Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935682 | 10.7908 | 0 |
2 | 0.865996 | 9.9872 | 0 |
3 | 0.788484 | 9.0932 | 0 |
4 | 0.704705 | 8.1271 | 0 |
5 | 0.624215 | 7.1988 | 0 |
6 | 0.562009 | 6.4814 | 0 |
7 | 0.502292 | 5.7927 | 0 |
8 | 0.441985 | 5.0972 | 1e-06 |
9 | 0.378753 | 4.368 | 1.3e-05 |
10 | 0.316569 | 3.6509 | 0.000187 |
11 | 0.255723 | 2.9491 | 0.001883 |
12 | 0.204036 | 2.3531 | 0.010043 |
13 | 0.167256 | 1.9289 | 0.027937 |
14 | 0.140511 | 1.6204 | 0.053752 |
15 | 0.116613 | 1.3448 | 0.090482 |
16 | 0.094774 | 1.093 | 0.138188 |
17 | 0.07041 | 0.812 | 0.209119 |
18 | 0.046822 | 0.54 | 0.295059 |
19 | 0.022425 | 0.2586 | 0.398166 |
20 | -0.0057 | -0.0657 | 0.473846 |
21 | -0.028021 | -0.3232 | 0.373541 |
22 | -0.054218 | -0.6253 | 0.26643 |
23 | -0.079029 | -0.9114 | 0.181866 |
24 | -0.098319 | -1.1339 | 0.129445 |
25 | -0.108462 | -1.2508 | 0.106594 |
26 | -0.108135 | -1.2471 | 0.107281 |
27 | -0.105428 | -1.2159 | 0.113097 |
28 | -0.098993 | -1.1416 | 0.127826 |
29 | -0.090749 | -1.0466 | 0.148599 |
30 | -0.080815 | -0.932 | 0.176512 |
31 | -0.069814 | -0.8051 | 0.21109 |
32 | -0.060193 | -0.6942 | 0.244392 |
33 | -0.050954 | -0.5876 | 0.278888 |
34 | -0.040823 | -0.4708 | 0.319281 |
35 | -0.03231 | -0.3726 | 0.355014 |
36 | -0.023858 | -0.2751 | 0.391816 |
37 | -0.020238 | -0.2334 | 0.407906 |
38 | -0.01585 | -0.1828 | 0.427622 |
39 | -0.010584 | -0.1221 | 0.451516 |
40 | -0.007526 | -0.0868 | 0.465484 |
41 | -0.002509 | -0.0289 | 0.488478 |
42 | 0.003061 | 0.0353 | 0.485945 |
43 | 0.011929 | 0.1376 | 0.445392 |
44 | 0.022443 | 0.2588 | 0.398087 |
45 | 0.031532 | 0.3636 | 0.358351 |
46 | 0.035021 | 0.4039 | 0.343476 |
47 | 0.03583 | 0.4132 | 0.340059 |
48 | 0.03443 | 0.3971 | 0.345979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935682 | 10.7908 | 0 |
2 | -0.076348 | -0.8805 | 0.190092 |
3 | -0.098898 | -1.1405 | 0.128054 |
4 | -0.090072 | -1.0388 | 0.150401 |
5 | -0.015966 | -0.1841 | 0.427098 |
6 | 0.104267 | 1.2025 | 0.115661 |
7 | -0.030067 | -0.3468 | 0.364663 |
8 | -0.067641 | -0.7801 | 0.218367 |
9 | -0.083788 | -0.9663 | 0.167827 |
10 | -0.029167 | -0.3364 | 0.368562 |
11 | -0.00917 | -0.1057 | 0.45797 |
12 | 0.033085 | 0.3816 | 0.351699 |
13 | 0.066264 | 0.7642 | 0.223053 |
14 | 0.018638 | 0.2149 | 0.415072 |
15 | -0.034492 | -0.3978 | 0.345714 |
16 | -0.029652 | -0.342 | 0.366459 |
17 | -0.03666 | -0.4228 | 0.336569 |
18 | 0.008735 | 0.1007 | 0.459958 |
19 | -0.017603 | -0.203 | 0.419718 |
20 | -0.067506 | -0.7785 | 0.218824 |
21 | 0.004403 | 0.0508 | 0.479789 |
22 | -0.070026 | -0.8076 | 0.210387 |
23 | -0.012316 | -0.142 | 0.443635 |
24 | 0.026162 | 0.3017 | 0.381669 |
25 | 0.059661 | 0.688 | 0.24631 |
26 | 0.075015 | 0.8651 | 0.194268 |
27 | -0.023207 | -0.2676 | 0.394697 |
28 | -0.006288 | -0.0725 | 0.471151 |
29 | -0.001795 | -0.0207 | 0.491758 |
30 | 0.027523 | 0.3174 | 0.375714 |
31 | 0.020537 | 0.2368 | 0.40657 |
32 | -0.028459 | -0.3282 | 0.371636 |
33 | -0.020698 | -0.2387 | 0.405853 |
34 | -0.009055 | -0.1044 | 0.458493 |
35 | -0.010686 | -0.1232 | 0.451054 |
36 | 0.020163 | 0.2325 | 0.408243 |
37 | -0.020933 | -0.2414 | 0.404804 |
38 | 0.030311 | 0.3496 | 0.363608 |
39 | 0.018576 | 0.2142 | 0.415346 |
40 | -0.021406 | -0.2469 | 0.402698 |
41 | 0.022498 | 0.2595 | 0.397841 |
42 | -0.001484 | -0.0171 | 0.493187 |
43 | 0.042192 | 0.4866 | 0.313678 |
44 | 0.013587 | 0.1567 | 0.43786 |
45 | -0.023511 | -0.2711 | 0.393352 |
46 | -0.050165 | -0.5785 | 0.281941 |
47 | -0.030361 | -0.3501 | 0.363392 |
48 | 0.006052 | 0.0698 | 0.472233 |