Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.887356 | 10.6112 | 0 |
2 | 0.72229 | 8.6373 | 0 |
3 | 0.628525 | 7.5161 | 0 |
4 | 0.604254 | 7.2258 | 0 |
5 | 0.612734 | 7.3272 | 0 |
6 | 0.601187 | 7.1892 | 0 |
7 | 0.562157 | 6.7224 | 0 |
8 | 0.498995 | 5.9671 | 0 |
9 | 0.468882 | 5.607 | 0 |
10 | 0.499176 | 5.9693 | 0 |
11 | 0.599118 | 7.1644 | 0 |
12 | 0.642807 | 7.6869 | 0 |
13 | 0.50036 | 5.9834 | 0 |
14 | 0.315088 | 3.7679 | 0.00012 |
15 | 0.197845 | 2.3659 | 0.009664 |
16 | 0.146661 | 1.7538 | 0.040803 |
17 | 0.130218 | 1.5572 | 0.060819 |
18 | 0.100496 | 1.2018 | 0.115721 |
19 | 0.047102 | 0.5633 | 0.28707 |
20 | -0.021996 | -0.263 | 0.396452 |
21 | -0.056292 | -0.6732 | 0.250969 |
22 | -0.0332 | -0.397 | 0.345976 |
23 | 0.056617 | 0.677 | 0.249736 |
24 | 0.09257 | 1.107 | 0.13508 |
25 | -0.034777 | -0.4159 | 0.339062 |
26 | -0.193208 | -2.3104 | 0.011147 |
27 | -0.284947 | -3.4075 | 0.000426 |
28 | -0.315636 | -3.7745 | 0.000117 |
29 | -0.31326 | -3.746 | 0.00013 |
30 | -0.321827 | -3.8485 | 8.9e-05 |
31 | -0.345973 | -4.1372 | 3e-05 |
32 | -0.381228 | -4.5588 | 5e-06 |
33 | -0.383892 | -4.5907 | 5e-06 |
34 | -0.333018 | -3.9823 | 5.4e-05 |
35 | -0.222709 | -2.6632 | 0.004314 |
36 | -0.171665 | -2.0528 | 0.020957 |
37 | -0.272373 | -3.2571 | 0.000703 |
38 | -0.392406 | -4.6925 | 3e-06 |
39 | -0.448708 | -5.3658 | 0 |
40 | -0.450677 | -5.3893 | 0 |
41 | -0.423154 | -5.0602 | 1e-06 |
42 | -0.408439 | -4.8842 | 1e-06 |
43 | -0.411568 | -4.9216 | 1e-06 |
44 | -0.424646 | -5.078 | 1e-06 |
45 | -0.408614 | -4.8863 | 1e-06 |
46 | -0.343184 | -4.1039 | 3.4e-05 |
47 | -0.22993 | -2.7496 | 0.003369 |
48 | -0.16997 | -2.0325 | 0.021975 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.887356 | 10.6112 | 0 |
2 | -0.306263 | -3.6624 | 0.000176 |
3 | 0.327354 | 3.9146 | 7e-05 |
4 | 0.101757 | 1.2168 | 0.112836 |
5 | 0.14585 | 1.7441 | 0.041644 |
6 | -0.039986 | -0.4782 | 0.316633 |
7 | 0.034477 | 0.4123 | 0.340374 |
8 | -0.107284 | -1.2829 | 0.100796 |
9 | 0.200854 | 2.4019 | 0.008798 |
10 | 0.129746 | 1.5515 | 0.061491 |
11 | 0.419072 | 5.0114 | 1e-06 |
12 | -0.351364 | -4.2017 | 2.3e-05 |
13 | -0.682767 | -8.1647 | 0 |
14 | -0.010037 | -0.12 | 0.452315 |
15 | -0.07825 | -0.9357 | 0.175495 |
16 | -0.19403 | -2.3203 | 0.010871 |
17 | 0.036957 | 0.4419 | 0.329599 |
18 | -0.093544 | -1.1186 | 0.132588 |
19 | 0.048827 | 0.5839 | 0.280109 |
20 | 0.057583 | 0.6886 | 0.246097 |
21 | 0.064489 | 0.7712 | 0.220938 |
22 | 0.012955 | 0.1549 | 0.438553 |
23 | 0.110363 | 1.3197 | 0.094514 |
24 | -0.000616 | -0.0074 | 0.497067 |
25 | -0.081051 | -0.9692 | 0.167033 |
26 | 0.046494 | 0.556 | 0.289543 |
27 | 0.026334 | 0.3149 | 0.376646 |
28 | -0.104883 | -1.2542 | 0.105905 |
29 | 0.027658 | 0.3307 | 0.370664 |
30 | -0.089183 | -1.0665 | 0.144003 |
31 | 0.113882 | 1.3618 | 0.087696 |
32 | -0.061431 | -0.7346 | 0.23189 |
33 | 0.038444 | 0.4597 | 0.323205 |
34 | 0.000669 | 0.008 | 0.496815 |
35 | 0.02495 | 0.2984 | 0.382932 |
36 | -0.128124 | -1.5321 | 0.063849 |
37 | -0.066376 | -0.7937 | 0.21433 |
38 | -0.016629 | -0.1989 | 0.42133 |
39 | -0.000387 | -0.0046 | 0.498159 |
40 | -0.116471 | -1.3928 | 0.082923 |
41 | 0.08583 | 1.0264 | 0.153223 |
42 | -0.143108 | -1.7113 | 0.044595 |
43 | 0.013038 | 0.1559 | 0.438163 |
44 | -0.079302 | -0.9483 | 0.172284 |
45 | 0.005882 | 0.0703 | 0.472009 |
46 | -0.07153 | -0.8554 | 0.196888 |
47 | -0.020737 | -0.248 | 0.402255 |
48 | 0.123868 | 1.4812 | 0.070371 |