Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.830563 | 7.0476 | 0 |
2 | 0.741727 | 6.2938 | 0 |
3 | 0.664048 | 5.6346 | 0 |
4 | 0.635549 | 5.3928 | 0 |
5 | 0.593845 | 5.0389 | 2e-06 |
6 | 0.514572 | 4.3663 | 2.1e-05 |
7 | 0.430518 | 3.6531 | 0.000244 |
8 | 0.324378 | 2.7524 | 0.00374 |
9 | 0.266735 | 2.2633 | 0.013316 |
10 | 0.201806 | 1.7124 | 0.045565 |
11 | 0.162606 | 1.3798 | 0.085965 |
12 | 0.109062 | 0.9254 | 0.178919 |
13 | 0.032977 | 0.2798 | 0.390211 |
14 | -0.034001 | -0.2885 | 0.386893 |
15 | -0.061134 | -0.5187 | 0.302767 |
16 | -0.084624 | -0.7181 | 0.237524 |
17 | -0.14682 | -1.2458 | 0.108437 |
18 | -0.149818 | -1.2712 | 0.103866 |
19 | -0.177861 | -1.5092 | 0.067811 |
20 | -0.153992 | -1.3067 | 0.097742 |
21 | -0.137637 | -1.1679 | 0.123353 |
22 | -0.112401 | -0.9538 | 0.171699 |
23 | -0.130882 | -1.1106 | 0.135224 |
24 | -0.114299 | -0.9699 | 0.167682 |
25 | -0.05696 | -0.4833 | 0.315168 |
26 | -0.046752 | -0.3967 | 0.346381 |
27 | -0.040642 | -0.3449 | 0.365603 |
28 | -0.054797 | -0.465 | 0.32168 |
29 | -0.061665 | -0.5232 | 0.301205 |
30 | -0.028005 | -0.2376 | 0.40642 |
31 | -0.009145 | -0.0776 | 0.46918 |
32 | -0.034912 | -0.2962 | 0.383951 |
33 | -0.03791 | -0.3217 | 0.374315 |
34 | -0.059123 | -0.5017 | 0.308714 |
35 | -0.061437 | -0.5213 | 0.301874 |
36 | -0.072404 | -0.6144 | 0.270453 |
37 | -0.038289 | -0.3249 | 0.373101 |
38 | -0.039238 | -0.3329 | 0.370071 |
39 | -0.089139 | -0.7564 | 0.225947 |
40 | -0.122192 | -1.0368 | 0.151642 |
41 | -0.173915 | -1.4757 | 0.07219 |
42 | -0.178279 | -1.5127 | 0.067361 |
43 | -0.215657 | -1.8299 | 0.035701 |
44 | -0.267608 | -2.2707 | 0.013078 |
45 | -0.300888 | -2.5531 | 0.006398 |
46 | -0.320735 | -2.7215 | 0.004072 |
47 | -0.303696 | -2.5769 | 0.006008 |
48 | -0.296903 | -2.5193 | 0.006989 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.830563 | 7.0476 | 0 |
2 | 0.167305 | 1.4196 | 0.080015 |
3 | 0.040161 | 0.3408 | 0.367132 |
4 | 0.145857 | 1.2376 | 0.109935 |
5 | 0.021425 | 0.1818 | 0.428127 |
6 | -0.126317 | -1.0718 | 0.143687 |
7 | -0.093442 | -0.7929 | 0.215225 |
8 | -0.17036 | -1.4456 | 0.07632 |
9 | -3.7e-05 | -3e-04 | 0.499875 |
10 | -0.046804 | -0.3971 | 0.346219 |
11 | 0.038739 | 0.3287 | 0.371663 |
12 | 0.002912 | 0.0247 | 0.490178 |
13 | -0.094474 | -0.8016 | 0.212701 |
14 | -0.061796 | -0.5244 | 0.30082 |
15 | 0.058099 | 0.493 | 0.31176 |
16 | -0.024553 | -0.2083 | 0.417778 |
17 | -0.141967 | -1.2046 | 0.116145 |
18 | 0.133995 | 1.137 | 0.129658 |
19 | -0.021964 | -0.1864 | 0.426339 |
20 | 0.109872 | 0.9323 | 0.177149 |
21 | 0.072618 | 0.6162 | 0.269859 |
22 | 0.048368 | 0.4104 | 0.341359 |
23 | -0.124561 | -1.0569 | 0.147038 |
24 | 0.04782 | 0.4058 | 0.343058 |
25 | 0.117584 | 0.9977 | 0.160875 |
26 | -0.106294 | -0.9019 | 0.185049 |
27 | -0.10564 | -0.8964 | 0.186517 |
28 | -0.019388 | -0.1645 | 0.434895 |
29 | -0.055133 | -0.4678 | 0.320662 |
30 | 0.08825 | 0.7488 | 0.228202 |
31 | -0.015218 | -0.1291 | 0.448806 |
32 | -0.139101 | -1.1803 | 0.12088 |
33 | 0.058731 | 0.4983 | 0.309879 |
34 | -0.077008 | -0.6534 | 0.257778 |
35 | 0.042024 | 0.3566 | 0.361224 |
36 | -0.071726 | -0.6086 | 0.272348 |
37 | 0.135398 | 1.1489 | 0.127202 |
38 | 0.024951 | 0.2117 | 0.416464 |
39 | -0.101165 | -0.8584 | 0.196757 |
40 | -0.096005 | -0.8146 | 0.208984 |
41 | -0.138133 | -1.1721 | 0.122511 |
42 | -0.021022 | -0.1784 | 0.429464 |
43 | -0.12292 | -1.043 | 0.150217 |
44 | -0.08693 | -0.7376 | 0.231569 |
45 | 0.038916 | 0.3302 | 0.371098 |
46 | -0.038989 | -0.3308 | 0.370866 |
47 | 0.143842 | 1.2205 | 0.113121 |
48 | 0.110007 | 0.9334 | 0.176855 |