Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.834379 | 9.1402 | 0 |
2 | 0.706562 | 7.74 | 0 |
3 | 0.643438 | 7.0485 | 0 |
4 | 0.648729 | 7.1065 | 0 |
5 | 0.644534 | 7.0605 | 0 |
6 | 0.647405 | 7.092 | 0 |
7 | 0.581794 | 6.3732 | 0 |
8 | 0.510002 | 5.5868 | 0 |
9 | 0.474836 | 5.2016 | 0 |
10 | 0.497701 | 5.452 | 0 |
11 | 0.53986 | 5.9139 | 0 |
12 | 0.598065 | 6.5515 | 0 |
13 | 0.490228 | 5.3702 | 0 |
14 | 0.388542 | 4.2563 | 2.1e-05 |
15 | 0.309291 | 3.3881 | 0.000476 |
16 | 0.311319 | 3.4103 | 0.000442 |
17 | 0.286921 | 3.1431 | 0.001053 |
18 | 0.281033 | 3.0786 | 0.001289 |
19 | 0.210574 | 2.3067 | 0.011393 |
20 | 0.14623 | 1.6019 | 0.055907 |
21 | 0.106391 | 1.1655 | 0.123074 |
22 | 0.117631 | 1.2886 | 0.100012 |
23 | 0.141206 | 1.5468 | 0.062269 |
24 | 0.154584 | 1.6934 | 0.046488 |
25 | 0.068248 | 0.7476 | 0.228076 |
26 | -0.007361 | -0.0806 | 0.467933 |
27 | -0.042376 | -0.4642 | 0.321672 |
28 | -0.03425 | -0.3752 | 0.354091 |
29 | -0.055688 | -0.61 | 0.271496 |
30 | -0.043972 | -0.4817 | 0.315451 |
31 | -0.080588 | -0.8828 | 0.189556 |
32 | -0.100046 | -1.0959 | 0.137649 |
33 | -0.112067 | -1.2276 | 0.110994 |
34 | -0.080837 | -0.8855 | 0.188823 |
35 | -0.044211 | -0.4843 | 0.314527 |
36 | -0.019433 | -0.2129 | 0.415894 |
37 | -0.078928 | -0.8646 | 0.194489 |
38 | -0.147107 | -1.6115 | 0.054852 |
39 | -0.155895 | -1.7077 | 0.045135 |
40 | -0.166179 | -1.8204 | 0.035595 |
41 | -0.193026 | -2.1145 | 0.018271 |
42 | -0.179292 | -1.964 | 0.025918 |
43 | -0.208254 | -2.2813 | 0.012147 |
44 | -0.228352 | -2.5015 | 0.006858 |
45 | -0.234343 | -2.5671 | 0.005742 |
46 | -0.195127 | -2.1375 | 0.017293 |
47 | -0.169867 | -1.8608 | 0.03261 |
48 | -0.131598 | -1.4416 | 0.076012 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.834379 | 9.1402 | 0 |
2 | 0.034143 | 0.374 | 0.354525 |
3 | 0.150064 | 1.6439 | 0.051411 |
4 | 0.234636 | 2.5703 | 0.005692 |
5 | 0.077014 | 0.8436 | 0.200274 |
6 | 0.141724 | 1.5525 | 0.061587 |
7 | -0.133739 | -1.465 | 0.072763 |
8 | -0.063184 | -0.6921 | 0.245092 |
9 | 0.029162 | 0.3194 | 0.374971 |
10 | 0.111289 | 1.2191 | 0.112596 |
11 | 0.158115 | 1.7321 | 0.042916 |
12 | 0.229705 | 2.5163 | 0.00659 |
13 | -0.38805 | -4.2509 | 2.1e-05 |
14 | -0.08042 | -0.881 | 0.190051 |
15 | -0.200299 | -2.1942 | 0.015075 |
16 | -0.004819 | -0.0528 | 0.478995 |
17 | -0.095954 | -1.0511 | 0.147656 |
18 | 0.048317 | 0.5293 | 0.298793 |
19 | -0.048992 | -0.5367 | 0.29624 |
20 | 0.03978 | 0.4358 | 0.331894 |
21 | -0.031288 | -0.3427 | 0.366194 |
22 | -0.016768 | -0.1837 | 0.427284 |
23 | 0.016394 | 0.1796 | 0.428889 |
24 | -0.070564 | -0.773 | 0.220523 |
25 | -0.092838 | -1.017 | 0.155601 |
26 | -0.014747 | -0.1615 | 0.435969 |
27 | 0.097645 | 1.0697 | 0.143461 |
28 | -0.041885 | -0.4588 | 0.323594 |
29 | 0.010325 | 0.1131 | 0.455067 |
30 | 0.068566 | 0.7511 | 0.22703 |
31 | 0.040029 | 0.4385 | 0.330908 |
32 | 0.072547 | 0.7947 | 0.214175 |
33 | 0.004428 | 0.0485 | 0.480698 |
34 | 0.015853 | 0.1737 | 0.431213 |
35 | 0.075649 | 0.8287 | 0.204463 |
36 | 0.005308 | 0.0581 | 0.476865 |
37 | -0.090756 | -0.9942 | 0.161066 |
38 | -0.104611 | -1.146 | 0.127046 |
39 | 0.021929 | 0.2402 | 0.405287 |
40 | -0.203589 | -2.2302 | 0.013797 |
41 | -0.03788 | -0.4149 | 0.33946 |
42 | 0.030758 | 0.3369 | 0.368378 |
43 | -0.068117 | -0.7462 | 0.228509 |
44 | -0.00118 | -0.0129 | 0.494855 |
45 | -0.017272 | -0.1892 | 0.425127 |
46 | 0.001938 | 0.0212 | 0.491548 |
47 | -0.001612 | -0.0177 | 0.492969 |
48 | 0.057906 | 0.6343 | 0.263537 |