Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.902709 | 10.332 | 0 |
2 | 0.758393 | 8.6802 | 0 |
3 | 0.670388 | 7.6729 | 0 |
4 | 0.642525 | 7.354 | 0 |
5 | 0.644448 | 7.376 | 0 |
6 | 0.626996 | 7.1763 | 0 |
7 | 0.586775 | 6.716 | 0 |
8 | 0.529338 | 6.0586 | 0 |
9 | 0.496009 | 5.6771 | 0 |
10 | 0.513053 | 5.8722 | 0 |
11 | 0.585085 | 6.6966 | 0 |
12 | 0.60777 | 6.9562 | 0 |
13 | 0.47953 | 5.4885 | 0 |
14 | 0.314508 | 3.5997 | 0.000225 |
15 | 0.205137 | 2.3479 | 0.010189 |
16 | 0.153424 | 1.756 | 0.040712 |
17 | 0.130391 | 1.4924 | 0.069001 |
18 | 0.094095 | 1.077 | 0.141738 |
19 | 0.039956 | 0.4573 | 0.324098 |
20 | -0.022654 | -0.2593 | 0.397911 |
21 | -0.054666 | -0.6257 | 0.266305 |
22 | -0.037083 | -0.4244 | 0.335973 |
23 | 0.031292 | 0.3581 | 0.360404 |
24 | 0.050929 | 0.5829 | 0.28048 |
25 | -0.063873 | -0.7311 | 0.233023 |
26 | -0.202272 | -2.3151 | 0.011081 |
27 | -0.281958 | -3.2272 | 0.00079 |
28 | -0.310108 | -3.5493 | 0.000268 |
29 | -0.311009 | -3.5597 | 0.000259 |
30 | -0.323788 | -3.7059 | 0.000155 |
31 | -0.34459 | -3.944 | 6.5e-05 |
32 | -0.37067 | -4.2425 | 2.1e-05 |
33 | -0.371521 | -4.2522 | 2e-05 |
34 | -0.329446 | -3.7707 | 0.000123 |
35 | -0.244205 | -2.7951 | 0.002985 |
36 | -0.208388 | -2.3851 | 0.009253 |
37 | -0.291237 | -3.3334 | 0.000558 |
38 | -0.390191 | -4.4659 | 9e-06 |
39 | -0.436853 | -5 | 1e-06 |
40 | -0.437965 | -5.0127 | 1e-06 |
41 | -0.414559 | -4.7448 | 3e-06 |
42 | -0.403397 | -4.6171 | 5e-06 |
43 | -0.399739 | -4.5752 | 5e-06 |
44 | -0.401517 | -4.5956 | 5e-06 |
45 | -0.382764 | -4.3809 | 1.2e-05 |
46 | -0.326886 | -3.7414 | 0.000136 |
47 | -0.23904 | -2.7359 | 0.003542 |
48 | -0.194313 | -2.224 | 0.01393 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.902709 | 10.332 | 0 |
2 | -0.305165 | -3.4928 | 0.000326 |
3 | 0.31175 | 3.5681 | 0.000252 |
4 | 0.115331 | 1.32 | 0.094565 |
5 | 0.127465 | 1.4589 | 0.073492 |
6 | -0.064547 | -0.7388 | 0.230683 |
7 | 0.040045 | 0.4583 | 0.323734 |
8 | -0.095925 | -1.0979 | 0.137129 |
9 | 0.155545 | 1.7803 | 0.038673 |
10 | 0.143392 | 1.6412 | 0.051577 |
11 | 0.327892 | 3.7529 | 0.000131 |
12 | -0.341242 | -3.9057 | 7.5e-05 |
13 | -0.638564 | -7.3087 | 0 |
14 | -0.004434 | -0.0508 | 0.479801 |
15 | -0.023396 | -0.2678 | 0.394645 |
16 | -0.178902 | -2.0476 | 0.021298 |
17 | -0.035965 | -0.4116 | 0.340637 |
18 | 0.00469 | 0.0537 | 0.478635 |
19 | 0.006167 | 0.0706 | 0.471919 |
20 | 0.007596 | 0.0869 | 0.465427 |
21 | 0.182326 | 2.0868 | 0.019422 |
22 | 0.027 | 0.309 | 0.378897 |
23 | 0.076984 | 0.8811 | 0.189933 |
24 | 0.006814 | 0.078 | 0.468976 |
25 | -0.17268 | -1.9764 | 0.025104 |
26 | 0.056429 | 0.6459 | 0.259751 |
27 | 0.038748 | 0.4435 | 0.329071 |
28 | -0.1627 | -1.8622 | 0.032409 |
29 | 0.011348 | 0.1299 | 0.448429 |
30 | -0.021801 | -0.2495 | 0.401675 |
31 | 0.113719 | 1.3016 | 0.097672 |
32 | -0.094194 | -1.0781 | 0.141486 |
33 | 0.025254 | 0.2891 | 0.3865 |
34 | -0.043514 | -0.498 | 0.309647 |
35 | 0.001359 | 0.0155 | 0.493809 |
36 | -0.046153 | -0.5282 | 0.29911 |
37 | -0.005841 | -0.0669 | 0.473401 |
38 | -0.053498 | -0.6123 | 0.270698 |
39 | -0.035913 | -0.411 | 0.340856 |
40 | -0.068188 | -0.7804 | 0.218267 |
41 | 0.088243 | 1.01 | 0.157183 |
42 | -0.099443 | -1.1382 | 0.128562 |
43 | 0.036227 | 0.4146 | 0.339544 |
44 | -0.080224 | -0.9182 | 0.180099 |
45 | 0.030302 | 0.3468 | 0.364639 |
46 | -0.050108 | -0.5735 | 0.283642 |
47 | -0.017217 | -0.1971 | 0.422043 |
48 | 0.075151 | 0.8601 | 0.19564 |