Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.924184 | 8.4703 | 0 |
2 | 0.862659 | 7.9064 | 0 |
3 | 0.81373 | 7.458 | 0 |
4 | 0.742093 | 6.8014 | 0 |
5 | 0.678204 | 6.2158 | 0 |
6 | 0.63205 | 5.7928 | 0 |
7 | 0.602634 | 5.5232 | 0 |
8 | 0.574785 | 5.268 | 1e-06 |
9 | 0.566153 | 5.1889 | 1e-06 |
10 | 0.539204 | 4.9419 | 2e-06 |
11 | 0.524443 | 4.8066 | 3e-06 |
12 | 0.51918 | 4.7584 | 4e-06 |
13 | 0.481628 | 4.4142 | 1.5e-05 |
14 | 0.433214 | 3.9705 | 7.5e-05 |
15 | 0.391869 | 3.5915 | 0.000276 |
16 | 0.341703 | 3.1318 | 0.001196 |
17 | 0.289115 | 2.6498 | 0.004811 |
18 | 0.247306 | 2.2666 | 0.012992 |
19 | 0.218784 | 2.0052 | 0.024082 |
20 | 0.20168 | 1.8484 | 0.034029 |
21 | 0.193503 | 1.7735 | 0.039886 |
22 | 0.175475 | 1.6083 | 0.055766 |
23 | 0.15369 | 1.4086 | 0.081324 |
24 | 0.137638 | 1.2615 | 0.105315 |
25 | 0.089951 | 0.8244 | 0.206019 |
26 | 0.049447 | 0.4532 | 0.325792 |
27 | 0.013731 | 0.1258 | 0.450076 |
28 | -0.024061 | -0.2205 | 0.413001 |
29 | -0.041168 | -0.3773 | 0.353448 |
30 | -0.041309 | -0.3786 | 0.352967 |
31 | -0.039479 | -0.3618 | 0.359193 |
32 | -0.037864 | -0.347 | 0.364719 |
33 | -0.015883 | -0.1456 | 0.442304 |
34 | -0.007164 | -0.0657 | 0.473901 |
35 | -0.006532 | -0.0599 | 0.476201 |
36 | -0.006083 | -0.0558 | 0.477835 |
37 | -0.025686 | -0.2354 | 0.407231 |
38 | -0.056066 | -0.5139 | 0.30435 |
39 | -0.089543 | -0.8207 | 0.207076 |
40 | -0.126874 | -1.1628 | 0.124097 |
41 | -0.155108 | -1.4216 | 0.079424 |
42 | -0.17636 | -1.6164 | 0.054882 |
43 | -0.177999 | -1.6314 | 0.053276 |
44 | -0.174368 | -1.5981 | 0.056887 |
45 | -0.172742 | -1.5832 | 0.058566 |
46 | -0.168422 | -1.5436 | 0.063221 |
47 | -0.178418 | -1.6352 | 0.052871 |
48 | -0.195408 | -1.7909 | 0.038453 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.924184 | 8.4703 | 0 |
2 | 0.058559 | 0.5367 | 0.296447 |
3 | 0.06219 | 0.57 | 0.285106 |
4 | -0.167482 | -1.535 | 0.064272 |
5 | -0.005427 | -0.0497 | 0.480224 |
6 | 0.070917 | 0.65 | 0.258746 |
7 | 0.13714 | 1.2569 | 0.106135 |
8 | 0.021773 | 0.1996 | 0.421156 |
9 | 0.113076 | 1.0364 | 0.151504 |
10 | -0.147195 | -1.3491 | 0.09047 |
11 | 0.085757 | 0.786 | 0.217046 |
12 | 0.047561 | 0.4359 | 0.332012 |
13 | -0.142331 | -1.3045 | 0.097815 |
14 | -0.134604 | -1.2337 | 0.110384 |
15 | -0.02118 | -0.1941 | 0.423275 |
16 | -0.056806 | -0.5206 | 0.301994 |
17 | 0.0131 | 0.1201 | 0.452361 |
18 | -0.023112 | -0.2118 | 0.41638 |
19 | 0.0574 | 0.5261 | 0.300111 |
20 | 0.044728 | 0.4099 | 0.341447 |
21 | 0.020912 | 0.1917 | 0.424233 |
22 | -0.078395 | -0.7185 | 0.23722 |
23 | -0.065421 | -0.5996 | 0.275196 |
24 | -0.029926 | -0.2743 | 0.392272 |
25 | -0.169473 | -1.5532 | 0.062062 |
26 | 0.057983 | 0.5314 | 0.298263 |
27 | -0.009059 | -0.083 | 0.467013 |
28 | 0.019051 | 0.1746 | 0.430906 |
29 | 0.128017 | 1.1733 | 0.121997 |
30 | 0.113271 | 1.0381 | 0.151091 |
31 | -0.004972 | -0.0456 | 0.48188 |
32 | -0.046894 | -0.4298 | 0.334226 |
33 | 0.036279 | 0.3325 | 0.370169 |
34 | -0.003312 | -0.0304 | 0.487928 |
35 | -0.028378 | -0.2601 | 0.397718 |
36 | -0.037608 | -0.3447 | 0.365595 |
37 | -0.053628 | -0.4915 | 0.312175 |
38 | -0.063587 | -0.5828 | 0.280801 |
39 | -0.052823 | -0.4841 | 0.314777 |
40 | -0.032637 | -0.2991 | 0.382792 |
41 | 0.017051 | 0.1563 | 0.438097 |
42 | -0.101355 | -0.9289 | 0.177793 |
43 | 0.08305 | 0.7612 | 0.224345 |
44 | 0.006527 | 0.0598 | 0.476219 |
45 | -0.086293 | -0.7909 | 0.215618 |
46 | -0.023011 | -0.2109 | 0.416739 |
47 | -0.075044 | -0.6878 | 0.24674 |
48 | -0.057996 | -0.5315 | 0.298224 |