Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.900532 | 8.2535 | 0 |
2 | 0.777436 | 7.1253 | 0 |
3 | 0.696489 | 6.3834 | 0 |
4 | 0.661392 | 6.0618 | 0 |
5 | 0.661063 | 6.0587 | 0 |
6 | 0.635948 | 5.8286 | 0 |
7 | 0.550291 | 5.0435 | 1e-06 |
8 | 0.433522 | 3.9733 | 7.5e-05 |
9 | 0.347631 | 3.1861 | 0.001012 |
10 | 0.312538 | 2.8645 | 0.002638 |
11 | 0.323476 | 2.9647 | 0.001971 |
12 | 0.318316 | 2.9174 | 0.002263 |
13 | 0.194844 | 1.7858 | 0.038872 |
14 | 0.064165 | 0.5881 | 0.279026 |
15 | -0.017031 | -0.1561 | 0.438168 |
16 | -0.058208 | -0.5335 | 0.297555 |
17 | -0.063083 | -0.5782 | 0.282348 |
18 | -0.088351 | -0.8097 | 0.210186 |
19 | -0.145821 | -1.3365 | 0.092502 |
20 | -0.224683 | -2.0593 | 0.021284 |
21 | -0.267217 | -2.4491 | 0.008201 |
22 | -0.25604 | -2.3466 | 0.010649 |
23 | -0.199291 | -1.8265 | 0.035661 |
24 | -0.157139 | -1.4402 | 0.076763 |
25 | -0.207666 | -1.9033 | 0.030214 |
26 | -0.261337 | -2.3952 | 0.009417 |
27 | -0.275047 | -2.5208 | 0.006799 |
28 | -0.253818 | -2.3263 | 0.011206 |
29 | -0.201277 | -1.8447 | 0.0343 |
30 | -0.171554 | -1.5723 | 0.059818 |
31 | -0.163696 | -1.5003 | 0.068643 |
32 | -0.1742 | -1.5966 | 0.057059 |
33 | -0.165624 | -1.518 | 0.066389 |
34 | -0.124462 | -1.1407 | 0.128615 |
35 | -0.064064 | -0.5872 | 0.279337 |
36 | -0.026177 | -0.2399 | 0.405489 |
37 | -0.06736 | -0.6174 | 0.269332 |
38 | -0.108848 | -0.9976 | 0.160668 |
39 | -0.122 | -1.1181 | 0.133346 |
40 | -0.117326 | -1.0753 | 0.142658 |
41 | -0.097407 | -0.8928 | 0.18727 |
42 | -0.099864 | -0.9153 | 0.181335 |
43 | -0.125144 | -1.147 | 0.127327 |
44 | -0.159665 | -1.4634 | 0.073551 |
45 | -0.176964 | -1.6219 | 0.054286 |
46 | -0.164985 | -1.5121 | 0.067129 |
47 | -0.135429 | -1.2412 | 0.108988 |
48 | -0.116349 | -1.0664 | 0.14466 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.900532 | 8.2535 | 0 |
2 | -0.177328 | -1.6252 | 0.053929 |
3 | 0.174352 | 1.598 | 0.056903 |
4 | 0.146381 | 1.3416 | 0.09167 |
5 | 0.163516 | 1.4986 | 0.068857 |
6 | -0.104078 | -0.9539 | 0.171438 |
7 | -0.229611 | -2.1044 | 0.019165 |
8 | -0.161194 | -1.4774 | 0.071659 |
9 | 0.030742 | 0.2818 | 0.389411 |
10 | 0.057324 | 0.5254 | 0.300349 |
11 | 0.152752 | 1.4 | 0.082599 |
12 | -0.033271 | -0.3049 | 0.380584 |
13 | -0.528704 | -4.8456 | 3e-06 |
14 | 0.081785 | 0.7496 | 0.227803 |
15 | 0.06908 | 0.6331 | 0.264184 |
16 | -0.077596 | -0.7112 | 0.239471 |
17 | -0.017855 | -0.1636 | 0.435201 |
18 | -0.069909 | -0.6407 | 0.261723 |
19 | 0.150212 | 1.3767 | 0.086129 |
20 | -0.019824 | -0.1817 | 0.428133 |
21 | 0.051138 | 0.4687 | 0.320252 |
22 | 0.040673 | 0.3728 | 0.355128 |
23 | 0.091604 | 0.8396 | 0.201769 |
24 | 0.023246 | 0.2131 | 0.4159 |
25 | -0.151804 | -1.3913 | 0.083904 |
26 | 0.021908 | 0.2008 | 0.420675 |
27 | -0.019579 | -0.1794 | 0.429011 |
28 | 0.018674 | 0.1711 | 0.432259 |
29 | -0.001327 | -0.0122 | 0.495164 |
30 | -0.045879 | -0.4205 | 0.337603 |
31 | 0.127041 | 1.1643 | 0.12379 |
32 | 0.049719 | 0.4557 | 0.324898 |
33 | -0.030347 | -0.2781 | 0.390798 |
34 | -0.112868 | -1.0344 | 0.151948 |
35 | -0.095864 | -0.8786 | 0.19106 |
36 | -0.017357 | -0.1591 | 0.436994 |
37 | -0.104186 | -0.9549 | 0.171188 |
38 | -0.038759 | -0.3552 | 0.361653 |
39 | -0.051609 | -0.473 | 0.318719 |
40 | -0.036911 | -0.3383 | 0.367994 |
41 | -0.013292 | -0.1218 | 0.451666 |
42 | 0.002537 | 0.0233 | 0.490751 |
43 | -0.067633 | -0.6199 | 0.268512 |
44 | 0.035433 | 0.3248 | 0.373088 |
45 | 0.005301 | 0.0486 | 0.480682 |
46 | -0.005234 | -0.048 | 0.480926 |
47 | 0.016561 | 0.1518 | 0.43986 |
48 | 0.061211 | 0.561 | 0.288142 |