Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.933363 | 7.9198 | 0 |
2 | 0.837914 | 7.1099 | 0 |
3 | 0.730253 | 6.1964 | 0 |
4 | 0.621608 | 5.2745 | 1e-06 |
5 | 0.504993 | 4.285 | 2.8e-05 |
6 | 0.400848 | 3.4013 | 0.000549 |
7 | 0.311584 | 2.6439 | 0.005027 |
8 | 0.223857 | 1.8995 | 0.030753 |
9 | 0.134812 | 1.1439 | 0.128222 |
10 | 0.054141 | 0.4594 | 0.323665 |
11 | -0.009672 | -0.0821 | 0.467408 |
12 | -0.07966 | -0.6759 | 0.250622 |
13 | -0.145236 | -1.2324 | 0.11091 |
14 | -0.193806 | -1.6445 | 0.052217 |
15 | -0.23298 | -1.9769 | 0.025942 |
16 | -0.265905 | -2.2563 | 0.013545 |
17 | -0.284013 | -2.4099 | 0.009256 |
18 | -0.286502 | -2.431 | 0.008773 |
19 | -0.284919 | -2.4176 | 0.009078 |
20 | -0.283435 | -2.405 | 0.009372 |
21 | -0.27156 | -2.3043 | 0.012048 |
22 | -0.245446 | -2.0827 | 0.020417 |
23 | -0.21655 | -1.8375 | 0.035132 |
24 | -0.201799 | -1.7123 | 0.045571 |
25 | -0.184601 | -1.5664 | 0.060821 |
26 | -0.168646 | -1.431 | 0.078377 |
27 | -0.143035 | -1.2137 | 0.114416 |
28 | -0.114385 | -0.9706 | 0.1675 |
29 | -0.07068 | -0.5997 | 0.275282 |
30 | -0.015081 | -0.128 | 0.449265 |
31 | 0.038783 | 0.3291 | 0.371522 |
32 | 0.092766 | 0.7871 | 0.21689 |
33 | 0.146662 | 1.2445 | 0.108682 |
34 | 0.194823 | 1.6531 | 0.051329 |
35 | 0.230119 | 1.9526 | 0.027376 |
36 | 0.258167 | 2.1906 | 0.015859 |
37 | 0.27693 | 2.3498 | 0.010763 |
38 | 0.27275 | 2.3144 | 0.011752 |
39 | 0.247126 | 2.0969 | 0.019756 |
40 | 0.216352 | 1.8358 | 0.035257 |
41 | 0.173184 | 1.4695 | 0.073025 |
42 | 0.107269 | 0.9102 | 0.182874 |
43 | 0.038293 | 0.3249 | 0.373091 |
44 | -0.016199 | -0.1374 | 0.44553 |
45 | -0.0566 | -0.4803 | 0.316246 |
46 | -0.096905 | -0.8223 | 0.206821 |
47 | -0.119933 | -1.0177 | 0.156123 |
48 | -0.144609 | -1.227 | 0.111901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.933363 | 7.9198 | 0 |
2 | -0.258108 | -2.1901 | 0.015878 |
3 | -0.106259 | -0.9016 | 0.185128 |
4 | -0.041898 | -0.3555 | 0.361622 |
5 | -0.133153 | -1.1298 | 0.131146 |
6 | 0.050427 | 0.4279 | 0.335004 |
7 | 0.017235 | 0.1462 | 0.44207 |
8 | -0.113552 | -0.9635 | 0.169256 |
9 | -0.083491 | -0.7084 | 0.240479 |
10 | -0.012545 | -0.1064 | 0.457762 |
11 | 0.037087 | 0.3147 | 0.376951 |
12 | -0.160667 | -1.3633 | 0.088517 |
13 | -0.02249 | -0.1908 | 0.424598 |
14 | 0.048669 | 0.413 | 0.340428 |
15 | -0.068663 | -0.5826 | 0.280982 |
16 | -0.006534 | -0.0554 | 0.477968 |
17 | 0.0442 | 0.375 | 0.354364 |
18 | -0.010747 | -0.0912 | 0.463797 |
19 | -0.048161 | -0.4087 | 0.342001 |
20 | -0.027027 | -0.2293 | 0.409632 |
21 | 0.043774 | 0.3714 | 0.355701 |
22 | 0.035328 | 0.2998 | 0.38261 |
23 | -0.006444 | -0.0547 | 0.478274 |
24 | -0.134271 | -1.1393 | 0.129171 |
25 | 0.00405 | 0.0344 | 0.486342 |
26 | -0.020362 | -0.1728 | 0.431656 |
27 | 0.113572 | 0.9637 | 0.169213 |
28 | 0.011594 | 0.0984 | 0.460952 |
29 | 0.065807 | 0.5584 | 0.289155 |
30 | 0.081153 | 0.6886 | 0.246641 |
31 | -0.014827 | -0.1258 | 0.450116 |
32 | 0.063891 | 0.5421 | 0.294701 |
33 | 0.03554 | 0.3016 | 0.381926 |
34 | -0.014718 | -0.1249 | 0.45048 |
35 | 0.015191 | 0.1289 | 0.448899 |
36 | 0.01063 | 0.0902 | 0.46419 |
37 | -0.010659 | -0.0904 | 0.464092 |
38 | -0.131109 | -1.1125 | 0.134813 |
39 | -0.069422 | -0.5891 | 0.278831 |
40 | 0.024252 | 0.2058 | 0.418771 |
41 | -0.132897 | -1.1277 | 0.131602 |
42 | -0.134959 | -1.1452 | 0.127966 |
43 | 0.052813 | 0.4481 | 0.327701 |
44 | 0.064118 | 0.5441 | 0.29404 |
45 | 0.045444 | 0.3856 | 0.350462 |
46 | -0.036321 | -0.3082 | 0.379414 |
47 | 0.119714 | 1.0158 | 0.156562 |
48 | -0.145648 | -1.2359 | 0.110263 |