Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.783397 | 10.154 | 0 |
2 | 0.797674 | 10.339 | 0 |
3 | 0.700949 | 9.0853 | 0 |
4 | 0.628517 | 8.1465 | 0 |
5 | 0.621069 | 8.05 | 0 |
6 | 0.54533 | 7.0683 | 0 |
7 | 0.594115 | 7.7006 | 0 |
8 | 0.562804 | 7.2948 | 0 |
9 | 0.628631 | 8.148 | 0 |
10 | 0.675507 | 8.7556 | 0 |
11 | 0.63254 | 8.1987 | 0 |
12 | 0.778051 | 10.0847 | 0 |
13 | 0.614559 | 7.9656 | 0 |
14 | 0.660622 | 8.5626 | 0 |
15 | 0.586713 | 7.6047 | 0 |
16 | 0.516053 | 6.6888 | 0 |
17 | 0.499791 | 6.478 | 0 |
18 | 0.415497 | 5.3855 | 0 |
19 | 0.459485 | 5.9556 | 0 |
20 | 0.434303 | 5.6292 | 0 |
21 | 0.492765 | 6.387 | 0 |
22 | 0.534871 | 6.9327 | 0 |
23 | 0.490711 | 6.3603 | 0 |
24 | 0.618257 | 8.0135 | 0 |
25 | 0.456774 | 5.9205 | 0 |
26 | 0.500827 | 6.4915 | 0 |
27 | 0.424241 | 5.4988 | 0 |
28 | 0.348201 | 4.5132 | 6e-06 |
29 | 0.334474 | 4.3353 | 1.3e-05 |
30 | 0.25864 | 3.3524 | 0.000495 |
31 | 0.289464 | 3.7519 | 0.000121 |
32 | 0.248775 | 3.2245 | 0.000758 |
33 | 0.300786 | 3.8986 | 7e-05 |
34 | 0.32397 | 4.1991 | 2.2e-05 |
35 | 0.29103 | 3.7722 | 0.000112 |
36 | 0.422696 | 5.4788 | 0 |
37 | 0.276484 | 3.5836 | 0.000222 |
38 | 0.30326 | 3.9307 | 6.2e-05 |
39 | 0.221727 | 2.8739 | 0.002289 |
40 | 0.157165 | 2.0371 | 0.021605 |
41 | 0.146687 | 1.9013 | 0.029489 |
42 | 0.080457 | 1.0428 | 0.149261 |
43 | 0.107656 | 1.3954 | 0.082371 |
44 | 0.067729 | 0.8779 | 0.190634 |
45 | 0.111571 | 1.4461 | 0.075002 |
46 | 0.141077 | 1.8286 | 0.034619 |
47 | 0.122405 | 1.5865 | 0.057248 |
48 | 0.246927 | 3.2005 | 0.00082 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.783397 | 10.154 | 0 |
2 | 0.476232 | 6.1727 | 0 |
3 | 0.001909 | 0.0247 | 0.490147 |
4 | -0.131267 | -1.7014 | 0.045358 |
5 | 0.15338 | 1.988 | 0.024216 |
6 | -0.002795 | -0.0362 | 0.485572 |
7 | 0.216011 | 2.7998 | 0.002856 |
8 | 0.087207 | 1.1303 | 0.129972 |
9 | 0.219279 | 2.8422 | 0.002518 |
10 | 0.249537 | 3.2344 | 0.000734 |
11 | -0.136603 | -1.7706 | 0.039223 |
12 | 0.42597 | 5.5212 | 0 |
13 | -0.406746 | -5.272 | 0 |
14 | -0.007103 | -0.0921 | 0.463378 |
15 | 0.062476 | 0.8098 | 0.209604 |
16 | -0.216134 | -2.8014 | 0.002843 |
17 | -0.032 | -0.4148 | 0.339421 |
18 | -0.045737 | -0.5928 | 0.277048 |
19 | -0.007978 | -0.1034 | 0.458883 |
20 | 0.182683 | 2.3678 | 0.009515 |
21 | -0.058155 | -0.7538 | 0.226019 |
22 | 0.089765 | 1.1635 | 0.12314 |
23 | -0.026226 | -0.3399 | 0.367169 |
24 | 0.02225 | 0.2884 | 0.386699 |
25 | -0.198917 | -2.5783 | 0.005394 |
26 | -0.057252 | -0.7421 | 0.229539 |
27 | 0.021749 | 0.2819 | 0.389184 |
28 | -0.135334 | -1.7541 | 0.040616 |
29 | -0.011204 | -0.1452 | 0.442357 |
30 | 0.064942 | 0.8417 | 0.200565 |
31 | -0.120419 | -1.5608 | 0.060225 |
32 | 0.01022 | 0.1325 | 0.447389 |
33 | 0.021678 | 0.281 | 0.389536 |
34 | -0.069726 | -0.9037 | 0.183711 |
35 | 0.071478 | 0.9265 | 0.177769 |
36 | 0.096778 | 1.2544 | 0.105721 |
37 | -0.132801 | -1.7213 | 0.043519 |
38 | -0.165086 | -2.1398 | 0.016909 |
39 | -0.020638 | -0.2675 | 0.394706 |
40 | 0.062482 | 0.8099 | 0.209584 |
41 | -0.001193 | -0.0155 | 0.493841 |
42 | 0.030359 | 0.3935 | 0.347226 |
43 | -0.016942 | -0.2196 | 0.413225 |
44 | -0.02009 | -0.2604 | 0.397439 |
45 | -0.056484 | -0.7321 | 0.23256 |
46 | 0.063647 | 0.825 | 0.205281 |
47 | 0.120381 | 1.5603 | 0.060283 |
48 | 0.050657 | 0.6566 | 0.256173 |