Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.774744 | 6.6646 | 0 |
2 | 0.733173 | 6.307 | 0 |
3 | 0.673217 | 5.7912 | 0 |
4 | 0.623271 | 5.3616 | 0 |
5 | 0.577672 | 4.9693 | 2e-06 |
6 | 0.528283 | 4.5445 | 1.1e-05 |
7 | 0.491853 | 4.2311 | 3.3e-05 |
8 | 0.45097 | 3.8794 | 0.000113 |
9 | 0.371847 | 3.1987 | 0.001016 |
10 | 0.353755 | 3.0431 | 0.00162 |
11 | 0.286644 | 2.4658 | 0.007994 |
12 | 0.28747 | 2.4729 | 0.007849 |
13 | 0.196181 | 1.6876 | 0.047848 |
14 | 0.137552 | 1.1833 | 0.120245 |
15 | 0.103906 | 0.8938 | 0.187154 |
16 | 0.069017 | 0.5937 | 0.27726 |
17 | 0.040015 | 0.3442 | 0.365829 |
18 | 0.003455 | 0.0297 | 0.488186 |
19 | -0.004983 | -0.0429 | 0.482963 |
20 | -0.030514 | -0.2625 | 0.396836 |
21 | -0.07642 | -0.6574 | 0.256484 |
22 | -0.063594 | -0.5471 | 0.292993 |
23 | -0.066629 | -0.5732 | 0.284134 |
24 | -0.076157 | -0.6551 | 0.25721 |
25 | -0.064645 | -0.5561 | 0.289911 |
26 | -0.080344 | -0.6911 | 0.245818 |
27 | -0.063135 | -0.5431 | 0.294345 |
28 | -0.094873 | -0.8161 | 0.208523 |
29 | -0.091547 | -0.7875 | 0.216747 |
30 | -0.117185 | -1.0081 | 0.158354 |
31 | -0.158969 | -1.3675 | 0.087803 |
32 | -0.176279 | -1.5164 | 0.066838 |
33 | -0.204405 | -1.7584 | 0.041411 |
34 | -0.252657 | -2.1734 | 0.016474 |
35 | -0.220699 | -1.8985 | 0.030763 |
36 | -0.222336 | -1.9126 | 0.029834 |
37 | -0.221013 | -1.9012 | 0.030583 |
38 | -0.259136 | -2.2292 | 0.014419 |
39 | -0.214752 | -1.8474 | 0.034346 |
40 | -0.278345 | -2.3944 | 0.00959 |
41 | -0.272685 | -2.3457 | 0.010836 |
42 | -0.288538 | -2.4821 | 0.007665 |
43 | -0.319874 | -2.7517 | 0.003726 |
44 | -0.313444 | -2.6963 | 0.004337 |
45 | -0.325933 | -2.8038 | 0.003223 |
46 | -0.336633 | -2.8958 | 0.002484 |
47 | -0.279834 | -2.4072 | 0.009284 |
48 | -0.270075 | -2.3233 | 0.011457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.774744 | 6.6646 | 0 |
2 | 0.332552 | 2.8607 | 0.002745 |
3 | 0.102514 | 0.8819 | 0.190355 |
4 | 0.039014 | 0.3356 | 0.369058 |
5 | 0.019069 | 0.164 | 0.435074 |
6 | -0.011381 | -0.0979 | 0.461138 |
7 | 0.010798 | 0.0929 | 0.463122 |
8 | -0.005717 | -0.0492 | 0.480453 |
9 | -0.128086 | -1.1018 | 0.137051 |
10 | 0.036291 | 0.3122 | 0.377887 |
11 | -0.071954 | -0.619 | 0.268917 |
12 | 0.088694 | 0.763 | 0.223951 |
13 | -0.158797 | -1.366 | 0.088035 |
14 | -0.106727 | -0.9181 | 0.180774 |
15 | 0.001391 | 0.012 | 0.495244 |
16 | 0.018992 | 0.1634 | 0.435334 |
17 | 0.010124 | 0.0871 | 0.465418 |
18 | -0.038221 | -0.3288 | 0.371623 |
19 | 0.05017 | 0.4316 | 0.333651 |
20 | -0.025466 | -0.2191 | 0.413601 |
21 | -0.040534 | -0.3487 | 0.364159 |
22 | 0.052077 | 0.448 | 0.327738 |
23 | 0.057609 | 0.4956 | 0.310832 |
24 | -0.030791 | -0.2649 | 0.39592 |
25 | 0.063425 | 0.5456 | 0.293491 |
26 | -0.016909 | -0.1455 | 0.442373 |
27 | 0.019087 | 0.1642 | 0.435012 |
28 | -0.093733 | -0.8063 | 0.211322 |
29 | -0.018534 | -0.1594 | 0.436881 |
30 | -0.079541 | -0.6842 | 0.247982 |
31 | -0.142691 | -1.2275 | 0.111767 |
32 | -0.052499 | -0.4516 | 0.326434 |
33 | -0.036189 | -0.3113 | 0.37822 |
34 | -0.139675 | -1.2015 | 0.116688 |
35 | 0.087407 | 0.7519 | 0.227248 |
36 | 0.093128 | 0.8011 | 0.212814 |
37 | -0.009352 | -0.0805 | 0.468048 |
38 | -0.08625 | -0.742 | 0.230232 |
39 | 0.1368 | 1.1768 | 0.121524 |
40 | -0.141785 | -1.2197 | 0.11323 |
41 | -0.002587 | -0.0223 | 0.491152 |
42 | -0.029714 | -0.2556 | 0.399481 |
43 | -0.089136 | -0.7668 | 0.222826 |
44 | 0.016846 | 0.1449 | 0.442586 |
45 | -0.043953 | -0.3781 | 0.353219 |
46 | -0.006281 | -0.054 | 0.47853 |
47 | 0.102868 | 0.8849 | 0.189537 |
48 | 0.033507 | 0.2882 | 0.386984 |