Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.828704 | 18.0802 | 0 |
2 | 0.735757 | 16.0523 | 0 |
3 | 0.681764 | 14.8743 | 0 |
4 | 0.595151 | 12.9847 | 0 |
5 | 0.56045 | 12.2276 | 0 |
6 | 0.507121 | 11.0641 | 0 |
7 | 0.531804 | 11.6026 | 0 |
8 | 0.599533 | 13.0803 | 0 |
9 | 0.660253 | 14.405 | 0 |
10 | 0.706829 | 15.4212 | 0 |
11 | 0.81966 | 17.8829 | 0 |
12 | 0.896358 | 19.5562 | 0 |
13 | 0.784705 | 17.1203 | 0 |
14 | 0.718515 | 15.6761 | 0 |
15 | 0.630291 | 13.7513 | 0 |
16 | 0.553663 | 12.0795 | 0 |
17 | 0.530549 | 11.5752 | 0 |
18 | 0.45984 | 10.0325 | 0 |
19 | 0.503035 | 10.9749 | 0 |
20 | 0.561264 | 12.2453 | 0 |
21 | 0.600045 | 13.0914 | 0 |
22 | 0.667266 | 14.558 | 0 |
23 | 0.770827 | 16.8175 | 0 |
24 | 0.832355 | 18.1598 | 0 |
25 | 0.747022 | 16.2981 | 0 |
26 | 0.675032 | 14.7275 | 0 |
27 | 0.578564 | 12.6228 | 0 |
28 | 0.520433 | 11.3545 | 0 |
29 | 0.482801 | 10.5335 | 0 |
30 | 0.400228 | 8.7319 | 0 |
31 | 0.464853 | 10.1419 | 0 |
32 | 0.518517 | 11.3127 | 0 |
33 | 0.542683 | 11.8399 | 0 |
34 | 0.633827 | 13.8285 | 0 |
35 | 0.712003 | 15.5341 | 0 |
36 | 0.770559 | 16.8116 | 0 |
37 | 0.710499 | 15.5013 | 0 |
38 | 0.602897 | 13.1537 | 0 |
39 | 0.521251 | 11.3724 | 0 |
40 | 0.482561 | 10.5282 | 0 |
41 | 0.419762 | 9.1581 | 0 |
42 | 0.349446 | 7.624 | 0 |
43 | 0.426904 | 9.3139 | 0 |
44 | 0.446237 | 9.7357 | 0 |
45 | 0.492175 | 10.738 | 0 |
46 | 0.58894 | 12.8491 | 0 |
47 | 0.634611 | 13.8456 | 0 |
48 | 0.713489 | 15.5665 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.828704 | 18.0802 | 0 |
2 | 0.156448 | 3.4133 | 0.000348 |
3 | 0.123635 | 2.6974 | 0.003618 |
4 | -0.073868 | -1.6116 | 0.053855 |
5 | 0.10869 | 2.3713 | 0.009061 |
6 | -0.035616 | -0.777 | 0.218759 |
7 | 0.260935 | 5.6929 | 0 |
8 | 0.263915 | 5.758 | 0 |
9 | 0.256606 | 5.5985 | 0 |
10 | 0.126322 | 2.756 | 0.003038 |
11 | 0.486938 | 10.6237 | 0 |
12 | 0.46201 | 10.0799 | 0 |
13 | -0.230884 | -5.0373 | 0 |
14 | -0.098142 | -2.1412 | 0.016383 |
15 | -0.198971 | -4.341 | 9e-06 |
16 | -0.170595 | -3.7219 | 0.000111 |
17 | -0.008928 | -0.1948 | 0.422824 |
18 | -0.070292 | -1.5336 | 0.062898 |
19 | 0.081445 | 1.7769 | 0.03811 |
20 | -0.0488 | -1.0647 | 0.143776 |
21 | -0.034376 | -0.75 | 0.226813 |
22 | -0.066095 | -1.442 | 0.074976 |
23 | 0.088325 | 1.927 | 0.027286 |
24 | 0.236769 | 5.1657 | 0 |
25 | -0.037681 | -0.8221 | 0.205717 |
26 | -0.020613 | -0.4497 | 0.326556 |
27 | -0.084182 | -1.8366 | 0.033444 |
28 | -0.061949 | -1.3516 | 0.088576 |
29 | -0.041637 | -0.9084 | 0.182059 |
30 | -0.144407 | -3.1506 | 0.000866 |
31 | 0.101743 | 2.2198 | 0.013452 |
32 | 0.081609 | 1.7805 | 0.037815 |
33 | -0.068078 | -1.4853 | 0.069064 |
34 | 0.063292 | 1.3809 | 0.083983 |
35 | -0.039782 | -0.8679 | 0.192931 |
36 | 0.067233 | 1.4669 | 0.071537 |
37 | -0.010097 | -0.2203 | 0.412868 |
38 | -0.167305 | -3.6502 | 0.000146 |
39 | -0.023315 | -0.5087 | 0.305612 |
40 | 0.057747 | 1.2599 | 0.104162 |
41 | 0.006536 | 0.1426 | 0.443333 |
42 | -0.092497 | -2.0181 | 0.022073 |
43 | 0.114317 | 2.4941 | 0.006483 |
44 | -0.095345 | -2.0802 | 0.019022 |
45 | -0.068016 | -1.4839 | 0.069243 |
46 | 0.096534 | 2.1061 | 0.017858 |
47 | -0.045968 | -1.0029 | 0.158207 |
48 | 0.041813 | 0.9123 | 0.181048 |