Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.803583 | 6.8186 | 0 |
2 | 0.726003 | 6.1603 | 0 |
3 | 0.685404 | 5.8158 | 0 |
4 | 0.691157 | 5.8647 | 0 |
5 | 0.650066 | 5.516 | 0 |
6 | 0.551282 | 4.6778 | 7e-06 |
7 | 0.509698 | 4.3249 | 2.4e-05 |
8 | 0.442965 | 3.7587 | 0.000172 |
9 | 0.436391 | 3.7029 | 0.000207 |
10 | 0.355358 | 3.0153 | 0.001772 |
11 | 0.32117 | 2.7252 | 0.004031 |
12 | 0.253452 | 2.1506 | 0.017432 |
13 | 0.173406 | 1.4714 | 0.072771 |
14 | 0.113083 | 0.9595 | 0.170248 |
15 | 0.06213 | 0.5272 | 0.29984 |
16 | 0.004767 | 0.0404 | 0.483925 |
17 | -0.070842 | -0.6011 | 0.274827 |
18 | -0.083826 | -0.7113 | 0.239601 |
19 | -0.12048 | -1.0223 | 0.155029 |
20 | -0.149737 | -1.2706 | 0.103988 |
21 | -0.177022 | -1.5021 | 0.068725 |
22 | -0.214661 | -1.8215 | 0.036345 |
23 | -0.228139 | -1.9358 | 0.028408 |
24 | -0.245562 | -2.0837 | 0.02037 |
25 | -0.21762 | -1.8466 | 0.03446 |
26 | -0.231098 | -1.9609 | 0.026878 |
27 | -0.255424 | -2.1673 | 0.016758 |
28 | -0.276792 | -2.3487 | 0.010795 |
29 | -0.286818 | -2.4337 | 0.008713 |
30 | -0.24359 | -2.0669 | 0.021169 |
31 | -0.250657 | -2.1269 | 0.018428 |
32 | -0.275477 | -2.3375 | 0.011099 |
33 | -0.271203 | -2.3012 | 0.012138 |
34 | -0.269395 | -2.2859 | 0.012603 |
35 | -0.267587 | -2.2706 | 0.013084 |
36 | -0.275148 | -2.3347 | 0.011176 |
37 | -0.235371 | -1.9972 | 0.024792 |
38 | -0.232084 | -1.9693 | 0.026384 |
39 | -0.227318 | -1.9289 | 0.028846 |
40 | -0.233399 | -1.9805 | 0.025737 |
41 | -0.21236 | -1.8019 | 0.037871 |
42 | -0.172091 | -1.4602 | 0.074287 |
43 | -0.15549 | -1.3194 | 0.095612 |
44 | -0.15812 | -1.3417 | 0.091956 |
45 | -0.169132 | -1.4351 | 0.077789 |
46 | -0.132807 | -1.1269 | 0.131762 |
47 | -0.130013 | -1.1032 | 0.136807 |
48 | -0.10355 | -0.8787 | 0.191256 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.803583 | 6.8186 | 0 |
2 | 0.226551 | 1.9224 | 0.029259 |
3 | 0.155082 | 1.3159 | 0.096188 |
4 | 0.213783 | 1.814 | 0.036922 |
5 | 0.013345 | 0.1132 | 0.45508 |
6 | -0.182042 | -1.5447 | 0.063404 |
7 | 0.002479 | 0.021 | 0.491638 |
8 | -0.129085 | -1.0953 | 0.138513 |
9 | 0.078284 | 0.6643 | 0.254321 |
10 | -0.113951 | -0.9669 | 0.168415 |
11 | 0.045954 | 0.3899 | 0.348869 |
12 | -0.0972 | -0.8248 | 0.206113 |
13 | -0.153484 | -1.3024 | 0.098473 |
14 | -0.091926 | -0.78 | 0.218969 |
15 | -0.014492 | -0.123 | 0.451236 |
16 | -0.110531 | -0.9379 | 0.17572 |
17 | -0.033496 | -0.2842 | 0.388529 |
18 | 0.095115 | 0.8071 | 0.21114 |
19 | 0.011633 | 0.0987 | 0.46082 |
20 | -0.008248 | -0.07 | 0.4722 |
21 | 0.04928 | 0.4182 | 0.338539 |
22 | -0.065752 | -0.5579 | 0.289313 |
23 | -0.013138 | -0.1115 | 0.455772 |
24 | 0.004857 | 0.0412 | 0.483619 |
25 | 0.147964 | 1.2555 | 0.106675 |
26 | 0.003822 | 0.0324 | 0.487109 |
27 | -0.079902 | -0.678 | 0.249975 |
28 | -0.056922 | -0.483 | 0.31528 |
29 | -0.11132 | -0.9446 | 0.174016 |
30 | 0.02966 | 0.2517 | 0.401006 |
31 | -0.007346 | -0.0623 | 0.475235 |
32 | -0.088916 | -0.7545 | 0.226512 |
33 | 0.042952 | 0.3645 | 0.358291 |
34 | -0.102926 | -0.8734 | 0.192686 |
35 | -0.064564 | -0.5478 | 0.292747 |
36 | -0.051603 | -0.4379 | 0.331398 |
37 | 0.101647 | 0.8625 | 0.195638 |
38 | 0.014711 | 0.1248 | 0.450505 |
39 | 0.012594 | 0.1069 | 0.457598 |
40 | -0.027077 | -0.2298 | 0.409468 |
41 | 0.034115 | 0.2895 | 0.386523 |
42 | 0.04232 | 0.3591 | 0.360288 |
43 | 0.056846 | 0.4824 | 0.31551 |
44 | -0.052153 | -0.4425 | 0.329715 |
45 | -0.065394 | -0.5549 | 0.290345 |
46 | -0.002295 | -0.0195 | 0.492258 |
47 | -0.015604 | -0.1324 | 0.447517 |
48 | 0.008646 | 0.0734 | 0.470859 |