Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.88284 | 7.4911 | 0 |
2 | 0.793521 | 6.7333 | 0 |
3 | 0.718919 | 6.1002 | 0 |
4 | 0.642772 | 5.4541 | 0 |
5 | 0.560725 | 4.7579 | 5e-06 |
6 | 0.484976 | 4.1152 | 5.1e-05 |
7 | 0.429413 | 3.6437 | 0.000252 |
8 | 0.372057 | 3.157 | 0.001164 |
9 | 0.302584 | 2.5675 | 0.00616 |
10 | 0.264628 | 2.2454 | 0.013905 |
11 | 0.231524 | 1.9645 | 0.026663 |
12 | 0.168449 | 1.4293 | 0.078616 |
13 | 0.099385 | 0.8433 | 0.200924 |
14 | 0.020866 | 0.1771 | 0.429981 |
15 | -0.027123 | -0.2301 | 0.409315 |
16 | -0.117261 | -0.995 | 0.161536 |
17 | -0.197325 | -1.6744 | 0.049199 |
18 | -0.252579 | -2.1432 | 0.017738 |
19 | -0.305829 | -2.595 | 0.005727 |
20 | -0.379039 | -3.2163 | 0.000973 |
21 | -0.440172 | -3.735 | 0.000186 |
22 | -0.436826 | -3.7066 | 0.000205 |
23 | -0.414718 | -3.519 | 0.000378 |
24 | -0.405424 | -3.4401 | 0.000486 |
25 | -0.379042 | -3.2163 | 0.000973 |
26 | -0.332331 | -2.8199 | 0.0031 |
27 | -0.330639 | -2.8056 | 0.003227 |
28 | -0.337684 | -2.8653 | 0.002728 |
29 | -0.338123 | -2.8691 | 0.0027 |
30 | -0.297589 | -2.5251 | 0.006884 |
31 | -0.274682 | -2.3308 | 0.011286 |
32 | -0.272561 | -2.3128 | 0.011799 |
33 | -0.255084 | -2.1645 | 0.016873 |
34 | -0.229705 | -1.9491 | 0.027589 |
35 | -0.199265 | -1.6908 | 0.047598 |
36 | -0.154645 | -1.3122 | 0.096809 |
37 | -0.116672 | -0.99 | 0.162746 |
38 | -0.080453 | -0.6827 | 0.248505 |
39 | -0.058541 | -0.4967 | 0.310443 |
40 | -0.037597 | -0.319 | 0.375318 |
41 | 0.021451 | 0.182 | 0.428042 |
42 | 0.039445 | 0.3347 | 0.369411 |
43 | 0.037501 | 0.3182 | 0.375624 |
44 | 0.014234 | 0.1208 | 0.4521 |
45 | 0.007189 | 0.061 | 0.475762 |
46 | -7.6e-05 | -6e-04 | 0.499743 |
47 | -0.028207 | -0.2393 | 0.405758 |
48 | -0.023208 | -0.1969 | 0.42222 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.88284 | 7.4911 | 0 |
2 | 0.063984 | 0.5429 | 0.294431 |
3 | 0.030513 | 0.2589 | 0.398222 |
4 | -0.034661 | -0.2941 | 0.384762 |
5 | -0.068338 | -0.5799 | 0.281907 |
6 | -0.028906 | -0.2453 | 0.403469 |
7 | 0.043608 | 0.37 | 0.356225 |
8 | -0.025665 | -0.2178 | 0.414109 |
9 | -0.086284 | -0.7321 | 0.233228 |
10 | 0.081022 | 0.6875 | 0.246991 |
11 | 0.00746 | 0.0633 | 0.47485 |
12 | -0.146152 | -1.2401 | 0.109474 |
13 | -0.095409 | -0.8096 | 0.210426 |
14 | -0.134327 | -1.1398 | 0.129073 |
15 | 0.052733 | 0.4475 | 0.327944 |
16 | -0.209747 | -1.7798 | 0.039667 |
17 | -0.062938 | -0.534 | 0.297476 |
18 | -0.011891 | -0.1009 | 0.459955 |
19 | -0.046738 | -0.3966 | 0.346424 |
20 | -0.154132 | -1.3079 | 0.097541 |
21 | -0.085696 | -0.7272 | 0.234745 |
22 | 0.191003 | 1.6207 | 0.054725 |
23 | 0.11026 | 0.9356 | 0.176307 |
24 | 0.020713 | 0.1758 | 0.43049 |
25 | 0.04376 | 0.3713 | 0.355748 |
26 | 0.077924 | 0.6612 | 0.255295 |
27 | -0.138374 | -1.1741 | 0.122103 |
28 | -0.091266 | -0.7744 | 0.220609 |
29 | -0.026166 | -0.222 | 0.412463 |
30 | 0.134151 | 1.1383 | 0.129382 |
31 | 0.058043 | 0.4925 | 0.311929 |
32 | -0.086995 | -0.7382 | 0.231402 |
33 | -0.081709 | -0.6933 | 0.245168 |
34 | -0.063002 | -0.5346 | 0.297289 |
35 | 0.025027 | 0.2124 | 0.416212 |
36 | 0.061678 | 0.5234 | 0.301167 |
37 | -0.12185 | -1.0339 | 0.152315 |
38 | -0.034687 | -0.2943 | 0.384676 |
39 | 0.029287 | 0.2485 | 0.402224 |
40 | 0.01004 | 0.0852 | 0.466174 |
41 | 0.036405 | 0.3089 | 0.379141 |
42 | -0.133892 | -1.1361 | 0.129839 |
43 | -0.037816 | -0.3209 | 0.374616 |
44 | -0.093507 | -0.7934 | 0.215065 |
45 | -0.005015 | -0.0426 | 0.483088 |
46 | 0.029656 | 0.2516 | 0.401018 |
47 | -0.032149 | -0.2728 | 0.392897 |
48 | 0.047574 | 0.4037 | 0.343823 |