Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.868615 | 6.142 | 0 |
2 | 0.776585 | 5.4913 | 1e-06 |
3 | 0.726833 | 5.1395 | 2e-06 |
4 | 0.641483 | 4.536 | 1.8e-05 |
5 | 0.552416 | 3.9062 | 0.000141 |
6 | 0.461275 | 3.2617 | 0.000999 |
7 | 0.389313 | 2.7529 | 0.004106 |
8 | 0.290482 | 2.054 | 0.022611 |
9 | 0.198304 | 1.4022 | 0.083514 |
10 | 0.151527 | 1.0715 | 0.144554 |
11 | 0.127971 | 0.9049 | 0.184932 |
12 | 0.054918 | 0.3883 | 0.349712 |
13 | -0.028829 | -0.2039 | 0.419647 |
14 | -0.098556 | -0.6969 | 0.244548 |
15 | -0.173265 | -1.2252 | 0.113126 |
16 | -0.262817 | -1.8584 | 0.034502 |
17 | -0.331197 | -2.3419 | 0.011605 |
18 | -0.400936 | -2.835 | 0.003298 |
19 | -0.44448 | -3.1429 | 0.001406 |
20 | -0.498193 | -3.5228 | 0.000461 |
21 | -0.524012 | -3.7053 | 0.000264 |
22 | -0.491944 | -3.4786 | 0.000527 |
23 | -0.468887 | -3.3155 | 0.000854 |
24 | -0.453951 | -3.2099 | 0.00116 |
25 | -0.411472 | -2.9095 | 0.002695 |
26 | -0.350475 | -2.4782 | 0.008312 |
27 | -0.307592 | -2.175 | 0.017193 |
28 | -0.275107 | -1.9453 | 0.028686 |
29 | -0.232264 | -1.6424 | 0.053396 |
30 | -0.166162 | -1.1749 | 0.122791 |
31 | -0.133003 | -0.9405 | 0.175747 |
32 | -0.116613 | -0.8246 | 0.206764 |
33 | -0.090054 | -0.6368 | 0.263587 |
34 | -0.059441 | -0.4203 | 0.33803 |
35 | -0.04899 | -0.3464 | 0.365244 |
36 | -0.02538 | -0.1795 | 0.429149 |
37 | 0.003549 | 0.0251 | 0.490039 |
38 | 0.011387 | 0.0805 | 0.468073 |
39 | 0.026889 | 0.1901 | 0.424988 |
40 | 0.042727 | 0.3021 | 0.381905 |
41 | 0.080802 | 0.5714 | 0.28516 |
42 | 0.083912 | 0.5933 | 0.277811 |
43 | 0.067238 | 0.4754 | 0.318271 |
44 | 0.068678 | 0.4856 | 0.314675 |
45 | 0.074173 | 0.5245 | 0.30113 |
46 | 0.061202 | 0.4328 | 0.333523 |
47 | 0.044542 | 0.315 | 0.377053 |
48 | 0.055733 | 0.3941 | 0.347594 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.868615 | 6.142 | 0 |
2 | 0.089988 | 0.6363 | 0.263738 |
3 | 0.142968 | 1.0109 | 0.158457 |
4 | -0.125754 | -0.8892 | 0.189073 |
5 | -0.071649 | -0.5066 | 0.30732 |
6 | -0.109948 | -0.7775 | 0.220278 |
7 | 0.015797 | 0.1117 | 0.455754 |
8 | -0.152537 | -1.0786 | 0.142972 |
9 | -0.042296 | -0.2991 | 0.38306 |
10 | 0.081498 | 0.5763 | 0.283505 |
11 | 0.135808 | 0.9603 | 0.170761 |
12 | -0.167082 | -1.1815 | 0.121506 |
13 | -0.154022 | -1.0891 | 0.140665 |
14 | -0.15306 | -1.0823 | 0.142156 |
15 | -0.093686 | -0.6625 | 0.25536 |
16 | -0.151153 | -1.0688 | 0.145143 |
17 | -0.031535 | -0.223 | 0.412226 |
18 | -0.128503 | -0.9087 | 0.183947 |
19 | 0.119015 | 0.8416 | 0.202019 |
20 | -0.072071 | -0.5096 | 0.30628 |
21 | 0.045882 | 0.3244 | 0.37348 |
22 | 0.089861 | 0.6354 | 0.264027 |
23 | 0.062252 | 0.4402 | 0.330849 |
24 | -0.068687 | -0.4857 | 0.314655 |
25 | 0.056123 | 0.3969 | 0.346583 |
26 | 0.037112 | 0.2624 | 0.397037 |
27 | 0.028922 | 0.2045 | 0.419392 |
28 | -0.063526 | -0.4492 | 0.327616 |
29 | 0.006553 | 0.0463 | 0.481612 |
30 | 0.090901 | 0.6428 | 0.261657 |
31 | 0.010418 | 0.0737 | 0.470786 |
32 | -0.107458 | -0.7598 | 0.225459 |
33 | -0.146434 | -1.0354 | 0.152721 |
34 | -0.077183 | -0.5458 | 0.293827 |
35 | -0.074933 | -0.5299 | 0.299278 |
36 | -0.044364 | -0.3137 | 0.377526 |
37 | -0.087269 | -0.6171 | 0.269988 |
38 | -0.082532 | -0.5836 | 0.281059 |
39 | 0.052794 | 0.3733 | 0.355247 |
40 | 0.029812 | 0.2108 | 0.416949 |
41 | 0.078526 | 0.5553 | 0.290596 |
42 | -0.107536 | -0.7604 | 0.225294 |
43 | -0.051918 | -0.3671 | 0.357542 |
44 | 0.004837 | 0.0342 | 0.486427 |
45 | 0.088834 | 0.6282 | 0.266382 |
46 | 0.02309 | 0.1633 | 0.435481 |
47 | 0.017592 | 0.1244 | 0.45075 |
48 | 0.130299 | 0.9214 | 0.180645 |