Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960096 | 18.2165 | 0 |
2 | 0.903145 | 17.136 | 0 |
3 | 0.820417 | 15.5663 | 0 |
4 | 0.725499 | 13.7654 | 0 |
5 | 0.616328 | 11.694 | 0 |
6 | 0.499497 | 9.4773 | 0 |
7 | 0.376475 | 7.1431 | 0 |
8 | 0.258656 | 4.9076 | 1e-06 |
9 | 0.142716 | 2.7078 | 0.003548 |
10 | 0.032644 | 0.6194 | 0.268028 |
11 | -0.063671 | -1.2081 | 0.113907 |
12 | -0.153614 | -2.9146 | 0.001892 |
13 | -0.206488 | -3.9178 | 5.3e-05 |
14 | -0.244458 | -4.6383 | 2e-06 |
15 | -0.268938 | -5.1027 | 0 |
16 | -0.284222 | -5.3927 | 0 |
17 | -0.286904 | -5.4436 | 0 |
18 | -0.282199 | -5.3544 | 0 |
19 | -0.269133 | -5.1064 | 0 |
20 | -0.257788 | -4.8912 | 1e-06 |
21 | -0.245835 | -4.6644 | 2e-06 |
22 | -0.234661 | -4.4524 | 6e-06 |
23 | -0.222712 | -4.2257 | 1.5e-05 |
24 | -0.211728 | -4.0172 | 3.6e-05 |
25 | -0.197831 | -3.7536 | 0.000102 |
26 | -0.19078 | -3.6198 | 0.000169 |
27 | -0.180703 | -3.4286 | 0.000338 |
28 | -0.169882 | -3.2233 | 0.000692 |
29 | -0.162014 | -3.074 | 0.001137 |
30 | -0.160871 | -3.0523 | 0.00122 |
31 | -0.161153 | -3.0577 | 0.001199 |
32 | -0.164395 | -3.1192 | 0.00098 |
33 | -0.163333 | -3.099 | 0.001047 |
34 | -0.163316 | -3.0987 | 0.001048 |
35 | -0.164044 | -3.1125 | 0.001002 |
36 | -0.159599 | -3.0282 | 0.001319 |
37 | -0.152839 | -2.8999 | 0.001981 |
38 | -0.136485 | -2.5896 | 0.004999 |
39 | -0.120611 | -2.2884 | 0.011346 |
40 | -0.102906 | -1.9525 | 0.025827 |
41 | -0.082803 | -1.5711 | 0.058522 |
42 | -0.05427 | -1.0297 | 0.151921 |
43 | -0.024179 | -0.4588 | 0.323342 |
44 | 0.016638 | 0.3157 | 0.376211 |
45 | 0.057658 | 1.094 | 0.137347 |
46 | 0.103331 | 1.9606 | 0.02535 |
47 | 0.147895 | 2.8061 | 0.002643 |
48 | 0.190667 | 3.6177 | 0.00017 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960096 | 18.2165 | 0 |
2 | -0.238294 | -4.5213 | 4e-06 |
3 | -0.332497 | -6.3087 | 0 |
4 | -0.113476 | -2.1531 | 0.015989 |
5 | -0.142899 | -2.7113 | 0.003511 |
6 | -0.098521 | -1.8693 | 0.031196 |
7 | -0.089944 | -1.7066 | 0.044383 |
8 | 0.039508 | 0.7496 | 0.226991 |
9 | -0.050844 | -0.9647 | 0.167673 |
10 | -0.062743 | -1.1905 | 0.117323 |
11 | 0.072074 | 1.3675 | 0.086159 |
12 | -0.095543 | -1.8128 | 0.035347 |
13 | 0.366079 | 6.9459 | 0 |
14 | -0.007883 | -0.1496 | 0.440591 |
15 | -0.170291 | -3.231 | 0.000674 |
16 | -0.073057 | -1.3862 | 0.083278 |
17 | -0.026268 | -0.4984 | 0.309252 |
18 | -0.034466 | -0.654 | 0.256779 |
19 | -0.058146 | -1.1032 | 0.135331 |
20 | -0.065601 | -1.2447 | 0.107029 |
21 | -0.082149 | -1.5587 | 0.059977 |
22 | -0.060911 | -1.1557 | 0.124285 |
23 | 0.077863 | 1.4773 | 0.070229 |
24 | -0.06485 | -1.2305 | 0.109666 |
25 | 0.24317 | 4.6138 | 3e-06 |
26 | -0.081492 | -1.5462 | 0.061468 |
27 | -0.035391 | -0.6715 | 0.251165 |
28 | 0.010219 | 0.1939 | 0.423183 |
29 | -0.0943 | -1.7892 | 0.03721 |
30 | -0.129478 | -2.4567 | 0.007247 |
31 | -0.030306 | -0.575 | 0.282821 |
32 | -0.075677 | -1.4359 | 0.075952 |
33 | -0.002364 | -0.0449 | 0.482125 |
34 | -0.049772 | -0.9444 | 0.172808 |
35 | 0.027091 | 0.514 | 0.303779 |
36 | 0.036903 | 0.7002 | 0.242129 |
37 | 0.203153 | 3.8546 | 6.9e-05 |
38 | 0.082928 | 1.5735 | 0.058246 |
39 | -0.080769 | -1.5325 | 0.063141 |
40 | 0.016679 | 0.3165 | 0.375918 |
41 | -0.025465 | -0.4832 | 0.314635 |
42 | -0.039963 | -0.7582 | 0.224399 |
43 | -0.007633 | -0.1448 | 0.442468 |
44 | 0.071786 | 1.362 | 0.087019 |
45 | 0.023228 | 0.4407 | 0.329837 |
46 | -0.017332 | -0.3288 | 0.37123 |
47 | -0.015156 | -0.2876 | 0.38692 |
48 | 0.020357 | 0.3862 | 0.349774 |