Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.8684 | 9.0247 | 0 |
2 | 0.784624 | 8.1541 | 0 |
3 | 0.712149 | 7.4009 | 0 |
4 | 0.625437 | 6.4997 | 0 |
5 | 0.615334 | 6.3947 | 0 |
6 | 0.614482 | 6.3859 | 0 |
7 | 0.584202 | 6.0712 | 0 |
8 | 0.575413 | 5.9799 | 0 |
9 | 0.609737 | 6.3366 | 0 |
10 | 0.647278 | 6.7267 | 0 |
11 | 0.700019 | 7.2748 | 0 |
12 | 0.742892 | 7.7204 | 0 |
13 | 0.652794 | 6.784 | 0 |
14 | 0.563721 | 5.8584 | 0 |
15 | 0.495951 | 5.1541 | 1e-06 |
16 | 0.423274 | 4.3988 | 1.3e-05 |
17 | 0.401593 | 4.1735 | 3e-05 |
18 | 0.406249 | 4.2219 | 2.5e-05 |
19 | 0.38152 | 3.9649 | 6.6e-05 |
20 | 0.367606 | 3.8203 | 0.000112 |
21 | 0.379658 | 3.9455 | 7.1e-05 |
22 | 0.41723 | 4.336 | 1.6e-05 |
23 | 0.445968 | 4.6346 | 5e-06 |
24 | 0.46129 | 4.7939 | 3e-06 |
25 | 0.379617 | 3.9451 | 7.1e-05 |
26 | 0.287361 | 2.9863 | 0.001747 |
27 | 0.218162 | 2.2672 | 0.012684 |
28 | 0.152026 | 1.5799 | 0.058527 |
29 | 0.11302 | 1.1745 | 0.121382 |
30 | 0.115521 | 1.2005 | 0.11628 |
31 | 0.093433 | 0.971 | 0.166864 |
32 | 0.071708 | 0.7452 | 0.228881 |
33 | 0.088579 | 0.9205 | 0.17967 |
34 | 0.103142 | 1.0719 | 0.14308 |
35 | 0.113758 | 1.1822 | 0.11986 |
36 | 0.132521 | 1.3772 | 0.085649 |
37 | 0.061368 | 0.6378 | 0.26249 |
38 | -0.012158 | -0.1264 | 0.449845 |
39 | -0.071195 | -0.7399 | 0.230488 |
40 | -0.127078 | -1.3206 | 0.094708 |
41 | -0.154902 | -1.6098 | 0.055182 |
42 | -0.140275 | -1.4578 | 0.073901 |
43 | -0.152072 | -1.5804 | 0.058472 |
44 | -0.17029 | -1.7697 | 0.039799 |
45 | -0.152891 | -1.5889 | 0.057504 |
46 | -0.145583 | -1.5129 | 0.066608 |
47 | -0.133593 | -1.3883 | 0.083945 |
48 | -0.125444 | -1.3037 | 0.097562 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.8684 | 9.0247 | 0 |
2 | 0.124067 | 1.2893 | 0.100018 |
3 | 0.031296 | 0.3252 | 0.372815 |
4 | -0.079989 | -0.8313 | 0.203829 |
5 | 0.252795 | 2.6271 | 0.004931 |
6 | 0.131394 | 1.3655 | 0.087468 |
7 | -0.064223 | -0.6674 | 0.252964 |
8 | 0.03793 | 0.3942 | 0.347113 |
9 | 0.297817 | 3.095 | 0.001253 |
10 | 0.215446 | 2.239 | 0.013603 |
11 | 0.13365 | 1.3889 | 0.083856 |
12 | 0.099577 | 1.0348 | 0.151529 |
13 | -0.404738 | -4.2062 | 2.7e-05 |
14 | -0.22731 | -2.3623 | 0.009977 |
15 | -0.006385 | -0.0664 | 0.47361 |
16 | 0.003557 | 0.037 | 0.485289 |
17 | -0.079045 | -0.8215 | 0.206598 |
18 | 0.049103 | 0.5103 | 0.305444 |
19 | 0.034856 | 0.3622 | 0.358944 |
20 | -0.050844 | -0.5284 | 0.299157 |
21 | -0.085405 | -0.8876 | 0.188377 |
22 | 0.127121 | 1.3211 | 0.094633 |
23 | -0.020063 | -0.2085 | 0.417616 |
24 | -0.032205 | -0.3347 | 0.369255 |
25 | -0.174368 | -1.8121 | 0.036376 |
26 | -0.049032 | -0.5096 | 0.305703 |
27 | -0.021937 | -0.228 | 0.410048 |
28 | -0.028549 | -0.2967 | 0.383636 |
29 | -0.166294 | -1.7282 | 0.043407 |
30 | 0.015898 | 0.1652 | 0.434543 |
31 | 0.037848 | 0.3933 | 0.347426 |
32 | -0.030583 | -0.3178 | 0.375616 |
33 | -0.024331 | -0.2529 | 0.400429 |
34 | -0.087297 | -0.9072 | 0.183155 |
35 | -0.030886 | -0.321 | 0.374425 |
36 | 0.144875 | 1.5056 | 0.067546 |
37 | -0.057074 | -0.5931 | 0.277167 |
38 | -0.041998 | -0.4365 | 0.331687 |
39 | -0.024245 | -0.252 | 0.400777 |
40 | 0.064863 | 0.6741 | 0.250852 |
41 | -0.037533 | -0.3901 | 0.348633 |
42 | 0.005541 | 0.0576 | 0.477094 |
43 | 0.012473 | 0.1296 | 0.448553 |
44 | -0.030632 | -0.3183 | 0.375421 |
45 | -0.020649 | -0.2146 | 0.415244 |
46 | -0.045751 | -0.4755 | 0.317709 |
47 | 0.042287 | 0.4395 | 0.330604 |
48 | -0.028925 | -0.3006 | 0.38215 |