Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.752479 | 5.8287 | 0 |
2 | 0.755849 | 5.8548 | 0 |
3 | 0.728635 | 5.644 | 0 |
4 | 0.678441 | 5.2552 | 1e-06 |
5 | 0.591899 | 4.5848 | 1.2e-05 |
6 | 0.63182 | 4.8941 | 4e-06 |
7 | 0.495152 | 3.8354 | 0.000152 |
8 | 0.511181 | 3.9596 | 0.000101 |
9 | 0.429942 | 3.3303 | 0.000744 |
10 | 0.377612 | 2.925 | 0.002428 |
11 | 0.342073 | 2.6497 | 0.005142 |
12 | 0.307109 | 2.3789 | 0.010283 |
13 | 0.157754 | 1.222 | 0.113252 |
14 | 0.190886 | 1.4786 | 0.07224 |
15 | 0.101194 | 0.7838 | 0.218107 |
16 | 0.084538 | 0.6548 | 0.25754 |
17 | 0.025973 | 0.2012 | 0.420616 |
18 | -0.057246 | -0.4434 | 0.329527 |
19 | -0.157579 | -1.2206 | 0.113506 |
20 | -0.124365 | -0.9633 | 0.169625 |
21 | -0.213253 | -1.6519 | 0.051895 |
22 | -0.255035 | -1.9755 | 0.026409 |
23 | -0.225277 | -1.745 | 0.043053 |
24 | -0.253401 | -1.9628 | 0.027153 |
25 | -0.303113 | -2.3479 | 0.011097 |
26 | -0.260321 | -2.0164 | 0.024118 |
27 | -0.298644 | -2.3133 | 0.012076 |
28 | -0.340475 | -2.6373 | 0.005313 |
29 | -0.329569 | -2.5528 | 0.006623 |
30 | -0.356888 | -2.7644 | 0.003782 |
31 | -0.321349 | -2.4892 | 0.007798 |
32 | -0.294888 | -2.2842 | 0.012956 |
33 | -0.311436 | -2.4124 | 0.009462 |
34 | -0.293168 | -2.2709 | 0.013379 |
35 | -0.273475 | -2.1183 | 0.019149 |
36 | -0.28491 | -2.2069 | 0.015579 |
37 | -0.268545 | -2.0801 | 0.020896 |
38 | -0.260901 | -2.0209 | 0.023878 |
39 | -0.259368 | -2.0091 | 0.024518 |
40 | -0.218388 | -1.6916 | 0.047953 |
41 | -0.209681 | -1.6242 | 0.05479 |
42 | -0.200542 | -1.5534 | 0.062794 |
43 | -0.16651 | -1.2898 | 0.101038 |
44 | -0.165227 | -1.2798 | 0.102764 |
45 | -0.168973 | -1.3089 | 0.097786 |
46 | -0.13695 | -1.0608 | 0.146513 |
47 | -0.105218 | -0.815 | 0.209143 |
48 | -0.104913 | -0.8127 | 0.209816 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.752479 | 5.8287 | 0 |
2 | 0.437147 | 3.3861 | 0.000628 |
3 | 0.22675 | 1.7564 | 0.042062 |
4 | 0.040891 | 0.3167 | 0.376269 |
5 | -0.157751 | -1.2219 | 0.113255 |
6 | 0.165814 | 1.2844 | 0.101971 |
7 | -0.21241 | -1.6453 | 0.052566 |
8 | 0.075874 | 0.5877 | 0.279464 |
9 | -0.115506 | -0.8947 | 0.18726 |
10 | -0.083262 | -0.6449 | 0.260712 |
11 | 0.051534 | 0.3992 | 0.34559 |
12 | -0.074237 | -0.575 | 0.283708 |
13 | -0.241775 | -1.8728 | 0.032986 |
14 | 0.043344 | 0.3357 | 0.36912 |
15 | -0.035461 | -0.2747 | 0.392254 |
16 | 0.11523 | 0.8926 | 0.187828 |
17 | -0.075826 | -0.5873 | 0.279589 |
18 | -0.267875 | -2.075 | 0.021144 |
19 | -0.164311 | -1.2727 | 0.104009 |
20 | 0.080899 | 0.6266 | 0.266636 |
21 | 0.121546 | 0.9415 | 0.175115 |
22 | -0.123873 | -0.9595 | 0.170575 |
23 | 0.149437 | 1.1575 | 0.12582 |
24 | 0.10438 | 0.8085 | 0.210993 |
25 | -0.012414 | -0.0962 | 0.461856 |
26 | -0.006453 | -0.05 | 0.480152 |
27 | -0.060786 | -0.4708 | 0.31973 |
28 | -0.187682 | -1.4538 | 0.075609 |
29 | 0.071611 | 0.5547 | 0.290583 |
30 | 0.019661 | 0.1523 | 0.439733 |
31 | 0.108541 | 0.8408 | 0.201912 |
32 | -0.041365 | -0.3204 | 0.374885 |
33 | 0.001712 | 0.0133 | 0.49473 |
34 | 0.022782 | 0.1765 | 0.430261 |
35 | -0.07274 | -0.5634 | 0.287617 |
36 | 0.032752 | 0.2537 | 0.4003 |
37 | -0.199017 | -1.5416 | 0.064217 |
38 | -0.059552 | -0.4613 | 0.323131 |
39 | 0.047946 | 0.3714 | 0.355829 |
40 | 0.023215 | 0.1798 | 0.428948 |
41 | -0.052278 | -0.4049 | 0.34348 |
42 | 0.021094 | 0.1634 | 0.43538 |
43 | -0.035997 | -0.2788 | 0.390666 |
44 | 0.09844 | 0.7625 | 0.224371 |
45 | 0.030815 | 0.2387 | 0.406077 |
46 | -0.0311 | -0.2409 | 0.405226 |
47 | -0.073406 | -0.5686 | 0.285874 |
48 | -0.039224 | -0.3038 | 0.381154 |