Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.902891 | 8.3242 | 0 |
2 | 0.784001 | 7.2281 | 0 |
3 | 0.689988 | 6.3614 | 0 |
4 | 0.625373 | 5.7657 | 0 |
5 | 0.592352 | 5.4612 | 0 |
6 | 0.539403 | 4.9731 | 2e-06 |
7 | 0.478911 | 4.4153 | 1.5e-05 |
8 | 0.417015 | 3.8447 | 0.000116 |
9 | 0.392265 | 3.6165 | 0.000253 |
10 | 0.399083 | 3.6794 | 0.000205 |
11 | 0.428817 | 3.9535 | 7.9e-05 |
12 | 0.433001 | 3.9921 | 6.9e-05 |
13 | 0.327009 | 3.0149 | 0.001694 |
14 | 0.208596 | 1.9232 | 0.028904 |
15 | 0.108768 | 1.0028 | 0.159404 |
16 | 0.043411 | 0.4002 | 0.344996 |
17 | 0.005773 | 0.0532 | 0.478839 |
18 | -0.050602 | -0.4665 | 0.321017 |
19 | -0.100541 | -0.9269 | 0.178291 |
20 | -0.146294 | -1.3488 | 0.090498 |
21 | -0.158687 | -1.463 | 0.073575 |
22 | -0.14316 | -1.3199 | 0.095211 |
23 | -0.117964 | -1.0876 | 0.139929 |
24 | -0.104011 | -0.9589 | 0.170156 |
25 | -0.170991 | -1.5765 | 0.059318 |
26 | -0.247634 | -2.2831 | 0.012461 |
27 | -0.308583 | -2.845 | 0.002782 |
28 | -0.340731 | -3.1414 | 0.001157 |
29 | -0.357458 | -3.2956 | 0.000717 |
30 | -0.385245 | -3.5518 | 0.000313 |
31 | -0.404301 | -3.7275 | 0.000174 |
32 | -0.416946 | -3.8441 | 0.000116 |
33 | -0.400399 | -3.6915 | 0.000196 |
34 | -0.368519 | -3.3976 | 0.000518 |
35 | -0.326329 | -3.0086 | 0.001726 |
36 | -0.295292 | -2.7225 | 0.00393 |
37 | -0.333793 | -3.0774 | 0.001405 |
38 | -0.380623 | -3.5092 | 0.000361 |
39 | -0.411154 | -3.7906 | 0.00014 |
40 | -0.416624 | -3.8411 | 0.000118 |
41 | -0.409869 | -3.7788 | 0.000146 |
42 | -0.414525 | -3.8217 | 0.000126 |
43 | -0.411417 | -3.7931 | 0.000139 |
44 | -0.402914 | -3.7147 | 0.000182 |
45 | -0.365759 | -3.3721 | 0.000562 |
46 | -0.31924 | -2.9432 | 0.002093 |
47 | -0.266073 | -2.4531 | 0.008104 |
48 | -0.218056 | -2.0104 | 0.023781 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.902891 | 8.3242 | 0 |
2 | -0.168903 | -1.5572 | 0.061568 |
3 | 0.083893 | 0.7735 | 0.2207 |
4 | 0.075612 | 0.6971 | 0.243818 |
5 | 0.118528 | 1.0928 | 0.13879 |
6 | -0.143545 | -1.3234 | 0.094623 |
7 | 0.003606 | 0.0332 | 0.486778 |
8 | -0.035777 | -0.3298 | 0.371164 |
9 | 0.177208 | 1.6338 | 0.053002 |
10 | 0.073008 | 0.6731 | 0.251356 |
11 | 0.162351 | 1.4968 | 0.069075 |
12 | -0.11271 | -1.0391 | 0.150845 |
13 | -0.520561 | -4.7993 | 3e-06 |
14 | -0.049275 | -0.4543 | 0.325389 |
15 | -0.076627 | -0.7065 | 0.240916 |
16 | 0.016284 | 0.1501 | 0.440509 |
17 | 0.013864 | 0.1278 | 0.449296 |
18 | -0.00066 | -0.0061 | 0.497578 |
19 | 0.093886 | 0.8656 | 0.194577 |
20 | -0.036084 | -0.3327 | 0.370099 |
21 | -0.008634 | -0.0796 | 0.468371 |
22 | -0.041929 | -0.3866 | 0.350022 |
23 | -0.058782 | -0.5419 | 0.294639 |
24 | 0.065171 | 0.6008 | 0.274772 |
25 | -0.162497 | -1.4982 | 0.068899 |
26 | -0.002584 | -0.0238 | 0.490524 |
27 | -0.024515 | -0.226 | 0.410865 |
28 | -0.010372 | -0.0956 | 0.462023 |
29 | -0.073183 | -0.6747 | 0.250845 |
30 | 0.025708 | 0.237 | 0.406608 |
31 | -0.010779 | -0.0994 | 0.460536 |
32 | -0.000757 | -0.007 | 0.497224 |
33 | -0.029721 | -0.274 | 0.392368 |
34 | -0.042799 | -0.3946 | 0.347069 |
35 | 0.020065 | 0.185 | 0.42684 |
36 | -0.046593 | -0.4296 | 0.334298 |
37 | -0.128761 | -1.1871 | 0.119244 |
38 | -0.034144 | -0.3148 | 0.376845 |
39 | 0.01169 | 0.1078 | 0.457213 |
40 | 0.007996 | 0.0737 | 0.470702 |
41 | -0.027751 | -0.2558 | 0.399344 |
42 | -0.000757 | -0.007 | 0.497226 |
43 | -0.008542 | -0.0788 | 0.468705 |
44 | -0.054 | -0.4979 | 0.309937 |
45 | 0.009065 | 0.0836 | 0.466794 |
46 | -0.0526 | -0.4849 | 0.31448 |
47 | -0.000243 | -0.0022 | 0.499108 |
48 | 0.041334 | 0.3811 | 0.352048 |