Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912912 | 10.0005 | 0 |
2 | 0.815688 | 8.9354 | 0 |
3 | 0.701835 | 7.6882 | 0 |
4 | 0.599423 | 6.5663 | 0 |
5 | 0.538757 | 5.9018 | 0 |
6 | 0.502934 | 5.5094 | 0 |
7 | 0.479031 | 5.2475 | 0 |
8 | 0.475568 | 5.2096 | 0 |
9 | 0.491464 | 5.3837 | 0 |
10 | 0.505773 | 5.5405 | 0 |
11 | 0.498742 | 5.4634 | 0 |
12 | 0.475189 | 5.2054 | 0 |
13 | 0.405344 | 4.4403 | 1e-05 |
14 | 0.321528 | 3.5222 | 0.000303 |
15 | 0.241605 | 2.6466 | 0.00461 |
16 | 0.163741 | 1.7937 | 0.037691 |
17 | 0.12765 | 1.3983 | 0.082296 |
18 | 0.110412 | 1.2095 | 0.114423 |
19 | 0.114731 | 1.2568 | 0.105632 |
20 | 0.139909 | 1.5326 | 0.064 |
21 | 0.167419 | 1.834 | 0.034567 |
22 | 0.200807 | 2.1997 | 0.014871 |
23 | 0.21795 | 2.3875 | 0.009262 |
24 | 0.202841 | 2.222 | 0.014079 |
25 | 0.155081 | 1.6988 | 0.045972 |
26 | 0.100379 | 1.0996 | 0.136854 |
27 | 0.048016 | 0.526 | 0.299933 |
28 | 0.015074 | 0.1651 | 0.434561 |
29 | 0.009753 | 0.1068 | 0.457548 |
30 | -0.007194 | -0.0788 | 0.46866 |
31 | -0.006885 | -0.0754 | 0.470002 |
32 | 0.004115 | 0.0451 | 0.482058 |
33 | 0.014194 | 0.1555 | 0.438348 |
34 | 0.0291 | 0.3188 | 0.375228 |
35 | 0.032632 | 0.3575 | 0.360686 |
36 | 0.002477 | 0.0271 | 0.489198 |
37 | -0.040186 | -0.4402 | 0.330287 |
38 | -0.078576 | -0.8608 | 0.195543 |
39 | -0.12693 | -1.3904 | 0.083483 |
40 | -0.15738 | -1.724 | 0.043641 |
41 | -0.167016 | -1.8296 | 0.034899 |
42 | -0.163419 | -1.7902 | 0.037974 |
43 | -0.15314 | -1.6776 | 0.048018 |
44 | -0.117187 | -1.2837 | 0.100857 |
45 | -0.076221 | -0.835 | 0.202701 |
46 | -0.039063 | -0.4279 | 0.334741 |
47 | 0.006649 | 0.0728 | 0.471029 |
48 | 0.020868 | 0.2286 | 0.409784 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912912 | 10.0005 | 0 |
2 | -0.106372 | -1.1653 | 0.123114 |
3 | -0.151284 | -1.6572 | 0.050042 |
4 | 0.012971 | 0.1421 | 0.443624 |
5 | 0.197073 | 2.1588 | 0.016427 |
6 | 0.078024 | 0.8547 | 0.197207 |
7 | -0.017931 | -0.1964 | 0.422307 |
8 | 0.09946 | 1.0895 | 0.139051 |
9 | 0.170112 | 1.8635 | 0.032419 |
10 | 0.021967 | 0.2406 | 0.405125 |
11 | -0.129614 | -1.4198 | 0.079122 |
12 | -0.028957 | -0.3172 | 0.37582 |
13 | -0.183401 | -2.0091 | 0.023388 |
14 | -0.085823 | -0.9401 | 0.174515 |
15 | -0.015622 | -0.1711 | 0.432204 |
16 | -0.07276 | -0.797 | 0.213501 |
17 | 0.114695 | 1.2564 | 0.105702 |
18 | -0.001922 | -0.0211 | 0.491617 |
19 | 0.030269 | 0.3316 | 0.370394 |
20 | 0.078866 | 0.8639 | 0.194673 |
21 | 0.032566 | 0.3567 | 0.360957 |
22 | 0.098277 | 1.0766 | 0.141916 |
23 | 0.008292 | 0.0908 | 0.463888 |
24 | -0.105748 | -1.1584 | 0.124498 |
25 | -0.084978 | -0.9309 | 0.176891 |
26 | 0.047277 | 0.5179 | 0.302745 |
27 | -0.014276 | -0.1564 | 0.437998 |
28 | 0.018249 | 0.1999 | 0.420944 |
29 | 0.006095 | 0.0668 | 0.473441 |
30 | -0.195291 | -2.1393 | 0.017218 |
31 | 0.025394 | 0.2782 | 0.390677 |
32 | 0.010771 | 0.118 | 0.453137 |
33 | -0.011479 | -0.1257 | 0.450072 |
34 | 0.001799 | 0.0197 | 0.492155 |
35 | 0.002162 | 0.0237 | 0.490573 |
36 | -0.073435 | -0.8044 | 0.211368 |
37 | -0.005805 | -0.0636 | 0.474701 |
38 | 0.069314 | 0.7593 | 0.224583 |
39 | -0.105802 | -1.159 | 0.124379 |
40 | -0.003758 | -0.0412 | 0.483614 |
41 | 0.017554 | 0.1923 | 0.423919 |
42 | 0.088844 | 0.9732 | 0.166197 |
43 | -0.068238 | -0.7475 | 0.228109 |
44 | 0.100567 | 1.1017 | 0.136408 |
45 | 0.142955 | 1.566 | 0.059992 |
46 | -0.042662 | -0.4673 | 0.320552 |
47 | 0.154587 | 1.6934 | 0.046486 |
48 | -0.030107 | -0.3298 | 0.371062 |