.0989 | 0.460752 |
25 | 0.048861 | 0.4146 | 0.339833 |
26 | 0.100961 | 0.8567 | 0.197231 |
27 | 0.137123 | 1.1635 | 0.124229 |
28 | 0.157498 | 1.3364 | 0.092811 |
29 | 0.166691 | 1.4144 | 0.080774 |
30 | 0.169761 | 1.4405 | 0.077034 |
31 | 0.162557 | 1.3793 | 0.086029 |
32 | 0.142243 | 1.207 | 0.115697 |
33 | 0.106178 | 0.9009 | 0.18531 |
34 | 0.059839 | 0.5077 | 0.306591 |
35 | 0.01588 | 0.1347 | 0.446593 |
36 | -0.023466 | -0.1991 | 0.421367 |
37 | -0.055881 | -0.4742 | 0.318407 |
38 | -0.081916 | -0.6951 | 0.244622 |
39 | -0.103229 | -0.8759 | 0.19199 |
40 | -0.119867 | -1.0171 | 0.156255 |
41 | -0.1333 | -1.1311 | 0.130887 |
42 | -0.14351 | -1.2177 | 0.113653 |
43 | -0.149686 | -1.2701 | 0.104064 |
44 | -0.151121 | -1.2823 | 0.101925 |
45 | -0.145875 | -1.2378 | 0.109908 |
46 | -0.139451 | -1.1833 | 0.120295 |
47 | -0.135622 | -1.1508 | 0.126812 |
48 | -0.132942 | -1.1281 | 0.131522 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952625 | 8.0833 | 0 |
2 | -0.674714 | -5.7251 | 0 |
3 | 0.067139 | 0.5697 | 0.285329 |
4 | -0.066465 | -0.564 | 0.287262 |
5 | -0.008196 | -0.0695 | 0.472373 |
6 | -0.114373 | -0.9705 | 0.167526 |
7 | -0.025277 | -0.2145 | 0.415388 |
8 | 0.094521 | 0.802 | 0.212586 |
9 | -0.132399 | -1.1234 | 0.13249 |
10 | -0.051764 | -0.4392 | 0.330906 |
11 | -0.039649 | -0.3364 | 0.368761 |
12 | -0.056976 | -0.4835 | 0.315119 |
13 | 0.000776 | 0.0066 | 0.497383 |
14 | 0.00467 | 0.0396 | 0.48425 |
15 | 0.006871 | 0.0583 | 0.476836 |
16 | -0.029968 | -0.2543 | 0.399998 |
17 | -0.029277 | -0.2484 | 0.402256 |
18 | 0.081764 | 0.6938 | 0.245022 |
19 | 0.026328 | 0.2234 | 0.411927 |
20 | -0.113068 | -0.9594 | 0.17028 |
21 | 0.080795 | 0.6856 | 0.247593 |
22 | -0.011999 | -0.1018 | 0.459592 |
23 | 0.145749 | 1.2367 | 0.110104 |
24 | -0.00766 | -0.065 | 0.474179 |
25 | -0.011014 | -0.0935 | 0.462899 |
26 | -0.068031 | -0.5773 | 0.282782 |
27 | -0.073943 | -0.6274 | 0.266182 |
28 | 0.058489 | 0.4963 | 0.3106 |
29 | 0.00672 | 0.057 | 0.477343 |
30 | 0.044155 | 0.3747 | 0.354503 |
31 | -0.126393 | -1.0725 | 0.143543 |
32 | -0.01336 | -0.1134 | 0.45503 |
33 | -0.115588 | -0.9808 | 0.164988 |
34 | 0.031096 | 0.2639 | 0.396321 |
35 | 0.10293 | 0.8734 | 0.192678 |
36 | -0.080411 | -0.6823 | 0.248615 |
37 | 0.0934 | 0.7925 | 0.21533 |
38 | -0.086064 | -0.7303 | 0.233795 |
39 | 0.025595 | 0.2172 | 0.41434 |
40 | -0.072903 | -0.6186 | 0.269066 |
41 | -0.011396 | -0.0967 | 0.461617 |
42 | 0.055284 | 0.4691 | 0.320208 |
43 | -0.033795 | -0.2868 | 0.387558 |
44 | 0.009588 | 0.0814 | 0.467693 |
45 | 0.013697 | 0.1162 | 0.453898 |
46 | -0.138375 | -1.1742 | 0.122102 |
47 | -0.006157 | -0.0522 | 0.479241 |
48 | 0.013281 | 0.1127 | 0.455293 |