Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.911812 | 8.3569 | 0 |
2 | 0.786747 | 7.2107 | 0 |
3 | 0.722835 | 6.6249 | 0 |
4 | 0.715678 | 6.5593 | 0 |
5 | 0.735217 | 6.7384 | 0 |
6 | 0.716277 | 6.5648 | 0 |
7 | 0.618378 | 5.6675 | 0 |
8 | 0.483809 | 4.4342 | 1.4e-05 |
9 | 0.375933 | 3.4455 | 0.000446 |
10 | 0.33158 | 3.039 | 0.001582 |
11 | 0.348805 | 3.1968 | 0.000979 |
12 | 0.331621 | 3.0394 | 0.00158 |
13 | 0.191003 | 1.7506 | 0.041836 |
14 | 0.030215 | 0.2769 | 0.391259 |
15 | -0.066904 | -0.6132 | 0.270707 |
16 | -0.106696 | -0.9779 | 0.16547 |
17 | -0.11723 | -1.0744 | 0.142853 |
18 | -0.153049 | -1.4027 | 0.082194 |
19 | -0.248443 | -2.277 | 0.012664 |
20 | -0.370452 | -3.3953 | 0.000525 |
21 | -0.45651 | -4.184 | 3.5e-05 |
22 | -0.472046 | -4.3264 | 2.1e-05 |
23 | -0.43062 | -3.9467 | 8.2e-05 |
24 | -0.411088 | -3.7677 | 0.000153 |
25 | -0.480989 | -4.4083 | 1.5e-05 |
26 | -0.557071 | -5.1056 | 1e-06 |
27 | -0.569997 | -5.2241 | 1e-06 |
28 | -0.535758 | -4.9103 | 2e-06 |
29 | -0.472294 | -4.3286 | 2.1e-05 |
30 | -0.427459 | -3.9177 | 9.1e-05 |
31 | -0.434477 | -3.982 | 7.2e-05 |
32 | -0.458386 | -4.2012 | 3.3e-05 |
33 | -0.446286 | -4.0903 | 4.9e-05 |
34 | -0.389477 | -3.5696 | 0.000297 |
35 | -0.296829 | -2.7205 | 0.003961 |
36 | -0.235383 | -2.1573 | 0.016919 |
37 | -0.247754 | -2.2707 | 0.012862 |
38 | -0.264438 | -2.4236 | 0.008757 |
39 | -0.23515 | -2.1552 | 0.017005 |
40 | -0.177258 | -1.6246 | 0.053998 |
41 | -0.09861 | -0.9038 | 0.184349 |
42 | -0.044702 | -0.4097 | 0.341534 |
43 | -0.036637 | -0.3358 | 0.368936 |
44 | -0.043765 | -0.4011 | 0.344679 |
45 | -0.025986 | -0.2382 | 0.406168 |
46 | 0.024397 | 0.2236 | 0.411806 |
47 | 0.09121 | 0.8359 | 0.202777 |
48 | 0.130005 | 1.1915 | 0.118403 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.911812 | 8.3569 | 0 |
2 | -0.264854 | -2.4274 | 0.008672 |
3 | 0.363386 | 3.3305 | 0.000645 |
4 | 0.141205 | 1.2942 | 0.099578 |
5 | 0.198012 | 1.8148 | 0.036561 |
6 | -0.167367 | -1.5339 | 0.064401 |
7 | -0.308148 | -2.8242 | 0.002959 |
8 | -0.241044 | -2.2092 | 0.014941 |
9 | -0.173231 | -1.5877 | 0.058057 |
10 | 0.035337 | 0.3239 | 0.373421 |
11 | 0.279366 | 2.5604 | 0.006122 |
12 | -0.095613 | -0.8763 | 0.191682 |
13 | -0.534244 | -4.8964 | 2e-06 |
14 | 0.05366 | 0.4918 | 0.312072 |
15 | 0.004111 | 0.0377 | 0.485018 |
16 | -0.071374 | -0.6541 | 0.257401 |
17 | -0.077957 | -0.7145 | 0.238452 |
18 | 0.006297 | 0.0577 | 0.477059 |
19 | 0.024665 | 0.2261 | 0.410853 |
20 | -0.052998 | -0.4857 | 0.314209 |
21 | 0.032344 | 0.2964 | 0.383816 |
22 | 0.010839 | 0.0993 | 0.460553 |
23 | -0.003193 | -0.0293 | 0.488361 |
24 | 0.108906 | 0.9981 | 0.160539 |
25 | -0.022893 | -0.2098 | 0.41716 |
26 | 0.089545 | 0.8207 | 0.207073 |
27 | 0.041043 | 0.3762 | 0.353871 |
28 | -0.067356 | -0.6173 | 0.269344 |
29 | 0.049764 | 0.4561 | 0.324749 |
30 | -0.035287 | -0.3234 | 0.373594 |
31 | -0.001221 | -0.0112 | 0.49555 |
32 | 0.074655 | 0.6842 | 0.247858 |
33 | 0.041679 | 0.382 | 0.351714 |
34 | -0.199122 | -1.825 | 0.035779 |
35 | -0.045431 | -0.4164 | 0.339095 |
36 | -0.130597 | -1.1969 | 0.117349 |
37 | -0.039942 | -0.3661 | 0.357614 |
38 | -0.093938 | -0.861 | 0.195856 |
39 | -0.056567 | -0.5184 | 0.302756 |
40 | -0.048011 | -0.44 | 0.330524 |
41 | 0.058065 | 0.5322 | 0.298005 |
42 | -0.027945 | -0.2561 | 0.399243 |
43 | 0.081339 | 0.7455 | 0.229031 |
44 | -0.04957 | -0.4543 | 0.325385 |
45 | 0.00643 | 0.0589 | 0.476572 |
46 | 0.049063 | 0.4497 | 0.327052 |
47 | -0.02346 | -0.215 | 0.415137 |
48 | 0.09674 | 0.8866 | 0.188903 |