Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.809501 | 11.7865 | 0 |
2 | 0.742182 | 10.8063 | 0 |
3 | 0.813647 | 11.8469 | 0 |
4 | 0.743185 | 10.8209 | 0 |
5 | 0.766736 | 11.1638 | 0 |
6 | 0.812171 | 11.8254 | 0 |
7 | 0.709738 | 10.3339 | 0 |
8 | 0.684183 | 9.9619 | 0 |
9 | 0.701122 | 10.2085 | 0 |
10 | 0.607301 | 8.8424 | 0 |
11 | 0.668915 | 9.7395 | 0 |
12 | 0.770662 | 11.221 | 0 |
13 | 0.625612 | 9.109 | 0 |
14 | 0.573819 | 8.3549 | 0 |
15 | 0.617067 | 8.9846 | 0 |
16 | 0.572154 | 8.3307 | 0 |
17 | 0.597303 | 8.6969 | 0 |
18 | 0.631336 | 9.1924 | 0 |
19 | 0.547494 | 7.9716 | 0 |
20 | 0.536636 | 7.8135 | 0 |
21 | 0.540541 | 7.8704 | 0 |
22 | 0.464956 | 6.7699 | 0 |
23 | 0.532609 | 7.7549 | 0 |
24 | 0.606777 | 8.8348 | 0 |
25 | 0.494219 | 7.1959 | 0 |
26 | 0.447812 | 6.5202 | 0 |
27 | 0.478825 | 6.9718 | 0 |
28 | 0.46014 | 6.6997 | 0 |
29 | 0.480613 | 6.9978 | 0 |
30 | 0.503328 | 7.3286 | 0 |
31 | 0.449065 | 6.5385 | 0 |
32 | 0.427871 | 6.2299 | 0 |
33 | 0.425232 | 6.1915 | 0 |
34 | 0.376493 | 5.4818 | 0 |
35 | 0.413641 | 6.0227 | 0 |
36 | 0.485239 | 7.0652 | 0 |
37 | 0.401133 | 5.8406 | 0 |
38 | 0.3282 | 4.7787 | 2e-06 |
39 | 0.366105 | 5.3306 | 0 |
40 | 0.351479 | 5.1176 | 0 |
41 | 0.348487 | 5.074 | 0 |
42 | 0.376719 | 5.4851 | 0 |
43 | 0.327539 | 4.769 | 2e-06 |
44 | 0.285801 | 4.1613 | 2.3e-05 |
45 | 0.291671 | 4.2468 | 1.6e-05 |
46 | 0.245563 | 3.5755 | 0.000216 |
47 | 0.257106 | 3.7435 | 0.000117 |
48 | 0.340777 | 4.9618 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.809501 | 11.7865 | 0 |
2 | 0.252069 | 3.6702 | 0.000153 |
3 | 0.496402 | 7.2277 | 0 |
4 | -0.055444 | -0.8073 | 0.210204 |
5 | 0.361379 | 5.2618 | 0 |
6 | 0.142928 | 2.0811 | 0.019315 |
7 | -0.123052 | -1.7917 | 0.037307 |
8 | -0.080821 | -1.1768 | 0.120304 |
9 | -0.085211 | -1.2407 | 0.108045 |
10 | -0.268446 | -3.9086 | 6.2e-05 |
11 | 0.269931 | 3.9303 | 5.7e-05 |
12 | 0.418349 | 6.0913 | 0 |
13 | -0.188647 | -2.7467 | 0.003268 |
14 | -0.206703 | -3.0096 | 0.001466 |
15 | -0.081361 | -1.1846 | 0.118744 |
16 | 0.090347 | 1.3155 | 0.094886 |
17 | -0.055473 | -0.8077 | 0.210083 |
18 | 0.054666 | 0.7959 | 0.213477 |
19 | 0.045688 | 0.6652 | 0.253312 |
20 | 0.037498 | 0.546 | 0.292826 |
21 | -0.049524 | -0.7211 | 0.235827 |
22 | -0.027974 | -0.4073 | 0.342097 |
23 | 0.059429 | 0.8653 | 0.193928 |
24 | 0.089485 | 1.3029 | 0.097008 |
25 | -0.012967 | -0.1888 | 0.425217 |
26 | -0.105219 | -1.532 | 0.063506 |
27 | -0.021036 | -0.3063 | 0.379841 |
28 | 0.079078 | 1.1514 | 0.125435 |
29 | -0.047453 | -0.6909 | 0.245186 |
30 | 0.000799 | 0.0116 | 0.495365 |
31 | 0.096137 | 1.3998 | 0.081521 |
32 | -0.066852 | -0.9734 | 0.165735 |
33 | -0.031626 | -0.4605 | 0.322819 |
34 | -0.000382 | -0.0056 | 0.497785 |
35 | -0.091128 | -1.3268 | 0.092994 |
36 | 0.08603 | 1.2526 | 0.105864 |
37 | 0.030589 | 0.4454 | 0.328251 |
38 | -0.1021 | -1.4866 | 0.069303 |
39 | 0.011859 | 0.1727 | 0.431539 |
40 | -0.034715 | -0.5055 | 0.306881 |
41 | -0.042109 | -0.6131 | 0.270229 |
42 | -0.030524 | -0.4444 | 0.328591 |
43 | 0.037612 | 0.5476 | 0.292257 |
44 | -0.063831 | -0.9294 | 0.176869 |
45 | 0.005856 | 0.0853 | 0.466067 |
46 | -0.011185 | -0.1629 | 0.435393 |
47 | -0.052128 | -0.759 | 0.22435 |
48 | 0.084704 | 1.2333 | 0.109412 |