Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.857753 | 9.3962 | 0 |
2 | 0.746861 | 8.1815 | 0 |
3 | 0.641302 | 7.0251 | 0 |
4 | 0.619446 | 6.7857 | 0 |
5 | 0.53063 | 5.8128 | 0 |
6 | 0.531218 | 5.8192 | 0 |
7 | 0.497964 | 5.4549 | 0 |
8 | 0.536681 | 5.879 | 0 |
9 | 0.501285 | 5.4913 | 0 |
10 | 0.54939 | 6.0183 | 0 |
11 | 0.602262 | 6.5975 | 0 |
12 | 0.68089 | 7.4588 | 0 |
13 | 0.531458 | 5.8218 | 0 |
14 | 0.411487 | 4.5076 | 8e-06 |
15 | 0.307421 | 3.3676 | 0.00051 |
16 | 0.27166 | 2.9759 | 0.001767 |
17 | 0.178566 | 1.9561 | 0.026389 |
18 | 0.177323 | 1.9425 | 0.027211 |
19 | 0.148652 | 1.6284 | 0.053031 |
20 | 0.170173 | 1.8641 | 0.032372 |
21 | 0.118868 | 1.3021 | 0.097681 |
22 | 0.140661 | 1.5409 | 0.062992 |
23 | 0.169668 | 1.8586 | 0.032766 |
24 | 0.224097 | 2.4549 | 0.007764 |
25 | 0.097084 | 1.0635 | 0.144846 |
26 | -0.000857 | -0.0094 | 0.496262 |
27 | -0.078145 | -0.856 | 0.196842 |
28 | -0.100156 | -1.0972 | 0.137385 |
29 | -0.160333 | -1.7564 | 0.040789 |
30 | -0.135632 | -1.4858 | 0.069981 |
31 | -0.128009 | -1.4023 | 0.081708 |
32 | -0.103565 | -1.1345 | 0.129423 |
33 | -0.147944 | -1.6206 | 0.05386 |
34 | -0.128306 | -1.4055 | 0.081225 |
35 | -0.104332 | -1.1429 | 0.127677 |
36 | -0.057979 | -0.6351 | 0.263276 |
37 | -0.151283 | -1.6572 | 0.050043 |
38 | -0.208909 | -2.2885 | 0.011929 |
39 | -0.260506 | -2.8537 | 0.002546 |
40 | -0.266692 | -2.9215 | 0.002082 |
41 | -0.298949 | -3.2748 | 0.000691 |
42 | -0.253075 | -2.7723 | 0.003227 |
43 | -0.232833 | -2.5506 | 0.006007 |
44 | -0.21117 | -2.3133 | 0.011206 |
45 | -0.260279 | -2.8512 | 0.002564 |
46 | -0.254284 | -2.7855 | 0.003106 |
47 | -0.244868 | -2.6824 | 0.00417 |
48 | -0.218001 | -2.3881 | 0.009248 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.857753 | 9.3962 | 0 |
2 | 0.042083 | 0.461 | 0.322817 |
3 | -0.032062 | -0.3512 | 0.363019 |
4 | 0.258222 | 2.8287 | 0.00274 |
5 | -0.226387 | -2.4799 | 0.007264 |
6 | 0.309441 | 3.3898 | 0.000474 |
7 | -0.068055 | -0.7455 | 0.228712 |
8 | 0.225166 | 2.4666 | 0.007527 |
9 | -0.097105 | -1.0637 | 0.144792 |
10 | 0.27263 | 2.9865 | 0.001711 |
11 | 0.291509 | 3.1933 | 0.000898 |
12 | 0.00151 | 0.0165 | 0.493413 |
13 | -0.683793 | -7.4906 | 0 |
14 | -0.101828 | -1.1155 | 0.133439 |
15 | 0.12572 | 1.3772 | 0.085508 |
16 | -0.114152 | -1.2505 | 0.10678 |
17 | -0.013658 | -0.1496 | 0.440661 |
18 | -0.022505 | -0.2465 | 0.402847 |
19 | -0.01106 | -0.1212 | 0.451884 |
20 | -0.021254 | -0.2328 | 0.408147 |
21 | -0.035849 | -0.3927 | 0.347618 |
22 | -0.063147 | -0.6917 | 0.245218 |
23 | -0.012001 | -0.1315 | 0.447814 |
24 | 0.050446 | 0.5526 | 0.290779 |
25 | -0.005533 | -0.0606 | 0.475884 |
26 | -0.025735 | -0.2819 | 0.389249 |
27 | 0.014176 | 0.1553 | 0.438428 |
28 | 0.000177 | 0.0019 | 0.499227 |
29 | 0.144694 | 1.585 | 0.057794 |
30 | -0.031581 | -0.346 | 0.364993 |
31 | 0.047273 | 0.5179 | 0.302757 |
32 | -0.1122 | -1.2291 | 0.110722 |
33 | -0.019158 | -0.2099 | 0.417063 |
34 | 0.080247 | 0.8791 | 0.190561 |
35 | -0.11985 | -1.3129 | 0.095862 |
36 | 0.028334 | 0.3104 | 0.378404 |
37 | -0.00897 | -0.0983 | 0.460945 |
38 | 0.127851 | 1.4005 | 0.081966 |
39 | -0.187389 | -2.0527 | 0.021136 |
40 | -0.001856 | -0.0203 | 0.491907 |
41 | 0.050801 | 0.5565 | 0.289454 |
42 | -0.080504 | -0.8819 | 0.189803 |
43 | -0.073616 | -0.8064 | 0.210798 |
44 | -0.053356 | -0.5845 | 0.279995 |
45 | -0.045263 | -0.4958 | 0.310459 |
46 | -0.100253 | -1.0982 | 0.137153 |
47 | 0.030807 | 0.3375 | 0.368176 |
48 | -0.089467 | -0.9801 | 0.164513 |