Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.897525 | 8.226 | 0 |
2 | 0.75076 | 6.8808 | 0 |
3 | 0.635335 | 5.8229 | 0 |
4 | 0.568487 | 5.2103 | 1e-06 |
5 | 0.545716 | 5.0016 | 2e-06 |
6 | 0.509612 | 4.6707 | 6e-06 |
7 | 0.457739 | 4.1952 | 3.4e-05 |
8 | 0.400418 | 3.6699 | 0.000213 |
9 | 0.386612 | 3.5434 | 0.000324 |
10 | 0.41588 | 3.8116 | 0.000131 |
11 | 0.470431 | 4.3116 | 2.2e-05 |
12 | 0.484442 | 4.44 | 1.4e-05 |
13 | 0.366352 | 3.3577 | 0.000591 |
14 | 0.216644 | 1.9856 | 0.025171 |
15 | 0.094722 | 0.8681 | 0.193896 |
16 | 0.022667 | 0.2078 | 0.417963 |
17 | -0.009782 | -0.0897 | 0.464389 |
18 | -0.053594 | -0.4912 | 0.312285 |
19 | -0.102482 | -0.9393 | 0.175145 |
20 | -0.150174 | -1.3764 | 0.086182 |
21 | -0.157821 | -1.4465 | 0.075885 |
22 | -0.129897 | -1.1905 | 0.118596 |
23 | -0.090103 | -0.8258 | 0.205626 |
24 | -0.078041 | -0.7153 | 0.238217 |
25 | -0.165603 | -1.5178 | 0.066413 |
26 | -0.277014 | -2.5389 | 0.006482 |
27 | -0.360596 | -3.3049 | 0.000699 |
28 | -0.401281 | -3.6778 | 0.000207 |
29 | -0.411682 | -3.7731 | 0.00015 |
30 | -0.42753 | -3.9184 | 9.1e-05 |
31 | -0.442572 | -4.0562 | 5.6e-05 |
32 | -0.453307 | -4.1546 | 3.9e-05 |
33 | -0.43084 | -3.9487 | 8.1e-05 |
34 | -0.381054 | -3.4924 | 0.000383 |
35 | -0.32439 | -2.9731 | 0.001923 |
36 | -0.290471 | -2.6622 | 0.004651 |
37 | -0.340704 | -3.1226 | 0.00123 |
38 | -0.408951 | -3.7481 | 0.000163 |
39 | -0.448914 | -4.1144 | 4.5e-05 |
40 | -0.44983 | -4.1228 | 4.4e-05 |
41 | -0.429186 | -3.9336 | 8.6e-05 |
42 | -0.415359 | -3.8068 | 0.000133 |
43 | -0.402048 | -3.6848 | 0.000202 |
44 | -0.386096 | -3.5386 | 0.000329 |
45 | -0.341827 | -3.1329 | 0.001192 |
46 | -0.283352 | -2.597 | 0.005551 |
47 | -0.220983 | -2.0253 | 0.023004 |
48 | -0.173224 | -1.5876 | 0.058064 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.897525 | 8.226 | 0 |
2 | -0.28178 | -2.5826 | 0.00577 |
3 | 0.137099 | 1.2565 | 0.106202 |
4 | 0.113561 | 1.0408 | 0.150477 |
5 | 0.130613 | 1.1971 | 0.11732 |
6 | -0.129754 | -1.1892 | 0.118854 |
7 | 0.018441 | 0.169 | 0.433095 |
8 | -0.014553 | -0.1334 | 0.447105 |
9 | 0.227078 | 2.0812 | 0.02023 |
10 | 0.086052 | 0.7887 | 0.216261 |
11 | 0.166279 | 1.524 | 0.065636 |
12 | -0.173845 | -1.5933 | 0.057422 |
13 | -0.554238 | -5.0797 | 1e-06 |
14 | -0.008947 | -0.082 | 0.46742 |
15 | -0.069332 | -0.6354 | 0.263436 |
16 | -0.021383 | -0.196 | 0.422552 |
17 | -0.026994 | -0.2474 | 0.4026 |
18 | -0.017766 | -0.1628 | 0.435524 |
19 | 0.062909 | 0.5766 | 0.282886 |
20 | -0.026368 | -0.2417 | 0.404813 |
21 | 0.010922 | 0.1001 | 0.460253 |
22 | -0.038204 | -0.3501 | 0.363553 |
23 | -0.056631 | -0.519 | 0.302551 |
24 | 0.044475 | 0.4076 | 0.342294 |
25 | -0.159012 | -1.4574 | 0.074371 |
26 | -0.006828 | -0.0626 | 0.475126 |
27 | -0.011898 | -0.109 | 0.456714 |
28 | -0.044257 | -0.4056 | 0.343025 |
29 | -0.050787 | -0.4655 | 0.3214 |
30 | 0.017974 | 0.1647 | 0.434773 |
31 | -0.002094 | -0.0192 | 0.492367 |
32 | -0.014769 | -0.1354 | 0.446325 |
33 | -0.034459 | -0.3158 | 0.37646 |
34 | 0.007772 | 0.0712 | 0.47169 |
35 | -0.00926 | -0.0849 | 0.466283 |
36 | -0.008969 | -0.0822 | 0.467342 |
37 | -0.118333 | -1.0845 | 0.140614 |
38 | 0.008442 | 0.0774 | 0.469257 |
39 | 0.008898 | 0.0816 | 0.467599 |
40 | 0.01317 | 0.1207 | 0.452105 |
41 | -0.062099 | -0.5691 | 0.285388 |
42 | 0.008347 | 0.0765 | 0.4696 |
43 | -0.032217 | -0.2953 | 0.384256 |
44 | -0.025454 | -0.2333 | 0.408051 |
45 | -0.019442 | -0.1782 | 0.429502 |
46 | -0.07362 | -0.6747 | 0.250847 |
47 | 0.016732 | 0.1534 | 0.439245 |
48 | 0.040558 | 0.3717 | 0.35552 |