Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873356 | 7.4107 | 0 |
2 | 0.765377 | 6.4944 | 0 |
3 | 0.659446 | 5.5956 | 0 |
4 | 0.609442 | 5.1713 | 1e-06 |
5 | 0.586672 | 4.9781 | 2e-06 |
6 | 0.573145 | 4.8633 | 3e-06 |
7 | 0.536187 | 4.5497 | 1.1e-05 |
8 | 0.500007 | 4.2427 | 3.2e-05 |
9 | 0.455883 | 3.8683 | 0.000119 |
10 | 0.425872 | 3.6136 | 0.000278 |
11 | 0.383781 | 3.2565 | 0.000861 |
12 | 0.359345 | 3.0491 | 0.001605 |
13 | 0.329648 | 2.7972 | 0.003304 |
14 | 0.280936 | 2.3838 | 0.009886 |
15 | 0.242644 | 2.0589 | 0.021561 |
16 | 0.181345 | 1.5388 | 0.064122 |
17 | 0.167766 | 1.4235 | 0.079449 |
18 | 0.15671 | 1.3297 | 0.093903 |
19 | 0.127574 | 1.0825 | 0.141321 |
20 | 0.098858 | 0.8388 | 0.202168 |
21 | 0.058496 | 0.4964 | 0.310578 |
22 | 0.015062 | 0.1278 | 0.449329 |
23 | -0.01029 | -0.0873 | 0.465333 |
24 | -0.020998 | -0.1782 | 0.429545 |
25 | -0.02199 | -0.1866 | 0.426253 |
26 | -0.039444 | -0.3347 | 0.369415 |
27 | -0.055802 | -0.4735 | 0.318647 |
28 | -0.082522 | -0.7002 | 0.243023 |
29 | -0.097521 | -0.8275 | 0.205347 |
30 | -0.085352 | -0.7242 | 0.235635 |
31 | -0.083313 | -0.7069 | 0.240944 |
32 | -0.077797 | -0.6601 | 0.255639 |
33 | -0.109106 | -0.9258 | 0.178824 |
34 | -0.143573 | -1.2183 | 0.113552 |
35 | -0.165242 | -1.4021 | 0.082587 |
36 | -0.180695 | -1.5333 | 0.064798 |
37 | -0.176769 | -1.4999 | 0.069002 |
38 | -0.177547 | -1.5065 | 0.068152 |
39 | -0.184001 | -1.5613 | 0.061419 |
40 | -0.185086 | -1.5705 | 0.060341 |
41 | -0.211974 | -1.7987 | 0.038132 |
42 | -0.225246 | -1.9113 | 0.029975 |
43 | -0.234899 | -1.9932 | 0.025016 |
44 | -0.230251 | -1.9537 | 0.027308 |
45 | -0.242627 | -2.0588 | 0.021568 |
46 | -0.27044 | -2.2948 | 0.012332 |
47 | -0.288849 | -2.451 | 0.008338 |
48 | -0.298805 | -2.5354 | 0.006701 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873356 | 7.4107 | 0 |
2 | 0.011067 | 0.0939 | 0.462722 |
3 | -0.047504 | -0.4031 | 0.344039 |
4 | 0.173873 | 1.4754 | 0.072238 |
5 | 0.11363 | 0.9642 | 0.169091 |
6 | 0.044832 | 0.3804 | 0.35238 |
7 | -0.054535 | -0.4627 | 0.322472 |
8 | 0.027275 | 0.2314 | 0.408815 |
9 | -0.015452 | -0.1311 | 0.448025 |
10 | 0.018471 | 0.1567 | 0.437947 |
11 | -0.070603 | -0.5991 | 0.275497 |
12 | 0.035658 | 0.3026 | 0.381545 |
13 | -0.012343 | -0.1047 | 0.458438 |
14 | -0.121161 | -1.0281 | 0.153676 |
15 | 0.017253 | 0.1464 | 0.442009 |
16 | -0.126479 | -1.0732 | 0.14338 |
17 | 0.133473 | 1.1326 | 0.130579 |
18 | -0.002886 | -0.0245 | 0.490265 |
19 | -0.124816 | -1.0591 | 0.146547 |
20 | 0.02637 | 0.2238 | 0.411791 |
21 | -0.039945 | -0.3389 | 0.36782 |
22 | -0.056452 | -0.479 | 0.31669 |
23 | 0.002213 | 0.0188 | 0.492535 |
24 | 0.049513 | 0.4201 | 0.33782 |
25 | 0.006855 | 0.0582 | 0.476887 |
26 | -0.048005 | -0.4073 | 0.342484 |
27 | -0.005916 | -0.0502 | 0.48005 |
28 | -0.022562 | -0.1914 | 0.424359 |
29 | 0.043928 | 0.3727 | 0.355217 |
30 | 0.050572 | 0.4291 | 0.33456 |
31 | -0.027286 | -0.2315 | 0.408779 |
32 | 0.010034 | 0.0851 | 0.466192 |
33 | -0.12407 | -1.0528 | 0.147984 |
34 | -0.01252 | -0.1062 | 0.457846 |
35 | -0.011267 | -0.0956 | 0.462052 |
36 | -0.045295 | -0.3843 | 0.35093 |
37 | 0.036466 | 0.3094 | 0.378945 |
38 | -0.059918 | -0.5084 | 0.306357 |
39 | -0.006304 | -0.0535 | 0.478745 |
40 | 0.036653 | 0.311 | 0.378346 |
41 | -0.10632 | -0.9022 | 0.184991 |
42 | -0.015758 | -0.1337 | 0.447001 |
43 | 0.014814 | 0.1257 | 0.450159 |
44 | 0.005968 | 0.0506 | 0.479878 |
45 | -0.121253 | -1.0289 | 0.153493 |
46 | -0.037682 | -0.3197 | 0.375046 |
47 | 0.015979 | 0.1356 | 0.446262 |
48 | 0.003173 | 0.0269 | 0.489299 |