Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.782303 | 7.1699 | 0 |
2 | 0.69047 | 6.3283 | 0 |
3 | 0.644696 | 5.9087 | 0 |
4 | 0.628746 | 5.7626 | 0 |
5 | 0.567575 | 5.2019 | 1e-06 |
6 | 0.476726 | 4.3693 | 1.8e-05 |
7 | 0.444067 | 4.0699 | 5.3e-05 |
8 | 0.43936 | 4.0268 | 6.2e-05 |
9 | 0.413691 | 3.7915 | 0.000141 |
10 | 0.382431 | 3.505 | 0.000367 |
11 | 0.42069 | 3.8557 | 0.000113 |
12 | 0.431352 | 3.9534 | 8e-05 |
13 | 0.334821 | 3.0687 | 0.001447 |
14 | 0.277956 | 2.5475 | 0.006336 |
15 | 0.26052 | 2.3877 | 0.009599 |
16 | 0.233926 | 2.144 | 0.017463 |
17 | 0.166984 | 1.5304 | 0.064833 |
18 | 0.067125 | 0.6152 | 0.270039 |
19 | 0.036933 | 0.3385 | 0.367917 |
20 | 0.036477 | 0.3343 | 0.369486 |
21 | -0.034271 | -0.3141 | 0.377114 |
22 | -0.078706 | -0.7213 | 0.236349 |
23 | -0.057455 | -0.5266 | 0.299937 |
24 | -0.03231 | -0.2961 | 0.383931 |
25 | -0.036245 | -0.3322 | 0.370286 |
26 | -0.090224 | -0.8269 | 0.205314 |
27 | -0.037248 | -0.3414 | 0.366833 |
28 | -0.046862 | -0.4295 | 0.334332 |
29 | -0.06965 | -0.6383 | 0.262492 |
30 | -0.126155 | -1.1562 | 0.125433 |
31 | -0.134222 | -1.2302 | 0.111035 |
32 | -0.130007 | -1.1915 | 0.1184 |
33 | -0.202595 | -1.8568 | 0.033421 |
34 | -0.278129 | -2.5491 | 0.006309 |
35 | -0.272842 | -2.5006 | 0.00717 |
36 | -0.213796 | -1.9595 | 0.026687 |
37 | -0.19474 | -1.7848 | 0.03895 |
38 | -0.228582 | -2.095 | 0.019592 |
39 | -0.19457 | -1.7833 | 0.039078 |
40 | -0.171561 | -1.5724 | 0.05981 |
41 | -0.146114 | -1.3392 | 0.092067 |
42 | -0.133749 | -1.2258 | 0.111845 |
43 | -0.136073 | -1.2471 | 0.107909 |
44 | -0.132658 | -1.2158 | 0.113728 |
45 | -0.188119 | -1.7241 | 0.044181 |
46 | -0.226778 | -2.0785 | 0.020359 |
47 | -0.199545 | -1.8289 | 0.035485 |
48 | -0.194405 | -1.7818 | 0.039202 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.782303 | 7.1699 | 0 |
2 | 0.202246 | 1.8536 | 0.033653 |
3 | 0.149318 | 1.3685 | 0.087398 |
4 | 0.147749 | 1.3541 | 0.089662 |
5 | -0.028036 | -0.257 | 0.398921 |
6 | -0.118755 | -1.0884 | 0.139763 |
7 | 0.038095 | 0.3491 | 0.363925 |
8 | 0.080365 | 0.7366 | 0.231722 |
9 | 0.019557 | 0.1792 | 0.42909 |
10 | 0.02845 | 0.2607 | 0.397464 |
11 | 0.193182 | 1.7705 | 0.040132 |
12 | 0.041686 | 0.3821 | 0.351692 |
13 | -0.261327 | -2.3951 | 0.00942 |
14 | -0.085381 | -0.7825 | 0.218051 |
15 | -0.007682 | -0.0704 | 0.472017 |
16 | -0.067819 | -0.6216 | 0.267953 |
17 | -0.052414 | -0.4804 | 0.316104 |
18 | -0.108159 | -0.9913 | 0.162193 |
19 | -0.024599 | -0.2255 | 0.411088 |
20 | 0.023741 | 0.2176 | 0.414139 |
21 | -0.133742 | -1.2258 | 0.111856 |
22 | -0.039352 | -0.3607 | 0.359625 |
23 | 0.079394 | 0.7277 | 0.234422 |
24 | 0.085869 | 0.787 | 0.216749 |
25 | 0.093058 | 0.8529 | 0.198073 |
26 | -0.102166 | -0.9364 | 0.175884 |
27 | 0.157896 | 1.4471 | 0.075789 |
28 | -0.084756 | -0.7768 | 0.219728 |
29 | -0.024036 | -0.2203 | 0.41309 |
30 | -0.021134 | -0.1937 | 0.423442 |
31 | -0.031087 | -0.2849 | 0.388203 |
32 | 0.006562 | 0.0601 | 0.476091 |
33 | -0.102971 | -0.9437 | 0.174002 |
34 | -0.183966 | -1.6861 | 0.047746 |
35 | -0.012685 | -0.1163 | 0.453861 |
36 | 0.111557 | 1.0224 | 0.154756 |
37 | 0.116887 | 1.0713 | 0.143554 |
38 | -0.048686 | -0.4462 | 0.328294 |
39 | -0.007148 | -0.0655 | 0.473961 |
40 | -0.042542 | -0.3899 | 0.348796 |
41 | 0.021892 | 0.2006 | 0.420732 |
42 | 0.096215 | 0.8818 | 0.190193 |
43 | -0.018303 | -0.1677 | 0.433593 |
44 | -0.042178 | -0.3866 | 0.350028 |
45 | -0.03773 | -0.3458 | 0.365177 |
46 | -0.009084 | -0.0833 | 0.466921 |
47 | -0.011227 | -0.1029 | 0.459145 |
48 | -0.102883 | -0.9429 | 0.174208 |