Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.875848 | 7.9794 | 0 |
2 | 0.685036 | 6.241 | 0 |
3 | 0.559328 | 5.0957 | 1e-06 |
4 | 0.521711 | 4.753 | 4e-06 |
5 | 0.542834 | 4.9455 | 2e-06 |
6 | 0.534856 | 4.8728 | 3e-06 |
7 | 0.4708 | 4.2892 | 2.4e-05 |
8 | 0.381561 | 3.4762 | 0.000406 |
9 | 0.34238 | 3.1192 | 0.001247 |
10 | 0.376912 | 3.4338 | 0.000466 |
11 | 0.469864 | 4.2807 | 2.5e-05 |
12 | 0.499917 | 4.5545 | 9e-06 |
13 | 0.337581 | 3.0755 | 0.001423 |
14 | 0.136657 | 1.245 | 0.108317 |
15 | 0.003404 | 0.031 | 0.487666 |
16 | -0.046101 | -0.42 | 0.337785 |
17 | -0.046344 | -0.4222 | 0.336982 |
18 | -0.072859 | -0.6638 | 0.254338 |
19 | -0.143016 | -1.3029 | 0.098099 |
20 | -0.223482 | -2.036 | 0.022469 |
21 | -0.251434 | -2.2907 | 0.012259 |
22 | -0.213926 | -1.949 | 0.027339 |
23 | -0.130603 | -1.1898 | 0.118749 |
24 | -0.101316 | -0.923 | 0.179332 |
25 | -0.223818 | -2.0391 | 0.022312 |
26 | -0.36997 | -3.3706 | 0.00057 |
27 | -0.44924 | -4.0928 | 4.9e-05 |
28 | -0.452916 | -4.1263 | 4.4e-05 |
29 | -0.411966 | -3.7532 | 0.000161 |
30 | -0.393489 | -3.5849 | 0.000284 |
31 | -0.411144 | -3.7457 | 0.000166 |
32 | -0.434528 | -3.9587 | 7.9e-05 |
33 | -0.409453 | -3.7303 | 0.000174 |
34 | -0.331869 | -3.0235 | 0.001662 |
35 | -0.221841 | -2.0211 | 0.023248 |
36 | -0.161861 | -1.4746 | 0.072048 |
37 | -0.224681 | -2.0469 | 0.021914 |
38 | -0.299603 | -2.7295 | 0.003871 |
39 | -0.321097 | -2.9253 | 0.002218 |
40 | -0.289141 | -2.6342 | 0.00503 |
41 | -0.232622 | -2.1193 | 0.018527 |
42 | -0.20376 | -1.8563 | 0.033476 |
43 | -0.203822 | -1.8569 | 0.033436 |
44 | -0.205729 | -1.8743 | 0.032205 |
45 | -0.171267 | -1.5603 | 0.061245 |
46 | -0.097315 | -0.8866 | 0.188932 |
47 | -0.008087 | -0.0737 | 0.470722 |
48 | 0.038312 | 0.349 | 0.363972 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.875848 | 7.9794 | 0 |
2 | -0.352414 | -3.2106 | 0.000942 |
3 | 0.277291 | 2.5262 | 0.006714 |
4 | 0.14912 | 1.3585 | 0.088985 |
5 | 0.162497 | 1.4804 | 0.071274 |
6 | -0.129374 | -1.1787 | 0.120951 |
7 | -0.02906 | -0.2648 | 0.395928 |
8 | -0.040797 | -0.3717 | 0.355539 |
9 | 0.188 | 1.7128 | 0.045245 |
10 | 0.107879 | 0.9828 | 0.164275 |
11 | 0.263627 | 2.4018 | 0.009275 |
12 | -0.278164 | -2.5342 | 0.006575 |
13 | -0.6649 | -6.0575 | 0 |
14 | 0.186619 | 1.7002 | 0.046421 |
15 | -0.111974 | -1.0201 | 0.155315 |
16 | -0.141461 | -1.2888 | 0.100529 |
17 | -0.107331 | -0.9778 | 0.165501 |
18 | 0.039755 | 0.3622 | 0.359066 |
19 | -0.00899 | -0.0819 | 0.467462 |
20 | 0.010588 | 0.0965 | 0.461695 |
21 | 0.053774 | 0.4899 | 0.312746 |
22 | 0.004098 | 0.0373 | 0.485155 |
23 | -0.047126 | -0.4293 | 0.334394 |
24 | 0.10176 | 0.9271 | 0.178287 |
25 | -0.077216 | -0.7035 | 0.241864 |
26 | -0.045886 | -0.418 | 0.338499 |
27 | 0.013367 | 0.1218 | 0.451684 |
28 | -0.016984 | -0.1547 | 0.438705 |
29 | 0.031731 | 0.2891 | 0.386621 |
30 | 0.004042 | 0.0368 | 0.485358 |
31 | 0.022745 | 0.2072 | 0.418175 |
32 | -0.020723 | -0.1888 | 0.425358 |
33 | 0.046933 | 0.4276 | 0.335033 |
34 | 0.004135 | 0.0377 | 0.48502 |
35 | 0.000702 | 0.0064 | 0.497456 |
36 | -0.002949 | -0.0269 | 0.489316 |
37 | 0.037274 | 0.3396 | 0.367515 |
38 | 0.037417 | 0.3409 | 0.367025 |
39 | -0.079516 | -0.7244 | 0.235422 |
40 | -0.069263 | -0.631 | 0.264882 |
41 | -0.086334 | -0.7865 | 0.216895 |
42 | -0.04693 | -0.4276 | 0.335041 |
43 | -0.008265 | -0.0753 | 0.470078 |
44 | -0.055921 | -0.5095 | 0.30589 |
45 | -0.111553 | -1.0163 | 0.156222 |
46 | 0.038905 | 0.3544 | 0.361953 |
47 | -0.0827 | -0.7534 | 0.22666 |
48 | 0.084708 | 0.7717 | 0.221235 |