Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.884364 | 7.5041 | 0 |
2 | 0.708152 | 6.0089 | 0 |
3 | 0.570776 | 4.8432 | 4e-06 |
4 | 0.497234 | 4.2192 | 3.5e-05 |
5 | 0.485027 | 4.1156 | 5.1e-05 |
6 | 0.479262 | 4.0667 | 6e-05 |
7 | 0.433175 | 3.6756 | 0.000227 |
8 | 0.36464 | 3.0941 | 0.001405 |
9 | 0.34149 | 2.8976 | 0.002489 |
10 | 0.376199 | 3.1922 | 0.001047 |
11 | 0.448027 | 3.8016 | 0.000149 |
12 | 0.47276 | 4.0115 | 7.3e-05 |
13 | 0.341253 | 2.8956 | 0.002503 |
14 | 0.170111 | 1.4434 | 0.076617 |
15 | 0.03009 | 0.2553 | 0.399601 |
16 | -0.052436 | -0.4449 | 0.328851 |
17 | -0.083771 | -0.7108 | 0.239747 |
18 | -0.10632 | -0.9022 | 0.184991 |
19 | -0.151711 | -1.2873 | 0.101055 |
20 | -0.213768 | -1.8139 | 0.036931 |
21 | -0.224811 | -1.9076 | 0.030217 |
22 | -0.18968 | -1.6095 | 0.055943 |
23 | -0.133545 | -1.1332 | 0.130451 |
24 | -0.114399 | -0.9707 | 0.167471 |
25 | -0.210048 | -1.7823 | 0.039457 |
26 | -0.333083 | -2.8263 | 0.003045 |
27 | -0.41858 | -3.5518 | 0.00034 |
28 | -0.444945 | -3.7755 | 0.000163 |
29 | -0.428507 | -3.636 | 0.000258 |
30 | -0.40474 | -3.4343 | 0.000495 |
31 | -0.399105 | -3.3865 | 0.000575 |
32 | -0.407087 | -3.4543 | 0.000464 |
33 | -0.380278 | -3.2268 | 0.000943 |
34 | -0.328001 | -2.7832 | 0.003435 |
35 | -0.260106 | -2.2071 | 0.015249 |
36 | -0.218473 | -1.8538 | 0.033932 |
37 | -0.266126 | -2.2582 | 0.013484 |
38 | -0.334679 | -2.8398 | 0.002932 |
39 | -0.368609 | -3.1278 | 0.001271 |
40 | -0.352493 | -2.991 | 0.001902 |
41 | -0.308755 | -2.6199 | 0.005361 |
42 | -0.258117 | -2.1902 | 0.015875 |
43 | -0.228074 | -1.9353 | 0.028442 |
44 | -0.21172 | -1.7965 | 0.038304 |
45 | -0.174294 | -1.4789 | 0.07176 |
46 | -0.120916 | -1.026 | 0.154162 |
47 | -0.055014 | -0.4668 | 0.321024 |
48 | -0.003133 | -0.0266 | 0.489431 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.884364 | 7.5041 | 0 |
2 | -0.339369 | -2.8796 | 0.00262 |
3 | 0.166506 | 1.4128 | 0.081004 |
4 | 0.115437 | 0.9795 | 0.165302 |
5 | 0.161579 | 1.371 | 0.08731 |
6 | -0.046037 | -0.3906 | 0.34861 |
7 | -0.103948 | -0.882 | 0.190349 |
8 | 0.020485 | 0.1738 | 0.431246 |
9 | 0.235564 | 1.9988 | 0.024701 |
10 | 0.123336 | 1.0465 | 0.149406 |
11 | 0.126501 | 1.0734 | 0.143339 |
12 | -0.190815 | -1.6191 | 0.054897 |
13 | -0.587137 | -4.982 | 2e-06 |
14 | 0.144064 | 1.2224 | 0.112767 |
15 | -0.100436 | -0.8522 | 0.198457 |
16 | -0.068904 | -0.5847 | 0.2803 |
17 | -0.168665 | -1.4312 | 0.078354 |
18 | -0.089829 | -0.7622 | 0.224208 |
19 | 0.108228 | 0.9183 | 0.180753 |
20 | 0.008999 | 0.0764 | 0.469671 |
21 | 0.082547 | 0.7004 | 0.242958 |
22 | -0.119251 | -1.0119 | 0.157492 |
23 | -0.041705 | -0.3539 | 0.362233 |
24 | 0.069929 | 0.5934 | 0.277399 |
25 | -0.106722 | -0.9056 | 0.184093 |
26 | -0.013526 | -0.1148 | 0.454473 |
27 | 0.013268 | 0.1126 | 0.455336 |
28 | 0.013787 | 0.117 | 0.453599 |
29 | 0.038769 | 0.329 | 0.371568 |
30 | -0.018289 | -0.1552 | 0.438555 |
31 | 0.021269 | 0.1805 | 0.428645 |
32 | 0.04549 | 0.386 | 0.35032 |
33 | -0.110836 | -0.9405 | 0.175059 |
34 | -0.055362 | -0.4698 | 0.319974 |
35 | 0.016872 | 0.1432 | 0.44328 |
36 | 0.031515 | 0.2674 | 0.394957 |
37 | -0.057492 | -0.4878 | 0.313575 |
38 | -0.064779 | -0.5497 | 0.292124 |
39 | 0.019789 | 0.1679 | 0.433561 |
40 | 0.025449 | 0.2159 | 0.414821 |
41 | -0.022806 | -0.1935 | 0.423549 |
42 | -0.003214 | -0.0273 | 0.489159 |
43 | -0.126821 | -1.0761 | 0.142735 |
44 | 0.072416 | 0.6145 | 0.27042 |
45 | -0.026143 | -0.2218 | 0.412536 |
46 | 0.004574 | 0.0388 | 0.484573 |
47 | 0.007624 | 0.0647 | 0.4743 |
48 | 0.072106 | 0.6118 | 0.271286 |