Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.908729 | 8.1786 | 0 |
2 | 0.857339 | 7.716 | 0 |
3 | 0.769587 | 6.9263 | 0 |
4 | 0.691766 | 6.2259 | 0 |
5 | 0.637726 | 5.7395 | 0 |
6 | 0.579896 | 5.2191 | 1e-06 |
7 | 0.592171 | 5.3295 | 0 |
8 | 0.603238 | 5.4291 | 0 |
9 | 0.634653 | 5.7119 | 0 |
10 | 0.664381 | 5.9794 | 0 |
11 | 0.647506 | 5.8276 | 0 |
12 | 0.66652 | 5.9987 | 0 |
13 | 0.575598 | 5.1804 | 1e-06 |
14 | 0.520029 | 4.6803 | 6e-06 |
15 | 0.42341 | 3.8107 | 0.000134 |
16 | 0.336927 | 3.0323 | 0.00163 |
17 | 0.277937 | 2.5014 | 0.007192 |
18 | 0.212431 | 1.9119 | 0.029714 |
19 | 0.204035 | 1.8363 | 0.03499 |
20 | 0.193464 | 1.7412 | 0.042725 |
21 | 0.202727 | 1.8245 | 0.035879 |
22 | 0.223374 | 2.0104 | 0.02386 |
23 | 0.198014 | 1.7821 | 0.039238 |
24 | 0.208175 | 1.8736 | 0.032298 |
25 | 0.130764 | 1.1769 | 0.121346 |
26 | 0.081474 | 0.7333 | 0.232757 |
27 | 0.003617 | 0.0326 | 0.487056 |
28 | -0.061152 | -0.5504 | 0.291791 |
29 | -0.108118 | -0.9731 | 0.166709 |
30 | -0.1537 | -1.3833 | 0.085187 |
31 | -0.152072 | -1.3686 | 0.087447 |
32 | -0.15502 | -1.3952 | 0.083388 |
33 | -0.146107 | -1.315 | 0.096117 |
34 | -0.125748 | -1.1317 | 0.130542 |
35 | -0.145118 | -1.3061 | 0.097615 |
36 | -0.140254 | -1.2623 | 0.105235 |
37 | -0.192811 | -1.7353 | 0.043245 |
38 | -0.22629 | -2.0366 | 0.022478 |
39 | -0.274162 | -2.4675 | 0.007858 |
40 | -0.318094 | -2.8628 | 0.002671 |
41 | -0.346359 | -3.1172 | 0.001263 |
42 | -0.37241 | -3.3517 | 0.000611 |
43 | -0.363612 | -3.2725 | 0.000784 |
44 | -0.350445 | -3.154 | 0.00113 |
45 | -0.330971 | -2.9787 | 0.001909 |
46 | -0.303012 | -2.7271 | 0.003915 |
47 | -0.307089 | -2.7638 | 0.003535 |
48 | -0.296361 | -2.6672 | 0.004616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.908729 | 8.1786 | 0 |
2 | 0.181107 | 1.63 | 0.053497 |
3 | -0.195727 | -1.7615 | 0.04096 |
4 | -0.064689 | -0.5822 | 0.281024 |
5 | 0.141301 | 1.2717 | 0.103558 |
6 | -0.001767 | -0.0159 | 0.493676 |
7 | 0.341122 | 3.0701 | 0.001456 |
8 | 0.167055 | 1.5035 | 0.0683 |
9 | 0.053807 | 0.4843 | 0.314753 |
10 | 0.04562 | 0.4106 | 0.341234 |
11 | -0.223383 | -2.0104 | 0.023856 |
12 | 0.174177 | 1.5676 | 0.060437 |
13 | -0.450638 | -4.0557 | 5.7e-05 |
14 | 0.006324 | 0.0569 | 0.477377 |
15 | -0.140912 | -1.2682 | 0.104178 |
16 | -0.09897 | -0.8907 | 0.187857 |
17 | -0.04213 | -0.3792 | 0.352776 |
18 | -0.05277 | -0.4749 | 0.318058 |
19 | -0.034074 | -0.3067 | 0.379943 |
20 | 0.012422 | 0.1118 | 0.455632 |
21 | -0.012794 | -0.1152 | 0.454305 |
22 | 0.089821 | 0.8084 | 0.210617 |
23 | -0.041033 | -0.3693 | 0.356435 |
24 | 0.060196 | 0.5418 | 0.294733 |
25 | -0.100142 | -0.9013 | 0.185056 |
26 | -0.044887 | -0.404 | 0.343646 |
27 | 0.038884 | 0.35 | 0.363639 |
28 | 0.059324 | 0.5339 | 0.297431 |
29 | -0.082812 | -0.7453 | 0.229122 |
30 | 0.065608 | 0.5905 | 0.278259 |
31 | -0.034263 | -0.3084 | 0.379298 |
32 | -0.039636 | -0.3567 | 0.361111 |
33 | -0.037733 | -0.3396 | 0.367519 |
34 | -0.007293 | -0.0656 | 0.473913 |
35 | -0.00674 | -0.0607 | 0.475888 |
36 | -0.092953 | -0.8366 | 0.202645 |
37 | 0.047428 | 0.4269 | 0.335309 |
38 | -0.05874 | -0.5287 | 0.299242 |
39 | 0.048234 | 0.4341 | 0.332684 |
40 | -0.064634 | -0.5817 | 0.281191 |
41 | -0.027592 | -0.2483 | 0.402255 |
42 | -0.019014 | -0.1711 | 0.432274 |
43 | 0.00629 | 0.0566 | 0.477497 |
44 | 0.047713 | 0.4294 | 0.334381 |
45 | 0.031745 | 0.2857 | 0.387916 |
46 | -0.046508 | -0.4186 | 0.338319 |
47 | 0.00477 | 0.0429 | 0.482933 |
48 | -0.0619 | -0.5571 | 0.289499 |