Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.899732 | 8.2462 | 0 |
2 | 0.771528 | 7.0712 | 0 |
3 | 0.634367 | 5.8141 | 0 |
4 | 0.49793 | 4.5636 | 9e-06 |
5 | 0.378683 | 3.4707 | 0.000411 |
6 | 0.284514 | 2.6076 | 0.005394 |
7 | 0.241228 | 2.2109 | 0.01488 |
8 | 0.191843 | 1.7583 | 0.041172 |
9 | 0.141392 | 1.2959 | 0.099284 |
10 | 0.083775 | 0.7678 | 0.222376 |
11 | 0.024367 | 0.2233 | 0.411911 |
12 | -0.027876 | -0.2555 | 0.399487 |
13 | -0.071161 | -0.6522 | 0.258025 |
14 | -0.095468 | -0.875 | 0.192041 |
15 | -0.107234 | -0.9828 | 0.16426 |
16 | -0.129024 | -1.1825 | 0.120167 |
17 | -0.137549 | -1.2607 | 0.105461 |
18 | -0.139975 | -1.2829 | 0.101529 |
19 | -0.16104 | -1.476 | 0.071848 |
20 | -0.174939 | -1.6033 | 0.056306 |
21 | -0.168067 | -1.5404 | 0.063616 |
22 | -0.172668 | -1.5825 | 0.058643 |
23 | -0.177611 | -1.6278 | 0.053653 |
24 | -0.17253 | -1.5813 | 0.058788 |
25 | -0.138745 | -1.2716 | 0.103508 |
26 | -0.091696 | -0.8404 | 0.201533 |
27 | -0.044988 | -0.4123 | 0.340577 |
28 | -0.013677 | -0.1254 | 0.450273 |
29 | 0.015118 | 0.1386 | 0.445066 |
30 | 0.061826 | 0.5666 | 0.286233 |
31 | 0.083413 | 0.7645 | 0.223359 |
32 | 0.100691 | 0.9229 | 0.179364 |
33 | 0.105431 | 0.9663 | 0.168337 |
34 | 0.121984 | 1.118 | 0.133376 |
35 | 0.138879 | 1.2729 | 0.103291 |
36 | 0.148609 | 1.362 | 0.088416 |
37 | 0.148657 | 1.3625 | 0.088347 |
38 | 0.137231 | 1.2577 | 0.105985 |
39 | 0.136554 | 1.2515 | 0.107106 |
40 | 0.121205 | 1.1109 | 0.1349 |
41 | 0.09869 | 0.9045 | 0.184157 |
42 | 0.089781 | 0.8229 | 0.20646 |
43 | 0.073706 | 0.6755 | 0.250597 |
44 | 0.069105 | 0.6334 | 0.26411 |
45 | 0.060921 | 0.5584 | 0.289045 |
46 | 0.047704 | 0.4372 | 0.331538 |
47 | 0.020157 | 0.1847 | 0.426939 |
48 | -0.006666 | -0.0611 | 0.475715 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.899732 | 8.2462 | 0 |
2 | -0.199442 | -1.8279 | 0.035556 |
3 | -0.102805 | -0.9422 | 0.17439 |
4 | -0.071177 | -0.6523 | 0.257979 |
5 | 0.00298 | 0.0273 | 0.489137 |
6 | 0.029719 | 0.2724 | 0.392998 |
7 | 0.170387 | 1.5616 | 0.061068 |
8 | -0.154406 | -1.4152 | 0.080359 |
9 | -0.060369 | -0.5533 | 0.290767 |
10 | -0.085632 | -0.7848 | 0.217381 |
11 | -0.021156 | -0.1939 | 0.423362 |
12 | 0.012927 | 0.1185 | 0.452987 |
13 | 0.024763 | 0.227 | 0.410505 |
14 | -0.011012 | -0.1009 | 0.459926 |
15 | -0.007104 | -0.0651 | 0.47412 |
16 | -0.136084 | -1.2472 | 0.10789 |
17 | 0.063542 | 0.5824 | 0.280938 |
18 | 0.017431 | 0.1598 | 0.436728 |
19 | -0.11931 | -1.0935 | 0.138652 |
20 | 0.036833 | 0.3376 | 0.36826 |
21 | 0.078871 | 0.7229 | 0.235885 |
22 | -0.168627 | -1.5455 | 0.062994 |
23 | 0.027512 | 0.2522 | 0.400769 |
24 | 0.02882 | 0.2641 | 0.396161 |
25 | 0.11528 | 1.0566 | 0.146872 |
26 | 0.084332 | 0.7729 | 0.22087 |
27 | -0.000608 | -0.0056 | 0.497782 |
28 | -0.156075 | -1.4305 | 0.078148 |
29 | 0.06306 | 0.578 | 0.282422 |
30 | 0.170707 | 1.5646 | 0.060723 |
31 | -0.049521 | -0.4539 | 0.325549 |
32 | 0.00239 | 0.0219 | 0.491288 |
33 | -0.09872 | -0.9048 | 0.184084 |
34 | 0.090849 | 0.8326 | 0.203703 |
35 | 0.035688 | 0.3271 | 0.372208 |
36 | 0.007355 | 0.0674 | 0.473208 |
37 | -0.040783 | -0.3738 | 0.354755 |
38 | -0.028358 | -0.2599 | 0.397788 |
39 | 0.036493 | 0.3345 | 0.369432 |
40 | 0.002484 | 0.0228 | 0.490944 |
41 | -0.047092 | -0.4316 | 0.333568 |
42 | 0.063679 | 0.5836 | 0.280519 |
43 | -0.045425 | -0.4163 | 0.339116 |
44 | 0.065787 | 0.6029 | 0.274085 |
45 | -0.031261 | -0.2865 | 0.387595 |
46 | -0.016048 | -0.1471 | 0.441711 |
47 | -0.142128 | -1.3026 | 0.098132 |
48 | 0.061668 | 0.5652 | 0.286723 |