Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.798186 | 6.131 | 0 |
2 | 0.707585 | 5.4351 | 1e-06 |
3 | 0.575185 | 4.4181 | 2.2e-05 |
4 | 0.452405 | 3.475 | 0.000482 |
5 | 0.394333 | 3.0289 | 0.001819 |
6 | 0.362068 | 2.7811 | 0.003631 |
7 | 0.396707 | 3.0472 | 0.001726 |
8 | 0.450289 | 3.4587 | 0.000507 |
9 | 0.467778 | 3.5931 | 0.000334 |
10 | 0.438293 | 3.3666 | 0.000672 |
11 | 0.452527 | 3.4759 | 0.000481 |
12 | 0.365556 | 2.8079 | 0.003375 |
13 | 0.286618 | 2.2016 | 0.01581 |
14 | 0.183975 | 1.4131 | 0.081434 |
15 | 0.120314 | 0.9241 | 0.179587 |
16 | 0.064845 | 0.4981 | 0.310137 |
17 | 0.017523 | 0.1346 | 0.446693 |
18 | -0.031523 | -0.2421 | 0.404758 |
19 | -0.038174 | -0.2932 | 0.385191 |
20 | -0.056316 | -0.4326 | 0.33345 |
21 | -0.067313 | -0.517 | 0.303531 |
22 | -0.060247 | -0.4628 | 0.322618 |
23 | -0.089111 | -0.6845 | 0.248179 |
24 | -0.103329 | -0.7937 | 0.215281 |
25 | -0.115716 | -0.8888 | 0.188851 |
26 | -0.174151 | -1.3377 | 0.093067 |
27 | -0.213529 | -1.6401 | 0.053148 |
28 | -0.233921 | -1.7968 | 0.038745 |
29 | -0.267667 | -2.056 | 0.022108 |
30 | -0.274436 | -2.108 | 0.019645 |
31 | -0.25243 | -1.939 | 0.028647 |
32 | -0.251264 | -1.93 | 0.02921 |
33 | -0.217041 | -1.6671 | 0.050395 |
34 | -0.22351 | -1.7168 | 0.045629 |
35 | -0.211297 | -1.623 | 0.05496 |
36 | -0.224793 | -1.7267 | 0.04473 |
37 | -0.245477 | -1.8855 | 0.032141 |
38 | -0.265679 | -2.0407 | 0.022881 |
39 | -0.292639 | -2.2478 | 0.01417 |
40 | -0.273867 | -2.1036 | 0.019843 |
41 | -0.298504 | -2.2929 | 0.012719 |
42 | -0.28442 | -2.1847 | 0.016449 |
43 | -0.269696 | -2.0716 | 0.021343 |
44 | -0.248965 | -1.9123 | 0.030346 |
45 | -0.223917 | -1.7199 | 0.045343 |
46 | -0.169857 | -1.3047 | 0.098531 |
47 | -0.127025 | -0.9757 | 0.166599 |
48 | -0.121293 | -0.9317 | 0.177652 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.798186 | 6.131 | 0 |
2 | 0.194225 | 1.4919 | 0.07053 |
3 | -0.100032 | -0.7684 | 0.222668 |
4 | -0.092027 | -0.7069 | 0.241214 |
5 | 0.109172 | 0.8386 | 0.202548 |
6 | 0.116423 | 0.8943 | 0.187408 |
7 | 0.197973 | 1.5207 | 0.066844 |
8 | 0.163755 | 1.2578 | 0.106706 |
9 | -0.012479 | -0.0959 | 0.46198 |
10 | -0.139282 | -1.0698 | 0.144523 |
11 | 0.145495 | 1.1176 | 0.134141 |
12 | -0.109966 | -0.8447 | 0.200854 |
13 | -0.114273 | -0.8777 | 0.19182 |
14 | -0.141974 | -1.0905 | 0.139959 |
15 | -0.004884 | -0.0375 | 0.485102 |
16 | -0.088491 | -0.6797 | 0.249674 |
17 | -0.085943 | -0.6601 | 0.255865 |
18 | -0.163375 | -1.2549 | 0.10723 |
19 | -0.030864 | -0.2371 | 0.40671 |
20 | -0.04671 | -0.3588 | 0.360519 |
21 | 0.057367 | 0.4406 | 0.330541 |
22 | 0.040368 | 0.3101 | 0.378798 |
23 | -0.047055 | -0.3614 | 0.359533 |
24 | -0.020368 | -0.1565 | 0.438105 |
25 | 0.146244 | 1.1233 | 0.132925 |
26 | -0.077119 | -0.5924 | 0.277937 |
27 | -0.048213 | -0.3703 | 0.356231 |
28 | 0.044679 | 0.3432 | 0.366339 |
29 | 0.016979 | 0.1304 | 0.448339 |
30 | -0.057653 | -0.4428 | 0.329751 |
31 | 0.101153 | 0.777 | 0.22014 |
32 | -0.083607 | -0.6422 | 0.261616 |
33 | -0.026107 | -0.2005 | 0.420876 |
34 | -0.052091 | -0.4001 | 0.345256 |
35 | 0.090159 | 0.6925 | 0.245663 |
36 | -0.138274 | -1.0621 | 0.146258 |
37 | -0.034987 | -0.2687 | 0.394535 |
38 | -0.034704 | -0.2666 | 0.395366 |
39 | -0.049255 | -0.3783 | 0.353271 |
40 | 0.023765 | 0.1825 | 0.427891 |
41 | -0.089657 | -0.6887 | 0.246866 |
42 | -0.079114 | -0.6077 | 0.272864 |
43 | 0.030528 | 0.2345 | 0.407707 |
44 | -0.010806 | -0.083 | 0.467066 |
45 | 0.082155 | 0.631 | 0.265225 |
46 | 0.10714 | 0.823 | 0.206924 |
47 | 0.080071 | 0.615 | 0.270449 |
48 | -0.086357 | -0.6633 | 0.254855 |