Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.848805 | 7.6392 | 0 |
2 | 0.768662 | 6.918 | 0 |
3 | 0.698331 | 6.285 | 0 |
4 | 0.62651 | 5.6386 | 0 |
5 | 0.542516 | 4.8826 | 3e-06 |
6 | 0.452436 | 4.0719 | 5.4e-05 |
7 | 0.387447 | 3.487 | 0.000396 |
8 | 0.275473 | 2.4793 | 0.00762 |
9 | 0.194367 | 1.7493 | 0.042013 |
10 | 0.102174 | 0.9196 | 0.180264 |
11 | 0.038024 | 0.3422 | 0.366538 |
12 | -0.01768 | -0.1591 | 0.436985 |
13 | -0.06531 | -0.5878 | 0.279154 |
14 | -0.120765 | -1.0869 | 0.140155 |
15 | -0.149049 | -1.3414 | 0.091764 |
16 | -0.17078 | -1.537 | 0.064093 |
17 | -0.217105 | -1.9539 | 0.027079 |
18 | -0.232253 | -2.0903 | 0.019865 |
19 | -0.2365 | -2.1285 | 0.018167 |
20 | -0.263417 | -2.3708 | 0.010064 |
21 | -0.289868 | -2.6088 | 0.005409 |
22 | -0.262347 | -2.3611 | 0.010311 |
23 | -0.235727 | -2.1215 | 0.018466 |
24 | -0.237459 | -2.1371 | 0.017802 |
25 | -0.213883 | -1.9249 | 0.028873 |
26 | -0.163382 | -1.4704 | 0.072659 |
27 | -0.170766 | -1.5369 | 0.064109 |
28 | -0.160107 | -1.441 | 0.076724 |
29 | -0.151747 | -1.3657 | 0.087903 |
30 | -0.139194 | -1.2527 | 0.106951 |
31 | -0.100743 | -0.9067 | 0.183632 |
32 | -0.108313 | -0.9748 | 0.166277 |
33 | -0.108803 | -0.9792 | 0.165192 |
34 | -0.112491 | -1.0124 | 0.157176 |
35 | -0.089194 | -0.8027 | 0.212236 |
36 | -0.058009 | -0.5221 | 0.30152 |
37 | -0.028501 | -0.2565 | 0.399105 |
38 | 0.003399 | 0.0306 | 0.487837 |
39 | -0.012867 | -0.1158 | 0.454049 |
40 | 0.002574 | 0.0232 | 0.490787 |
41 | 0.028169 | 0.2535 | 0.400253 |
42 | 0.030474 | 0.2743 | 0.392288 |
43 | 0.00275 | 0.0248 | 0.490158 |
44 | -0.02013 | -0.1812 | 0.428344 |
45 | -0.027793 | -0.2501 | 0.401556 |
46 | -0.062008 | -0.5581 | 0.289168 |
47 | -0.099079 | -0.8917 | 0.187594 |
48 | -0.118978 | -1.0708 | 0.143719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.848805 | 7.6392 | 0 |
2 | 0.172402 | 1.5516 | 0.062326 |
3 | 0.044371 | 0.3993 | 0.345348 |
4 | -0.0182 | -0.1638 | 0.435148 |
5 | -0.081678 | -0.7351 | 0.232199 |
6 | -0.09499 | -0.8549 | 0.19756 |
7 | 0.011677 | 0.1051 | 0.45828 |
8 | -0.192617 | -1.7336 | 0.043401 |
9 | -0.025845 | -0.2326 | 0.408326 |
10 | -0.09427 | -0.8484 | 0.199349 |
11 | 0.016512 | 0.1486 | 0.441115 |
12 | 0.014825 | 0.1334 | 0.447095 |
13 | 0.014721 | 0.1325 | 0.447462 |
14 | -0.078336 | -0.705 | 0.241409 |
15 | 0.056949 | 0.5125 | 0.304834 |
16 | -0.015298 | -0.1377 | 0.445416 |
17 | -0.101407 | -0.9127 | 0.182063 |
18 | 0.00082 | 0.0074 | 0.497064 |
19 | 0.015031 | 0.1353 | 0.446362 |
20 | -0.119688 | -1.0772 | 0.142295 |
21 | -0.050969 | -0.4587 | 0.32383 |
22 | 0.120317 | 1.0829 | 0.141043 |
23 | 0.056963 | 0.5127 | 0.304791 |
24 | -0.061157 | -0.5504 | 0.291774 |
25 | 0.036503 | 0.3285 | 0.371679 |
26 | 0.106134 | 0.9552 | 0.171158 |
27 | -0.175131 | -1.5762 | 0.059441 |
28 | -0.026805 | -0.2412 | 0.404987 |
29 | -0.059708 | -0.5374 | 0.296241 |
30 | -0.03277 | -0.2949 | 0.384399 |
31 | 0.093827 | 0.8444 | 0.200455 |
32 | -0.108537 | -0.9768 | 0.165781 |
33 | -0.04195 | -0.3775 | 0.353377 |
34 | 0.009847 | 0.0886 | 0.464801 |
35 | 0.043264 | 0.3894 | 0.349011 |
36 | 0.153811 | 1.3843 | 0.085034 |
37 | 0.060119 | 0.5411 | 0.294972 |
38 | -0.058002 | -0.522 | 0.301541 |
39 | -0.155085 | -1.3958 | 0.0833 |
40 | 0.061887 | 0.557 | 0.289538 |
41 | 0.019345 | 0.1741 | 0.431109 |
42 | -0.125912 | -1.1332 | 0.130235 |
43 | -0.112493 | -1.0124 | 0.157172 |
44 | -0.089512 | -0.8056 | 0.211413 |
45 | -0.002253 | -0.0203 | 0.491935 |
46 | 0.005814 | 0.0523 | 0.479198 |
47 | -0.039475 | -0.3553 | 0.361655 |
48 | 0.00123 | 0.0111 | 0.495597 |