Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.911782 | 10.2347 | 0 |
2 | 0.859293 | 9.6455 | 0 |
3 | 0.820096 | 9.2056 | 0 |
4 | 0.788137 | 8.8468 | 0 |
5 | 0.796554 | 8.9413 | 0 |
6 | 0.762782 | 8.5622 | 0 |
7 | 0.761106 | 8.5434 | 0 |
8 | 0.714115 | 8.0159 | 0 |
9 | 0.685888 | 7.6991 | 0 |
10 | 0.685352 | 7.6931 | 0 |
11 | 0.688228 | 7.7253 | 0 |
12 | 0.712069 | 7.993 | 0 |
13 | 0.633688 | 7.1131 | 0 |
14 | 0.587071 | 6.5899 | 0 |
15 | 0.555663 | 6.2373 | 0 |
16 | 0.530492 | 5.9548 | 0 |
17 | 0.548604 | 6.1581 | 0 |
18 | 0.522999 | 5.8706 | 0 |
19 | 0.525412 | 5.8977 | 0 |
20 | 0.489147 | 5.4907 | 0 |
21 | 0.459285 | 5.1555 | 0 |
22 | 0.462293 | 5.1892 | 0 |
23 | 0.469361 | 5.2686 | 0 |
24 | 0.490257 | 5.5031 | 0 |
25 | 0.428672 | 4.8118 | 2e-06 |
26 | 0.386698 | 4.3407 | 1.4e-05 |
27 | 0.356615 | 4.003 | 5.3e-05 |
28 | 0.33081 | 3.7133 | 0.000153 |
29 | 0.344227 | 3.8639 | 8.9e-05 |
30 | 0.314354 | 3.5286 | 0.000292 |
31 | 0.316462 | 3.5523 | 0.000269 |
32 | 0.28161 | 3.1611 | 0.000985 |
33 | 0.246976 | 2.7723 | 0.003206 |
34 | 0.252853 | 2.8383 | 0.002644 |
35 | 0.250891 | 2.8162 | 0.002821 |
36 | 0.256011 | 2.8737 | 0.002381 |
37 | 0.197208 | 2.2137 | 0.014326 |
38 | 0.14757 | 1.6565 | 0.050058 |
39 | 0.108448 | 1.2173 | 0.112878 |
40 | 0.076289 | 0.8563 | 0.196716 |
41 | 0.073936 | 0.8299 | 0.204074 |
42 | 0.040964 | 0.4598 | 0.323218 |
43 | 0.030725 | 0.3449 | 0.365379 |
44 | -0.013411 | -0.1505 | 0.440291 |
45 | -0.053726 | -0.6031 | 0.273772 |
46 | -0.055291 | -0.6206 | 0.267978 |
47 | -0.067558 | -0.7583 | 0.224831 |
48 | -0.063728 | -0.7153 | 0.237859 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.911782 | 10.2347 | 0 |
2 | 0.165704 | 1.86 | 0.032607 |
3 | 0.093579 | 1.0504 | 0.147768 |
4 | 0.064378 | 0.7226 | 0.235619 |
5 | 0.269154 | 3.0212 | 0.001525 |
6 | -0.132361 | -1.4858 | 0.069921 |
7 | 0.181553 | 2.0379 | 0.021825 |
8 | -0.243437 | -2.7326 | 0.003594 |
9 | 0.114562 | 1.286 | 0.100408 |
10 | 0.048357 | 0.5428 | 0.294112 |
11 | 0.217345 | 2.4397 | 0.008046 |
12 | 0.033305 | 0.3738 | 0.354574 |
13 | -0.471053 | -5.2876 | 0 |
14 | -0.004704 | -0.0528 | 0.478989 |
15 | 0.052885 | 0.5936 | 0.276912 |
16 | 0.09674 | 1.0859 | 0.139797 |
17 | 0.05915 | 0.664 | 0.253967 |
18 | -0.069841 | -0.784 | 0.217268 |
19 | 0.06067 | 0.681 | 0.248555 |
20 | 0.003671 | 0.0412 | 0.483598 |
21 | 0.019529 | 0.2192 | 0.41342 |
22 | -0.038797 | -0.4355 | 0.331973 |
23 | 0.121944 | 1.3688 | 0.086746 |
24 | -0.007521 | -0.0844 | 0.466428 |
25 | -0.147634 | -1.6572 | 0.049984 |
26 | -0.104866 | -1.1771 | 0.120684 |
27 | -0.029718 | -0.3336 | 0.369622 |
28 | 0.024554 | 0.2756 | 0.391647 |
29 | 0.006697 | 0.0752 | 0.470099 |
30 | -0.110371 | -1.2389 | 0.108841 |
31 | 0.086924 | 0.9757 | 0.165536 |
32 | -0.007053 | -0.0792 | 0.468511 |
33 | 0.038021 | 0.4268 | 0.335131 |
34 | -0.023978 | -0.2692 | 0.394126 |
35 | -0.016696 | -0.1874 | 0.42582 |
36 | -0.089394 | -1.0035 | 0.158783 |
37 | -0.028967 | -0.3252 | 0.372802 |
38 | -0.121638 | -1.3654 | 0.087283 |
39 | -0.07788 | -0.8742 | 0.191836 |
40 | -0.011719 | -0.1316 | 0.447775 |
41 | -0.072588 | -0.8148 | 0.208364 |
42 | -0.025453 | -0.2857 | 0.387783 |
43 | -0.048356 | -0.5428 | 0.294114 |
44 | -0.039042 | -0.4382 | 0.330981 |
45 | 0.042334 | 0.4752 | 0.317735 |
46 | -0.015046 | -0.1689 | 0.433077 |
47 | -0.025192 | -0.2828 | 0.388905 |
48 | 0.036761 | 0.4126 | 0.340284 |