Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.901236 | 10.2361 | 0 |
2 | 0.784845 | 8.9141 | 0 |
3 | 0.648082 | 7.3608 | 0 |
4 | 0.55394 | 6.2916 | 0 |
5 | 0.433396 | 4.9224 | 1e-06 |
6 | 0.278673 | 3.1651 | 0.000967 |
7 | 0.131903 | 1.4981 | 0.068271 |
8 | 0.012669 | 0.1439 | 0.442905 |
9 | -0.083747 | -0.9512 | 0.171645 |
10 | -0.190157 | -2.1598 | 0.01632 |
11 | -0.281703 | -3.1995 | 0.000866 |
12 | -0.354211 | -4.0231 | 4.9e-05 |
13 | -0.3562 | -4.0457 | 4.5e-05 |
14 | -0.341547 | -3.8792 | 8.3e-05 |
15 | -0.325146 | -3.693 | 0.000163 |
16 | -0.320189 | -3.6366 | 0.000199 |
17 | -0.314866 | -3.5762 | 0.000246 |
18 | -0.285597 | -3.2438 | 0.000751 |
19 | -0.246069 | -2.7948 | 0.002993 |
20 | -0.217002 | -2.4647 | 0.007515 |
21 | -0.186907 | -2.1229 | 0.017838 |
22 | -0.182059 | -2.0678 | 0.020329 |
23 | -0.1498 | -1.7014 | 0.045638 |
24 | -0.120739 | -1.3713 | 0.086326 |
25 | -0.072843 | -0.8273 | 0.204786 |
26 | -0.040618 | -0.4613 | 0.32267 |
27 | -0.023397 | -0.2657 | 0.395434 |
28 | -0.002862 | -0.0325 | 0.487061 |
29 | 0.017642 | 0.2004 | 0.420751 |
30 | 0.045388 | 0.5155 | 0.30354 |
31 | 0.04268 | 0.4847 | 0.314338 |
32 | 0.050529 | 0.5739 | 0.283517 |
33 | 0.050808 | 0.5771 | 0.282451 |
34 | 0.061767 | 0.7015 | 0.242116 |
35 | 0.058081 | 0.6597 | 0.25532 |
36 | 0.051772 | 0.588 | 0.278774 |
37 | 0.053155 | 0.6037 | 0.273542 |
38 | 0.051813 | 0.5885 | 0.278621 |
39 | 0.065933 | 0.7489 | 0.227654 |
40 | 0.068436 | 0.7773 | 0.219208 |
41 | 0.079965 | 0.9082 | 0.182726 |
42 | 0.072924 | 0.8283 | 0.204526 |
43 | 0.067812 | 0.7702 | 0.221298 |
44 | 0.052485 | 0.5961 | 0.27607 |
45 | 0.035507 | 0.4033 | 0.343706 |
46 | 0.025139 | 0.2855 | 0.387851 |
47 | 0.005366 | 0.0609 | 0.475748 |
48 | -0.018539 | -0.2106 | 0.41678 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.901236 | 10.2361 | 0 |
2 | -0.145824 | -1.6562 | 0.050052 |
3 | -0.168534 | -1.9142 | 0.028906 |
4 | 0.170056 | 1.9315 | 0.027809 |
5 | -0.245187 | -2.7848 | 0.003082 |
6 | -0.312392 | -3.5481 | 0.000271 |
7 | 0.074641 | 0.8478 | 0.199073 |
8 | 0.001689 | 0.0192 | 0.492361 |
9 | -0.139463 | -1.584 | 0.057822 |
10 | -0.112191 | -1.2742 | 0.102434 |
11 | 0.058987 | 0.67 | 0.252041 |
12 | -0.067526 | -0.767 | 0.222255 |
13 | 0.198545 | 2.255 | 0.012908 |
14 | 0.026735 | 0.3037 | 0.380939 |
15 | -0.13978 | -1.5876 | 0.057413 |
16 | -0.016699 | -0.1897 | 0.424935 |
17 | -0.109957 | -1.2489 | 0.106988 |
18 | -0.067698 | -0.7689 | 0.221677 |
19 | 0.066533 | 0.7557 | 0.225612 |
20 | -0.088776 | -1.0083 | 0.157598 |
21 | 0.026386 | 0.2997 | 0.38245 |
22 | -0.190848 | -2.1676 | 0.016012 |
23 | 0.121542 | 1.3804 | 0.084918 |
24 | 0.033954 | 0.3856 | 0.350198 |
25 | 0.104201 | 1.1835 | 0.119395 |
26 | 0.008105 | 0.0921 | 0.4634 |
27 | -0.160019 | -1.8175 | 0.035733 |
28 | 0.025009 | 0.2841 | 0.388413 |
29 | -0.063141 | -0.7171 | 0.237292 |
30 | 0.005573 | 0.0633 | 0.474815 |
31 | -0.067614 | -0.7679 | 0.221961 |
32 | 0.06288 | 0.7142 | 0.238204 |
33 | 2.4e-05 | 3e-04 | 0.499889 |
34 | -0.184007 | -2.0899 | 0.019295 |
35 | 0.138606 | 1.5743 | 0.058939 |
36 | 0.07224 | 0.8205 | 0.206726 |
37 | 0.050989 | 0.5791 | 0.281757 |
38 | -0.032356 | -0.3675 | 0.356925 |
39 | 0.007714 | 0.0876 | 0.465161 |
40 | -0.019541 | -0.2219 | 0.412352 |
41 | -0.024733 | -0.2809 | 0.389612 |
42 | -0.030297 | -0.3441 | 0.365662 |
43 | -0.022181 | -0.2519 | 0.400751 |
44 | -0.085811 | -0.9746 | 0.165785 |
45 | -0.011082 | -0.1259 | 0.450019 |
46 | -0.008528 | -0.0969 | 0.461493 |
47 | 0.010066 | 0.1143 | 0.45458 |
48 | -0.018065 | -0.2052 | 0.418878 |