Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.916384 | 9.5233 | 0 |
2 | 0.840224 | 8.7319 | 0 |
3 | 0.764409 | 7.944 | 0 |
4 | 0.683936 | 7.1077 | 0 |
5 | 0.587324 | 6.1036 | 0 |
6 | 0.501817 | 5.215 | 0 |
7 | 0.413188 | 4.294 | 1.9e-05 |
8 | 0.30947 | 3.2161 | 0.000857 |
9 | 0.226209 | 2.3508 | 0.010273 |
10 | 0.137231 | 1.4262 | 0.078355 |
11 | 0.048807 | 0.5072 | 0.30652 |
12 | -0.015238 | -0.1584 | 0.437234 |
13 | -0.084323 | -0.8763 | 0.191402 |
14 | -0.136907 | -1.4228 | 0.07884 |
15 | -0.165514 | -1.7201 | 0.044142 |
16 | -0.192583 | -2.0014 | 0.02393 |
17 | -0.226087 | -2.3496 | 0.010306 |
18 | -0.235864 | -2.4512 | 0.007922 |
19 | -0.22934 | -2.3834 | 0.009451 |
20 | -0.227294 | -2.3621 | 0.009981 |
21 | -0.211437 | -2.1973 | 0.015067 |
22 | -0.189798 | -1.9724 | 0.025558 |
23 | -0.169196 | -1.7583 | 0.040762 |
24 | -0.155185 | -1.6127 | 0.054861 |
25 | -0.152585 | -1.5857 | 0.057865 |
26 | -0.155929 | -1.6205 | 0.054025 |
27 | -0.142644 | -1.4824 | 0.070573 |
28 | -0.119428 | -1.2411 | 0.108623 |
29 | -0.10321 | -1.0726 | 0.142923 |
30 | -0.086488 | -0.8988 | 0.185376 |
31 | -0.068583 | -0.7127 | 0.238773 |
32 | -0.06826 | -0.7094 | 0.23981 |
33 | -0.051167 | -0.5317 | 0.297998 |
34 | -0.055884 | -0.5808 | 0.281305 |
35 | -0.055906 | -0.581 | 0.281227 |
36 | -0.063844 | -0.6635 | 0.254216 |
37 | -0.066426 | -0.6903 | 0.245736 |
38 | -0.076464 | -0.7946 | 0.214282 |
39 | -0.074244 | -0.7716 | 0.221029 |
40 | -0.05809 | -0.6037 | 0.273659 |
41 | -0.06505 | -0.676 | 0.250237 |
42 | -0.069164 | -0.7188 | 0.236915 |
43 | -0.069693 | -0.7243 | 0.235231 |
44 | -0.064634 | -0.6717 | 0.251605 |
45 | -0.0533 | -0.5539 | 0.290394 |
46 | -0.037045 | -0.385 | 0.350502 |
47 | -0.018281 | -0.19 | 0.424841 |
48 | -0.00989 | -0.1028 | 0.459165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.916384 | 9.5233 | 0 |
2 | 0.002898 | 0.0301 | 0.488014 |
3 | -0.03734 | -0.3881 | 0.349371 |
4 | -0.071826 | -0.7464 | 0.228512 |
5 | -0.151594 | -1.5754 | 0.059043 |
6 | -0.000102 | -0.0011 | 0.499579 |
7 | -0.07177 | -0.7459 | 0.228689 |
8 | -0.155925 | -1.6204 | 0.054029 |
9 | 0.051921 | 0.5396 | 0.2953 |
10 | -0.108078 | -1.1232 | 0.131926 |
11 | -0.065849 | -0.6843 | 0.247619 |
12 | 0.092712 | 0.9635 | 0.168725 |
13 | -0.127542 | -1.3255 | 0.093908 |
14 | 0.061984 | 0.6442 | 0.26042 |
15 | 0.101465 | 1.0545 | 0.147014 |
16 | -0.094067 | -0.9776 | 0.165235 |
17 | -0.037827 | -0.3931 | 0.347505 |
18 | 0.05799 | 0.6026 | 0.274004 |
19 | 0.01683 | 0.1749 | 0.430744 |
20 | 0.010848 | 0.1127 | 0.455225 |
21 | 0.012068 | 0.1254 | 0.450215 |
22 | -0.022179 | -0.2305 | 0.409075 |
23 | 0.023811 | 0.2474 | 0.402516 |
24 | -0.088702 | -0.9218 | 0.17934 |
25 | -0.130892 | -1.3603 | 0.088288 |
26 | -0.029434 | -0.3059 | 0.38014 |
27 | 0.071573 | 0.7438 | 0.229304 |
28 | 0.062667 | 0.6513 | 0.258132 |
29 | 0.019113 | 0.1986 | 0.421464 |
30 | -0.022227 | -0.231 | 0.408882 |
31 | -0.008113 | -0.0843 | 0.466481 |
32 | -0.061728 | -0.6415 | 0.261281 |
33 | 0.108606 | 1.1287 | 0.130771 |
34 | -0.176764 | -1.837 | 0.034481 |
35 | 0.032687 | 0.3397 | 0.367374 |
36 | -0.023202 | -0.2411 | 0.404958 |
37 | -0.053579 | -0.5568 | 0.289404 |
38 | -1.4e-05 | -1e-04 | 0.499941 |
39 | 0.052761 | 0.5483 | 0.292304 |
40 | 0.07651 | 0.7951 | 0.214146 |
41 | -0.048032 | -0.4992 | 0.309341 |
42 | -0.06105 | -0.6344 | 0.263565 |
43 | -0.040536 | -0.4213 | 0.337202 |
44 | 0.069221 | 0.7194 | 0.236736 |
45 | 0.043314 | 0.4501 | 0.326758 |
46 | 0.030457 | 0.3165 | 0.37611 |
47 | 0.031096 | 0.3232 | 0.3736 |
48 | -0.04745 | -0.4931 | 0.311464 |