Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912475 | 10.0372 | 0 |
2 | 0.781896 | 8.6009 | 0 |
3 | 0.687424 | 7.5617 | 0 |
4 | 0.641983 | 7.0618 | 0 |
5 | 0.635379 | 6.9892 | 0 |
6 | 0.616054 | 6.7766 | 0 |
7 | 0.558584 | 6.1444 | 0 |
8 | 0.48572 | 5.3429 | 0 |
9 | 0.463794 | 5.1017 | 1e-06 |
10 | 0.493614 | 5.4298 | 0 |
11 | 0.555542 | 6.111 | 0 |
12 | 0.574248 | 6.3167 | 0 |
13 | 0.460722 | 5.0679 | 1e-06 |
14 | 0.320762 | 3.5284 | 0.000296 |
15 | 0.215914 | 2.3751 | 0.009559 |
16 | 0.156231 | 1.7185 | 0.044128 |
17 | 0.130782 | 1.4386 | 0.076423 |
18 | 0.092916 | 1.0221 | 0.154393 |
19 | 0.025275 | 0.278 | 0.390734 |
20 | -0.048195 | -0.5302 | 0.29849 |
21 | -0.06613 | -0.7274 | 0.234183 |
22 | -0.039047 | -0.4295 | 0.334155 |
23 | 0.013612 | 0.1497 | 0.440612 |
24 | 0.027578 | 0.3034 | 0.381067 |
25 | -0.067268 | -0.74 | 0.230381 |
26 | -0.180664 | -1.9873 | 0.024573 |
27 | -0.257343 | -2.8308 | 0.00272 |
28 | -0.2899 | -3.1889 | 0.000909 |
29 | -0.290395 | -3.1943 | 0.000894 |
30 | -0.300153 | -3.3017 | 0.000632 |
31 | -0.334339 | -3.6777 | 0.000176 |
32 | -0.371401 | -4.0854 | 4e-05 |
33 | -0.355531 | -3.9108 | 7.6e-05 |
34 | -0.300084 | -3.3009 | 0.000633 |
35 | -0.22655 | -2.492 | 0.007027 |
36 | -0.19132 | -2.1045 | 0.018701 |
37 | -0.253165 | -2.7848 | 0.003109 |
38 | -0.329294 | -3.6222 | 0.000214 |
39 | -0.375216 | -4.1274 | 3.4e-05 |
40 | -0.382615 | -4.2088 | 2.5e-05 |
41 | -0.364957 | -4.0145 | 5.2e-05 |
42 | -0.357142 | -3.9286 | 7.1e-05 |
43 | -0.371102 | -4.0821 | 4e-05 |
44 | -0.386398 | -4.2504 | 2.1e-05 |
45 | -0.354673 | -3.9014 | 7.9e-05 |
46 | -0.289094 | -3.18 | 0.000935 |
47 | -0.21183 | -2.3301 | 0.010728 |
48 | -0.164972 | -1.8147 | 0.036024 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912475 | 10.0372 | 0 |
2 | -0.30298 | -3.3328 | 0.000571 |
3 | 0.225362 | 2.479 | 0.007277 |
4 | 0.128238 | 1.4106 | 0.080462 |
5 | 0.153545 | 1.689 | 0.046898 |
6 | -0.112367 | -1.236 | 0.109419 |
7 | -0.096565 | -1.0622 | 0.145126 |
8 | -0.00848 | -0.0933 | 0.462917 |
9 | 0.29418 | 3.236 | 0.000782 |
10 | 0.090799 | 0.9988 | 0.159945 |
11 | 0.207604 | 2.2836 | 0.012068 |
12 | -0.233523 | -2.5688 | 0.005711 |
13 | -0.655632 | -7.2119 | 0 |
14 | 0.126824 | 1.3951 | 0.082777 |
15 | -0.112949 | -1.2424 | 0.108239 |
16 | -0.041171 | -0.4529 | 0.325722 |
17 | 0.043639 | 0.48 | 0.316037 |
18 | -0.075373 | -0.8291 | 0.204341 |
19 | 0.125084 | 1.3759 | 0.085694 |
20 | 0.029898 | 0.3289 | 0.371408 |
21 | -0.029037 | -0.3194 | 0.374986 |
22 | -0.054358 | -0.5979 | 0.2755 |
23 | -0.009965 | -0.1096 | 0.456447 |
24 | 0.0101 | 0.1111 | 0.455862 |
25 | -0.154897 | -1.7039 | 0.045486 |
26 | -0.029421 | -0.3236 | 0.373388 |
27 | 0.037928 | 0.4172 | 0.338632 |
28 | 0.00924 | 0.1016 | 0.459606 |
29 | 0.10676 | 1.1744 | 0.121278 |
30 | 0.00033 | 0.0036 | 0.498555 |
31 | 0.023 | 0.253 | 0.400349 |
32 | 0.005877 | 0.0646 | 0.474281 |
33 | -0.032161 | -0.3538 | 0.362064 |
34 | 0.00433 | 0.0476 | 0.481045 |
35 | -0.048024 | -0.5283 | 0.299143 |
36 | -0.017618 | -0.1938 | 0.42333 |
37 | -0.081502 | -0.8965 | 0.185878 |
38 | 0.015601 | 0.1716 | 0.432016 |
39 | -0.056776 | -0.6245 | 0.266727 |
40 | -0.011581 | -0.1274 | 0.449423 |
41 | -0.021397 | -0.2354 | 0.407159 |
42 | -0.020475 | -0.2252 | 0.411093 |
43 | 0.010213 | 0.1123 | 0.455369 |
44 | -0.01909 | -0.21 | 0.417014 |
45 | -0.0727 | -0.7997 | 0.212726 |
46 | 0.021849 | 0.2403 | 0.405236 |
47 | -0.044322 | -0.4875 | 0.313377 |
48 | 0.135971 | 1.4957 | 0.06867 |