Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.908637 | 7.71 | 0 |
2 | 0.810301 | 6.8756 | 0 |
3 | 0.724474 | 6.1474 | 0 |
4 | 0.638902 | 5.4213 | 0 |
5 | 0.577697 | 4.9019 | 3e-06 |
6 | 0.508063 | 4.3111 | 2.5e-05 |
7 | 0.433259 | 3.6763 | 0.000226 |
8 | 0.36865 | 3.1281 | 0.00127 |
9 | 0.309946 | 2.63 | 0.005218 |
10 | 0.286141 | 2.428 | 0.008842 |
11 | 0.267311 | 2.2682 | 0.013158 |
12 | 0.234353 | 1.9885 | 0.025276 |
13 | 0.196892 | 1.6707 | 0.049563 |
14 | 0.151582 | 1.2862 | 0.101244 |
15 | 0.119943 | 1.0177 | 0.156103 |
16 | 0.118601 | 1.0064 | 0.158806 |
17 | 0.094458 | 0.8015 | 0.212739 |
18 | 0.080975 | 0.6871 | 0.247116 |
19 | 0.072018 | 0.6111 | 0.271532 |
20 | 0.053012 | 0.4498 | 0.327096 |
21 | 0.030919 | 0.2624 | 0.396897 |
22 | 0.002365 | 0.0201 | 0.492023 |
23 | -0.040351 | -0.3424 | 0.366528 |
24 | -0.080056 | -0.6793 | 0.249564 |
25 | -0.116735 | -0.9905 | 0.162615 |
26 | -0.154995 | -1.3152 | 0.096311 |
27 | -0.174876 | -1.4839 | 0.071104 |
28 | -0.183613 | -1.558 | 0.061808 |
29 | -0.182177 | -1.5458 | 0.063265 |
30 | -0.177728 | -1.5081 | 0.067956 |
31 | -0.172442 | -1.4632 | 0.07388 |
32 | -0.170846 | -1.4497 | 0.075745 |
33 | -0.197417 | -1.6751 | 0.049122 |
34 | -0.216484 | -1.8369 | 0.035174 |
35 | -0.231828 | -1.9671 | 0.026511 |
36 | -0.244198 | -2.0721 | 0.02092 |
37 | -0.255464 | -2.1677 | 0.016745 |
38 | -0.264886 | -2.2476 | 0.013832 |
39 | -0.269123 | -2.2836 | 0.012674 |
40 | -0.262042 | -2.2235 | 0.01466 |
41 | -0.237034 | -2.0113 | 0.024019 |
42 | -0.215769 | -1.8309 | 0.03563 |
43 | -0.198575 | -1.685 | 0.048163 |
44 | -0.176413 | -1.4969 | 0.069393 |
45 | -0.178477 | -1.5144 | 0.067147 |
46 | -0.18645 | -1.5821 | 0.059007 |
47 | -0.184258 | -1.5635 | 0.061162 |
48 | -0.196022 | -1.6633 | 0.0503 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.908637 | 7.71 | 0 |
2 | -0.087859 | -0.7455 | 0.229196 |
3 | 0.019351 | 0.1642 | 0.435017 |
4 | -0.054009 | -0.4583 | 0.324066 |
5 | 0.093728 | 0.7953 | 0.214524 |
6 | -0.103053 | -0.8744 | 0.192395 |
7 | -0.052625 | -0.4465 | 0.328276 |
8 | -6.7e-05 | -6e-04 | 0.499773 |
9 | -0.001608 | -0.0136 | 0.494574 |
10 | 0.149264 | 1.2665 | 0.1047 |
11 | -0.017608 | -0.1494 | 0.440824 |
12 | -0.070221 | -0.5958 | 0.276573 |
13 | -0.052463 | -0.4452 | 0.328768 |
14 | -0.044978 | -0.3817 | 0.351921 |
15 | 0.034547 | 0.2931 | 0.385129 |
16 | 0.118241 | 1.0033 | 0.159535 |
17 | -0.144611 | -1.2271 | 0.111898 |
18 | 0.078299 | 0.6644 | 0.254283 |
19 | 0.023141 | 0.1964 | 0.422441 |
20 | -0.034111 | -0.2894 | 0.386537 |
21 | -0.109583 | -0.9298 | 0.177779 |
22 | -0.052963 | -0.4494 | 0.327243 |
23 | -0.106991 | -0.9078 | 0.183493 |
24 | -0.000437 | -0.0037 | 0.498526 |
25 | 0.021766 | 0.1847 | 0.426996 |
26 | -0.092891 | -0.7882 | 0.216582 |
27 | 0.071471 | 0.6065 | 0.273061 |
28 | 0.042359 | 0.3594 | 0.360163 |
29 | 0.031724 | 0.2692 | 0.394279 |
30 | -0.028338 | -0.2405 | 0.40533 |
31 | 0.001417 | 0.012 | 0.495219 |
32 | -0.096062 | -0.8151 | 0.208847 |
33 | -0.12868 | -1.0919 | 0.139262 |
34 | 0.036976 | 0.3138 | 0.377308 |
35 | -0.051665 | -0.4384 | 0.331207 |
36 | 0.026856 | 0.2279 | 0.410193 |
37 | -0.03508 | -0.2977 | 0.383409 |
38 | 0.003579 | 0.0304 | 0.487928 |
39 | 0.014905 | 0.1265 | 0.449857 |
40 | 0.025908 | 0.2198 | 0.413311 |
41 | 0.049264 | 0.418 | 0.33859 |
42 | -0.031214 | -0.2649 | 0.395936 |
43 | 0.010453 | 0.0887 | 0.464786 |
44 | 0.060247 | 0.5112 | 0.305382 |
45 | -0.125841 | -1.0678 | 0.144589 |
46 | -0.042532 | -0.3609 | 0.359617 |
47 | -0.014438 | -0.1225 | 0.451418 |
48 | -0.124065 | -1.0527 | 0.147993 |