Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.933217 | 9.6983 | 0 |
2 | 0.82377 | 8.5609 | 0 |
3 | 0.714697 | 7.4273 | 0 |
4 | 0.622201 | 6.4661 | 0 |
5 | 0.55326 | 5.7496 | 0 |
6 | 0.521678 | 5.4214 | 0 |
7 | 0.518508 | 5.3885 | 0 |
8 | 0.534969 | 5.5596 | 0 |
9 | 0.559619 | 5.8157 | 0 |
10 | 0.58797 | 6.1104 | 0 |
11 | 0.615977 | 6.4014 | 0 |
12 | 0.6143 | 6.384 | 0 |
13 | 0.559821 | 5.8178 | 0 |
14 | 0.476753 | 4.9546 | 1e-06 |
15 | 0.397255 | 4.1284 | 3.6e-05 |
16 | 0.335631 | 3.488 | 0.000353 |
17 | 0.288483 | 2.998 | 0.001686 |
18 | 0.266083 | 2.7652 | 0.003346 |
19 | 0.265864 | 2.7629 | 0.003368 |
20 | 0.28639 | 2.9763 | 0.001801 |
21 | 0.316387 | 3.288 | 0.000681 |
22 | 0.359662 | 3.7377 | 0.000149 |
23 | 0.398479 | 4.1411 | 3.4e-05 |
24 | 0.403962 | 4.1981 | 2.8e-05 |
25 | 0.361702 | 3.7589 | 0.000139 |
26 | 0.299967 | 3.1173 | 0.001169 |
27 | 0.240724 | 2.5017 | 0.00693 |
28 | 0.187636 | 1.95 | 0.026886 |
29 | 0.139758 | 1.4524 | 0.074644 |
30 | 0.107911 | 1.1214 | 0.132292 |
31 | 0.092006 | 0.9562 | 0.170564 |
32 | 0.089828 | 0.9335 | 0.176317 |
33 | 0.108616 | 1.1288 | 0.130747 |
34 | 0.14077 | 1.4629 | 0.073197 |
35 | 0.181489 | 1.8861 | 0.030985 |
36 | 0.192185 | 1.9972 | 0.024157 |
37 | 0.154 | 1.6004 | 0.056214 |
38 | 0.098204 | 1.0206 | 0.15487 |
39 | 0.041039 | 0.4265 | 0.335301 |
40 | -0.013116 | -0.1363 | 0.445917 |
41 | -0.0524 | -0.5446 | 0.293592 |
42 | -0.084711 | -0.8803 | 0.190315 |
43 | -0.104241 | -1.0833 | 0.140544 |
44 | -0.113373 | -1.1782 | 0.120652 |
45 | -0.113283 | -1.1773 | 0.120837 |
46 | -0.10124 | -1.0521 | 0.147548 |
47 | -0.078548 | -0.8163 | 0.208063 |
48 | -0.07757 | -0.8061 | 0.21097 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.933217 | 9.6983 | 0 |
2 | -0.365003 | -3.7932 | 0.000123 |
3 | 0.053346 | 0.5544 | 0.290228 |
4 | 0.042541 | 0.4421 | 0.329649 |
5 | 0.071073 | 0.7386 | 0.230871 |
6 | 0.191988 | 1.9952 | 0.02427 |
7 | 0.075688 | 0.7866 | 0.216628 |
8 | 0.110818 | 1.1517 | 0.126003 |
9 | 0.072164 | 0.75 | 0.227458 |
10 | 0.10566 | 1.098 | 0.137313 |
11 | 0.108801 | 1.1307 | 0.130344 |
12 | -0.162105 | -1.6846 | 0.047472 |
13 | -0.258705 | -2.6885 | 0.004157 |
14 | -0.035992 | -0.374 | 0.354554 |
15 | 0.053227 | 0.5531 | 0.290653 |
16 | 0.037281 | 0.3874 | 0.349599 |
17 | -0.098869 | -1.0275 | 0.153246 |
18 | 0.012137 | 0.1261 | 0.44993 |
19 | 0.010772 | 0.1119 | 0.455537 |
20 | 0.114138 | 1.1862 | 0.119082 |
21 | 0.058443 | 0.6074 | 0.272443 |
22 | 0.131918 | 1.3709 | 0.086619 |
23 | -0.016103 | -0.1673 | 0.433706 |
24 | -0.109788 | -1.141 | 0.128207 |
25 | -0.093913 | -0.976 | 0.165631 |
26 | 0.079645 | 0.8277 | 0.204833 |
27 | 0.013125 | 0.1364 | 0.445879 |
28 | -0.100998 | -1.0496 | 0.148122 |
29 | -0.135078 | -1.4038 | 0.081627 |
30 | -0.030062 | -0.3124 | 0.377664 |
31 | -0.026668 | -0.2771 | 0.3911 |
32 | 0.001203 | 0.0125 | 0.495025 |
33 | 0.1011 | 1.0507 | 0.14788 |
34 | -0.049058 | -0.5098 | 0.305606 |
35 | 0.119797 | 1.245 | 0.107919 |
36 | -0.108332 | -1.1258 | 0.131369 |
37 | -0.0985 | -1.0236 | 0.154146 |
38 | 0.088485 | 0.9196 | 0.179925 |
39 | -0.059455 | -0.6179 | 0.268979 |
40 | -0.015129 | -0.1572 | 0.43768 |
41 | 0.057756 | 0.6002 | 0.274809 |
42 | -0.205912 | -2.1399 | 0.017307 |
43 | 0.030382 | 0.3157 | 0.376403 |
44 | -0.098416 | -1.0228 | 0.15435 |
45 | -0.059363 | -0.6169 | 0.269294 |
46 | -0.009388 | -0.0976 | 0.461229 |
47 | 0.011947 | 0.1242 | 0.450709 |
48 | -0.04886 | -0.5078 | 0.306325 |