Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.87013 | 9.5318 | 0 |
2 | 0.773249 | 8.4705 | 0 |
3 | 0.726388 | 7.9572 | 0 |
4 | 0.666673 | 7.303 | 0 |
5 | 0.654132 | 7.1657 | 0 |
6 | 0.623994 | 6.8355 | 0 |
7 | 0.589085 | 6.4531 | 0 |
8 | 0.534204 | 5.8519 | 0 |
9 | 0.491049 | 5.3792 | 0 |
10 | 0.439539 | 4.8149 | 2e-06 |
11 | 0.430461 | 4.7155 | 3e-06 |
12 | 0.460828 | 5.0481 | 1e-06 |
13 | 0.345681 | 3.7867 | 0.00012 |
14 | 0.258683 | 2.8337 | 0.0027 |
15 | 0.225841 | 2.474 | 0.00738 |
16 | 0.18241 | 1.9982 | 0.023978 |
17 | 0.173735 | 1.9032 | 0.029707 |
18 | 0.155887 | 1.7077 | 0.045143 |
19 | 0.137879 | 1.5104 | 0.066787 |
20 | 0.094031 | 1.0301 | 0.152526 |
21 | 0.06579 | 0.7207 | 0.236251 |
22 | 0.03039 | 0.3329 | 0.369892 |
23 | 0.037961 | 0.4158 | 0.339132 |
24 | 0.080348 | 0.8802 | 0.190263 |
25 | 0.001354 | 0.0148 | 0.494097 |
26 | -0.05481 | -0.6004 | 0.274681 |
27 | -0.061282 | -0.6713 | 0.251655 |
28 | -0.078712 | -0.8622 | 0.195136 |
29 | -0.07032 | -0.7703 | 0.221312 |
30 | -0.066166 | -0.7248 | 0.234989 |
31 | -0.061413 | -0.6727 | 0.251203 |
32 | -0.079704 | -0.8731 | 0.192174 |
33 | -0.081297 | -0.8906 | 0.187471 |
34 | -0.094151 | -1.0314 | 0.152221 |
35 | -0.073149 | -0.8013 | 0.212269 |
36 | -0.025067 | -0.2746 | 0.39205 |
37 | -0.077836 | -0.8526 | 0.197776 |
38 | -0.112451 | -1.2318 | 0.110209 |
39 | -0.10022 | -1.0979 | 0.137233 |
40 | -0.094505 | -1.0353 | 0.151316 |
41 | -0.079247 | -0.8681 | 0.193535 |
42 | -0.066737 | -0.7311 | 0.233081 |
43 | -0.052136 | -0.5711 | 0.284492 |
44 | -0.056599 | -0.62 | 0.268215 |
45 | -0.044524 | -0.4877 | 0.313313 |
46 | -0.038898 | -0.4261 | 0.335396 |
47 | -0.008196 | -0.0898 | 0.464305 |
48 | 0.047636 | 0.5218 | 0.301377 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.87013 | 9.5318 | 0 |
2 | 0.066379 | 0.7271 | 0.234276 |
3 | 0.167341 | 1.8331 | 0.034631 |
4 | -0.030523 | -0.3344 | 0.369346 |
5 | 0.199606 | 2.1866 | 0.015357 |
6 | -0.042072 | -0.4609 | 0.32286 |
7 | 0.04075 | 0.4464 | 0.328057 |
8 | -0.134824 | -1.4769 | 0.071158 |
9 | 0.05045 | 0.5527 | 0.290764 |
10 | -0.126002 | -1.3803 | 0.085032 |
11 | 0.194496 | 2.1306 | 0.017582 |
12 | 0.122902 | 1.3463 | 0.090368 |
13 | -0.50233 | -5.5027 | 0 |
14 | 0.003119 | 0.0342 | 0.486399 |
15 | 0.088257 | 0.9668 | 0.167793 |
16 | 0.050622 | 0.5545 | 0.290123 |
17 | -0.052999 | -0.5806 | 0.281309 |
18 | 0.018141 | 0.1987 | 0.421408 |
19 | 0.037595 | 0.4118 | 0.340598 |
20 | -0.081481 | -0.8926 | 0.186934 |
21 | 0.083617 | 0.916 | 0.180756 |
22 | -0.039142 | -0.4288 | 0.334425 |
23 | 0.09702 | 1.0628 | 0.145004 |
24 | -0.030428 | -0.3333 | 0.369737 |
25 | -0.157815 | -1.7288 | 0.04321 |
26 | -0.010949 | -0.1199 | 0.452366 |
27 | 0.0489 | 0.5357 | 0.296589 |
28 | 0.017688 | 0.1938 | 0.423345 |
29 | -0.03895 | -0.4267 | 0.335191 |
30 | 0.018763 | 0.2055 | 0.418748 |
31 | 0.015761 | 0.1727 | 0.431605 |
32 | 0.012344 | 0.1352 | 0.446329 |
33 | 0.070575 | 0.7731 | 0.220489 |
34 | -0.030703 | -0.3363 | 0.368605 |
35 | 0.018785 | 0.2058 | 0.418657 |
36 | -0.045691 | -0.5005 | 0.308811 |
37 | -0.030627 | -0.3355 | 0.368916 |
38 | -0.025678 | -0.2813 | 0.389486 |
39 | 0.044993 | 0.4929 | 0.311502 |
40 | 0.023047 | 0.2525 | 0.400555 |
41 | -0.054838 | -0.6007 | 0.274581 |
42 | -0.001256 | -0.0138 | 0.494522 |
43 | 0.032082 | 0.3514 | 0.362937 |
44 | 0.05713 | 0.6258 | 0.266308 |
45 | 0.030296 | 0.3319 | 0.370281 |
46 | 0.034355 | 0.3763 | 0.353663 |
47 | 0.004767 | 0.0522 | 0.47922 |
48 | 0.021257 | 0.2329 | 0.408134 |