Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.904346 | 8.2885 | 0 |
2 | 0.784476 | 7.1898 | 0 |
3 | 0.715132 | 6.5543 | 0 |
4 | 0.647144 | 5.9312 | 0 |
5 | 0.572198 | 5.2443 | 1e-06 |
6 | 0.529616 | 4.854 | 3e-06 |
7 | 0.490802 | 4.4983 | 1.1e-05 |
8 | 0.477259 | 4.3741 | 1.7e-05 |
9 | 0.46937 | 4.3019 | 2.3e-05 |
10 | 0.476856 | 4.3705 | 1.8e-05 |
11 | 0.532099 | 4.8768 | 3e-06 |
12 | 0.571338 | 5.2364 | 1e-06 |
13 | 0.474826 | 4.3519 | 1.9e-05 |
14 | 0.361577 | 3.3139 | 0.00068 |
15 | 0.293901 | 2.6936 | 0.004266 |
16 | 0.208138 | 1.9076 | 0.029929 |
17 | 0.114745 | 1.0517 | 0.147987 |
18 | 0.070513 | 0.6463 | 0.259937 |
19 | 0.026445 | 0.2424 | 0.404541 |
20 | -0.012067 | -0.1106 | 0.456101 |
21 | -0.047713 | -0.4373 | 0.33151 |
22 | -0.06243 | -0.5722 | 0.284365 |
23 | -0.042543 | -0.3899 | 0.348794 |
24 | -0.029319 | -0.2687 | 0.394404 |
25 | -0.103146 | -0.9453 | 0.173597 |
26 | -0.18176 | -1.6659 | 0.049734 |
27 | -0.224505 | -2.0576 | 0.021364 |
28 | -0.280346 | -2.5694 | 0.005977 |
29 | -0.338894 | -3.106 | 0.001293 |
30 | -0.342545 | -3.1395 | 0.001168 |
31 | -0.347093 | -3.1812 | 0.001028 |
32 | -0.358729 | -3.2878 | 0.000738 |
33 | -0.364611 | -3.3417 | 0.000622 |
34 | -0.354843 | -3.2522 | 0.000825 |
35 | -0.329641 | -3.0212 | 0.001668 |
36 | -0.30927 | -2.8345 | 0.002874 |
37 | -0.348757 | -3.1964 | 0.000981 |
38 | -0.39337 | -3.6053 | 0.000264 |
39 | -0.409714 | -3.7551 | 0.000159 |
40 | -0.423653 | -3.8828 | 0.000102 |
41 | -0.436793 | -4.0033 | 6.7e-05 |
42 | -0.404746 | -3.7096 | 0.000186 |
43 | -0.373753 | -3.4255 | 0.000476 |
44 | -0.347692 | -3.1867 | 0.001011 |
45 | -0.309878 | -2.8401 | 0.002828 |
46 | -0.261765 | -2.3991 | 0.009324 |
47 | -0.209015 | -1.9157 | 0.029406 |
48 | -0.165198 | -1.5141 | 0.066881 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.904346 | 8.2885 | 0 |
2 | -0.183166 | -1.6787 | 0.048459 |
3 | 0.235132 | 2.155 | 0.017011 |
4 | -0.122813 | -1.1256 | 0.13177 |
5 | 0.010164 | 0.0932 | 0.463001 |
6 | 0.126002 | 1.1548 | 0.125718 |
7 | -0.077032 | -0.706 | 0.241067 |
8 | 0.237218 | 2.1741 | 0.016254 |
9 | -0.08804 | -0.8069 | 0.211002 |
10 | 0.21721 | 1.9908 | 0.024879 |
11 | 0.283477 | 2.5981 | 0.005534 |
12 | -0.161689 | -1.4819 | 0.071054 |
13 | -0.607944 | -5.5719 | 0 |
14 | 0.030881 | 0.283 | 0.388924 |
15 | -0.037151 | -0.3405 | 0.367168 |
16 | -0.16413 | -1.5043 | 0.06813 |
17 | 0.079872 | 0.732 | 0.233091 |
18 | 0.125398 | 1.1493 | 0.126848 |
19 | -0.105894 | -0.9705 | 0.167283 |
20 | -0.04957 | -0.4543 | 0.325385 |
21 | -0.157908 | -1.4473 | 0.075774 |
22 | -0.041786 | -0.383 | 0.351352 |
23 | -0.155349 | -1.4238 | 0.079104 |
24 | 0.006333 | 0.058 | 0.476926 |
25 | 0.081113 | 0.7434 | 0.229654 |
26 | -0.012057 | -0.1105 | 0.456135 |
27 | 0.002526 | 0.0231 | 0.490793 |
28 | 0.127996 | 1.1731 | 0.122036 |
29 | -0.042721 | -0.3915 | 0.348194 |
30 | -0.031191 | -0.2859 | 0.38784 |
31 | -0.002222 | -0.0204 | 0.491901 |
32 | 0.018647 | 0.1709 | 0.432356 |
33 | -0.005892 | -0.054 | 0.478532 |
34 | -0.025576 | -0.2344 | 0.40762 |
35 | 0.01049 | 0.0961 | 0.461819 |
36 | 0.004724 | 0.0433 | 0.482784 |
37 | -0.098232 | -0.9003 | 0.185265 |
38 | -0.045381 | -0.4159 | 0.339263 |
39 | 0.0545 | 0.4995 | 0.309366 |
40 | 0.098121 | 0.8993 | 0.185534 |
41 | -0.026982 | -0.2473 | 0.40264 |
42 | -0.004397 | -0.0403 | 0.483975 |
43 | 0.000636 | 0.0058 | 0.497681 |
44 | 0.034416 | 0.3154 | 0.376609 |
45 | 0.006597 | 0.0605 | 0.475966 |
46 | 0.011185 | 0.1025 | 0.459296 |
47 | 0.136987 | 1.2555 | 0.106388 |
48 | -0.075641 | -0.6933 | 0.24503 |