Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918942 | 10.0665 | 0 |
2 | 0.784581 | 8.5947 | 0 |
3 | 0.660943 | 7.2403 | 0 |
4 | 0.59356 | 6.5021 | 0 |
5 | 0.582662 | 6.3827 | 0 |
6 | 0.580388 | 6.3578 | 0 |
7 | 0.552534 | 6.0527 | 0 |
8 | 0.499854 | 5.4756 | 0 |
9 | 0.442563 | 4.848 | 2e-06 |
10 | 0.398589 | 4.3663 | 1.3e-05 |
11 | 0.384167 | 4.2083 | 2.5e-05 |
12 | 0.381179 | 4.1756 | 2.8e-05 |
13 | 0.350276 | 3.8371 | 1e-04 |
14 | 0.306166 | 3.3539 | 0.000533 |
15 | 0.238918 | 2.6172 | 0.005003 |
16 | 0.151614 | 1.6608 | 0.049678 |
17 | 0.077477 | 0.8487 | 0.198863 |
18 | 0.025129 | 0.2753 | 0.391788 |
19 | 0.011143 | 0.1221 | 0.451524 |
20 | 0.011635 | 0.1275 | 0.449398 |
21 | 0.006994 | 0.0766 | 0.469528 |
22 | -0.015867 | -0.1738 | 0.431152 |
23 | -0.045477 | -0.4982 | 0.309637 |
24 | -0.060683 | -0.6648 | 0.253742 |
25 | -0.069257 | -0.7587 | 0.224769 |
26 | -0.05998 | -0.6571 | 0.256203 |
27 | -0.072382 | -0.7929 | 0.214698 |
28 | -0.121053 | -1.3261 | 0.093668 |
29 | -0.187688 | -2.056 | 0.020975 |
30 | -0.252376 | -2.7646 | 0.003299 |
31 | -0.279367 | -3.0603 | 0.001364 |
32 | -0.276161 | -3.0252 | 0.00152 |
33 | -0.246545 | -2.7008 | 0.003959 |
34 | -0.213471 | -2.3385 | 0.010509 |
35 | -0.191456 | -2.0973 | 0.019033 |
36 | -0.183655 | -2.0118 | 0.023238 |
37 | -0.192135 | -2.1047 | 0.0187 |
38 | -0.191053 | -2.0929 | 0.019233 |
39 | -0.185209 | -2.0289 | 0.022343 |
40 | -0.178054 | -1.9505 | 0.026725 |
41 | -0.178064 | -1.9506 | 0.026718 |
42 | -0.201891 | -2.2116 | 0.014444 |
43 | -0.238952 | -2.6176 | 0.004998 |
44 | -0.270869 | -2.9672 | 0.001814 |
45 | -0.265837 | -2.9121 | 0.002141 |
46 | -0.227271 | -2.4896 | 0.007079 |
47 | -0.181503 | -1.9883 | 0.02453 |
48 | -0.159438 | -1.7466 | 0.041636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918942 | 10.0665 | 0 |
2 | -0.38493 | -4.2167 | 2.4e-05 |
3 | 0.121945 | 1.3358 | 0.092064 |
4 | 0.253474 | 2.7767 | 0.003187 |
5 | 0.147967 | 1.6209 | 0.053832 |
6 | -0.101798 | -1.1151 | 0.133509 |
7 | -0.071706 | -0.7855 | 0.216853 |
8 | 0.035397 | 0.3878 | 0.349443 |
9 | 0.032939 | 0.3608 | 0.359433 |
10 | -0.021418 | -0.2346 | 0.407451 |
11 | 0.087085 | 0.954 | 0.171008 |
12 | -0.023802 | -0.2607 | 0.39737 |
13 | -0.205038 | -2.2461 | 0.013264 |
14 | 0.10823 | 1.1856 | 0.119061 |
15 | -0.156465 | -1.714 | 0.044556 |
16 | -0.239475 | -2.6233 | 0.004919 |
17 | 0.044276 | 0.485 | 0.314274 |
18 | 0.019837 | 0.2173 | 0.414172 |
19 | 0.098996 | 1.0844 | 0.140171 |
20 | -0.100032 | -1.0958 | 0.137682 |
21 | 0.038235 | 0.4188 | 0.338039 |
22 | 0.020892 | 0.2289 | 0.409682 |
23 | -0.004885 | -0.0535 | 0.478705 |
24 | 0.104388 | 1.1435 | 0.12755 |
25 | -0.079125 | -0.8668 | 0.193899 |
26 | 0.048703 | 0.5335 | 0.297333 |
27 | -0.157645 | -1.7269 | 0.043378 |
28 | -0.09848 | -1.0788 | 0.141421 |
29 | -0.029686 | -0.3252 | 0.3728 |
30 | -0.059157 | -0.648 | 0.2591 |
31 | 0.049672 | 0.5441 | 0.293681 |
32 | -0.052532 | -0.5755 | 0.283029 |
33 | 0.136276 | 1.4928 | 0.069053 |
34 | 0.024611 | 0.2696 | 0.393966 |
35 | 0.008553 | 0.0937 | 0.462753 |
36 | 0.006204 | 0.068 | 0.472963 |
37 | -0.019447 | -0.213 | 0.415831 |
38 | 0.036984 | 0.4051 | 0.343047 |
39 | -0.03224 | -0.3532 | 0.362289 |
40 | 0.00246 | 0.0269 | 0.489272 |
41 | -0.077963 | -0.854 | 0.197393 |
42 | -0.075789 | -0.8302 | 0.204031 |
43 | -0.074421 | -0.8152 | 0.208275 |
44 | 0.055461 | 0.6075 | 0.27232 |
45 | 0.057657 | 0.6316 | 0.264424 |
46 | -0.058859 | -0.6448 | 0.260153 |
47 | -0.036387 | -0.3986 | 0.345449 |
48 | -0.108336 | -1.1868 | 0.118834 |