Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.938291 | 8.5996 | 0 |
2 | 0.856343 | 7.8485 | 0 |
3 | 0.764851 | 7.01 | 0 |
4 | 0.667183 | 6.1148 | 0 |
5 | 0.564636 | 5.175 | 1e-06 |
6 | 0.466507 | 4.2756 | 2.5e-05 |
7 | 0.387276 | 3.5494 | 0.000318 |
8 | 0.312186 | 2.8612 | 0.002662 |
9 | 0.250245 | 2.2935 | 0.012158 |
10 | 0.19557 | 1.7924 | 0.038332 |
11 | 0.15431 | 1.4143 | 0.080489 |
12 | 0.110647 | 1.0141 | 0.156724 |
13 | 0.076222 | 0.6986 | 0.243369 |
14 | 0.052405 | 0.4803 | 0.316132 |
15 | 0.033027 | 0.3027 | 0.381435 |
16 | -0.001596 | -0.0146 | 0.494182 |
17 | -0.041343 | -0.3789 | 0.352854 |
18 | -0.073479 | -0.6734 | 0.251256 |
19 | -0.119303 | -1.0934 | 0.138665 |
20 | -0.168397 | -1.5434 | 0.063249 |
21 | -0.214597 | -1.9668 | 0.026253 |
22 | -0.250809 | -2.2987 | 0.012003 |
23 | -0.285372 | -2.6155 | 0.005281 |
24 | -0.302323 | -2.7708 | 0.003441 |
25 | -0.300678 | -2.7558 | 0.00359 |
26 | -0.27436 | -2.5146 | 0.006912 |
27 | -0.23171 | -2.1237 | 0.01832 |
28 | -0.18247 | -1.6724 | 0.049086 |
29 | -0.122747 | -1.125 | 0.131898 |
30 | -0.045031 | -0.4127 | 0.340432 |
31 | 0.036912 | 0.3383 | 0.367988 |
32 | 0.100201 | 0.9184 | 0.180531 |
33 | 0.151551 | 1.389 | 0.084254 |
34 | 0.176333 | 1.6161 | 0.05491 |
35 | 0.188226 | 1.7251 | 0.044091 |
36 | 0.188896 | 1.7313 | 0.043538 |
37 | 0.187989 | 1.7229 | 0.044289 |
38 | 0.180567 | 1.6549 | 0.050836 |
39 | 0.165909 | 1.5206 | 0.06606 |
40 | 0.153836 | 1.4099 | 0.081126 |
41 | 0.146212 | 1.3401 | 0.09192 |
42 | 0.138275 | 1.2673 | 0.104273 |
43 | 0.111586 | 1.0227 | 0.154693 |
44 | 0.081944 | 0.751 | 0.227368 |
45 | 0.057589 | 0.5278 | 0.29951 |
46 | 0.050859 | 0.4661 | 0.321163 |
47 | 0.053641 | 0.4916 | 0.312133 |
48 | 0.057294 | 0.5251 | 0.300444 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.938291 | 8.5996 | 0 |
2 | -0.201036 | -1.8425 | 0.034463 |
3 | -0.100623 | -0.9222 | 0.179527 |
4 | -0.086313 | -0.7911 | 0.215566 |
5 | -0.086564 | -0.7934 | 0.214898 |
6 | -0.013283 | -0.1217 | 0.451698 |
7 | 0.09391 | 0.8607 | 0.195927 |
8 | -0.067117 | -0.6151 | 0.270063 |
9 | 0.037139 | 0.3404 | 0.367207 |
10 | -0.032499 | -0.2979 | 0.383274 |
11 | 0.035048 | 0.3212 | 0.374419 |
12 | -0.098874 | -0.9062 | 0.183712 |
13 | 0.048859 | 0.4478 | 0.327725 |
14 | 0.024378 | 0.2234 | 0.411872 |
15 | -0.004461 | -0.0409 | 0.483741 |
16 | -0.185956 | -1.7043 | 0.046009 |
17 | -0.034349 | -0.3148 | 0.376843 |
18 | 0.021882 | 0.2005 | 0.420768 |
19 | -0.141 | -1.2923 | 0.099901 |
20 | -0.035968 | -0.3297 | 0.371241 |
21 | 0.002264 | 0.0208 | 0.491747 |
22 | -0.00996 | -0.0913 | 0.463741 |
23 | -0.040016 | -0.3668 | 0.357363 |
24 | 0.099559 | 0.9125 | 0.182066 |
25 | 0.04193 | 0.3843 | 0.350867 |
26 | 0.1391 | 1.2749 | 0.102935 |
27 | 0.075882 | 0.6955 | 0.244341 |
28 | 0.006062 | 0.0556 | 0.477912 |
29 | 0.018094 | 0.1658 | 0.434342 |
30 | 0.211778 | 1.941 | 0.027807 |
31 | 0.064958 | 0.5954 | 0.276604 |
32 | -0.108063 | -0.9904 | 0.162408 |
33 | -0.053289 | -0.4884 | 0.313268 |
34 | -0.113998 | -1.0448 | 0.149555 |
35 | 0.00354 | 0.0324 | 0.487098 |
36 | 0.002213 | 0.0203 | 0.491932 |
37 | 0.069999 | 0.6416 | 0.261455 |
38 | -0.016079 | -0.1474 | 0.441599 |
39 | -0.04553 | -0.4173 | 0.338766 |
40 | -0.018874 | -0.173 | 0.431542 |
41 | 0.022684 | 0.2079 | 0.417905 |
42 | -0.069231 | -0.6345 | 0.263737 |
43 | -0.137865 | -1.2636 | 0.104942 |
44 | -0.06684 | -0.6126 | 0.270899 |
45 | -0.027227 | -0.2495 | 0.401776 |
46 | 0.12817 | 1.1747 | 0.121717 |
47 | 0.149264 | 1.368 | 0.087476 |
48 | -0.043091 | -0.3949 | 0.346947 |