Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955228 | 10.9331 | 0 |
2 | 0.89467 | 10.24 | 0 |
3 | 0.823495 | 9.4253 | 0 |
4 | 0.753144 | 8.6201 | 0 |
5 | 0.693049 | 7.9323 | 0 |
6 | 0.649929 | 7.4388 | 0 |
7 | 0.636611 | 7.2863 | 0 |
8 | 0.644139 | 7.3725 | 0 |
9 | 0.662384 | 7.5813 | 0 |
10 | 0.685728 | 7.8485 | 0 |
11 | 0.70129 | 8.0266 | 0 |
12 | 0.698688 | 7.9969 | 0 |
13 | 0.662168 | 7.5789 | 0 |
14 | 0.598413 | 6.8492 | 0 |
15 | 0.533905 | 6.1108 | 0 |
16 | 0.466715 | 5.3418 | 0 |
17 | 0.420992 | 4.8185 | 2e-06 |
18 | 0.389379 | 4.4566 | 9e-06 |
19 | 0.378888 | 4.3366 | 1.4e-05 |
20 | 0.386707 | 4.4261 | 1e-05 |
21 | 0.410651 | 4.7001 | 3e-06 |
22 | 0.431356 | 4.9371 | 1e-06 |
23 | 0.448815 | 5.1369 | 0 |
24 | 0.443963 | 5.0814 | 1e-06 |
25 | 0.408167 | 4.6717 | 4e-06 |
26 | 0.35167 | 4.025 | 4.8e-05 |
27 | 0.274877 | 3.1461 | 0.001024 |
28 | 0.199543 | 2.2839 | 0.011994 |
29 | 0.135898 | 1.5554 | 0.061129 |
30 | 0.085749 | 0.9814 | 0.164092 |
31 | 0.050829 | 0.5818 | 0.280864 |
32 | 0.033343 | 0.3816 | 0.351677 |
33 | 0.032397 | 0.3708 | 0.355693 |
34 | 0.03736 | 0.4276 | 0.334822 |
35 | 0.040822 | 0.4672 | 0.320557 |
36 | 0.038293 | 0.4383 | 0.330951 |
37 | 0.003782 | 0.0433 | 0.482769 |
38 | -0.041849 | -0.479 | 0.316375 |
39 | -0.099476 | -1.1386 | 0.128484 |
40 | -0.165328 | -1.8923 | 0.030331 |
41 | -0.215464 | -2.4661 | 0.007476 |
42 | -0.25606 | -2.9307 | 0.001996 |
43 | -0.274912 | -3.1465 | 0.001023 |
44 | -0.279326 | -3.197 | 0.00087 |
45 | -0.268623 | -3.0745 | 0.001283 |
46 | -0.245797 | -2.8133 | 0.00283 |
47 | -0.222816 | -2.5502 | 0.005958 |
48 | -0.209378 | -2.3964 | 0.008984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955228 | 10.9331 | 0 |
2 | -0.203238 | -2.3262 | 0.010773 |
3 | -0.127148 | -1.4553 | 0.073993 |
4 | 0.005643 | 0.0646 | 0.474302 |
5 | 0.086294 | 0.9877 | 0.162564 |
6 | 0.126973 | 1.4533 | 0.07427 |
7 | 0.259473 | 2.9698 | 0.001773 |
8 | 0.134749 | 1.5423 | 0.062709 |
9 | 0.040298 | 0.4612 | 0.322697 |
10 | 0.05231 | 0.5987 | 0.275197 |
11 | -0.035794 | -0.4097 | 0.341356 |
12 | -0.108091 | -1.2372 | 0.109121 |
13 | -0.263074 | -3.011 | 0.001562 |
14 | -0.196049 | -2.2439 | 0.013259 |
15 | 0.113949 | 1.3042 | 0.097225 |
16 | -0.012463 | -0.1426 | 0.443394 |
17 | 0.200685 | 2.2969 | 0.011604 |
18 | -0.009661 | -0.1106 | 0.45606 |
19 | -0.016682 | -0.1909 | 0.424435 |
20 | -0.026641 | -0.3049 | 0.380454 |
21 | 0.110364 | 1.2632 | 0.104385 |
22 | -0.096697 | -1.1067 | 0.135216 |
23 | 0.085311 | 0.9764 | 0.165326 |
24 | -0.108413 | -1.2408 | 0.108441 |
25 | -0.178566 | -2.0438 | 0.02149 |
26 | -0.027815 | -0.3184 | 0.37536 |
27 | -0.203629 | -2.3306 | 0.01065 |
28 | -0.043554 | -0.4985 | 0.309486 |
29 | 0.01493 | 0.1709 | 0.432288 |
30 | -0.108686 | -1.244 | 0.107867 |
31 | -0.06106 | -0.6989 | 0.242937 |
32 | -0.051372 | -0.588 | 0.278778 |
33 | -0.002557 | -0.0293 | 0.488347 |
34 | -0.012752 | -0.146 | 0.442092 |
35 | 0.079879 | 0.9143 | 0.18113 |
36 | 0.049698 | 0.5688 | 0.285225 |
37 | -0.144858 | -1.658 | 0.049858 |
38 | 0.032657 | 0.3738 | 0.354589 |
39 | 0.021562 | 0.2468 | 0.402731 |
40 | -0.138819 | -1.5889 | 0.057251 |
41 | 0.063278 | 0.7243 | 0.235101 |
42 | -0.029883 | -0.342 | 0.366438 |
43 | 0.027879 | 0.3191 | 0.375084 |
44 | -0.027502 | -0.3148 | 0.376719 |
45 | 0.038453 | 0.4401 | 0.330291 |
46 | 0.022385 | 0.2562 | 0.399094 |
47 | 0.005542 | 0.0634 | 0.474759 |
48 | 0.027918 | 0.3195 | 0.374913 |