Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.968218 | 7.4998 | 0 |
2 | 0.923995 | 7.1572 | 0 |
3 | 0.877437 | 6.7966 | 0 |
4 | 0.819779 | 6.35 | 0 |
5 | 0.748078 | 5.7946 | 0 |
6 | 0.660954 | 5.1197 | 2e-06 |
7 | 0.574691 | 4.4515 | 1.9e-05 |
8 | 0.49143 | 3.8066 | 0.000167 |
9 | 0.39799 | 3.0828 | 0.001548 |
10 | 0.299605 | 2.3207 | 0.011859 |
11 | 0.211493 | 1.6382 | 0.053305 |
12 | 0.120747 | 0.9353 | 0.17669 |
13 | 0.031247 | 0.242 | 0.404788 |
14 | -0.052175 | -0.4041 | 0.343771 |
15 | -0.132908 | -1.0295 | 0.153688 |
16 | -0.196639 | -1.5232 | 0.066486 |
17 | -0.26166 | -2.0268 | 0.023567 |
18 | -0.323366 | -2.5048 | 0.007493 |
19 | -0.36673 | -2.8407 | 0.00307 |
20 | -0.403504 | -3.1255 | 0.001367 |
21 | -0.434111 | -3.3626 | 0.000674 |
22 | -0.459041 | -3.5557 | 0.000371 |
23 | -0.474504 | -3.6755 | 0.000254 |
24 | -0.479352 | -3.713 | 0.000225 |
25 | -0.472276 | -3.6582 | 0.000269 |
26 | -0.461533 | -3.575 | 0.00035 |
27 | -0.440645 | -3.4132 | 0.000578 |
28 | -0.418989 | -3.2455 | 0.00096 |
29 | -0.400157 | -3.0996 | 0.001475 |
30 | -0.373477 | -2.8929 | 0.002656 |
31 | -0.344426 | -2.6679 | 0.0049 |
32 | -0.314012 | -2.4323 | 0.009001 |
33 | -0.284029 | -2.2001 | 0.015832 |
34 | -0.255299 | -1.9775 | 0.02629 |
35 | -0.223135 | -1.7284 | 0.04453 |
36 | -0.18712 | -1.4494 | 0.076213 |
37 | -0.154908 | -1.1999 | 0.117445 |
38 | -0.125415 | -0.9715 | 0.16761 |
39 | -0.096301 | -0.7459 | 0.229308 |
40 | -0.06641 | -0.5144 | 0.304426 |
41 | -0.037321 | -0.2891 | 0.386757 |
42 | -0.014956 | -0.1158 | 0.45408 |
43 | -0.000226 | -0.0018 | 0.499305 |
44 | 0.018252 | 0.1414 | 0.444021 |
45 | 0.038137 | 0.2954 | 0.384352 |
46 | 0.050782 | 0.3934 | 0.347725 |
47 | 0.059134 | 0.4581 | 0.324285 |
48 | 0.063154 | 0.4892 | 0.313245 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.968218 | 7.4998 | 0 |
2 | -0.215027 | -1.6656 | 0.050504 |
3 | -0.022918 | -0.1775 | 0.429848 |
4 | -0.203958 | -1.5799 | 0.059699 |
5 | -0.208154 | -1.6124 | 0.056067 |
6 | -0.256062 | -1.9834 | 0.02595 |
7 | 0.039583 | 0.3066 | 0.380101 |
8 | 0.023325 | 0.1807 | 0.428615 |
9 | -0.164199 | -1.2719 | 0.104161 |
10 | -0.067199 | -0.5205 | 0.302307 |
11 | 0.126117 | 0.9769 | 0.166272 |
12 | -0.206797 | -1.6018 | 0.057222 |
13 | -0.008446 | -0.0654 | 0.474029 |
14 | 0.052583 | 0.4073 | 0.342618 |
15 | -0.108172 | -0.8379 | 0.202706 |
16 | 0.152494 | 1.1812 | 0.12109 |
17 | -0.155732 | -1.2063 | 0.11622 |
18 | -0.015115 | -0.1171 | 0.453594 |
19 | 0.105827 | 0.8197 | 0.207806 |
20 | -0.082903 | -0.6422 | 0.261607 |
21 | 0.000155 | 0.0012 | 0.499524 |
22 | -0.051631 | -0.3999 | 0.345312 |
23 | 0.040587 | 0.3144 | 0.377159 |
24 | -0.0562 | -0.4353 | 0.332444 |
25 | 0.11832 | 0.9165 | 0.181537 |
26 | 0.040373 | 0.3127 | 0.377787 |
27 | -0.050561 | -0.3916 | 0.348353 |
28 | -0.152569 | -1.1818 | 0.120975 |
29 | -0.057753 | -0.4474 | 0.328115 |
30 | -0.048434 | -0.3752 | 0.354429 |
31 | 0.043694 | 0.3385 | 0.368102 |
32 | -0.023947 | -0.1855 | 0.426735 |
33 | -0.00843 | -0.0653 | 0.474076 |
34 | 0.02125 | 0.1646 | 0.434905 |
35 | -0.055738 | -0.4317 | 0.333737 |
36 | 0.078101 | 0.605 | 0.273741 |
37 | -0.029354 | -0.2274 | 0.410451 |
38 | -0.036107 | -0.2797 | 0.390341 |
39 | -0.036199 | -0.2804 | 0.390068 |
40 | 0.085034 | 0.6587 | 0.256313 |
41 | -0.049185 | -0.381 | 0.352279 |
42 | -0.062254 | -0.4822 | 0.315703 |
43 | -0.103533 | -0.802 | 0.21287 |
44 | 0.089077 | 0.69 | 0.246432 |
45 | 0.07522 | 0.5826 | 0.281156 |
46 | -0.134618 | -1.0427 | 0.150625 |
47 | 0.01543 | 0.1195 | 0.452632 |
48 | -0.085055 | -0.6588 | 0.256261 |