Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.916635 | 11.0377 | 0 |
2 | 0.78395 | 9.44 | 0 |
3 | 0.689655 | 8.3045 | 0 |
4 | 0.653139 | 7.8648 | 0 |
5 | 0.661248 | 7.9625 | 0 |
6 | 0.660495 | 7.9534 | 0 |
7 | 0.626494 | 7.544 | 0 |
8 | 0.577932 | 6.9592 | 0 |
9 | 0.56743 | 6.8328 | 0 |
10 | 0.608334 | 7.3253 | 0 |
11 | 0.686854 | 8.2708 | 0 |
12 | 0.719236 | 8.6608 | 0 |
13 | 0.613503 | 7.3876 | 0 |
14 | 0.466634 | 5.619 | 0 |
15 | 0.353469 | 4.2563 | 1.9e-05 |
16 | 0.29562 | 3.5597 | 0.000251 |
17 | 0.282262 | 3.3989 | 0.000437 |
18 | 0.2614 | 3.1477 | 0.000999 |
19 | 0.214029 | 2.5773 | 0.005478 |
20 | 0.155294 | 1.87 | 0.031751 |
21 | 0.131805 | 1.5871 | 0.05733 |
22 | 0.1568 | 1.8881 | 0.030504 |
23 | 0.214713 | 2.5855 | 0.005355 |
24 | 0.23026 | 2.7727 | 0.003145 |
25 | 0.127508 | 1.5354 | 0.063432 |
26 | -0.00936 | -0.1127 | 0.455208 |
27 | -0.113779 | -1.3701 | 0.086389 |
28 | -0.16588 | -1.9975 | 0.023823 |
29 | -0.175775 | -2.1166 | 0.018 |
30 | -0.190626 | -2.2954 | 0.011571 |
31 | -0.227163 | -2.7354 | 0.003504 |
32 | -0.274021 | -3.2996 | 0.000609 |
33 | -0.28865 | -3.4758 | 0.000336 |
34 | -0.259502 | -3.1248 | 0.001075 |
35 | -0.200607 | -2.4156 | 0.008476 |
36 | -0.177733 | -2.1402 | 0.017006 |
37 | -0.258847 | -3.1169 | 0.001102 |
38 | -0.369829 | -4.4533 | 8e-06 |
39 | -0.452345 | -5.447 | 0 |
40 | -0.483744 | -5.825 | 0 |
41 | -0.476653 | -5.7397 | 0 |
42 | -0.471215 | -5.6742 | 0 |
43 | -0.486343 | -5.8563 | 0 |
44 | -0.511867 | -6.1637 | 0 |
45 | -0.507328 | -6.109 | 0 |
46 | -0.462259 | -5.5663 | 0 |
47 | -0.391894 | -4.719 | 3e-06 |
48 | -0.353531 | -4.2571 | 1.9e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.916635 | 11.0377 | 0 |
2 | -0.352166 | -4.2406 | 2e-05 |
3 | 0.291509 | 3.5102 | 0.000298 |
4 | 0.153616 | 1.8498 | 0.033191 |
5 | 0.181278 | 2.1829 | 0.015327 |
6 | -0.090977 | -1.0955 | 0.137555 |
7 | -0.011687 | -0.1407 | 0.444137 |
8 | 0.035396 | 0.4262 | 0.335287 |
9 | 0.272223 | 3.278 | 0.000654 |
10 | 0.153777 | 1.8517 | 0.03305 |
11 | 0.286938 | 3.4552 | 0.000361 |
12 | -0.270425 | -3.2563 | 0.000703 |
13 | -0.711798 | -8.5712 | 0 |
14 | 0.124758 | 1.5023 | 0.0676 |
15 | -0.137507 | -1.6558 | 0.049962 |
16 | -0.109784 | -1.322 | 0.094129 |
17 | -0.079362 | -0.9556 | 0.17042 |
18 | -0.115186 | -1.387 | 0.083782 |
19 | 0.098386 | 1.1847 | 0.119033 |
20 | 0.009981 | 0.1202 | 0.452252 |
21 | 0.019817 | 0.2386 | 0.405863 |
22 | 0.044474 | 0.5355 | 0.29655 |
23 | -0.054067 | -0.6511 | 0.25802 |
24 | 0.053908 | 0.6491 | 0.258636 |
25 | -0.100554 | -1.2108 | 0.113965 |
26 | 0.004927 | 0.0593 | 0.476388 |
27 | 0.01648 | 0.1984 | 0.421487 |
28 | -0.092528 | -1.1142 | 0.133523 |
29 | -0.000775 | -0.0093 | 0.496284 |
30 | -0.007328 | -0.0882 | 0.464905 |
31 | -0.024014 | -0.2892 | 0.386431 |
32 | -0.011115 | -0.1338 | 0.446858 |
33 | -0.034789 | -0.4189 | 0.337951 |
34 | -0.024801 | -0.2986 | 0.382819 |
35 | 0.022199 | 0.2673 | 0.394804 |
36 | 0.028404 | 0.342 | 0.366413 |
37 | -0.077436 | -0.9325 | 0.176325 |
38 | -0.00455 | -0.0548 | 0.478189 |
39 | -0.047351 | -0.5702 | 0.284717 |
40 | 0.059279 | 0.7138 | 0.238243 |
41 | -0.080773 | -0.9726 | 0.166176 |
42 | 0.037508 | 0.4517 | 0.326098 |
43 | -0.081821 | -0.9853 | 0.163069 |
44 | 0.006206 | 0.0747 | 0.470266 |
45 | 0.028043 | 0.3377 | 0.368043 |
46 | 0.006412 | 0.0772 | 0.469283 |
47 | -0.055146 | -0.6641 | 0.253856 |
48 | 0.036126 | 0.435 | 0.332101 |