Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.905024 | 7.6794 | 0 |
2 | 0.785689 | 6.6668 | 0 |
3 | 0.657469 | 5.5788 | 0 |
4 | 0.505362 | 4.2881 | 2.8e-05 |
5 | 0.375045 | 3.1824 | 0.001079 |
6 | 0.271364 | 2.3026 | 0.012097 |
7 | 0.182302 | 1.5469 | 0.063137 |
8 | 0.102374 | 0.8687 | 0.193956 |
9 | 0.028637 | 0.243 | 0.40435 |
10 | -0.04324 | -0.3669 | 0.357385 |
11 | -0.120482 | -1.0223 | 0.155026 |
12 | -0.182843 | -1.5515 | 0.062587 |
13 | -0.26163 | -2.22 | 0.014784 |
14 | -0.33468 | -2.8399 | 0.002932 |
15 | -0.375928 | -3.1899 | 0.001054 |
16 | -0.388957 | -3.3004 | 0.000752 |
17 | -0.363994 | -3.0886 | 0.001428 |
18 | -0.33655 | -2.8557 | 0.002803 |
19 | -0.28655 | -2.4315 | 0.008764 |
20 | -0.222333 | -1.8866 | 0.031626 |
21 | -0.177977 | -1.5102 | 0.067687 |
22 | -0.124314 | -1.0548 | 0.147512 |
23 | -0.105916 | -0.8987 | 0.185896 |
24 | -0.10621 | -0.9012 | 0.185237 |
25 | -0.076967 | -0.6531 | 0.257891 |
26 | -0.059884 | -0.5081 | 0.306456 |
27 | -0.031437 | -0.2668 | 0.395212 |
28 | 0.023989 | 0.2036 | 0.419639 |
29 | 0.077642 | 0.6588 | 0.256057 |
30 | 0.117418 | 0.9963 | 0.161215 |
31 | 0.139894 | 1.187 | 0.119556 |
32 | 0.160014 | 1.3578 | 0.089389 |
33 | 0.165939 | 1.408 | 0.081712 |
34 | 0.16701 | 1.4171 | 0.08038 |
35 | 0.13996 | 1.1876 | 0.119447 |
36 | 0.099846 | 0.8472 | 0.19984 |
37 | 0.066542 | 0.5646 | 0.287041 |
38 | 0.029077 | 0.2467 | 0.40291 |
39 | 0.014666 | 0.1244 | 0.450656 |
40 | 0.006126 | 0.052 | 0.479343 |
41 | -0.014474 | -0.1228 | 0.451298 |
42 | -0.028976 | -0.2459 | 0.403241 |
43 | -0.056375 | -0.4784 | 0.316924 |
44 | -0.093163 | -0.7905 | 0.215912 |
45 | -0.120313 | -1.0209 | 0.155363 |
46 | -0.140402 | -1.1913 | 0.118715 |
47 | -0.150857 | -1.2801 | 0.102316 |
48 | -0.147052 | -1.2478 | 0.108078 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.905024 | 7.6794 | 0 |
2 | -0.184493 | -1.5655 | 0.060928 |
3 | -0.101931 | -0.8649 | 0.19498 |
4 | -0.206555 | -1.7527 | 0.041957 |
5 | 0.055681 | 0.4725 | 0.319012 |
6 | 0.041132 | 0.349 | 0.364047 |
7 | -0.016127 | -0.1368 | 0.445767 |
8 | -0.084708 | -0.7188 | 0.237305 |
9 | -0.075846 | -0.6436 | 0.260948 |
10 | -0.065641 | -0.557 | 0.289633 |
11 | -0.09742 | -0.8266 | 0.205587 |
12 | 0.014212 | 0.1206 | 0.452175 |
13 | -0.204145 | -1.7322 | 0.043758 |
14 | -0.049556 | -0.4205 | 0.337689 |
15 | 0.046278 | 0.3927 | 0.347856 |
16 | 0.090775 | 0.7703 | 0.221836 |
17 | 0.103586 | 0.879 | 0.191173 |
18 | -0.149614 | -1.2695 | 0.104172 |
19 | 0.070216 | 0.5958 | 0.276589 |
20 | 0.050816 | 0.4312 | 0.33381 |
21 | -0.048738 | -0.4136 | 0.340215 |
22 | 0.062304 | 0.5287 | 0.299331 |
23 | -0.240662 | -2.0421 | 0.022404 |
24 | -0.061112 | -0.5186 | 0.30283 |
25 | 0.211323 | 1.7931 | 0.038575 |
26 | -0.043917 | -0.3726 | 0.355253 |
27 | 0.033296 | 0.2825 | 0.389177 |
28 | 0.034217 | 0.2903 | 0.386197 |
29 | -0.053146 | -0.451 | 0.326689 |
30 | 0.054177 | 0.4597 | 0.323555 |
31 | -0.049838 | -0.4229 | 0.336817 |
32 | 0.034256 | 0.2907 | 0.38607 |
33 | 0.050767 | 0.4308 | 0.333961 |
34 | -0.033605 | -0.2852 | 0.388174 |
35 | -0.117086 | -0.9935 | 0.161895 |
36 | 0.011595 | 0.0984 | 0.460948 |
37 | -0.07949 | -0.6745 | 0.251078 |
38 | 0.028848 | 0.2448 | 0.40366 |
39 | 0.093294 | 0.7916 | 0.21559 |
40 | -0.073263 | -0.6217 | 0.268065 |
41 | -0.045717 | -0.3879 | 0.349609 |
42 | -0.069054 | -0.5859 | 0.279874 |
43 | 0.057383 | 0.4869 | 0.3139 |
44 | 0.000179 | 0.0015 | 0.499397 |
45 | -0.041022 | -0.3481 | 0.364397 |
46 | 0.060049 | 0.5095 | 0.305968 |
47 | -0.025095 | -0.2129 | 0.415988 |
48 | 0.062743 | 0.5324 | 0.298046 |