Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.609454 | 8.3342 | 0 |
2 | 0.493155 | 6.7438 | 0 |
3 | 0.537022 | 7.3437 | 0 |
4 | 0.494582 | 6.7633 | 0 |
5 | 0.478489 | 6.5432 | 0 |
6 | 0.431621 | 5.9023 | 0 |
7 | 0.454752 | 6.2186 | 0 |
8 | 0.466408 | 6.378 | 0 |
9 | 0.483036 | 6.6054 | 0 |
10 | 0.466423 | 6.3782 | 0 |
11 | 0.491787 | 6.7251 | 0 |
12 | 0.658929 | 9.0107 | 0 |
13 | 0.416821 | 5.6999 | 0 |
14 | 0.363203 | 4.9667 | 1e-06 |
15 | 0.381208 | 5.2129 | 0 |
16 | 0.355239 | 4.8578 | 1e-06 |
17 | 0.340133 | 4.6513 | 3e-06 |
18 | 0.292272 | 3.9968 | 4.6e-05 |
19 | 0.276042 | 3.7748 | 0.000107 |
20 | 0.277634 | 3.7966 | 9.9e-05 |
21 | 0.295231 | 4.0372 | 3.9e-05 |
22 | 0.256452 | 3.5069 | 0.000284 |
23 | 0.309066 | 4.2264 | 1.9e-05 |
24 | 0.47839 | 6.5419 | 0 |
25 | 0.274987 | 3.7604 | 0.000113 |
26 | 0.240086 | 3.2831 | 0.000613 |
27 | 0.267723 | 3.6611 | 0.000163 |
28 | 0.238966 | 3.2678 | 0.000645 |
29 | 0.213311 | 2.917 | 0.001984 |
30 | 0.166116 | 2.2716 | 0.012125 |
31 | 0.156727 | 2.1432 | 0.016694 |
32 | 0.173845 | 2.3773 | 0.009225 |
33 | 0.203561 | 2.7836 | 0.002964 |
34 | 0.158049 | 2.1613 | 0.015972 |
35 | 0.217501 | 2.9743 | 0.001662 |
36 | 0.364018 | 4.9779 | 1e-06 |
37 | 0.177926 | 2.4331 | 0.007955 |
38 | 0.142895 | 1.9541 | 0.026093 |
39 | 0.171964 | 2.3516 | 0.009868 |
40 | 0.158119 | 2.1622 | 0.015935 |
41 | 0.119888 | 1.6394 | 0.051401 |
42 | 0.069662 | 0.9526 | 0.171007 |
43 | 0.074984 | 1.0254 | 0.153251 |
44 | 0.078756 | 1.077 | 0.141441 |
45 | 0.108728 | 1.4868 | 0.069372 |
46 | 0.092259 | 1.2616 | 0.104327 |
47 | 0.125794 | 1.7202 | 0.043525 |
48 | 0.258364 | 3.5331 | 0.000259 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.609454 | 8.3342 | 0 |
2 | 0.193647 | 2.6481 | 0.004393 |
3 | 0.291985 | 3.9928 | 4.7e-05 |
4 | 0.105433 | 1.4418 | 0.075518 |
5 | 0.125884 | 1.7214 | 0.043413 |
6 | 0.009227 | 0.1262 | 0.449862 |
7 | 0.124704 | 1.7053 | 0.044899 |
8 | 0.08712 | 1.1914 | 0.117513 |
9 | 0.139663 | 1.9099 | 0.028841 |
10 | 0.049936 | 0.6829 | 0.24777 |
11 | 0.130826 | 1.789 | 0.037615 |
12 | 0.386385 | 5.2837 | 0 |
13 | -0.314534 | -4.3012 | 1.4e-05 |
14 | -0.033278 | -0.4551 | 0.324792 |
15 | -0.150773 | -2.0618 | 0.020306 |
16 | -0.001396 | -0.0191 | 0.492396 |
17 | -0.071286 | -0.9748 | 0.165453 |
18 | -0.032597 | -0.4458 | 0.328146 |
19 | -0.12763 | -1.7453 | 0.041286 |
20 | -0.054659 | -0.7474 | 0.227866 |
21 | -0.024915 | -0.3407 | 0.366851 |
22 | -0.088863 | -1.2152 | 0.112913 |
23 | 0.144955 | 1.9822 | 0.024459 |
24 | 0.256521 | 3.5079 | 0.000283 |
25 | -0.027225 | -0.3723 | 0.355045 |
26 | 0.036748 | 0.5025 | 0.307947 |
27 | 0.004471 | 0.0611 | 0.475656 |
28 | -0.007708 | -0.1054 | 0.458084 |
29 | -0.023806 | -0.3255 | 0.37257 |
30 | -0.007423 | -0.1015 | 0.459629 |
31 | -0.022785 | -0.3116 | 0.377852 |
32 | 0.001964 | 0.0269 | 0.489302 |
33 | 0.001474 | 0.0202 | 0.491968 |
34 | -0.104181 | -1.4247 | 0.077961 |
35 | 0.035221 | 0.4816 | 0.315313 |
36 | 0.084053 | 1.1494 | 0.125927 |
37 | -0.050751 | -0.694 | 0.244269 |
38 | -0.03511 | -0.4801 | 0.315851 |
39 | -0.01037 | -0.1418 | 0.443693 |
40 | 0.001883 | 0.0258 | 0.48974 |
41 | -0.066743 | -0.9127 | 0.181289 |
42 | -0.033893 | -0.4635 | 0.321781 |
43 | 0.006323 | 0.0865 | 0.465592 |
44 | -0.032108 | -0.4391 | 0.330557 |
45 | 0.024083 | 0.3293 | 0.371139 |
46 | 0.058731 | 0.8031 | 0.211458 |
47 | -0.013731 | -0.1878 | 0.425631 |
48 | 0.101868 | 1.393 | 0.082634 |