Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.938418 | 8.6007 | 0 |
2 | 0.842437 | 7.7211 | 0 |
3 | 0.748335 | 6.8586 | 0 |
4 | 0.637089 | 5.839 | 0 |
5 | 0.51964 | 4.7626 | 4e-06 |
6 | 0.405944 | 3.7205 | 0.000179 |
7 | 0.306052 | 2.805 | 0.003125 |
8 | 0.246183 | 2.2563 | 0.013324 |
9 | 0.213062 | 1.9527 | 0.02709 |
10 | 0.193969 | 1.7778 | 0.039532 |
11 | 0.191911 | 1.7589 | 0.041119 |
12 | 0.208225 | 1.9084 | 0.029877 |
13 | 0.239982 | 2.1995 | 0.015296 |
14 | 0.276389 | 2.5332 | 0.006581 |
15 | 0.304763 | 2.7932 | 0.003231 |
16 | 0.311213 | 2.8523 | 0.002731 |
17 | 0.292943 | 2.6849 | 0.00437 |
18 | 0.265593 | 2.4342 | 0.008522 |
19 | 0.226692 | 2.0777 | 0.020397 |
20 | 0.164076 | 1.5038 | 0.068194 |
21 | 0.090205 | 0.8267 | 0.205363 |
22 | 0.017608 | 0.1614 | 0.436092 |
23 | -0.057079 | -0.5231 | 0.301127 |
24 | -0.110449 | -1.0123 | 0.157154 |
25 | -0.153486 | -1.4067 | 0.081599 |
26 | -0.19381 | -1.7763 | 0.039653 |
27 | -0.22061 | -2.0219 | 0.023183 |
28 | -0.240107 | -2.2006 | 0.015254 |
29 | -0.254084 | -2.3287 | 0.011138 |
30 | -0.253454 | -2.3229 | 0.0113 |
31 | -0.250192 | -2.293 | 0.012172 |
32 | -0.249881 | -2.2902 | 0.012258 |
33 | -0.243354 | -2.2304 | 0.014194 |
34 | -0.226768 | -2.0784 | 0.020364 |
35 | -0.205916 | -1.8873 | 0.03129 |
36 | -0.197179 | -1.8072 | 0.037157 |
37 | -0.201882 | -1.8503 | 0.033895 |
38 | -0.200854 | -1.8409 | 0.034587 |
39 | -0.192324 | -1.7627 | 0.040796 |
40 | -0.194372 | -1.7814 | 0.039227 |
41 | -0.222254 | -2.037 | 0.0224 |
42 | -0.258696 | -2.371 | 0.010015 |
43 | -0.286408 | -2.625 | 0.005147 |
44 | -0.315043 | -2.8874 | 0.002469 |
45 | -0.340911 | -3.1245 | 0.001222 |
46 | -0.358551 | -3.2862 | 0.000742 |
47 | -0.361125 | -3.3098 | 0.000689 |
48 | -0.34407 | -3.1534 | 0.001119 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.938418 | 8.6007 | 0 |
2 | -0.319933 | -2.9322 | 0.002168 |
3 | 0.047423 | 0.4346 | 0.332471 |
4 | -0.249578 | -2.2874 | 0.012343 |
5 | -0.019556 | -0.1792 | 0.429093 |
6 | -0.072031 | -0.6602 | 0.255474 |
7 | 0.066217 | 0.6069 | 0.27278 |
8 | 0.24786 | 2.2717 | 0.012831 |
9 | 0.026699 | 0.2447 | 0.403644 |
10 | 0.049886 | 0.4572 | 0.324348 |
11 | -0.007279 | -0.0667 | 0.473485 |
12 | 0.060278 | 0.5525 | 0.29105 |
13 | 0.069425 | 0.6363 | 0.263159 |
14 | 0.020676 | 0.1895 | 0.425081 |
15 | 0.005838 | 0.0535 | 0.478729 |
16 | -0.153691 | -1.4086 | 0.081322 |
17 | -0.127415 | -1.1678 | 0.1231 |
18 | 0.023677 | 0.217 | 0.414365 |
19 | -0.023634 | -0.2166 | 0.414518 |
20 | -0.076283 | -0.6991 | 0.243195 |
21 | -0.024645 | -0.2259 | 0.410923 |
22 | -0.030315 | -0.2778 | 0.390908 |
23 | -0.124738 | -1.1432 | 0.128093 |
24 | 0.135288 | 1.2399 | 0.109226 |
25 | -0.093359 | -0.8556 | 0.197314 |
26 | -0.01683 | -0.1543 | 0.43889 |
27 | -0.098993 | -0.9073 | 0.183424 |
28 | -0.129833 | -1.1899 | 0.118711 |
29 | -0.023533 | -0.2157 | 0.41488 |
30 | 0.028024 | 0.2568 | 0.398965 |
31 | 0.037488 | 0.3436 | 0.366008 |
32 | -0.031732 | -0.2908 | 0.385948 |
33 | 0.019531 | 0.179 | 0.429183 |
34 | 0.063231 | 0.5795 | 0.281894 |
35 | 0.050247 | 0.4605 | 0.323165 |
36 | -0.06655 | -0.6099 | 0.271774 |
37 | -0.061093 | -0.5599 | 0.288509 |
38 | 0.083729 | 0.7674 | 0.222502 |
39 | 0.022068 | 0.2023 | 0.420102 |
40 | -0.098558 | -0.9033 | 0.184475 |
41 | -0.19174 | -1.7573 | 0.041253 |
42 | 0.000352 | 0.0032 | 0.498718 |
43 | 0.00659 | 0.0604 | 0.475989 |
44 | -0.056339 | -0.5164 | 0.303481 |
45 | 0.121672 | 1.1151 | 0.133986 |
46 | -0.028986 | -0.2657 | 0.395574 |
47 | 0.135688 | 1.2436 | 0.108553 |
48 | -0.040241 | -0.3688 | 0.356598 |