Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.930158 | 7.8927 | 0 |
2 | 0.85103 | 7.2212 | 0 |
3 | 0.743447 | 6.3084 | 0 |
4 | 0.643023 | 5.4562 | 0 |
5 | 0.542559 | 4.6038 | 9e-06 |
6 | 0.469368 | 3.9827 | 8.1e-05 |
7 | 0.401325 | 3.4054 | 0.000542 |
8 | 0.34761 | 2.9496 | 0.002145 |
9 | 0.314091 | 2.6651 | 0.004747 |
10 | 0.287921 | 2.4431 | 0.008508 |
11 | 0.268156 | 2.2754 | 0.012931 |
12 | 0.266163 | 2.2585 | 0.013474 |
13 | 0.266913 | 2.2648 | 0.013267 |
14 | 0.258045 | 2.1896 | 0.015898 |
15 | 0.232868 | 1.9759 | 0.025996 |
16 | 0.18514 | 1.571 | 0.060287 |
17 | 0.126621 | 1.0744 | 0.143112 |
18 | 0.075896 | 0.644 | 0.260811 |
19 | 0.028281 | 0.24 | 0.405516 |
20 | -0.020968 | -0.1779 | 0.429644 |
21 | -0.07108 | -0.6031 | 0.274156 |
22 | -0.131525 | -1.116 | 0.13406 |
23 | -0.190062 | -1.6127 | 0.055589 |
24 | -0.23764 | -2.0164 | 0.023742 |
25 | -0.278831 | -2.366 | 0.010339 |
26 | -0.297774 | -2.5267 | 0.006856 |
27 | -0.293237 | -2.4882 | 0.007577 |
28 | -0.266542 | -2.2617 | 0.013369 |
29 | -0.236345 | -2.0055 | 0.024337 |
30 | -0.204325 | -1.7338 | 0.043621 |
31 | -0.184977 | -1.5696 | 0.060449 |
32 | -0.17449 | -1.4806 | 0.071539 |
33 | -0.174669 | -1.4821 | 0.071336 |
34 | -0.192294 | -1.6317 | 0.053558 |
35 | -0.223401 | -1.8956 | 0.031012 |
36 | -0.253843 | -2.1539 | 0.017297 |
37 | -0.287159 | -2.4366 | 0.008649 |
38 | -0.320077 | -2.7159 | 0.004135 |
39 | -0.338575 | -2.8729 | 0.00267 |
40 | -0.339629 | -2.8819 | 0.002604 |
41 | -0.340758 | -2.8914 | 0.002534 |
42 | -0.321285 | -2.7262 | 0.00402 |
43 | -0.295947 | -2.5112 | 0.007139 |
44 | -0.257194 | -2.1824 | 0.016173 |
45 | -0.227564 | -1.9309 | 0.028714 |
46 | -0.20423 | -1.7329 | 0.043693 |
47 | -0.1887 | -1.6012 | 0.056859 |
48 | -0.183989 | -1.5612 | 0.061431 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.930158 | 7.8927 | 0 |
2 | -0.105069 | -0.8915 | 0.187804 |
3 | -0.251928 | -2.1377 | 0.017969 |
4 | 0.015165 | 0.1287 | 0.448986 |
5 | -0.026328 | -0.2234 | 0.411927 |
6 | 0.12425 | 1.0543 | 0.147635 |
7 | -0.033271 | -0.2823 | 0.389255 |
8 | -0.016533 | -0.1403 | 0.444411 |
9 | 0.118054 | 1.0017 | 0.159917 |
10 | -0.014991 | -0.1272 | 0.449566 |
11 | -0.004942 | -0.0419 | 0.483332 |
12 | 0.119938 | 1.0177 | 0.156113 |
13 | 0.000907 | 0.0077 | 0.496941 |
14 | -0.093809 | -0.796 | 0.214325 |
15 | -0.126188 | -1.0707 | 0.143932 |
16 | -0.144892 | -1.2294 | 0.111454 |
17 | -0.00256 | -0.0217 | 0.491365 |
18 | 0.094215 | 0.7994 | 0.213331 |
19 | -0.026408 | -0.2241 | 0.411666 |
20 | -0.098074 | -0.8322 | 0.204029 |
21 | -0.102115 | -0.8665 | 0.194553 |
22 | -0.161624 | -1.3714 | 0.087251 |
23 | -0.017131 | -0.1454 | 0.442415 |
24 | 0.050812 | 0.4312 | 0.333822 |
25 | -0.05516 | -0.468 | 0.320583 |
26 | 0.078039 | 0.6622 | 0.254983 |
27 | 0.063952 | 0.5427 | 0.294522 |
28 | 0.073116 | 0.6204 | 0.268475 |
29 | 0.028552 | 0.2423 | 0.40463 |
30 | -0.020376 | -0.1729 | 0.43161 |
31 | -0.058178 | -0.4937 | 0.311524 |
32 | -0.04711 | -0.3997 | 0.345265 |
33 | -0.08667 | -0.7354 | 0.232236 |
34 | -0.116553 | -0.989 | 0.162991 |
35 | -0.012877 | -0.1093 | 0.456649 |
36 | 0.081986 | 0.6957 | 0.244436 |
37 | 0.00435 | 0.0369 | 0.485329 |
38 | -0.06144 | -0.5213 | 0.301867 |
39 | 0.00269 | 0.0228 | 0.490927 |
40 | 0.050593 | 0.4293 | 0.334496 |
41 | -0.137214 | -1.1643 | 0.124073 |
42 | -0.008578 | -0.0728 | 0.47109 |
43 | 0.011526 | 0.0978 | 0.461181 |
44 | 0.108995 | 0.9249 | 0.179066 |
45 | -0.05728 | -0.486 | 0.314209 |
46 | -0.129993 | -1.103 | 0.136844 |
47 | 0.028041 | 0.2379 | 0.406304 |
48 | -0.050242 | -0.4263 | 0.335575 |