Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.923787 | 8.4667 | 0 |
2 | 0.817774 | 7.495 | 0 |
3 | 0.723196 | 6.6282 | 0 |
4 | 0.653805 | 5.9922 | 0 |
5 | 0.608569 | 5.5776 | 0 |
6 | 0.592751 | 5.4327 | 0 |
7 | 0.578707 | 5.3039 | 0 |
8 | 0.533032 | 4.8853 | 2e-06 |
9 | 0.480585 | 4.4046 | 1.6e-05 |
10 | 0.426463 | 3.9086 | 9.4e-05 |
11 | 0.37542 | 3.4408 | 0.000453 |
12 | 0.316448 | 2.9003 | 0.002379 |
13 | 0.272414 | 2.4967 | 0.007244 |
14 | 0.233842 | 2.1432 | 0.017495 |
15 | 0.202605 | 1.8569 | 0.033415 |
16 | 0.177469 | 1.6265 | 0.053792 |
17 | 0.135806 | 1.2447 | 0.108355 |
18 | 0.106117 | 0.9726 | 0.166777 |
19 | 0.083888 | 0.7689 | 0.222069 |
20 | 0.064686 | 0.5929 | 0.277435 |
21 | 0.037982 | 0.3481 | 0.364314 |
22 | 0.020478 | 0.1877 | 0.42579 |
23 | 0.001186 | 0.0109 | 0.495678 |
24 | -0.029848 | -0.2736 | 0.392547 |
25 | -0.053857 | -0.4936 | 0.311435 |
26 | -0.062948 | -0.5769 | 0.282766 |
27 | -0.068376 | -0.6267 | 0.266284 |
28 | -0.072383 | -0.6634 | 0.254444 |
29 | -0.053487 | -0.4902 | 0.312629 |
30 | -0.031979 | -0.2931 | 0.385088 |
31 | -0.018268 | -0.1674 | 0.433718 |
32 | -0.022974 | -0.2106 | 0.41687 |
33 | -0.030576 | -0.2802 | 0.389995 |
34 | -0.036394 | -0.3336 | 0.369774 |
35 | -0.047368 | -0.4341 | 0.332651 |
36 | -0.059404 | -0.5444 | 0.293789 |
37 | -0.073241 | -0.6713 | 0.251948 |
38 | -0.083688 | -0.767 | 0.222612 |
39 | -0.09131 | -0.8369 | 0.202519 |
40 | -0.105249 | -0.9646 | 0.168751 |
41 | -0.108205 | -0.9917 | 0.162093 |
42 | -0.100758 | -0.9235 | 0.179206 |
43 | -0.114119 | -1.0459 | 0.1493 |
44 | -0.136466 | -1.2507 | 0.107253 |
45 | -0.148122 | -1.3576 | 0.08912 |
46 | -0.150889 | -1.3829 | 0.085178 |
47 | -0.145528 | -1.3338 | 0.092939 |
48 | -0.120149 | -1.1012 | 0.136981 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.923787 | 8.4667 | 0 |
2 | -0.242871 | -2.226 | 0.014348 |
3 | 0.062553 | 0.5733 | 0.283983 |
4 | 0.087626 | 0.8031 | 0.212091 |
5 | 0.076682 | 0.7028 | 0.242061 |
6 | 0.152084 | 1.3939 | 0.083517 |
7 | -0.035841 | -0.3285 | 0.371679 |
8 | -0.184538 | -1.6913 | 0.047242 |
9 | 0.060823 | 0.5574 | 0.289351 |
10 | -0.039765 | -0.3644 | 0.358219 |
11 | -0.020839 | -0.191 | 0.424495 |
12 | -0.13234 | -1.2129 | 0.114281 |
13 | 0.039027 | 0.3577 | 0.360737 |
14 | -0.035043 | -0.3212 | 0.374439 |
15 | 0.047897 | 0.439 | 0.330899 |
16 | -0.006679 | -0.0612 | 0.475669 |
17 | -0.173801 | -1.5929 | 0.057469 |
18 | 0.161398 | 1.4792 | 0.071409 |
19 | 0.021488 | 0.1969 | 0.422176 |
20 | -0.051335 | -0.4705 | 0.319611 |
21 | -0.051784 | -0.4746 | 0.318148 |
22 | 0.029713 | 0.2723 | 0.393022 |
23 | -0.016416 | -0.1505 | 0.440384 |
24 | -0.058778 | -0.5387 | 0.295757 |
25 | 0.008942 | 0.082 | 0.467438 |
26 | 0.024746 | 0.2268 | 0.410564 |
27 | -0.013799 | -0.1265 | 0.449833 |
28 | 0.068083 | 0.624 | 0.267162 |
29 | 0.083758 | 0.7677 | 0.222424 |
30 | 0.012834 | 0.1176 | 0.453323 |
31 | 0.011122 | 0.1019 | 0.459527 |
32 | -0.103358 | -0.9473 | 0.173103 |
33 | 0.04886 | 0.4478 | 0.327721 |
34 | 0.0136 | 0.1246 | 0.450552 |
35 | -0.093613 | -0.858 | 0.196674 |
36 | -0.089541 | -0.8207 | 0.207081 |
37 | -0.039756 | -0.3644 | 0.358248 |
38 | 0.000703 | 0.0064 | 0.497436 |
39 | 0.029721 | 0.2724 | 0.392993 |
40 | -0.125194 | -1.1474 | 0.127232 |
41 | 0.088059 | 0.8071 | 0.210951 |
42 | 0.04875 | 0.4468 | 0.328084 |
43 | -0.125731 | -1.1523 | 0.126224 |
44 | 0.005925 | 0.0543 | 0.478411 |
45 | 0.014303 | 0.1311 | 0.448009 |
46 | 0.062221 | 0.5703 | 0.28501 |
47 | 0.07405 | 0.6787 | 0.249602 |
48 | 0.086919 | 0.7966 | 0.213958 |