Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.718885 | 5.5685 | 0 |
2 | 0.663736 | 5.1413 | 2e-06 |
3 | 0.607758 | 4.7077 | 8e-06 |
4 | 0.608433 | 4.7129 | 7e-06 |
5 | 0.639202 | 4.9512 | 3e-06 |
6 | 0.6104 | 4.7281 | 7e-06 |
7 | 0.565388 | 4.3795 | 2.4e-05 |
8 | 0.459267 | 3.5575 | 0.000369 |
9 | 0.378776 | 2.934 | 0.002367 |
10 | 0.323817 | 2.5083 | 0.007427 |
11 | 0.365825 | 2.8337 | 0.00313 |
12 | 0.493372 | 3.8216 | 0.000159 |
13 | 0.282038 | 2.1847 | 0.016416 |
14 | 0.229117 | 1.7747 | 0.040507 |
15 | 0.177784 | 1.3771 | 0.086797 |
16 | 0.183168 | 1.4188 | 0.080564 |
17 | 0.177552 | 1.3753 | 0.087075 |
18 | 0.157461 | 1.2197 | 0.113678 |
19 | 0.119135 | 0.9228 | 0.179899 |
20 | 0.021198 | 0.1642 | 0.435064 |
21 | -0.051111 | -0.3959 | 0.34679 |
22 | -0.116862 | -0.9052 | 0.184487 |
23 | -0.084661 | -0.6558 | 0.257237 |
24 | -0.03983 | -0.3085 | 0.379377 |
25 | -0.192448 | -1.4907 | 0.07064 |
26 | -0.240469 | -1.8627 | 0.033703 |
27 | -0.2667 | -2.0659 | 0.021584 |
28 | -0.268267 | -2.078 | 0.020998 |
29 | -0.287299 | -2.2254 | 0.014912 |
30 | -0.290927 | -2.2535 | 0.013947 |
31 | -0.298778 | -2.3143 | 0.012045 |
32 | -0.326309 | -2.5276 | 0.007069 |
33 | -0.380503 | -2.9474 | 0.00228 |
34 | -0.369428 | -2.8616 | 0.002897 |
35 | -0.348319 | -2.6981 | 0.004522 |
36 | -0.274565 | -2.1268 | 0.01878 |
37 | -0.338771 | -2.6241 | 0.005501 |
38 | -0.319124 | -2.4719 | 0.008146 |
39 | -0.32132 | -2.4889 | 0.007802 |
40 | -0.301412 | -2.3347 | 0.011461 |
41 | -0.299544 | -2.3203 | 0.011873 |
42 | -0.279361 | -2.1639 | 0.017231 |
43 | -0.257459 | -1.9943 | 0.025336 |
44 | -0.260201 | -2.0155 | 0.024169 |
45 | -0.273151 | -2.1158 | 0.01926 |
46 | -0.26788 | -2.075 | 0.021142 |
47 | -0.252606 | -1.9567 | 0.027522 |
48 | -0.205945 | -1.5952 | 0.057956 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.718885 | 5.5685 | 0 |
2 | 0.304097 | 2.3555 | 0.010891 |
3 | 0.130203 | 1.0085 | 0.15862 |
4 | 0.176866 | 1.37 | 0.087896 |
5 | 0.224834 | 1.7416 | 0.043356 |
6 | 0.067122 | 0.5199 | 0.302513 |
7 | -0.015336 | -0.1188 | 0.452917 |
8 | -0.184493 | -1.4291 | 0.079084 |
9 | -0.197656 | -1.531 | 0.065509 |
10 | -0.169183 | -1.3105 | 0.097513 |
11 | 0.091829 | 0.7113 | 0.239826 |
12 | 0.461739 | 3.5766 | 0.000348 |
13 | -0.359905 | -2.7878 | 0.003549 |
14 | -0.152554 | -1.1817 | 0.120998 |
15 | 0.091176 | 0.7062 | 0.241385 |
16 | 0.064985 | 0.5034 | 0.308274 |
17 | -0.163316 | -1.265 | 0.105374 |
18 | -0.089413 | -0.6926 | 0.245619 |
19 | -0.018416 | -0.1426 | 0.443523 |
20 | -0.099524 | -0.7709 | 0.221892 |
21 | -0.057912 | -0.4486 | 0.327674 |
22 | -0.027093 | -0.2099 | 0.417245 |
23 | -0.102007 | -0.7901 | 0.216279 |
24 | -0.086966 | -0.6736 | 0.251565 |
25 | 0.019396 | 0.1502 | 0.440539 |
26 | 0.013753 | 0.1065 | 0.457757 |
27 | 0.015299 | 0.1185 | 0.453032 |
28 | -0.029742 | -0.2304 | 0.409289 |
29 | -0.04197 | -0.3251 | 0.373119 |
30 | -0.040012 | -0.3099 | 0.378844 |
31 | 0.022306 | 0.1728 | 0.431703 |
32 | 0.11209 | 0.8682 | 0.194359 |
33 | -0.118259 | -0.916 | 0.18166 |
34 | 0.074088 | 0.5739 | 0.284097 |
35 | -0.069591 | -0.539 | 0.295924 |
36 | 0.113676 | 0.8805 | 0.191043 |
37 | 0.112616 | 0.8723 | 0.193255 |
38 | 0.103977 | 0.8054 | 0.211883 |
39 | -0.168949 | -1.3087 | 0.097817 |
40 | -0.046186 | -0.3578 | 0.360892 |
41 | 0.087218 | 0.6756 | 0.25095 |
42 | 0.004385 | 0.034 | 0.486508 |
43 | -0.143467 | -1.1113 | 0.135438 |
44 | -0.071483 | -0.5537 | 0.29092 |
45 | 0.091723 | 0.7105 | 0.240079 |
46 | -0.088865 | -0.6883 | 0.246944 |
47 | 0.022268 | 0.1725 | 0.431817 |
48 | -0.036391 | -0.2819 | 0.389502 |