Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959277 | 7.4305 | 0 |
2 | 0.895685 | 6.9379 | 0 |
3 | 0.819332 | 6.3465 | 0 |
4 | 0.727922 | 5.6385 | 0 |
5 | 0.622666 | 4.8232 | 5e-06 |
6 | 0.521098 | 4.0364 | 7.8e-05 |
7 | 0.431388 | 3.3415 | 0.000719 |
8 | 0.336194 | 2.6041 | 0.005796 |
9 | 0.246837 | 1.912 | 0.030328 |
10 | 0.164295 | 1.2726 | 0.10403 |
11 | 0.086705 | 0.6716 | 0.252203 |
12 | 0.019472 | 0.1508 | 0.440307 |
13 | -0.015482 | -0.1199 | 0.452473 |
14 | -0.03962 | -0.3069 | 0.379992 |
15 | -0.056657 | -0.4389 | 0.331168 |
16 | -0.068512 | -0.5307 | 0.298797 |
17 | -0.071992 | -0.5576 | 0.28958 |
18 | -0.080578 | -0.6242 | 0.267447 |
19 | -0.099877 | -0.7736 | 0.221089 |
20 | -0.116543 | -0.9027 | 0.185138 |
21 | -0.127228 | -0.9855 | 0.164168 |
22 | -0.131713 | -1.0202 | 0.155854 |
23 | -0.141235 | -1.094 | 0.139163 |
24 | -0.147629 | -1.1435 | 0.128681 |
25 | -0.15005 | -1.1623 | 0.124862 |
26 | -0.149999 | -1.1619 | 0.124942 |
27 | -0.150224 | -1.1636 | 0.12459 |
28 | -0.155158 | -1.2018 | 0.117072 |
29 | -0.155118 | -1.2015 | 0.117132 |
30 | -0.155945 | -1.2079 | 0.115904 |
31 | -0.157722 | -1.2217 | 0.113299 |
32 | -0.161847 | -1.2537 | 0.107414 |
33 | -0.176581 | -1.3678 | 0.088239 |
34 | -0.196385 | -1.5212 | 0.066733 |
35 | -0.216638 | -1.6781 | 0.049267 |
36 | -0.235717 | -1.8259 | 0.036424 |
37 | -0.25608 | -1.9836 | 0.025942 |
38 | -0.273867 | -2.1214 | 0.019016 |
39 | -0.284344 | -2.2025 | 0.015741 |
40 | -0.28522 | -2.2093 | 0.015491 |
41 | -0.287166 | -2.2244 | 0.014948 |
42 | -0.279483 | -2.1649 | 0.017193 |
43 | -0.261992 | -2.0294 | 0.023431 |
44 | -0.24104 | -1.8671 | 0.033388 |
45 | -0.215587 | -1.6699 | 0.050071 |
46 | -0.18872 | -1.4618 | 0.074504 |
47 | -0.155711 | -1.2061 | 0.11625 |
48 | -0.128206 | -0.9931 | 0.162329 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959277 | 7.4305 | 0 |
2 | -0.307418 | -2.3812 | 0.010222 |
3 | -0.126175 | -0.9773 | 0.166162 |
4 | -0.186175 | -1.4421 | 0.077236 |
5 | -0.16072 | -1.2449 | 0.108998 |
6 | 0.079299 | 0.6142 | 0.270687 |
7 | 0.108275 | 0.8387 | 0.202486 |
8 | -0.198707 | -1.5392 | 0.064509 |
9 | 0.02311 | 0.179 | 0.429266 |
10 | -0.069634 | -0.5394 | 0.29581 |
11 | -0.053343 | -0.4132 | 0.340469 |
12 | 0.10816 | 0.8378 | 0.202734 |
13 | 0.34205 | 2.6495 | 0.005145 |
14 | -0.174342 | -1.3504 | 0.090972 |
15 | -0.032234 | -0.2497 | 0.401843 |
16 | -0.161265 | -1.2492 | 0.10823 |
17 | -0.029853 | -0.2312 | 0.408957 |
18 | -0.043372 | -0.336 | 0.369037 |
19 | -0.021377 | -0.1656 | 0.434521 |
20 | -0.058177 | -0.4506 | 0.326937 |
21 | 0.136423 | 1.0567 | 0.147436 |
22 | 0.022246 | 0.1723 | 0.431883 |
23 | -0.161711 | -1.2526 | 0.107604 |
24 | 0.018767 | 0.1454 | 0.442455 |
25 | 0.150511 | 1.1658 | 0.124144 |
26 | -0.014998 | -0.1162 | 0.453951 |
27 | 0.039911 | 0.3091 | 0.37914 |
28 | -0.210856 | -1.6333 | 0.053823 |
29 | 0.024948 | 0.1932 | 0.423709 |
30 | -0.107099 | -0.8296 | 0.205032 |
31 | -0.053336 | -0.4131 | 0.340489 |
32 | -0.030356 | -0.2351 | 0.407453 |
33 | -0.072255 | -0.5597 | 0.288889 |
34 | -0.036632 | -0.2838 | 0.388789 |
35 | -0.010499 | -0.0813 | 0.467728 |
36 | 0.024043 | 0.1862 | 0.426444 |
37 | 0.074547 | 0.5774 | 0.282901 |
38 | 0.026024 | 0.2016 | 0.420462 |
39 | -0.061419 | -0.4757 | 0.31799 |
40 | 0.018352 | 0.1422 | 0.443717 |
41 | -0.021526 | -0.1667 | 0.434067 |
42 | 0.059487 | 0.4608 | 0.323309 |
43 | 0.019255 | 0.1492 | 0.440967 |
44 | -0.122903 | -0.952 | 0.172458 |
45 | -0.036679 | -0.2841 | 0.388651 |
46 | -0.025313 | -0.1961 | 0.422608 |
47 | 0.022899 | 0.1774 | 0.429905 |
48 | -0.021557 | -0.167 | 0.433973 |