Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.940219 | 7.978 | 0 |
2 | 0.848475 | 7.1996 | 0 |
3 | 0.740748 | 6.2855 | 0 |
4 | 0.632408 | 5.3662 | 0 |
5 | 0.522128 | 4.4304 | 1.6e-05 |
6 | 0.408171 | 3.4634 | 0.000451 |
7 | 0.296797 | 2.5184 | 0.007006 |
8 | 0.184742 | 1.5676 | 0.060681 |
9 | 0.087443 | 0.742 | 0.230258 |
10 | 0.003573 | 0.0303 | 0.487949 |
11 | -0.064388 | -0.5463 | 0.293258 |
12 | -0.129322 | -1.0973 | 0.138076 |
13 | -0.188884 | -1.6027 | 0.056686 |
14 | -0.226831 | -1.9247 | 0.029108 |
15 | -0.251561 | -2.1346 | 0.018101 |
16 | -0.260289 | -2.2086 | 0.015192 |
17 | -0.261146 | -2.2159 | 0.01493 |
18 | -0.257858 | -2.188 | 0.015958 |
19 | -0.258344 | -2.1921 | 0.015802 |
20 | -0.260485 | -2.2103 | 0.015132 |
21 | -0.261868 | -2.222 | 0.014712 |
22 | -0.25315 | -2.1481 | 0.017538 |
23 | -0.234097 | -1.9864 | 0.025399 |
24 | -0.221771 | -1.8818 | 0.031953 |
25 | -0.19982 | -1.6955 | 0.047148 |
26 | -0.146692 | -1.2447 | 0.108635 |
27 | -0.091649 | -0.7777 | 0.219656 |
28 | -0.03077 | -0.2611 | 0.397382 |
29 | 0.03233 | 0.2743 | 0.392308 |
30 | 0.099904 | 0.8477 | 0.199702 |
31 | 0.171832 | 1.458 | 0.074589 |
32 | 0.228218 | 1.9365 | 0.028366 |
33 | 0.27611 | 2.3429 | 0.010952 |
34 | 0.300277 | 2.5479 | 0.006485 |
35 | 0.306389 | 2.5998 | 0.005655 |
36 | 0.295343 | 2.5061 | 0.007234 |
37 | 0.284448 | 2.4136 | 0.00917 |
38 | 0.257246 | 2.1828 | 0.016156 |
39 | 0.213124 | 1.8084 | 0.037359 |
40 | 0.158064 | 1.3412 | 0.092033 |
41 | 0.099895 | 0.8476 | 0.199723 |
42 | 0.041634 | 0.3533 | 0.362457 |
43 | -0.008113 | -0.0688 | 0.472653 |
44 | -0.052162 | -0.4426 | 0.329688 |
45 | -0.092948 | -0.7887 | 0.21644 |
46 | -0.130193 | -1.1047 | 0.136478 |
47 | -0.166403 | -1.412 | 0.081133 |
48 | -0.190858 | -1.6195 | 0.054858 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.940219 | 7.978 | 0 |
2 | -0.306372 | -2.5997 | 0.005657 |
3 | -0.127085 | -1.0783 | 0.142239 |
4 | -0.01547 | -0.1313 | 0.447964 |
5 | -0.086817 | -0.7367 | 0.23186 |
6 | -0.10725 | -0.91 | 0.182916 |
7 | -0.038257 | -0.3246 | 0.373204 |
8 | -0.103601 | -0.8791 | 0.19114 |
9 | 0.046567 | 0.3951 | 0.346955 |
10 | -0.014592 | -0.1238 | 0.450901 |
11 | 2.8e-05 | 2e-04 | 0.499906 |
12 | -0.112653 | -0.9559 | 0.171162 |
13 | -0.042825 | -0.3634 | 0.358693 |
14 | 0.109546 | 0.9295 | 0.177861 |
15 | -0.037896 | -0.3216 | 0.374361 |
16 | 0.013408 | 0.1138 | 0.454869 |
17 | -0.016489 | -0.1399 | 0.444558 |
18 | -0.047668 | -0.4045 | 0.343529 |
19 | -0.083087 | -0.705 | 0.241536 |
20 | -0.04445 | -0.3772 | 0.353579 |
21 | -0.048618 | -0.4125 | 0.340587 |
22 | 0.069809 | 0.5923 | 0.277737 |
23 | 0.039698 | 0.3369 | 0.368605 |
24 | -0.109989 | -0.9333 | 0.176895 |
25 | 0.098366 | 0.8347 | 0.203335 |
26 | 0.295379 | 2.5064 | 0.007229 |
27 | -0.144348 | -1.2248 | 0.112315 |
28 | 0.045115 | 0.3828 | 0.351494 |
29 | 0.100005 | 0.8486 | 0.199465 |
30 | 0.055685 | 0.4725 | 0.318999 |
31 | 0.098445 | 0.8353 | 0.203147 |
32 | -0.151364 | -1.2844 | 0.101565 |
33 | -0.003408 | -0.0289 | 0.488504 |
34 | -0.097513 | -0.8274 | 0.205364 |
35 | -0.019088 | -0.162 | 0.435893 |
36 | -0.014861 | -0.1261 | 0.450001 |
37 | 0.03938 | 0.3342 | 0.369618 |
38 | -0.107206 | -0.9097 | 0.183015 |
39 | 0.018338 | 0.1556 | 0.438391 |
40 | -0.06313 | -0.5357 | 0.296918 |
41 | 0.0589 | 0.4998 | 0.309376 |
42 | -0.047854 | -0.4061 | 0.342953 |
43 | 0.094823 | 0.8046 | 0.21185 |
44 | -0.039523 | -0.3354 | 0.369162 |
45 | -0.04556 | -0.3866 | 0.350099 |
46 | -0.02652 | -0.225 | 0.411298 |
47 | -0.011246 | -0.0954 | 0.462122 |
48 | 0.014251 | 0.1209 | 0.452043 |