Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.879661 | 9.1417 | 0 |
2 | 0.766655 | 7.9673 | 0 |
3 | 0.688271 | 7.1527 | 0 |
4 | 0.639827 | 6.6493 | 0 |
5 | 0.596005 | 6.1939 | 0 |
6 | 0.565206 | 5.8738 | 0 |
7 | 0.539872 | 5.6105 | 0 |
8 | 0.51832 | 5.3865 | 0 |
9 | 0.4692 | 4.8761 | 2e-06 |
10 | 0.427962 | 4.4475 | 1.1e-05 |
11 | 0.412112 | 4.2828 | 2e-05 |
12 | 0.396475 | 4.1203 | 3.7e-05 |
13 | 0.379851 | 3.9475 | 7e-05 |
14 | 0.379581 | 3.9447 | 7.1e-05 |
15 | 0.374548 | 3.8924 | 8.6e-05 |
16 | 0.372576 | 3.8719 | 9.3e-05 |
17 | 0.367643 | 3.8207 | 0.000111 |
18 | 0.318807 | 3.3131 | 0.000628 |
19 | 0.296732 | 3.0837 | 0.001298 |
20 | 0.295137 | 3.0672 | 0.001366 |
21 | 0.292741 | 3.0423 | 0.001474 |
22 | 0.260471 | 2.7069 | 0.003948 |
23 | 0.230216 | 2.3925 | 0.009231 |
24 | 0.24373 | 2.5329 | 0.006374 |
25 | 0.232848 | 2.4198 | 0.008599 |
26 | 0.213475 | 2.2185 | 0.014307 |
27 | 0.198388 | 2.0617 | 0.020818 |
28 | 0.181757 | 1.8889 | 0.030796 |
29 | 0.153786 | 1.5982 | 0.056461 |
30 | 0.126895 | 1.3187 | 0.095023 |
31 | 0.136263 | 1.4161 | 0.079814 |
32 | 0.137417 | 1.4281 | 0.078077 |
33 | 0.128682 | 1.3373 | 0.091967 |
34 | 0.111726 | 1.1611 | 0.124082 |
35 | 0.07796 | 0.8102 | 0.209808 |
36 | 0.044717 | 0.4647 | 0.321537 |
37 | -0.008431 | -0.0876 | 0.465173 |
38 | -0.031215 | -0.3244 | 0.373134 |
39 | -0.036459 | -0.3789 | 0.352754 |
40 | -0.064225 | -0.6674 | 0.252957 |
41 | -0.09764 | -1.0147 | 0.156258 |
42 | -0.11753 | -1.2214 | 0.112297 |
43 | -0.136995 | -1.4237 | 0.078709 |
44 | -0.14687 | -1.5263 | 0.064927 |
45 | -0.149988 | -1.5587 | 0.060994 |
46 | -0.167579 | -1.7415 | 0.042219 |
47 | -0.162246 | -1.6861 | 0.047331 |
48 | -0.149328 | -1.5519 | 0.061811 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.879661 | 9.1417 | 0 |
2 | -0.031605 | -0.3284 | 0.371604 |
3 | 0.090108 | 0.9364 | 0.17557 |
4 | 0.093428 | 0.9709 | 0.166875 |
5 | 0.016333 | 0.1697 | 0.432767 |
6 | 0.067801 | 0.7046 | 0.241285 |
7 | 0.035035 | 0.3641 | 0.358249 |
8 | 0.032963 | 0.3426 | 0.366299 |
9 | -0.104564 | -1.0867 | 0.139802 |
10 | 0.023182 | 0.2409 | 0.405041 |
11 | 0.079017 | 0.8212 | 0.20668 |
12 | -0.013352 | -0.1388 | 0.444951 |
13 | 0.020287 | 0.2108 | 0.416708 |
14 | 0.08205 | 0.8527 | 0.197859 |
15 | -0.006551 | -0.0681 | 0.472925 |
16 | 0.046136 | 0.4795 | 0.316291 |
17 | 0.02813 | 0.2923 | 0.385294 |
18 | -0.190566 | -1.9804 | 0.0251 |
19 | 0.091231 | 0.9481 | 0.172596 |
20 | 0.055206 | 0.5737 | 0.283676 |
21 | -0.01172 | -0.1218 | 0.451641 |
22 | -0.120986 | -1.2573 | 0.105674 |
23 | 0.002451 | 0.0255 | 0.489861 |
24 | 0.181877 | 1.8901 | 0.030711 |
25 | -0.141412 | -1.4696 | 0.072289 |
26 | 0.045721 | 0.4751 | 0.317823 |
27 | -0.003434 | -0.0357 | 0.485801 |
28 | -0.094094 | -0.9779 | 0.165166 |
29 | -0.017227 | -0.179 | 0.429125 |
30 | 0.010005 | 0.104 | 0.458692 |
31 | 0.107608 | 1.1183 | 0.132962 |
32 | -0.104659 | -1.0876 | 0.139587 |
33 | 0.031071 | 0.3229 | 0.3737 |
34 | 0.001613 | 0.0168 | 0.493326 |
35 | -0.138441 | -1.4387 | 0.07656 |
36 | -0.020826 | -0.2164 | 0.414529 |
37 | -0.142393 | -1.4798 | 0.07092 |
38 | 0.063287 | 0.6577 | 0.256065 |
39 | 0.049922 | 0.5188 | 0.302478 |
40 | -0.159478 | -1.6573 | 0.050177 |
41 | -0.092305 | -0.9593 | 0.169785 |
42 | 0.091644 | 0.9524 | 0.171513 |
43 | -0.002967 | -0.0308 | 0.48773 |
44 | -0.000478 | -0.005 | 0.498021 |
45 | -0.016862 | -0.1752 | 0.43061 |
46 | -0.059024 | -0.6134 | 0.270452 |
47 | 0.109197 | 1.1348 | 0.129485 |
48 | -0.058841 | -0.6115 | 0.27108 |