Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941 | 7.7024 | 0 |
2 | 0.873838 | 7.1527 | 0 |
3 | 0.788166 | 6.4514 | 0 |
4 | 0.696325 | 5.6997 | 0 |
5 | 0.621734 | 5.0891 | 2e-06 |
6 | 0.555087 | 4.5436 | 1.2e-05 |
7 | 0.492904 | 4.0346 | 7.1e-05 |
8 | 0.431177 | 3.5293 | 0.000379 |
9 | 0.380503 | 3.1146 | 0.001355 |
10 | 0.339422 | 2.7783 | 0.003541 |
11 | 0.299126 | 2.4484 | 0.008486 |
12 | 0.258226 | 2.1137 | 0.019135 |
13 | 0.220032 | 1.801 | 0.038099 |
14 | 0.187818 | 1.5374 | 0.064458 |
15 | 0.175711 | 1.4383 | 0.077508 |
16 | 0.17899 | 1.4651 | 0.073786 |
17 | 0.182582 | 1.4945 | 0.06987 |
18 | 0.173899 | 1.4234 | 0.079627 |
19 | 0.154277 | 1.2628 | 0.105517 |
20 | 0.107884 | 0.8831 | 0.190177 |
21 | 0.058595 | 0.4796 | 0.316529 |
22 | -0.000643 | -0.0053 | 0.497908 |
23 | -0.055903 | -0.4576 | 0.324365 |
24 | -0.111279 | -0.9109 | 0.182819 |
25 | -0.163147 | -1.3354 | 0.09313 |
26 | -0.207506 | -1.6985 | 0.047025 |
27 | -0.245783 | -2.0118 | 0.024132 |
28 | -0.26942 | -2.2053 | 0.015435 |
29 | -0.2934 | -2.4016 | 0.009553 |
30 | -0.31908 | -2.6118 | 0.005553 |
31 | -0.341014 | -2.7913 | 0.003416 |
32 | -0.360585 | -2.9515 | 0.002177 |
33 | -0.372372 | -3.048 | 0.001648 |
34 | -0.369848 | -3.0273 | 0.00175 |
35 | -0.359971 | -2.9465 | 0.002209 |
36 | -0.348856 | -2.8555 | 0.002858 |
37 | -0.348293 | -2.8509 | 0.002895 |
38 | -0.348507 | -2.8527 | 0.00288 |
39 | -0.343918 | -2.8151 | 0.003199 |
40 | -0.340211 | -2.7847 | 0.003479 |
41 | -0.324278 | -2.6543 | 0.004959 |
42 | -0.303814 | -2.4868 | 0.007693 |
43 | -0.278192 | -2.2771 | 0.012989 |
44 | -0.247784 | -2.0282 | 0.023259 |
45 | -0.214575 | -1.7564 | 0.041797 |
46 | -0.178751 | -1.4631 | 0.074052 |
47 | -0.154529 | -1.2649 | 0.105149 |
48 | -0.134475 | -1.1007 | 0.137477 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941 | 7.7024 | 0 |
2 | -0.101663 | -0.8321 | 0.204141 |
3 | -0.194519 | -1.5922 | 0.058023 |
4 | -0.086967 | -0.7119 | 0.239513 |
5 | 0.132163 | 1.0818 | 0.141609 |
6 | 0.026614 | 0.2178 | 0.414106 |
7 | -0.062118 | -0.5085 | 0.306401 |
8 | -0.083003 | -0.6794 | 0.249608 |
9 | 0.076962 | 0.63 | 0.265431 |
10 | 0.071993 | 0.5893 | 0.278824 |
11 | -0.066482 | -0.5442 | 0.294062 |
12 | -0.100407 | -0.8219 | 0.207033 |
13 | 0.015917 | 0.1303 | 0.448364 |
14 | 0.085207 | 0.6974 | 0.243968 |
15 | 0.157294 | 1.2875 | 0.101174 |
16 | 0.052679 | 0.4312 | 0.333854 |
17 | -0.102017 | -0.835 | 0.203331 |
18 | -0.159793 | -1.308 | 0.097678 |
19 | -0.032709 | -0.2677 | 0.394862 |
20 | -0.165835 | -1.3574 | 0.089602 |
21 | -0.021901 | -0.1793 | 0.429133 |
22 | -0.109946 | -0.9 | 0.185685 |
23 | 0.02793 | 0.2286 | 0.40993 |
24 | -0.032897 | -0.2693 | 0.394275 |
25 | -0.027733 | -0.227 | 0.410557 |
26 | -0.057743 | -0.4726 | 0.319001 |
27 | -0.020367 | -0.1667 | 0.434051 |
28 | 0.066985 | 0.5483 | 0.292655 |
29 | -0.036422 | -0.2981 | 0.383264 |
30 | -0.080685 | -0.6604 | 0.25562 |
31 | -0.009572 | -0.0783 | 0.468892 |
32 | -0.00966 | -0.0791 | 0.468605 |
33 | -0.016051 | -0.1314 | 0.447933 |
34 | -0.006404 | -0.0524 | 0.479175 |
35 | -0.016038 | -0.1313 | 0.447976 |
36 | -0.022959 | -0.1879 | 0.425751 |
37 | -0.090027 | -0.7369 | 0.231878 |
38 | -0.002934 | -0.024 | 0.490455 |
39 | 0.123094 | 1.0076 | 0.158644 |
40 | 0.00011 | 9e-04 | 0.499641 |
41 | 0.091915 | 0.7524 | 0.227235 |
42 | 0.038538 | 0.3154 | 0.376702 |
43 | 0.082605 | 0.6762 | 0.250636 |
44 | -0.00019 | -0.0016 | 0.499381 |
45 | -0.020941 | -0.1714 | 0.43221 |
46 | 0.002481 | 0.0203 | 0.491929 |
47 | -0.100028 | -0.8188 | 0.207911 |
48 | 0.018425 | 0.1508 | 0.440286 |