Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.869396 | 9.5238 | 0 |
2 | 0.765539 | 8.3861 | 0 |
3 | 0.723451 | 7.925 | 0 |
4 | 0.686949 | 7.5252 | 0 |
5 | 0.704136 | 7.7134 | 0 |
6 | 0.723788 | 7.9287 | 0 |
7 | 0.677777 | 7.4247 | 0 |
8 | 0.627206 | 6.8707 | 0 |
9 | 0.627467 | 6.8736 | 0 |
10 | 0.613786 | 6.7237 | 0 |
11 | 0.664012 | 7.2739 | 0 |
12 | 0.722978 | 7.9198 | 0 |
13 | 0.600401 | 6.5771 | 0 |
14 | 0.494968 | 5.4221 | 0 |
15 | 0.447246 | 4.8993 | 2e-06 |
16 | 0.409724 | 4.4883 | 8e-06 |
17 | 0.423484 | 4.639 | 4e-06 |
18 | 0.448345 | 4.9114 | 1e-06 |
19 | 0.407335 | 4.4621 | 9e-06 |
20 | 0.348752 | 3.8204 | 0.000106 |
21 | 0.341368 | 3.7395 | 0.000142 |
22 | 0.32211 | 3.5285 | 0.000297 |
23 | 0.360384 | 3.9478 | 6.7e-05 |
24 | 0.412417 | 4.5178 | 7e-06 |
25 | 0.311733 | 3.4149 | 0.000436 |
26 | 0.216806 | 2.375 | 0.009567 |
27 | 0.17529 | 1.9202 | 0.028602 |
28 | 0.141318 | 1.5481 | 0.06212 |
29 | 0.155548 | 1.7039 | 0.04549 |
30 | 0.182205 | 1.996 | 0.024102 |
31 | 0.146261 | 1.6022 | 0.055869 |
32 | 0.088258 | 0.9668 | 0.167791 |
33 | 0.080105 | 0.8775 | 0.190984 |
34 | 0.064592 | 0.7076 | 0.240292 |
35 | 0.096859 | 1.061 | 0.145401 |
36 | 0.147774 | 1.6188 | 0.05406 |
37 | 0.079505 | 0.8709 | 0.192766 |
38 | 0.00688 | 0.0754 | 0.470023 |
39 | -0.021283 | -0.2331 | 0.408023 |
40 | -0.041528 | -0.4549 | 0.324997 |
41 | -0.026787 | -0.2934 | 0.384847 |
42 | 0.003506 | 0.0384 | 0.484714 |
43 | -0.01582 | -0.1733 | 0.431354 |
44 | -0.069877 | -0.7655 | 0.222749 |
45 | -0.07476 | -0.819 | 0.207219 |
46 | -0.081933 | -0.8975 | 0.185615 |
47 | -0.051566 | -0.5649 | 0.286606 |
48 | -0.00412 | -0.0451 | 0.482039 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.869396 | 9.5238 | 0 |
2 | 0.039685 | 0.4347 | 0.332271 |
3 | 0.204313 | 2.2381 | 0.013528 |
4 | 0.048745 | 0.534 | 0.297172 |
5 | 0.279621 | 3.0631 | 0.001352 |
6 | 0.120375 | 1.3186 | 0.094901 |
7 | -0.114178 | -1.2508 | 0.106729 |
8 | -0.02916 | -0.3194 | 0.374977 |
9 | 0.167294 | 1.8326 | 0.034669 |
10 | -0.022763 | -0.2494 | 0.401755 |
11 | 0.294578 | 3.2269 | 0.000807 |
12 | 0.151091 | 1.6551 | 0.050256 |
13 | -0.593769 | -6.5044 | 0 |
14 | -0.118956 | -1.3031 | 0.097518 |
15 | -0.003852 | -0.0422 | 0.483205 |
16 | -0.027315 | -0.2992 | 0.382645 |
17 | 0.010667 | 0.1169 | 0.453585 |
18 | 0.048608 | 0.5325 | 0.297691 |
19 | 0.022846 | 0.2503 | 0.401406 |
20 | -0.089413 | -0.9795 | 0.164659 |
21 | 0.057897 | 0.6342 | 0.26357 |
22 | 0.061447 | 0.6731 | 0.251085 |
23 | 0.020176 | 0.221 | 0.412729 |
24 | 0.106689 | 1.1687 | 0.122416 |
25 | -0.129249 | -1.4159 | 0.079705 |
26 | -0.076162 | -0.8343 | 0.202881 |
27 | -0.020823 | -0.2281 | 0.409978 |
28 | -0.065233 | -0.7146 | 0.238123 |
29 | -0.012682 | -0.1389 | 0.444872 |
30 | -0.060623 | -0.6641 | 0.253953 |
31 | 0.004668 | 0.0511 | 0.47965 |
32 | -0.024694 | -0.2705 | 0.393616 |
33 | 0.00535 | 0.0586 | 0.476681 |
34 | 0.062644 | 0.6862 | 0.246947 |
35 | -0.017711 | -0.194 | 0.423246 |
36 | 0.056508 | 0.619 | 0.26854 |
37 | 0.085165 | 0.9329 | 0.176363 |
38 | 0.002619 | 0.0287 | 0.488579 |
39 | 0.009277 | 0.1016 | 0.459611 |
40 | -0.00658 | -0.0721 | 0.471328 |
41 | -0.063247 | -0.6928 | 0.244876 |
42 | -0.059174 | -0.6482 | 0.259043 |
43 | 0.037452 | 0.4103 | 0.34117 |
44 | -0.074516 | -0.8163 | 0.207977 |
45 | -0.028465 | -0.3118 | 0.377859 |
46 | 0.019112 | 0.2094 | 0.417261 |
47 | -0.011512 | -0.1261 | 0.449931 |
48 | -0.048798 | -0.5346 | 0.296972 |