Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.887638 | 9.7236 | 0 |
2 | 0.790245 | 8.6567 | 0 |
3 | 0.723012 | 7.9202 | 0 |
4 | 0.687826 | 7.5348 | 0 |
5 | 0.679112 | 7.4393 | 0 |
6 | 0.671039 | 7.3509 | 0 |
7 | 0.631816 | 6.9212 | 0 |
8 | 0.597717 | 6.5477 | 0 |
9 | 0.576356 | 6.3137 | 0 |
10 | 0.558028 | 6.1129 | 0 |
11 | 0.59927 | 6.5647 | 0 |
12 | 0.625572 | 6.8528 | 0 |
13 | 0.544638 | 5.9662 | 0 |
14 | 0.480197 | 5.2603 | 0 |
15 | 0.435289 | 4.7684 | 3e-06 |
16 | 0.40815 | 4.4711 | 9e-06 |
17 | 0.398918 | 4.3699 | 1.3e-05 |
18 | 0.38549 | 4.2228 | 2.4e-05 |
19 | 0.361653 | 3.9617 | 6.3e-05 |
20 | 0.351098 | 3.8461 | 9.7e-05 |
21 | 0.3429 | 3.7563 | 0.000134 |
22 | 0.334143 | 3.6604 | 0.000188 |
23 | 0.370612 | 4.0598 | 4.4e-05 |
24 | 0.391004 | 4.2832 | 1.9e-05 |
25 | 0.330909 | 3.6249 | 0.000213 |
26 | 0.285974 | 3.1327 | 0.001088 |
27 | 0.25332 | 2.775 | 0.003203 |
28 | 0.228097 | 2.4987 | 0.006909 |
29 | 0.211504 | 2.3169 | 0.011102 |
30 | 0.190247 | 2.0841 | 0.019639 |
31 | 0.167403 | 1.8338 | 0.03458 |
32 | 0.169776 | 1.8598 | 0.032681 |
33 | 0.166886 | 1.8281 | 0.035006 |
34 | 0.159272 | 1.7447 | 0.041796 |
35 | 0.192409 | 2.1077 | 0.018567 |
36 | 0.205942 | 2.256 | 0.012941 |
37 | 0.162678 | 1.782 | 0.038635 |
38 | 0.129144 | 1.4147 | 0.079873 |
39 | 0.108577 | 1.1894 | 0.118314 |
40 | 0.081281 | 0.8904 | 0.18752 |
41 | 0.057134 | 0.6259 | 0.266295 |
42 | 0.028542 | 0.3127 | 0.377541 |
43 | 0.006757 | 0.074 | 0.470561 |
44 | 0.013614 | 0.1491 | 0.440848 |
45 | 0.004669 | 0.0511 | 0.479649 |
46 | -0.005734 | -0.0628 | 0.475012 |
47 | 0.012866 | 0.1409 | 0.444076 |
48 | 0.01059 | 0.116 | 0.453919 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.887638 | 9.7236 | 0 |
2 | 0.011049 | 0.121 | 0.451932 |
3 | 0.091965 | 1.0074 | 0.157878 |
4 | 0.129884 | 1.4228 | 0.078694 |
5 | 0.145599 | 1.595 | 0.056676 |
6 | 0.064952 | 0.7115 | 0.239073 |
7 | -0.083171 | -0.9111 | 0.182037 |
8 | 0.040876 | 0.4478 | 0.327564 |
9 | 0.052941 | 0.5799 | 0.281522 |
10 | 0.002917 | 0.032 | 0.487282 |
11 | 0.290123 | 3.1781 | 0.000943 |
12 | 0.034815 | 0.3814 | 0.351797 |
13 | -0.437149 | -4.7887 | 2e-06 |
14 | 0.047933 | 0.5251 | 0.300249 |
15 | 0.053226 | 0.5831 | 0.280473 |
16 | -0.06676 | -0.7313 | 0.233003 |
17 | -0.050944 | -0.5581 | 0.288919 |
18 | 0.023029 | 0.2523 | 0.400633 |
19 | 0.077978 | 0.8542 | 0.197347 |
20 | 0.017682 | 0.1937 | 0.423372 |
21 | 0.059767 | 0.6547 | 0.256953 |
22 | 0.026683 | 0.2923 | 0.38528 |
23 | 0.016784 | 0.1839 | 0.427215 |
24 | 0.068534 | 0.7508 | 0.227135 |
25 | -0.173253 | -1.8979 | 0.030056 |
26 | -0.017349 | -0.1901 | 0.424794 |
27 | 0.02243 | 0.2457 | 0.403164 |
28 | -0.086698 | -0.9497 | 0.17208 |
29 | -0.059672 | -0.6537 | 0.257285 |
30 | -0.002787 | -0.0305 | 0.48785 |
31 | 0.01988 | 0.2178 | 0.413989 |
32 | 0.05176 | 0.567 | 0.285887 |
33 | 0.010001 | 0.1096 | 0.456474 |
34 | 0.01298 | 0.1422 | 0.443584 |
35 | 0.033286 | 0.3646 | 0.358017 |
36 | 0.029179 | 0.3196 | 0.3749 |
37 | -0.047304 | -0.5182 | 0.302641 |
38 | -0.058517 | -0.641 | 0.261366 |
39 | 0.044899 | 0.4918 | 0.311866 |
40 | -0.101672 | -1.1138 | 0.133803 |
41 | -0.087435 | -0.9578 | 0.170044 |
42 | 0.023903 | 0.2618 | 0.396944 |
43 | -0.019658 | -0.2153 | 0.414933 |
44 | -0.003038 | -0.0333 | 0.486751 |
45 | -0.034077 | -0.3733 | 0.354792 |
46 | 0.020768 | 0.2275 | 0.410209 |
47 | -0.017115 | -0.1875 | 0.425798 |
48 | -0.049517 | -0.5424 | 0.294265 |