Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948523 | 7.9924 | 0 |
2 | 0.88953 | 7.4953 | 0 |
3 | 0.840212 | 7.0798 | 0 |
4 | 0.803032 | 6.7665 | 0 |
5 | 0.759566 | 6.4002 | 0 |
6 | 0.691573 | 5.8273 | 0 |
7 | 0.617821 | 5.2059 | 1e-06 |
8 | 0.540067 | 4.5507 | 1.1e-05 |
9 | 0.459451 | 3.8714 | 0.000119 |
10 | 0.387704 | 3.2669 | 0.000838 |
11 | 0.329985 | 2.7805 | 0.003472 |
12 | 0.273891 | 2.3078 | 0.011963 |
13 | 0.184874 | 1.5578 | 0.061867 |
14 | 0.099845 | 0.8413 | 0.201499 |
15 | 0.029423 | 0.2479 | 0.402456 |
16 | -0.023031 | -0.1941 | 0.423342 |
17 | -0.063931 | -0.5387 | 0.295891 |
18 | -0.115665 | -0.9746 | 0.166531 |
19 | -0.164262 | -1.3841 | 0.085332 |
20 | -0.207946 | -1.7522 | 0.04203 |
21 | -0.2404 | -2.0257 | 0.02328 |
22 | -0.262118 | -2.2086 | 0.015214 |
23 | -0.266041 | -2.2417 | 0.014054 |
24 | -0.26897 | -2.2664 | 0.013239 |
25 | -0.293402 | -2.4722 | 0.007912 |
26 | -0.312697 | -2.6348 | 0.005164 |
27 | -0.319616 | -2.6931 | 0.004413 |
28 | -0.314043 | -2.6462 | 0.005009 |
29 | -0.302782 | -2.5513 | 0.006444 |
30 | -0.306704 | -2.5843 | 0.005907 |
31 | -0.301512 | -2.5406 | 0.006627 |
32 | -0.295195 | -2.4874 | 0.00761 |
33 | -0.296764 | -2.5006 | 0.007355 |
34 | -0.289515 | -2.4395 | 0.008604 |
35 | -0.270513 | -2.2794 | 0.012826 |
36 | -0.247885 | -2.0887 | 0.02016 |
37 | -0.246134 | -2.074 | 0.020855 |
38 | -0.244895 | -2.0635 | 0.02136 |
39 | -0.239196 | -2.0155 | 0.023819 |
40 | -0.224883 | -1.8949 | 0.031089 |
41 | -0.209916 | -1.7688 | 0.040612 |
42 | -0.212607 | -1.7915 | 0.038741 |
43 | -0.207529 | -1.7487 | 0.042335 |
44 | -0.206306 | -1.7384 | 0.043241 |
45 | -0.207783 | -1.7508 | 0.042149 |
46 | -0.202512 | -1.7064 | 0.046153 |
47 | -0.192788 | -1.6245 | 0.054354 |
48 | -0.182123 | -1.5346 | 0.064664 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948523 | 7.9924 | 0 |
2 | -0.101342 | -0.8539 | 0.19801 |
3 | 0.07144 | 0.602 | 0.274557 |
4 | 0.080918 | 0.6818 | 0.248783 |
5 | -0.093645 | -0.7891 | 0.216349 |
6 | -0.246173 | -2.0743 | 0.02084 |
7 | -0.06825 | -0.5751 | 0.283527 |
8 | -0.137419 | -1.1579 | 0.125389 |
9 | -0.13878 | -1.1694 | 0.123081 |
10 | 0.04558 | 0.3841 | 0.35104 |
11 | 0.128838 | 1.0856 | 0.140662 |
12 | -0.008186 | -0.069 | 0.472601 |
13 | -0.336788 | -2.8378 | 0.002959 |
14 | 0.064674 | 0.545 | 0.293748 |
15 | -0.000378 | -0.0032 | 0.498732 |
16 | -0.024365 | -0.2053 | 0.418962 |
17 | 0.110788 | 0.9335 | 0.176858 |
18 | -0.013031 | -0.1098 | 0.456439 |
19 | -0.022831 | -0.1924 | 0.423997 |
20 | -0.017228 | -0.1452 | 0.442496 |
21 | 0.062278 | 0.5248 | 0.300692 |
22 | -0.046193 | -0.3892 | 0.349135 |
23 | 0.095179 | 0.802 | 0.212616 |
24 | -0.020664 | -0.1741 | 0.431133 |
25 | -0.180007 | -1.5168 | 0.066883 |
26 | 0.017558 | 0.1479 | 0.441403 |
27 | 0.01928 | 0.1625 | 0.435703 |
28 | -0.088084 | -0.7422 | 0.230203 |
29 | -0.003826 | -0.0322 | 0.487187 |
30 | -0.016716 | -0.1409 | 0.444193 |
31 | 0.077899 | 0.6564 | 0.256848 |
32 | -0.051815 | -0.4366 | 0.331862 |
33 | -0.143474 | -1.2089 | 0.115349 |
34 | 0.074316 | 0.6262 | 0.266596 |
35 | 0.014221 | 0.1198 | 0.452477 |
36 | 0.000543 | 0.0046 | 0.498182 |
37 | -0.066976 | -0.5644 | 0.287147 |
38 | 0.061897 | 0.5215 | 0.301804 |
39 | -0.066316 | -0.5588 | 0.289032 |
40 | -0.06471 | -0.5453 | 0.293643 |
41 | 0.009718 | 0.0819 | 0.467484 |
42 | -0.082202 | -0.6926 | 0.245396 |
43 | 0.01846 | 0.1555 | 0.438417 |
44 | -0.071906 | -0.6059 | 0.273259 |
45 | 0.030228 | 0.2547 | 0.399843 |
46 | 0.004196 | 0.0354 | 0.485948 |
47 | -0.01571 | -0.1324 | 0.447532 |
48 | -0.039636 | -0.334 | 0.36969 |