Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.917339 | 7.1057 | 0 |
2 | 0.842738 | 6.5278 | 0 |
3 | 0.790225 | 6.1211 | 0 |
4 | 0.76739 | 5.9442 | 0 |
5 | 0.678015 | 5.2519 | 1e-06 |
6 | 0.593392 | 4.5964 | 1.1e-05 |
7 | 0.539659 | 4.1802 | 4.8e-05 |
8 | 0.522544 | 4.0476 | 7.5e-05 |
9 | 0.44126 | 3.418 | 0.000569 |
10 | 0.386486 | 2.9937 | 0.001999 |
11 | 0.350401 | 2.7142 | 0.004331 |
12 | 0.344758 | 2.6705 | 0.004866 |
13 | 0.24272 | 1.8801 | 0.032476 |
14 | 0.153343 | 1.1878 | 0.119798 |
15 | 0.093653 | 0.7254 | 0.235504 |
16 | 0.06657 | 0.5156 | 0.303997 |
17 | -0.010505 | -0.0814 | 0.46771 |
18 | -0.073697 | -0.5709 | 0.285116 |
19 | -0.114238 | -0.8849 | 0.189875 |
20 | -0.114971 | -0.8906 | 0.188361 |
21 | -0.165516 | -1.2821 | 0.102372 |
22 | -0.198128 | -1.5347 | 0.065058 |
23 | -0.211392 | -1.6374 | 0.053387 |
24 | -0.201761 | -1.5628 | 0.061676 |
25 | -0.263563 | -2.0415 | 0.0228 |
26 | -0.318492 | -2.467 | 0.008248 |
27 | -0.348523 | -2.6997 | 0.004503 |
28 | -0.347574 | -2.6923 | 0.004592 |
29 | -0.383286 | -2.9689 | 0.002145 |
30 | -0.416041 | -3.2226 | 0.001027 |
31 | -0.43166 | -3.3436 | 0.000714 |
32 | -0.410617 | -3.1806 | 0.001163 |
33 | -0.414125 | -3.2078 | 0.001074 |
34 | -0.408291 | -3.1626 | 0.001227 |
35 | -0.393662 | -3.0493 | 0.001705 |
36 | -0.357932 | -2.7725 | 0.003699 |
37 | -0.363818 | -2.8181 | 0.003266 |
38 | -0.366473 | -2.8387 | 0.003087 |
39 | -0.352558 | -2.7309 | 0.00414 |
40 | -0.32075 | -2.4845 | 0.00789 |
41 | -0.302192 | -2.3408 | 0.011293 |
42 | -0.286157 | -2.2166 | 0.015228 |
43 | -0.258478 | -2.0022 | 0.024897 |
44 | -0.204491 | -1.584 | 0.059227 |
45 | -0.167474 | -1.2973 | 0.099755 |
46 | -0.125284 | -0.9704 | 0.167861 |
47 | -0.085628 | -0.6633 | 0.254849 |
48 | -0.03679 | -0.285 | 0.388323 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.917339 | 7.1057 | 0 |
2 | 0.007743 | 0.06 | 0.476188 |
3 | 0.101161 | 0.7836 | 0.218182 |
4 | 0.172082 | 1.3329 | 0.093795 |
5 | -0.411097 | -3.1843 | 0.001151 |
6 | 0.008781 | 0.068 | 0.473 |
7 | 0.120271 | 0.9316 | 0.177635 |
8 | 0.085081 | 0.659 | 0.256197 |
9 | -0.29258 | -2.2663 | 0.013526 |
10 | 0.252843 | 1.9585 | 0.027411 |
11 | -0.028689 | -0.2222 | 0.412446 |
12 | -0.038995 | -0.3021 | 0.381828 |
13 | -0.478496 | -3.7064 | 0.00023 |
14 | 0.120825 | 0.9359 | 0.176536 |
15 | 0.007408 | 0.0574 | 0.477216 |
16 | -0.097034 | -0.7516 | 0.227607 |
17 | 0.087476 | 0.6776 | 0.250318 |
18 | 0.110856 | 0.8587 | 0.196965 |
19 | -0.107935 | -0.8361 | 0.20322 |
20 | -0.066933 | -0.5185 | 0.303021 |
21 | 0.110116 | 0.853 | 0.198539 |
22 | -0.100156 | -0.7758 | 0.220457 |
23 | -0.00801 | -0.062 | 0.475366 |
24 | -0.06603 | -0.5115 | 0.30545 |
25 | -0.106556 | -0.8254 | 0.206213 |
26 | -0.086719 | -0.6717 | 0.25217 |
27 | 0.020852 | 0.1615 | 0.436113 |
28 | -0.01647 | -0.1276 | 0.449457 |
29 | 0.066299 | 0.5135 | 0.304728 |
30 | -0.100598 | -0.7792 | 0.219454 |
31 | -0.023575 | -0.1826 | 0.427859 |
32 | 0.006196 | 0.048 | 0.480941 |
33 | 0.123265 | 0.9548 | 0.171754 |
34 | -0.067497 | -0.5228 | 0.301508 |
35 | -0.051504 | -0.399 | 0.345673 |
36 | 0.061954 | 0.4799 | 0.316523 |
37 | -0.018204 | -0.141 | 0.444168 |
38 | -0.073507 | -0.5694 | 0.28561 |
39 | 0.047459 | 0.3676 | 0.357227 |
40 | 0.009141 | 0.0708 | 0.471894 |
41 | 0.055654 | 0.4311 | 0.333973 |
42 | -0.032441 | -0.2513 | 0.401226 |
43 | 0.079346 | 0.6146 | 0.270567 |
44 | 0.02282 | 0.1768 | 0.430144 |
45 | -0.063508 | -0.4919 | 0.312281 |
46 | 0.068393 | 0.5298 | 0.299114 |
47 | -0.038204 | -0.2959 | 0.384154 |
48 | 0.009839 | 0.0762 | 0.469753 |