Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948047 | 11.3766 | 0 |
2 | 0.875575 | 10.5069 | 0 |
3 | 0.806681 | 9.6802 | 0 |
4 | 0.752625 | 9.0315 | 0 |
5 | 0.71377 | 8.5652 | 0 |
6 | 0.681734 | 8.1808 | 0 |
7 | 0.662904 | 7.9549 | 0 |
8 | 0.65561 | 7.8673 | 0 |
9 | 0.670948 | 8.0514 | 0 |
10 | 0.70272 | 8.4326 | 0 |
11 | 0.74324 | 8.9189 | 0 |
12 | 0.760395 | 9.1247 | 0 |
13 | 0.712661 | 8.5519 | 0 |
14 | 0.646342 | 7.7561 | 0 |
15 | 0.585923 | 7.0311 | 0 |
16 | 0.537955 | 6.4555 | 0 |
17 | 0.499748 | 5.997 | 0 |
18 | 0.468734 | 5.6248 | 0 |
19 | 0.449871 | 5.3984 | 0 |
20 | 0.441629 | 5.2995 | 0 |
21 | 0.457224 | 5.4867 | 0 |
22 | 0.482482 | 5.7898 | 0 |
23 | 0.517127 | 6.2055 | 0 |
24 | 0.53219 | 6.3863 | 0 |
25 | 0.493976 | 5.9277 | 0 |
26 | 0.437721 | 5.2527 | 0 |
27 | 0.387603 | 4.6512 | 4e-06 |
28 | 0.348025 | 4.1763 | 2.6e-05 |
29 | 0.314984 | 3.7798 | 0.000115 |
30 | 0.288497 | 3.462 | 0.000353 |
31 | 0.270802 | 3.2496 | 0.000719 |
32 | 0.26429 | 3.1715 | 0.000927 |
33 | 0.276799 | 3.3216 | 0.000567 |
34 | 0.298521 | 3.5823 | 0.000233 |
35 | 0.325587 | 3.907 | 7.2e-05 |
36 | 0.337024 | 4.0443 | 4.3e-05 |
37 | 0.303335 | 3.64 | 0.00019 |
38 | 0.253977 | 3.0477 | 0.001372 |
39 | 0.210655 | 2.5279 | 0.006277 |
40 | 0.172171 | 2.0661 | 0.020308 |
41 | 0.1384 | 1.6608 | 0.049464 |
42 | 0.111403 | 1.3368 | 0.091692 |
43 | 0.090985 | 1.0918 | 0.138369 |
44 | 0.082172 | 0.9861 | 0.162878 |
45 | 0.088772 | 1.0653 | 0.144269 |
46 | 0.10387 | 1.2464 | 0.107314 |
47 | 0.123931 | 1.4872 | 0.069578 |
48 | 0.132635 | 1.5916 | 0.056832 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948047 | 11.3766 | 0 |
2 | -0.229422 | -2.7531 | 0.003332 |
3 | 0.038148 | 0.4578 | 0.323903 |
4 | 0.093785 | 1.1254 | 0.131141 |
5 | 0.073607 | 0.8833 | 0.189279 |
6 | 0.007728 | 0.0927 | 0.463123 |
7 | 0.125597 | 1.5072 | 0.066979 |
8 | 0.089951 | 1.0794 | 0.141103 |
9 | 0.232489 | 2.7899 | 0.002994 |
10 | 0.166051 | 1.9926 | 0.024097 |
11 | 0.171274 | 2.0553 | 0.020829 |
12 | -0.135431 | -1.6252 | 0.053156 |
13 | -0.539691 | -6.4763 | 0 |
14 | -0.02661 | -0.3193 | 0.374973 |
15 | 0.090765 | 1.0892 | 0.138947 |
16 | 0.024956 | 0.2995 | 0.382508 |
17 | 0.032516 | 0.3902 | 0.348487 |
18 | 0.073433 | 0.8812 | 0.189841 |
19 | 0.048442 | 0.5813 | 0.280972 |
20 | -0.045542 | -0.5465 | 0.292784 |
21 | 0.045753 | 0.549 | 0.291916 |
22 | -0.100179 | -1.2021 | 0.11564 |
23 | 0.052435 | 0.6292 | 0.265101 |
24 | 0.048014 | 0.5762 | 0.2827 |
25 | -0.162746 | -1.953 | 0.026382 |
26 | -0.036135 | -0.4336 | 0.332607 |
27 | 0.066424 | 0.7971 | 0.213357 |
28 | 0.006176 | 0.0741 | 0.470511 |
29 | 0.007537 | 0.0904 | 0.464029 |
30 | 0.01935 | 0.2322 | 0.408354 |
31 | -0.010251 | -0.123 | 0.451132 |
32 | -0.01831 | -0.2197 | 0.413199 |
33 | -0.029001 | -0.348 | 0.364168 |
34 | -0.014805 | -0.1777 | 0.42962 |
35 | -0.047725 | -0.5727 | 0.283872 |
36 | 0.046204 | 0.5544 | 0.290068 |
37 | -0.066698 | -0.8004 | 0.212407 |
38 | -0.002296 | -0.0276 | 0.489027 |
39 | 0.016098 | 0.1932 | 0.423546 |
40 | -0.08834 | -1.0601 | 0.145442 |
41 | 0.002173 | 0.0261 | 0.489614 |
42 | 0.016221 | 0.1947 | 0.422971 |
43 | -0.038246 | -0.4589 | 0.323482 |
44 | -0.003653 | -0.0438 | 0.482548 |
45 | -0.03637 | -0.4364 | 0.331586 |
46 | -0.005033 | -0.0604 | 0.475961 |
47 | -0.009775 | -0.1173 | 0.453392 |
48 | 0.023915 | 0.287 | 0.38727 |