Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.877823 | 7.5001 | 0 |
2 | 0.792027 | 6.7671 | 0 |
3 | 0.733791 | 6.2695 | 0 |
4 | 0.667745 | 5.7052 | 0 |
5 | 0.602968 | 5.1518 | 1e-06 |
6 | 0.547422 | 4.6772 | 7e-06 |
7 | 0.476395 | 4.0703 | 5.9e-05 |
8 | 0.397709 | 3.398 | 0.000551 |
9 | 0.313612 | 2.6795 | 0.004553 |
10 | 0.250307 | 2.1386 | 0.017906 |
11 | 0.187034 | 1.598 | 0.057179 |
12 | 0.109713 | 0.9374 | 0.175826 |
13 | 0.045903 | 0.3922 | 0.348029 |
14 | -0.038023 | -0.3249 | 0.373103 |
15 | -0.09043 | -0.7726 | 0.221115 |
16 | -0.125045 | -1.0684 | 0.144434 |
17 | -0.163359 | -1.3957 | 0.083511 |
18 | -0.187227 | -1.5997 | 0.056995 |
19 | -0.224241 | -1.9159 | 0.029646 |
20 | -0.267676 | -2.287 | 0.012547 |
21 | -0.312349 | -2.6687 | 0.004688 |
22 | -0.29863 | -2.5515 | 0.00641 |
23 | -0.267226 | -2.2832 | 0.012666 |
24 | -0.254841 | -2.1774 | 0.016343 |
25 | -0.25418 | -2.1717 | 0.016563 |
26 | -0.221097 | -1.8891 | 0.031428 |
27 | -0.240123 | -2.0516 | 0.021897 |
28 | -0.230384 | -1.9684 | 0.02641 |
29 | -0.220321 | -1.8824 | 0.031882 |
30 | -0.207204 | -1.7703 | 0.040422 |
31 | -0.164859 | -1.4086 | 0.081606 |
32 | -0.158453 | -1.3538 | 0.089985 |
33 | -0.139375 | -1.1908 | 0.118791 |
34 | -0.114047 | -0.9744 | 0.166534 |
35 | -0.089741 | -0.7667 | 0.222852 |
36 | -0.037963 | -0.3244 | 0.3733 |
37 | -0.013151 | -0.1124 | 0.455421 |
38 | -0.018881 | -0.1613 | 0.436145 |
39 | 0.008039 | 0.0687 | 0.472714 |
40 | 0.030172 | 0.2578 | 0.398646 |
41 | 0.050993 | 0.4357 | 0.332176 |
42 | 0.073083 | 0.6244 | 0.26715 |
43 | 0.066052 | 0.5644 | 0.287123 |
44 | 0.041703 | 0.3563 | 0.361318 |
45 | 0.00936 | 0.08 | 0.468238 |
46 | -0.017786 | -0.152 | 0.439817 |
47 | -0.044364 | -0.379 | 0.352878 |
48 | -0.054847 | -0.4686 | 0.32037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.877823 | 7.5001 | 0 |
2 | 0.09351 | 0.799 | 0.213455 |
3 | 0.094363 | 0.8062 | 0.211362 |
4 | -0.031544 | -0.2695 | 0.394149 |
5 | -0.02278 | -0.1946 | 0.423112 |
6 | 0.000127 | 0.0011 | 0.49957 |
7 | -0.091632 | -0.7829 | 0.218109 |
8 | -0.090711 | -0.775 | 0.220412 |
9 | -0.106888 | -0.9133 | 0.182058 |
10 | 0.011069 | 0.0946 | 0.462455 |
11 | -0.036874 | -0.3151 | 0.37681 |
12 | -0.100952 | -0.8625 | 0.19561 |
13 | -0.021183 | -0.181 | 0.42844 |
14 | -0.149434 | -1.2768 | 0.102867 |
15 | 0.062007 | 0.5298 | 0.298933 |
16 | 0.031239 | 0.2669 | 0.395147 |
17 | -0.016965 | -0.1449 | 0.442576 |
18 | 0.037972 | 0.3244 | 0.37327 |
19 | -0.085892 | -0.7339 | 0.232692 |
20 | -0.060049 | -0.5131 | 0.30473 |
21 | -0.108884 | -0.9303 | 0.177639 |
22 | 0.188217 | 1.6081 | 0.056062 |
23 | 0.108671 | 0.9285 | 0.178107 |
24 | -0.015927 | -0.1361 | 0.446067 |
25 | -0.051999 | -0.4443 | 0.329079 |
26 | 0.07407 | 0.6329 | 0.264404 |
27 | -0.19374 | -1.6553 | 0.051077 |
28 | 0.021709 | 0.1855 | 0.426681 |
29 | -0.091958 | -0.7857 | 0.217296 |
30 | 0.018122 | 0.1548 | 0.438689 |
31 | 0.164502 | 1.4055 | 0.082056 |
32 | -0.116983 | -0.9995 | 0.160426 |
33 | 0.031962 | 0.2731 | 0.392781 |
34 | -0.038573 | -0.3296 | 0.371337 |
35 | 0.007173 | 0.0613 | 0.475651 |
36 | 0.170151 | 1.4538 | 0.075148 |
37 | -0.057382 | -0.4903 | 0.312705 |
38 | -0.078727 | -0.6726 | 0.251648 |
39 | 0.067471 | 0.5765 | 0.283035 |
40 | 0.034632 | 0.2959 | 0.384074 |
41 | -0.056891 | -0.4861 | 0.314184 |
42 | -0.056881 | -0.486 | 0.314214 |
43 | -0.060898 | -0.5203 | 0.30221 |
44 | -0.117285 | -1.0021 | 0.159807 |
45 | -0.019447 | -0.1662 | 0.434246 |
46 | -0.110057 | -0.9403 | 0.175076 |
47 | -0.028653 | -0.2448 | 0.403646 |
48 | 0.03774 | 0.3225 | 0.374015 |