Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.894444 | 10.2374 | 0 |
2 | 0.737896 | 8.4456 | 0 |
3 | 0.643786 | 7.3685 | 0 |
4 | 0.611607 | 7.0002 | 0 |
5 | 0.610849 | 6.9915 | 0 |
6 | 0.592923 | 6.7863 | 0 |
7 | 0.55702 | 6.3754 | 0 |
8 | 0.504202 | 5.7709 | 0 |
9 | 0.476731 | 5.4564 | 0 |
10 | 0.501649 | 5.7416 | 0 |
11 | 0.586686 | 6.7149 | 0 |
12 | 0.620018 | 7.0964 | 0 |
13 | 0.484594 | 5.5464 | 0 |
14 | 0.308217 | 3.5277 | 0.000289 |
15 | 0.191229 | 2.1887 | 0.015195 |
16 | 0.13437 | 1.5379 | 0.063239 |
17 | 0.109101 | 1.2487 | 0.106997 |
18 | 0.072384 | 0.8285 | 0.204454 |
19 | 0.021633 | 0.2476 | 0.402416 |
20 | -0.037689 | -0.4314 | 0.333454 |
21 | -0.06597 | -0.7551 | 0.225783 |
22 | -0.043073 | -0.493 | 0.311423 |
23 | 0.036266 | 0.4151 | 0.33938 |
24 | 0.064119 | 0.7339 | 0.232168 |
25 | -0.060055 | -0.6874 | 0.246536 |
26 | -0.211964 | -2.426 | 0.008313 |
27 | -0.299395 | -3.4267 | 0.000408 |
28 | -0.332842 | -3.8095 | 0.000107 |
29 | -0.336886 | -3.8558 | 9e-05 |
30 | -0.350861 | -4.0158 | 5e-05 |
31 | -0.369665 | -4.231 | 2.2e-05 |
32 | -0.393644 | -4.5055 | 7e-06 |
33 | -0.390957 | -4.4747 | 8e-06 |
34 | -0.343331 | -3.9296 | 6.9e-05 |
35 | -0.246756 | -2.8243 | 0.00274 |
36 | -0.201764 | -2.3093 | 0.011246 |
37 | -0.292937 | -3.3528 | 0.000523 |
38 | -0.403973 | -4.6237 | 4e-06 |
39 | -0.458069 | -5.2428 | 0 |
40 | -0.463418 | -5.3041 | 0 |
41 | -0.441113 | -5.0488 | 1e-06 |
42 | -0.430072 | -4.9224 | 1e-06 |
43 | -0.424198 | -4.8552 | 2e-06 |
44 | -0.424486 | -4.8585 | 2e-06 |
45 | -0.402804 | -4.6103 | 5e-06 |
46 | -0.341792 | -3.912 | 7.3e-05 |
47 | -0.244024 | -2.793 | 0.003003 |
48 | -0.190289 | -2.178 | 0.0156 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.894444 | 10.2374 | 0 |
2 | -0.310717 | -3.5563 | 0.000262 |
3 | 0.313417 | 3.5872 | 0.000235 |
4 | 0.087379 | 1.0001 | 0.159553 |
5 | 0.13543 | 1.5501 | 0.061769 |
6 | -0.058062 | -0.6646 | 0.253753 |
7 | 0.067427 | 0.7717 | 0.22083 |
8 | -0.100418 | -1.1493 | 0.126256 |
9 | 0.185928 | 2.128 | 0.017603 |
10 | 0.138236 | 1.5822 | 0.058009 |
11 | 0.369985 | 4.2347 | 2.1e-05 |
12 | -0.355099 | -4.0643 | 4.1e-05 |
13 | -0.654037 | -7.4858 | 0 |
14 | 0.002368 | 0.0271 | 0.489207 |
15 | -0.06219 | -0.7118 | 0.238928 |
16 | -0.169401 | -1.9389 | 0.027333 |
17 | -0.037004 | -0.4235 | 0.336302 |
18 | -0.033695 | -0.3857 | 0.350188 |
19 | -0.00014 | -0.0016 | 0.499364 |
20 | 0.019116 | 0.2188 | 0.413578 |
21 | 0.161869 | 1.8527 | 0.03309 |
22 | 0.022256 | 0.2547 | 0.399663 |
23 | 0.098284 | 1.1249 | 0.131342 |
24 | -0.010867 | -0.1244 | 0.450603 |
25 | -0.177812 | -2.0351 | 0.021927 |
26 | 0.07627 | 0.873 | 0.192143 |
27 | 0.070682 | 0.809 | 0.209992 |
28 | -0.18036 | -2.0643 | 0.020481 |
29 | 0.015246 | 0.1745 | 0.430873 |
30 | -0.033458 | -0.3829 | 0.351193 |
31 | 0.115274 | 1.3194 | 0.094674 |
32 | -0.097023 | -1.1105 | 0.134412 |
33 | 0.046779 | 0.5354 | 0.296637 |
34 | -0.069588 | -0.7965 | 0.213599 |
35 | 0.013024 | 0.1491 | 0.440867 |
36 | -0.039664 | -0.454 | 0.325297 |
37 | 0.007528 | 0.0862 | 0.465735 |
38 | -0.06983 | -0.7992 | 0.212797 |
39 | -0.043709 | -0.5003 | 0.308862 |
40 | -0.072914 | -0.8345 | 0.20275 |
41 | 0.087392 | 1.0002 | 0.159518 |
42 | -0.123791 | -1.4168 | 0.07945 |
43 | 0.045596 | 0.5219 | 0.301323 |
44 | -0.131508 | -1.5052 | 0.067343 |
45 | 0.036039 | 0.4125 | 0.340329 |
46 | -0.072249 | -0.8269 | 0.204891 |
47 | -0.021978 | -0.2516 | 0.400891 |
48 | 0.080664 | 0.9232 | 0.178789 |