Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.93315 | 10.2221 | 0 |
2 | 0.866492 | 9.4919 | 0 |
3 | 0.798844 | 8.7509 | 0 |
4 | 0.747766 | 8.1914 | 0 |
5 | 0.712688 | 7.8071 | 0 |
6 | 0.683158 | 7.4836 | 0 |
7 | 0.671752 | 7.3587 | 0 |
8 | 0.650888 | 7.1301 | 0 |
9 | 0.640448 | 7.0158 | 0 |
10 | 0.628119 | 6.8807 | 0 |
11 | 0.620704 | 6.7995 | 0 |
12 | 0.603188 | 6.6076 | 0 |
13 | 0.561191 | 6.1475 | 0 |
14 | 0.519142 | 5.6869 | 0 |
15 | 0.465404 | 5.0982 | 1e-06 |
16 | 0.401231 | 4.3953 | 1.2e-05 |
17 | 0.349283 | 3.8262 | 0.000104 |
18 | 0.309468 | 3.3901 | 0.000473 |
19 | 0.277832 | 3.0435 | 0.001437 |
20 | 0.268625 | 2.9426 | 0.001954 |
21 | 0.266497 | 2.9193 | 0.002095 |
22 | 0.275249 | 3.0152 | 0.001567 |
23 | 0.265415 | 2.9075 | 0.002171 |
24 | 0.230404 | 2.524 | 0.006455 |
25 | 0.179871 | 1.9704 | 0.025548 |
26 | 0.132116 | 1.4473 | 0.075215 |
27 | 0.092355 | 1.0117 | 0.156859 |
28 | 0.046376 | 0.508 | 0.306186 |
29 | 0.014267 | 0.1563 | 0.438035 |
30 | -0.015471 | -0.1695 | 0.432855 |
31 | -0.035411 | -0.3879 | 0.349386 |
32 | -0.043036 | -0.4714 | 0.319094 |
33 | -0.037298 | -0.4086 | 0.34179 |
34 | -0.020786 | -0.2277 | 0.410133 |
35 | -0.019091 | -0.2091 | 0.417352 |
36 | -0.017302 | -0.1895 | 0.424996 |
37 | -0.035405 | -0.3878 | 0.349409 |
38 | -0.040718 | -0.446 | 0.328186 |
39 | -0.052208 | -0.5719 | 0.284226 |
40 | -0.069977 | -0.7666 | 0.222423 |
41 | -0.076739 | -0.8406 | 0.201113 |
42 | -0.098013 | -1.0737 | 0.14256 |
43 | -0.101117 | -1.1077 | 0.135107 |
44 | -0.098316 | -1.077 | 0.14182 |
45 | -0.067537 | -0.7398 | 0.230423 |
46 | -0.040789 | -0.4468 | 0.327905 |
47 | -0.021052 | -0.2306 | 0.409002 |
48 | -0.010378 | -0.1137 | 0.454837 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.93315 | 10.2221 | 0 |
2 | -0.033087 | -0.3625 | 0.358825 |
3 | -0.043391 | -0.4753 | 0.317709 |
4 | 0.090981 | 0.9966 | 0.160472 |
5 | 0.095322 | 1.0442 | 0.149247 |
6 | 0.019724 | 0.2161 | 0.414651 |
7 | 0.136323 | 1.4933 | 0.068986 |
8 | -0.053725 | -0.5885 | 0.278641 |
9 | 0.092229 | 1.0103 | 0.157189 |
10 | 0.025047 | 0.2744 | 0.392132 |
11 | 0.054921 | 0.6016 | 0.274278 |
12 | -0.063043 | -0.6906 | 0.245573 |
13 | -0.167987 | -1.8402 | 0.034104 |
14 | -0.020828 | -0.2282 | 0.409954 |
15 | -0.100017 | -1.0956 | 0.137718 |
16 | -0.190282 | -2.0844 | 0.019621 |
17 | 0.023066 | 0.2527 | 0.400476 |
18 | -0.004402 | -0.0482 | 0.480809 |
19 | -0.051232 | -0.5612 | 0.287847 |
20 | 0.162858 | 1.784 | 0.038474 |
21 | 0.030824 | 0.3377 | 0.368104 |
22 | 0.099054 | 1.0851 | 0.14003 |
23 | -0.075847 | -0.8309 | 0.203851 |
24 | -0.16349 | -1.7909 | 0.037911 |
25 | -0.085935 | -0.9414 | 0.174204 |
26 | 0.016831 | 0.1844 | 0.427016 |
27 | 0.012053 | 0.132 | 0.447591 |
28 | -0.068737 | -0.753 | 0.226469 |
29 | -0.006341 | -0.0695 | 0.472367 |
30 | 0.016 | 0.1753 | 0.430582 |
31 | 0.024349 | 0.2667 | 0.395066 |
32 | 0.012386 | 0.1357 | 0.446148 |
33 | 0.080329 | 0.88 | 0.190319 |
34 | 0.045148 | 0.4946 | 0.310902 |
35 | -0.057594 | -0.6309 | 0.264651 |
36 | 0.103504 | 1.1338 | 0.129563 |
37 | -0.07158 | -0.7841 | 0.217256 |
38 | 0.169643 | 1.8583 | 0.032785 |
39 | 0.046493 | 0.5093 | 0.305735 |
40 | -0.085094 | -0.9322 | 0.176563 |
41 | 0.051129 | 0.5601 | 0.288231 |
42 | -0.161898 | -1.7735 | 0.039341 |
43 | 0.018702 | 0.2049 | 0.419009 |
44 | -0.011412 | -0.125 | 0.450361 |
45 | 0.106404 | 1.1656 | 0.123044 |
46 | 0.020922 | 0.2292 | 0.409558 |
47 | 0.02102 | 0.2303 | 0.409138 |
48 | -0.032448 | -0.3555 | 0.361438 |