Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.845313 | 7.2224 | 0 |
2 | 0.789677 | 6.747 | 0 |
3 | 0.752392 | 6.4284 | 0 |
4 | 0.754727 | 6.4484 | 0 |
5 | 0.702296 | 6.0004 | 0 |
6 | 0.614468 | 5.25 | 1e-06 |
7 | 0.555558 | 4.7467 | 5e-06 |
8 | 0.499921 | 4.2713 | 2.9e-05 |
9 | 0.474729 | 4.0561 | 6.2e-05 |
10 | 0.371535 | 3.1744 | 0.001099 |
11 | 0.328433 | 2.8061 | 0.003212 |
12 | 0.27819 | 2.3769 | 0.010042 |
13 | 0.210392 | 1.7976 | 0.038189 |
14 | 0.138083 | 1.1798 | 0.120958 |
15 | 0.096728 | 0.8264 | 0.205623 |
16 | 0.050131 | 0.4283 | 0.334839 |
17 | -0.024145 | -0.2063 | 0.418567 |
18 | -0.01969 | -0.1682 | 0.433433 |
19 | -0.060825 | -0.5197 | 0.302426 |
20 | -0.065105 | -0.5563 | 0.289869 |
21 | -0.083224 | -0.7111 | 0.239654 |
22 | -0.089404 | -0.7639 | 0.223705 |
23 | -0.112917 | -0.9648 | 0.168925 |
24 | -0.11087 | -0.9473 | 0.173312 |
25 | -0.108603 | -0.9279 | 0.178258 |
26 | -0.118937 | -1.0162 | 0.156445 |
27 | -0.115432 | -0.9863 | 0.163633 |
28 | -0.128972 | -1.1019 | 0.137054 |
29 | -0.126926 | -1.0845 | 0.140866 |
30 | -0.107036 | -0.9145 | 0.181728 |
31 | -0.090353 | -0.772 | 0.221311 |
32 | -0.121447 | -1.0376 | 0.15143 |
33 | -0.103525 | -0.8845 | 0.18966 |
34 | -0.107601 | -0.9193 | 0.180471 |
35 | -0.131996 | -1.1278 | 0.131553 |
36 | -0.142043 | -1.2136 | 0.114404 |
37 | -0.144372 | -1.2335 | 0.110671 |
38 | -0.149466 | -1.277 | 0.102818 |
39 | -0.16767 | -1.4326 | 0.078124 |
40 | -0.18908 | -1.6155 | 0.055258 |
41 | -0.224398 | -1.9173 | 0.02956 |
42 | -0.210919 | -1.8021 | 0.037829 |
43 | -0.225189 | -1.924 | 0.029126 |
44 | -0.261015 | -2.2301 | 0.014407 |
45 | -0.292398 | -2.4983 | 0.007366 |
46 | -0.28489 | -2.4341 | 0.008688 |
47 | -0.281385 | -2.4042 | 0.009374 |
48 | -0.307815 | -2.63 | 0.005204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.845313 | 7.2224 | 0 |
2 | 0.263175 | 2.2486 | 0.013779 |
3 | 0.143324 | 1.2246 | 0.112338 |
4 | 0.215195 | 1.8386 | 0.035019 |
5 | -0.057945 | -0.4951 | 0.311013 |
6 | -0.213045 | -1.8203 | 0.03641 |
7 | -0.082444 | -0.7044 | 0.241712 |
8 | -0.101645 | -0.8685 | 0.193995 |
9 | 0.057183 | 0.4886 | 0.313303 |
10 | -0.194957 | -1.6657 | 0.050029 |
11 | 0.06314 | 0.5395 | 0.295601 |
12 | 0.012992 | 0.111 | 0.45596 |
13 | -0.151642 | -1.2956 | 0.099593 |
14 | -0.065692 | -0.5613 | 0.288167 |
15 | 0.065169 | 0.5568 | 0.289681 |
16 | -0.064306 | -0.5494 | 0.292194 |
17 | -0.115565 | -0.9874 | 0.163357 |
18 | 0.254237 | 2.1722 | 0.016544 |
19 | 0.011435 | 0.0977 | 0.461218 |
20 | 0.030718 | 0.2625 | 0.396856 |
21 | 0.104826 | 0.8956 | 0.186696 |
22 | 0.038041 | 0.325 | 0.373048 |
23 | -0.158824 | -1.357 | 0.089483 |
24 | -0.018426 | -0.1574 | 0.437671 |
25 | 0.048373 | 0.4133 | 0.340301 |
26 | -0.044645 | -0.3814 | 0.351991 |
27 | -0.114517 | -0.9784 | 0.165545 |
28 | 0.063061 | 0.5388 | 0.295833 |
29 | -0.02168 | -0.1852 | 0.426779 |
30 | -0.033703 | -0.288 | 0.387099 |
31 | 0.056702 | 0.4845 | 0.314756 |
32 | -0.079602 | -0.6801 | 0.249291 |
33 | -0.003268 | -0.0279 | 0.488901 |
34 | -0.098745 | -0.8437 | 0.200804 |
35 | -0.076064 | -0.6499 | 0.258901 |
36 | -0.025541 | -0.2182 | 0.413932 |
37 | 0.036892 | 0.3152 | 0.376754 |
38 | 0.016303 | 0.1393 | 0.444802 |
39 | 0.001625 | 0.0139 | 0.49448 |
40 | -0.080842 | -0.6907 | 0.245967 |
41 | -0.079278 | -0.6774 | 0.250161 |
42 | 0.018183 | 0.1554 | 0.438485 |
43 | -0.034491 | -0.2947 | 0.384532 |
44 | -0.074172 | -0.6337 | 0.26412 |
45 | -0.057575 | -0.4919 | 0.312127 |
46 | 0.074666 | 0.6379 | 0.262752 |
47 | 0.104396 | 0.892 | 0.187673 |
48 | -0.081675 | -0.6978 | 0.24375 |