Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.900303 | 7.6393 | 0 |
2 | 0.807565 | 6.8524 | 0 |
3 | 0.732268 | 6.2135 | 0 |
4 | 0.656574 | 5.5712 | 0 |
5 | 0.578692 | 4.9104 | 3e-06 |
6 | 0.502894 | 4.2672 | 3e-05 |
7 | 0.421906 | 3.58 | 0.00031 |
8 | 0.339379 | 2.8797 | 0.002619 |
9 | 0.26262 | 2.2284 | 0.014489 |
10 | 0.183883 | 1.5603 | 0.061537 |
11 | 0.09361 | 0.7943 | 0.214812 |
12 | 0.005775 | 0.049 | 0.480527 |
13 | -0.02167 | -0.1839 | 0.427312 |
14 | -0.049122 | -0.4168 | 0.339026 |
15 | -0.083822 | -0.7112 | 0.239614 |
16 | -0.119631 | -1.0151 | 0.156729 |
17 | -0.153888 | -1.3058 | 0.097892 |
18 | -0.168003 | -1.4256 | 0.079159 |
19 | -0.181691 | -1.5417 | 0.063765 |
20 | -0.195383 | -1.6579 | 0.050847 |
21 | -0.204314 | -1.7337 | 0.043629 |
22 | -0.211355 | -1.7934 | 0.038554 |
23 | -0.211068 | -1.791 | 0.03875 |
24 | -0.198589 | -1.6851 | 0.048152 |
25 | -0.184218 | -1.5631 | 0.061202 |
26 | -0.165181 | -1.4016 | 0.082664 |
27 | -0.133958 | -1.1367 | 0.129723 |
28 | -0.103936 | -0.8819 | 0.190375 |
29 | -0.077297 | -0.6559 | 0.256994 |
30 | -0.050107 | -0.4252 | 0.335989 |
31 | -0.021066 | -0.1787 | 0.429319 |
32 | 0.002244 | 0.019 | 0.49243 |
33 | 0.029351 | 0.249 | 0.402016 |
34 | 0.057176 | 0.4852 | 0.314521 |
35 | 0.076906 | 0.6526 | 0.258055 |
36 | 0.092103 | 0.7815 | 0.21853 |
37 | 0.111325 | 0.9446 | 0.174006 |
38 | 0.124081 | 1.0529 | 0.147962 |
39 | 0.119064 | 1.0103 | 0.157869 |
40 | 0.117084 | 0.9935 | 0.161899 |
41 | 0.11113 | 0.943 | 0.174425 |
42 | 0.104084 | 0.8832 | 0.19004 |
43 | 0.09631 | 0.8172 | 0.208251 |
44 | 0.079108 | 0.6713 | 0.252103 |
45 | 0.052786 | 0.4479 | 0.327784 |
46 | 0.028362 | 0.2407 | 0.405251 |
47 | 0.002118 | 0.018 | 0.492855 |
48 | -0.027042 | -0.2295 | 0.409583 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.900303 | 7.6393 | 0 |
2 | -0.015729 | -0.1335 | 0.447097 |
3 | 0.041922 | 0.3557 | 0.361546 |
4 | -0.040316 | -0.3421 | 0.36664 |
5 | -0.049956 | -0.4239 | 0.336454 |
6 | -0.038553 | -0.3271 | 0.372257 |
7 | -0.078829 | -0.6689 | 0.252854 |
8 | -0.065029 | -0.5518 | 0.2914 |
9 | -0.035494 | -0.3012 | 0.382074 |
10 | -0.071902 | -0.6101 | 0.271857 |
11 | -0.124777 | -1.0588 | 0.146622 |
12 | -0.074223 | -0.6298 | 0.265408 |
13 | 0.237088 | 2.0118 | 0.023994 |
14 | -0.019397 | -0.1646 | 0.434863 |
15 | -0.035806 | -0.3038 | 0.38107 |
16 | -0.055689 | -0.4725 | 0.318986 |
17 | -0.046092 | -0.3911 | 0.348439 |
18 | 0.067684 | 0.5743 | 0.283772 |
19 | -0.052968 | -0.4494 | 0.32723 |
20 | -0.035454 | -0.3008 | 0.382204 |
21 | -0.003018 | -0.0256 | 0.489822 |
22 | -0.038274 | -0.3248 | 0.37315 |
23 | -0.024716 | -0.2097 | 0.417238 |
24 | 0.029 | 0.2461 | 0.403163 |
25 | 0.088061 | 0.7472 | 0.228682 |
26 | 0.031699 | 0.269 | 0.394359 |
27 | 0.046699 | 0.3963 | 0.346545 |
28 | -0.025592 | -0.2172 | 0.414349 |
29 | -0.017452 | -0.1481 | 0.441344 |
30 | 0.05657 | 0.48 | 0.316337 |
31 | -0.002732 | -0.0232 | 0.490783 |
32 | -0.034699 | -0.2944 | 0.384638 |
33 | 0.024705 | 0.2096 | 0.417274 |
34 | -0.003774 | -0.032 | 0.487271 |
35 | -0.016232 | -0.1377 | 0.445418 |
36 | 0.005579 | 0.0473 | 0.481186 |
37 | 0.054672 | 0.4639 | 0.322057 |
38 | 0.007346 | 0.0623 | 0.475237 |
39 | -0.062178 | -0.5276 | 0.299702 |
40 | -0.005937 | -0.0504 | 0.47998 |
41 | -0.028072 | -0.2382 | 0.406202 |
42 | 0.030418 | 0.2581 | 0.398531 |
43 | -0.002179 | -0.0185 | 0.49265 |
44 | -0.067065 | -0.5691 | 0.285542 |
45 | -0.040989 | -0.3478 | 0.364501 |
46 | -0.009205 | -0.0781 | 0.468981 |
47 | -0.031377 | -0.2662 | 0.395407 |
48 | -0.022366 | -0.1898 | 0.425007 |