Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.91661 | 8.4009 | 0 |
2 | 0.830065 | 7.6077 | 0 |
3 | 0.699872 | 6.4144 | 0 |
4 | 0.595486 | 5.4577 | 0 |
5 | 0.491762 | 4.5071 | 1.1e-05 |
6 | 0.451203 | 4.1353 | 4.2e-05 |
7 | 0.435567 | 3.992 | 7e-05 |
8 | 0.478105 | 4.3819 | 1.7e-05 |
9 | 0.523626 | 4.7991 | 3e-06 |
10 | 0.600223 | 5.5011 | 0 |
11 | 0.629177 | 5.7665 | 0 |
12 | 0.663137 | 6.0778 | 0 |
13 | 0.592016 | 5.4259 | 0 |
14 | 0.512342 | 4.6957 | 5e-06 |
15 | 0.399513 | 3.6616 | 0.000219 |
16 | 0.296846 | 2.7206 | 0.003959 |
17 | 0.192475 | 1.7641 | 0.040679 |
18 | 0.133245 | 1.2212 | 0.112712 |
19 | 0.091784 | 0.8412 | 0.201308 |
20 | 0.095854 | 0.8785 | 0.191085 |
21 | 0.109709 | 1.0055 | 0.158772 |
22 | 0.161309 | 1.4784 | 0.071517 |
23 | 0.187835 | 1.7215 | 0.044418 |
24 | 0.219968 | 2.016 | 0.023496 |
25 | 0.177344 | 1.6254 | 0.053914 |
26 | 0.126884 | 1.1629 | 0.124079 |
27 | 0.045306 | 0.4152 | 0.339515 |
28 | -0.038355 | -0.3515 | 0.363037 |
29 | -0.130743 | -1.1983 | 0.11709 |
30 | -0.189024 | -1.7324 | 0.043433 |
31 | -0.230127 | -2.1092 | 0.018954 |
32 | -0.236112 | -2.164 | 0.016652 |
33 | -0.227489 | -2.085 | 0.020054 |
34 | -0.183749 | -1.6841 | 0.047938 |
35 | -0.160457 | -1.4706 | 0.072567 |
36 | -0.123134 | -1.1285 | 0.131153 |
37 | -0.134774 | -1.2352 | 0.110095 |
38 | -0.152836 | -1.4008 | 0.082485 |
39 | -0.198146 | -1.816 | 0.036466 |
40 | -0.250122 | -2.2924 | 0.012191 |
41 | -0.309259 | -2.8344 | 0.002874 |
42 | -0.349159 | -3.2001 | 0.00097 |
43 | -0.373701 | -3.425 | 0.000477 |
44 | -0.373978 | -3.4276 | 0.000473 |
45 | -0.36699 | -3.3635 | 0.000581 |
46 | -0.329344 | -3.0185 | 0.001681 |
47 | -0.307744 | -2.8205 | 0.00299 |
48 | -0.273166 | -2.5036 | 0.007114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.91661 | 8.4009 | 0 |
2 | -0.063254 | -0.5797 | 0.281823 |
3 | -0.32114 | -2.9433 | 0.002099 |
4 | 0.102869 | 0.9428 | 0.174242 |
5 | 0.005628 | 0.0516 | 0.479491 |
6 | 0.28005 | 2.5667 | 0.00602 |
7 | 0.136042 | 1.2468 | 0.10796 |
8 | 0.219809 | 2.0146 | 0.023574 |
9 | 0.05158 | 0.4727 | 0.318812 |
10 | 0.172676 | 1.5826 | 0.058635 |
11 | -0.137894 | -1.2638 | 0.104896 |
12 | 0.11852 | 1.0863 | 0.140238 |
13 | -0.487813 | -4.4709 | 1.2e-05 |
14 | -0.043316 | -0.397 | 0.346187 |
15 | 0.070568 | 0.6468 | 0.259773 |
16 | -0.144426 | -1.3237 | 0.094599 |
17 | -0.008898 | -0.0816 | 0.467599 |
18 | -0.106354 | -0.9748 | 0.166241 |
19 | -0.072122 | -0.661 | 0.255208 |
20 | -0.065934 | -0.6043 | 0.273638 |
21 | 0.029607 | 0.2713 | 0.393394 |
22 | 0.040419 | 0.3704 | 0.355991 |
23 | 0.098424 | 0.9021 | 0.1848 |
24 | -0.02915 | -0.2672 | 0.395 |
25 | -0.154993 | -1.4205 | 0.079577 |
26 | 0.076788 | 0.7038 | 0.24176 |
27 | -0.041442 | -0.3798 | 0.352517 |
28 | -0.029873 | -0.2738 | 0.392457 |
29 | -0.019104 | -0.1751 | 0.430714 |
30 | -0.013797 | -0.1265 | 0.449837 |
31 | 0.034176 | 0.3132 | 0.377443 |
32 | -0.072022 | -0.6601 | 0.2555 |
33 | -0.010697 | -0.098 | 0.461068 |
34 | -0.027067 | -0.2481 | 0.402341 |
35 | -0.078025 | -0.7151 | 0.238262 |
36 | 0.058842 | 0.5393 | 0.295556 |
37 | 0.027687 | 0.2538 | 0.400152 |
38 | -0.002443 | -0.0224 | 0.491094 |
39 | -0.013806 | -0.1265 | 0.449807 |
40 | -0.028426 | -0.2605 | 0.397545 |
41 | 0.030414 | 0.2787 | 0.390562 |
42 | -0.012342 | -0.1131 | 0.455106 |
43 | 0.044322 | 0.4062 | 0.342807 |
44 | -0.015825 | -0.145 | 0.442514 |
45 | -0.061483 | -0.5635 | 0.287297 |
46 | -0.04228 | -0.3875 | 0.349681 |
47 | -0.03661 | -0.3355 | 0.369029 |
48 | -0.020959 | -0.1921 | 0.424068 |