Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.844646 | 7.7413 | 0 |
2 | 0.732646 | 6.7148 | 0 |
3 | 0.70848 | 6.4933 | 0 |
4 | 0.689122 | 6.3159 | 0 |
5 | 0.663973 | 6.0854 | 0 |
6 | 0.616079 | 5.6465 | 0 |
7 | 0.598327 | 5.4838 | 0 |
8 | 0.565265 | 5.1807 | 1e-06 |
9 | 0.512518 | 4.6973 | 5e-06 |
10 | 0.495474 | 4.5411 | 9e-06 |
11 | 0.474697 | 4.3507 | 1.9e-05 |
12 | 0.466109 | 4.272 | 2.5e-05 |
13 | 0.406966 | 3.7299 | 0.000174 |
14 | 0.349421 | 3.2025 | 0.000963 |
15 | 0.325263 | 2.9811 | 0.001878 |
16 | 0.300687 | 2.7558 | 0.003589 |
17 | 0.272951 | 2.5016 | 0.007151 |
18 | 0.214293 | 1.964 | 0.026417 |
19 | 0.189979 | 1.7412 | 0.042656 |
20 | 0.173936 | 1.5941 | 0.05733 |
21 | 0.161462 | 1.4798 | 0.071331 |
22 | 0.11173 | 1.024 | 0.154383 |
23 | 0.070251 | 0.6439 | 0.260711 |
24 | 0.093855 | 0.8602 | 0.196064 |
25 | 0.071803 | 0.6581 | 0.256141 |
26 | 0.024723 | 0.2266 | 0.410648 |
27 | 0.021435 | 0.1965 | 0.422364 |
28 | -0.000368 | -0.0034 | 0.498659 |
29 | 0.000257 | 0.0024 | 0.499064 |
30 | -0.01804 | -0.1653 | 0.434537 |
31 | -0.025215 | -0.2311 | 0.408899 |
32 | -0.015822 | -0.145 | 0.442526 |
33 | -0.045457 | -0.4166 | 0.33901 |
34 | -0.092304 | -0.846 | 0.199985 |
35 | -0.113667 | -1.0418 | 0.150254 |
36 | -0.081614 | -0.748 | 0.228273 |
37 | -0.030366 | -0.2783 | 0.390731 |
38 | -0.028125 | -0.2578 | 0.398608 |
39 | -0.04413 | -0.4045 | 0.343451 |
40 | -0.059786 | -0.5479 | 0.292592 |
41 | -0.078725 | -0.7215 | 0.236294 |
42 | -0.09346 | -0.8566 | 0.197059 |
43 | -0.110795 | -1.0155 | 0.156403 |
44 | -0.118258 | -1.0839 | 0.140766 |
45 | -0.134334 | -1.2312 | 0.110843 |
46 | -0.15601 | -1.4299 | 0.078234 |
47 | -0.198805 | -1.8221 | 0.036001 |
48 | -0.223268 | -2.0463 | 0.021928 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.844646 | 7.7413 | 0 |
2 | 0.067065 | 0.6147 | 0.27022 |
3 | 0.261174 | 2.3937 | 0.009453 |
4 | 0.091402 | 0.8377 | 0.202285 |
5 | 0.082781 | 0.7587 | 0.225079 |
6 | -0.042079 | -0.3857 | 0.350361 |
7 | 0.096125 | 0.881 | 0.190415 |
8 | -0.063647 | -0.5833 | 0.280615 |
9 | -0.055528 | -0.5089 | 0.306072 |
10 | 0.059572 | 0.546 | 0.29326 |
11 | -0.020522 | -0.1881 | 0.425631 |
12 | 0.072094 | 0.6608 | 0.255288 |
13 | -0.16196 | -1.4844 | 0.070724 |
14 | -0.038815 | -0.3557 | 0.361462 |
15 | -0.029028 | -0.266 | 0.395428 |
16 | -0.000831 | -0.0076 | 0.49697 |
17 | -0.023851 | -0.2186 | 0.413748 |
18 | -0.11165 | -1.0233 | 0.154555 |
19 | 0.052145 | 0.4779 | 0.316975 |
20 | -0.025393 | -0.2327 | 0.40827 |
21 | 0.094664 | 0.8676 | 0.194041 |
22 | -0.17459 | -1.6001 | 0.056661 |
23 | 0.021543 | 0.1974 | 0.421979 |
24 | 0.127344 | 1.1671 | 0.12323 |
25 | -0.068558 | -0.6283 | 0.265743 |
26 | -0.030446 | -0.279 | 0.39045 |
27 | 0.048637 | 0.4458 | 0.328456 |
28 | -0.074553 | -0.6833 | 0.248152 |
29 | 0.082916 | 0.7599 | 0.22471 |
30 | 0.005238 | 0.048 | 0.480914 |
31 | -0.013613 | -0.1248 | 0.450505 |
32 | 0.034523 | 0.3164 | 0.376239 |
33 | -0.079318 | -0.727 | 0.234634 |
34 | -0.118444 | -1.0856 | 0.14039 |
35 | 0.019282 | 0.1767 | 0.430077 |
36 | 0.084375 | 0.7733 | 0.220756 |
37 | 0.165861 | 1.5201 | 0.066115 |
38 | 0.033729 | 0.3091 | 0.378995 |
39 | -0.045088 | -0.4132 | 0.340241 |
40 | -0.070288 | -0.6442 | 0.260601 |
41 | -0.108405 | -0.9936 | 0.161647 |
42 | -0.051729 | -0.4741 | 0.318327 |
43 | -0.062527 | -0.5731 | 0.284066 |
44 | -0.02952 | -0.2706 | 0.393699 |
45 | -0.048137 | -0.4412 | 0.330107 |
46 | 0.020287 | 0.1859 | 0.426473 |
47 | -0.117795 | -1.0796 | 0.141704 |
48 | -0.133703 | -1.2254 | 0.111924 |