Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945898 | 8.0262 | 0 |
2 | 0.855921 | 7.2627 | 0 |
3 | 0.76113 | 6.4584 | 0 |
4 | 0.660564 | 5.6051 | 0 |
5 | 0.553302 | 4.6949 | 6e-06 |
6 | 0.441124 | 3.7431 | 0.000181 |
7 | 0.342418 | 2.9055 | 0.002434 |
8 | 0.282055 | 2.3933 | 0.009653 |
9 | 0.243035 | 2.0622 | 0.021398 |
10 | 0.219465 | 1.8622 | 0.033326 |
11 | 0.214299 | 1.8184 | 0.036582 |
12 | 0.223853 | 1.8995 | 0.030755 |
13 | 0.246508 | 2.0917 | 0.019997 |
14 | 0.278068 | 2.3595 | 0.010507 |
15 | 0.302089 | 2.5633 | 0.006229 |
16 | 0.303912 | 2.5788 | 0.005979 |
17 | 0.282877 | 2.4003 | 0.009484 |
18 | 0.249115 | 2.1138 | 0.018998 |
19 | 0.204189 | 1.7326 | 0.043724 |
20 | 0.152783 | 1.2964 | 0.099487 |
21 | 0.090847 | 0.7709 | 0.221656 |
22 | 0.030803 | 0.2614 | 0.397276 |
23 | -0.022478 | -0.1907 | 0.424636 |
24 | -0.064727 | -0.5492 | 0.292273 |
25 | -0.112707 | -0.9564 | 0.171047 |
26 | -0.159486 | -1.3533 | 0.0901 |
27 | -0.20232 | -1.7167 | 0.045163 |
28 | -0.228779 | -1.9413 | 0.028071 |
29 | -0.246621 | -2.0927 | 0.019953 |
30 | -0.250158 | -2.1227 | 0.018611 |
31 | -0.248745 | -2.1107 | 0.019137 |
32 | -0.249245 | -2.1149 | 0.01895 |
33 | -0.248384 | -2.1076 | 0.019274 |
34 | -0.234395 | -1.9889 | 0.025256 |
35 | -0.215216 | -1.8262 | 0.035985 |
36 | -0.207663 | -1.7621 | 0.04115 |
37 | -0.207467 | -1.7604 | 0.041292 |
38 | -0.206395 | -1.7513 | 0.042075 |
39 | -0.19958 | -1.6935 | 0.047342 |
40 | -0.202406 | -1.7175 | 0.045096 |
41 | -0.232289 | -1.971 | 0.026282 |
42 | -0.270795 | -2.2978 | 0.012241 |
43 | -0.304926 | -2.5874 | 0.005845 |
44 | -0.333973 | -2.8339 | 0.002982 |
45 | -0.357787 | -3.0359 | 0.001668 |
46 | -0.372991 | -3.1649 | 0.001137 |
47 | -0.37457 | -3.1783 | 0.001092 |
48 | -0.349577 | -2.9663 | 0.002044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945898 | 8.0262 | 0 |
2 | -0.368582 | -3.1275 | 0.001272 |
3 | 0.019219 | 0.1631 | 0.435457 |
4 | -0.126982 | -1.0775 | 0.142432 |
5 | -0.094093 | -0.7984 | 0.213631 |
6 | -0.094406 | -0.8011 | 0.212867 |
7 | 0.095556 | 0.8108 | 0.21007 |
8 | 0.257663 | 2.1863 | 0.016021 |
9 | -0.034685 | -0.2943 | 0.384682 |
10 | 0.076281 | 0.6473 | 0.259759 |
11 | 0.058708 | 0.4982 | 0.309947 |
12 | 0.003826 | 0.0325 | 0.487095 |
13 | 0.033815 | 0.2869 | 0.387496 |
14 | 0.070829 | 0.601 | 0.274862 |
15 | -0.040835 | -0.3465 | 0.36499 |
16 | -0.189285 | -1.6061 | 0.056311 |
17 | -0.10202 | -0.8657 | 0.194773 |
18 | 0.005637 | 0.0478 | 0.480993 |
19 | -0.055004 | -0.4667 | 0.321054 |
20 | 0.062236 | 0.5281 | 0.299531 |
21 | -0.036349 | -0.3084 | 0.379321 |
22 | 0.047921 | 0.4066 | 0.342745 |
23 | -0.095524 | -0.8105 | 0.210148 |
24 | 0.012188 | 0.1034 | 0.45896 |
25 | -0.223526 | -1.8967 | 0.030941 |
26 | -0.040652 | -0.3449 | 0.365571 |
27 | -0.101238 | -0.859 | 0.196587 |
28 | 0.073745 | 0.6257 | 0.266729 |
29 | -0.070751 | -0.6003 | 0.275082 |
30 | 0.167961 | 1.4252 | 0.07921 |
31 | -0.038517 | -0.3268 | 0.372374 |
32 | -0.089061 | -0.7557 | 0.226146 |
33 | -0.004704 | -0.0399 | 0.484134 |
34 | 0.146939 | 1.2468 | 0.108253 |
35 | -0.019097 | -0.162 | 0.435862 |
36 | -0.164152 | -1.3929 | 0.083972 |
37 | 0.06655 | 0.5647 | 0.287017 |
38 | -0.049837 | -0.4229 | 0.336821 |
39 | 0.008076 | 0.0685 | 0.472779 |
40 | -0.091306 | -0.7748 | 0.22051 |
41 | -0.075809 | -0.6433 | 0.261049 |
42 | -0.00039 | -0.0033 | 0.498685 |
43 | -0.01691 | -0.1435 | 0.443154 |
44 | 0.010408 | 0.0883 | 0.464934 |
45 | 0.033711 | 0.286 | 0.387832 |
46 | 0.010017 | 0.085 | 0.466249 |
47 | 0.081906 | 0.695 | 0.244648 |
48 | 0.054036 | 0.4585 | 0.323983 |