Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.93296 | 9.6956 | 0 |
2 | 0.84159 | 8.7461 | 0 |
3 | 0.733765 | 7.6255 | 0 |
4 | 0.607071 | 6.3089 | 0 |
5 | 0.456867 | 4.7479 | 3e-06 |
6 | 0.291015 | 3.0243 | 0.001557 |
7 | 0.120366 | 1.2509 | 0.10684 |
8 | -0.043211 | -0.4491 | 0.327143 |
9 | -0.183493 | -1.9069 | 0.029595 |
10 | -0.301401 | -3.1323 | 0.001116 |
11 | -0.402057 | -4.1783 | 3e-05 |
12 | -0.506701 | -5.2658 | 0 |
13 | -0.538927 | -5.6007 | 0 |
14 | -0.531587 | -5.5244 | 0 |
15 | -0.499114 | -5.1869 | 1e-06 |
16 | -0.460469 | -4.7853 | 3e-06 |
17 | -0.402887 | -4.1869 | 2.9e-05 |
18 | -0.324056 | -3.3677 | 0.000526 |
19 | -0.226299 | -2.3518 | 0.010249 |
20 | -0.13393 | -1.3918 | 0.083415 |
21 | -0.057821 | -0.6009 | 0.274584 |
22 | 0.008094 | 0.0841 | 0.466559 |
23 | 0.056734 | 0.5896 | 0.278345 |
24 | 0.118907 | 1.2357 | 0.109621 |
25 | 0.165509 | 1.72 | 0.044147 |
26 | 0.19349 | 2.0108 | 0.023419 |
27 | 0.194993 | 2.0264 | 0.022593 |
28 | 0.198664 | 2.0646 | 0.020679 |
29 | 0.194348 | 2.0197 | 0.022944 |
30 | 0.181192 | 1.883 | 0.031195 |
31 | 0.145235 | 1.5093 | 0.067068 |
32 | 0.110427 | 1.1476 | 0.126837 |
33 | 0.079384 | 0.825 | 0.2056 |
34 | 0.049137 | 0.5106 | 0.30532 |
35 | 0.033393 | 0.347 | 0.364623 |
36 | 0.010105 | 0.105 | 0.458281 |
37 | -0.015626 | -0.1624 | 0.43565 |
38 | -0.043165 | -0.4486 | 0.327316 |
39 | -0.053082 | -0.5516 | 0.291166 |
40 | -0.067651 | -0.7031 | 0.241768 |
41 | -0.076332 | -0.7933 | 0.214682 |
42 | -0.090994 | -0.9456 | 0.173222 |
43 | -0.099255 | -1.0315 | 0.152309 |
44 | -0.108398 | -1.1265 | 0.131224 |
45 | -0.109064 | -1.1334 | 0.129773 |
46 | -0.109675 | -1.1398 | 0.12845 |
47 | -0.118291 | -1.2293 | 0.110812 |
48 | -0.128482 | -1.3352 | 0.092306 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.93296 | 9.6956 | 0 |
2 | -0.222444 | -2.3117 | 0.011346 |
3 | -0.150439 | -1.5634 | 0.060442 |
4 | -0.183264 | -1.9045 | 0.02975 |
5 | -0.235747 | -2.45 | 0.007947 |
6 | -0.195097 | -2.0275 | 0.022536 |
7 | -0.143736 | -1.4937 | 0.069079 |
8 | -0.072779 | -0.7563 | 0.225547 |
9 | 0.056151 | 0.5835 | 0.280372 |
10 | 0.030147 | 0.3133 | 0.37733 |
11 | -0.039629 | -0.4118 | 0.340639 |
12 | -0.29121 | -3.0263 | 0.001547 |
13 | 0.416906 | 4.3326 | 1.7e-05 |
14 | 0.060628 | 0.6301 | 0.264991 |
15 | 0.020568 | 0.2137 | 0.415573 |
16 | -0.173445 | -1.8025 | 0.037128 |
17 | -0.023621 | -0.2455 | 0.403278 |
18 | 0.009959 | 0.1035 | 0.458881 |
19 | 0.067951 | 0.7062 | 0.240804 |
20 | -0.193019 | -2.0059 | 0.023683 |
21 | -0.109152 | -1.1343 | 0.129582 |
22 | 0.019405 | 0.2017 | 0.42028 |
23 | -0.01001 | -0.104 | 0.458672 |
24 | -0.000245 | -0.0025 | 0.498989 |
25 | 0.134568 | 1.3985 | 0.082418 |
26 | 0.084784 | 0.8811 | 0.19011 |
27 | -0.00305 | -0.0317 | 0.487385 |
28 | 0.017775 | 0.1847 | 0.426896 |
29 | -0.103 | -1.0704 | 0.14341 |
30 | -0.008269 | -0.0859 | 0.465841 |
31 | -0.032574 | -0.3385 | 0.367817 |
32 | 0.062255 | 0.647 | 0.259511 |
33 | -0.100892 | -1.0485 | 0.148374 |
34 | -0.002002 | -0.0208 | 0.491718 |
35 | 0.031894 | 0.3314 | 0.370474 |
36 | 0.036235 | 0.3766 | 0.353619 |
37 | -0.010119 | -0.1052 | 0.458223 |
38 | -0.032211 | -0.3347 | 0.369233 |
39 | -0.029728 | -0.3089 | 0.378979 |
40 | -0.011548 | -0.12 | 0.452349 |
41 | 0.063915 | 0.6642 | 0.253981 |
42 | -0.034815 | -0.3618 | 0.359102 |
43 | -0.126345 | -1.313 | 0.095981 |
44 | -0.057755 | -0.6002 | 0.274812 |
45 | 0.090526 | 0.9408 | 0.174459 |
46 | -0.066642 | -0.6926 | 0.245036 |
47 | -0.040545 | -0.4214 | 0.337166 |
48 | -0.101956 | -1.0596 | 0.145855 |