Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.915124 | 7.7651 | 0 |
2 | 0.779036 | 6.6103 | 0 |
3 | 0.622063 | 5.2784 | 1e-06 |
4 | 0.463475 | 3.9327 | 9.6e-05 |
5 | 0.326405 | 2.7696 | 0.003567 |
6 | 0.229778 | 1.9497 | 0.027552 |
7 | 0.17975 | 1.5252 | 0.065792 |
8 | 0.151654 | 1.2868 | 0.101139 |
9 | 0.116271 | 0.9866 | 0.163574 |
10 | 0.089187 | 0.7568 | 0.225826 |
11 | 0.066817 | 0.567 | 0.286253 |
12 | 0.013279 | 0.1127 | 0.455302 |
13 | -0.047753 | -0.4052 | 0.343268 |
14 | -0.100408 | -0.852 | 0.198522 |
15 | -0.144253 | -1.224 | 0.112466 |
16 | -0.178527 | -1.5149 | 0.067094 |
17 | -0.196574 | -1.668 | 0.049831 |
18 | -0.194054 | -1.6466 | 0.051999 |
19 | -0.176828 | -1.5004 | 0.068937 |
20 | -0.161251 | -1.3683 | 0.087743 |
21 | -0.125429 | -1.0643 | 0.145374 |
22 | -0.085699 | -0.7272 | 0.234737 |
23 | -0.05583 | -0.4737 | 0.318563 |
24 | -0.050006 | -0.4243 | 0.336301 |
25 | -0.050867 | -0.4316 | 0.333655 |
26 | -0.076139 | -0.6461 | 0.260146 |
27 | -0.112603 | -0.9555 | 0.171269 |
28 | -0.153541 | -1.3028 | 0.098391 |
29 | -0.168589 | -1.4305 | 0.078446 |
30 | -0.13975 | -1.1858 | 0.119797 |
31 | -0.09948 | -0.8441 | 0.2007 |
32 | -0.035457 | -0.3009 | 0.382193 |
33 | 0.042809 | 0.3632 | 0.358742 |
34 | 0.113908 | 0.9665 | 0.168505 |
35 | 0.160422 | 1.3612 | 0.088844 |
36 | 0.194541 | 1.6507 | 0.051574 |
37 | 0.20522 | 1.7414 | 0.042947 |
38 | 0.193774 | 1.6442 | 0.052245 |
39 | 0.161405 | 1.3696 | 0.087539 |
40 | 0.117982 | 1.0011 | 0.160063 |
41 | 0.077072 | 0.654 | 0.257604 |
42 | 0.035941 | 0.305 | 0.380634 |
43 | 0.000869 | 0.0074 | 0.49707 |
44 | -0.01482 | -0.1258 | 0.450138 |
45 | -0.029479 | -0.2501 | 0.401596 |
46 | -0.056054 | -0.4756 | 0.317887 |
47 | -0.08325 | -0.7064 | 0.24111 |
48 | -0.120553 | -1.0229 | 0.154884 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.915124 | 7.7651 | 0 |
2 | -0.359379 | -3.0494 | 0.001603 |
3 | -0.12844 | -1.0899 | 0.139706 |
4 | -0.061945 | -0.5256 | 0.300382 |
5 | 0.041242 | 0.3499 | 0.3637 |
6 | 0.106981 | 0.9078 | 0.183516 |
7 | 0.106905 | 0.9071 | 0.183685 |
8 | -0.06631 | -0.5627 | 0.287708 |
9 | -0.175214 | -1.4867 | 0.070724 |
10 | 0.066602 | 0.5651 | 0.28687 |
11 | 0.038327 | 0.3252 | 0.372982 |
12 | -0.227554 | -1.9309 | 0.028719 |
13 | 0.009539 | 0.0809 | 0.467856 |
14 | 0.029369 | 0.2492 | 0.401957 |
15 | -0.04014 | -0.3406 | 0.367199 |
16 | -0.013757 | -0.1167 | 0.453697 |
17 | 0.023481 | 0.1992 | 0.421316 |
18 | -0.029679 | -0.2518 | 0.400945 |
19 | 0.009283 | 0.0788 | 0.468717 |
20 | 0.011307 | 0.0959 | 0.461916 |
21 | 0.129558 | 1.0993 | 0.137641 |
22 | -0.065063 | -0.5521 | 0.291303 |
23 | -0.011342 | -0.0962 | 0.461799 |
24 | -0.120954 | -1.0263 | 0.154085 |
25 | 0.031288 | 0.2655 | 0.395696 |
26 | -0.1475 | -1.2516 | 0.107387 |
27 | 0.022062 | 0.1872 | 0.426014 |
28 | -0.048817 | -0.4142 | 0.33997 |
29 | 0.100829 | 0.8556 | 0.197538 |
30 | 0.190514 | 1.6166 | 0.055173 |
31 | -0.076034 | -0.6452 | 0.260433 |
32 | 0.053314 | 0.4524 | 0.326176 |
33 | 0.054499 | 0.4624 | 0.322581 |
34 | 0.036816 | 0.3124 | 0.377821 |
35 | -0.003599 | -0.0305 | 0.487862 |
36 | 0.096655 | 0.8201 | 0.20742 |
37 | -0.070325 | -0.5967 | 0.276281 |
38 | -0.087401 | -0.7416 | 0.230364 |
39 | 0.017996 | 0.1527 | 0.43953 |
40 | -0.104283 | -0.8849 | 0.189586 |
41 | -0.07133 | -0.6053 | 0.273456 |
42 | 0.007241 | 0.0614 | 0.47559 |
43 | 0.00107 | 0.0091 | 0.49639 |
44 | -0.012738 | -0.1081 | 0.457115 |
45 | -0.028218 | -0.2394 | 0.405722 |
46 | -0.119247 | -1.0118 | 0.157501 |
47 | 0.020051 | 0.1701 | 0.43269 |
48 | -0.086845 | -0.7369 | 0.231787 |