Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.885107 | 6.856 | 0 |
2 | 0.721088 | 5.5855 | 0 |
3 | 0.615362 | 4.7666 | 6e-06 |
4 | 0.579825 | 4.4913 | 1.6e-05 |
5 | 0.583802 | 4.5221 | 1.5e-05 |
6 | 0.562447 | 4.3567 | 2.6e-05 |
7 | 0.481257 | 3.7278 | 0.000215 |
8 | 0.383642 | 2.9717 | 0.002128 |
9 | 0.321897 | 2.4934 | 0.007714 |
10 | 0.324504 | 2.5136 | 0.007326 |
11 | 0.38218 | 2.9604 | 0.002198 |
12 | 0.389177 | 3.0145 | 0.001884 |
13 | 0.244447 | 1.8935 | 0.031559 |
14 | 0.074066 | 0.5737 | 0.284153 |
15 | -0.038385 | -0.2973 | 0.383621 |
16 | -0.087858 | -0.6805 | 0.249388 |
17 | -0.100579 | -0.7791 | 0.219498 |
18 | -0.131567 | -1.0191 | 0.15612 |
19 | -0.206395 | -1.5987 | 0.057567 |
20 | -0.289253 | -2.2405 | 0.014385 |
21 | -0.335657 | -2.6 | 0.00586 |
22 | -0.316418 | -2.451 | 0.008589 |
23 | -0.253653 | -1.9648 | 0.027037 |
24 | -0.228008 | -1.7661 | 0.04123 |
25 | -0.311492 | -2.4128 | 0.009451 |
26 | -0.400214 | -3.1 | 0.001473 |
27 | -0.436605 | -3.3819 | 0.000636 |
28 | -0.425598 | -3.2967 | 0.000823 |
29 | -0.388725 | -3.011 | 0.001903 |
30 | -0.36431 | -2.8219 | 0.003232 |
31 | -0.369354 | -2.861 | 0.002902 |
32 | -0.384411 | -2.9776 | 0.002093 |
33 | -0.364162 | -2.8208 | 0.003242 |
34 | -0.303585 | -2.3516 | 0.010998 |
35 | -0.221499 | -1.7157 | 0.045686 |
36 | -0.175614 | -1.3603 | 0.089412 |
37 | -0.193735 | -1.5007 | 0.069344 |
38 | -0.217446 | -1.6843 | 0.048657 |
39 | -0.209458 | -1.6225 | 0.054974 |
40 | -0.177079 | -1.3716 | 0.087641 |
41 | -0.125747 | -0.974 | 0.166976 |
42 | -0.091359 | -0.7077 | 0.240947 |
43 | -0.077843 | -0.603 | 0.2744 |
44 | -0.073311 | -0.5679 | 0.286122 |
45 | -0.053274 | -0.4127 | 0.340664 |
46 | -0.015862 | -0.1229 | 0.451311 |
47 | 0.028577 | 0.2214 | 0.412784 |
48 | 0.053209 | 0.4122 | 0.340848 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.885107 | 6.856 | 0 |
2 | -0.287772 | -2.2291 | 0.014783 |
3 | 0.242454 | 1.878 | 0.032619 |
4 | 0.148025 | 1.1466 | 0.128051 |
5 | 0.121831 | 0.9437 | 0.174554 |
6 | -0.086528 | -0.6702 | 0.252637 |
7 | -0.151717 | -1.1752 | 0.12228 |
8 | -0.010227 | -0.0792 | 0.468561 |
9 | 0.039539 | 0.3063 | 0.380232 |
10 | 0.140157 | 1.0857 | 0.140988 |
11 | 0.192396 | 1.4903 | 0.070693 |
12 | -0.202533 | -1.5688 | 0.060975 |
13 | -0.565703 | -4.3819 | 2.4e-05 |
14 | 0.04348 | 0.3368 | 0.368723 |
15 | -0.051885 | -0.4019 | 0.344592 |
16 | -0.111195 | -0.8613 | 0.196248 |
17 | -0.038207 | -0.296 | 0.384144 |
18 | 0.028154 | 0.2181 | 0.414053 |
19 | -0.001049 | -0.0081 | 0.496771 |
20 | -0.036435 | -0.2822 | 0.38937 |
21 | 0.013946 | 0.108 | 0.457167 |
22 | 0.042168 | 0.3266 | 0.372541 |
23 | -0.052701 | -0.4082 | 0.342283 |
24 | 0.077649 | 0.6015 | 0.274897 |
25 | -0.081733 | -0.6331 | 0.264538 |
26 | 0.084453 | 0.6542 | 0.257752 |
27 | -0.017635 | -0.1366 | 0.445901 |
28 | -0.040918 | -0.3169 | 0.376192 |
29 | -0.014362 | -0.1113 | 0.455894 |
30 | 0.043882 | 0.3399 | 0.367556 |
31 | 0.046816 | 0.3626 | 0.359076 |
32 | -0.049362 | -0.3824 | 0.351773 |
33 | 0.078773 | 0.6102 | 0.272027 |
34 | -0.107957 | -0.8362 | 0.203171 |
35 | -0.054703 | -0.4237 | 0.336641 |
36 | -0.011855 | -0.0918 | 0.463572 |
37 | 0.127263 | 0.9858 | 0.164101 |
38 | -0.125417 | -0.9715 | 0.167607 |
39 | -0.036902 | -0.2858 | 0.387992 |
40 | 0.000195 | 0.0015 | 0.499398 |
41 | 0.051225 | 0.3968 | 0.346466 |
42 | -0.132168 | -1.0238 | 0.155026 |
43 | 0.074324 | 0.5757 | 0.283482 |
44 | -0.014238 | -0.1103 | 0.456275 |
45 | -0.097166 | -0.7526 | 0.227303 |
46 | -0.066084 | -0.5119 | 0.305305 |
47 | 0.052453 | 0.4063 | 0.342984 |
48 | 0.021738 | 0.1684 | 0.433425 |