Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.906265 | 10.8752 | 0 |
2 | 0.852924 | 10.2351 | 0 |
3 | 0.813501 | 9.762 | 0 |
4 | 0.773856 | 9.2863 | 0 |
5 | 0.722782 | 8.6734 | 0 |
6 | 0.661722 | 7.9407 | 0 |
7 | 0.642425 | 7.7091 | 0 |
8 | 0.605488 | 7.2659 | 0 |
9 | 0.573408 | 6.8809 | 0 |
10 | 0.537208 | 6.4465 | 0 |
11 | 0.511451 | 6.1374 | 0 |
12 | 0.503435 | 6.0412 | 0 |
13 | 0.472017 | 5.6642 | 0 |
14 | 0.448098 | 5.3772 | 0 |
15 | 0.417264 | 5.0072 | 1e-06 |
16 | 0.406824 | 4.8819 | 1e-06 |
17 | 0.385068 | 4.6208 | 4e-06 |
18 | 0.357556 | 4.2907 | 1.6e-05 |
19 | 0.347551 | 4.1706 | 2.6e-05 |
20 | 0.331047 | 3.9726 | 5.6e-05 |
21 | 0.297887 | 3.5746 | 0.000239 |
22 | 0.275703 | 3.3084 | 0.000593 |
23 | 0.255134 | 3.0616 | 0.001314 |
24 | 0.242081 | 2.905 | 0.002126 |
25 | 0.208172 | 2.4981 | 0.006806 |
26 | 0.203772 | 2.4453 | 0.007841 |
27 | 0.199769 | 2.3972 | 0.008901 |
28 | 0.184405 | 2.2129 | 0.014241 |
29 | 0.164699 | 1.9764 | 0.025011 |
30 | 0.144737 | 1.7368 | 0.042277 |
31 | 0.145301 | 1.7436 | 0.041681 |
32 | 0.131181 | 1.5742 | 0.058822 |
33 | 0.128254 | 1.539 | 0.062994 |
34 | 0.128807 | 1.5457 | 0.062188 |
35 | 0.123374 | 1.4805 | 0.070463 |
36 | 0.133618 | 1.6034 | 0.055517 |
37 | 0.127552 | 1.5306 | 0.064028 |
38 | 0.129629 | 1.5555 | 0.061005 |
39 | 0.131799 | 1.5816 | 0.057969 |
40 | 0.130759 | 1.5691 | 0.059409 |
41 | 0.133025 | 1.5963 | 0.056306 |
42 | 0.131579 | 1.5789 | 0.058271 |
43 | 0.117415 | 1.409 | 0.080498 |
44 | 0.10531 | 1.2637 | 0.104186 |
45 | 0.096918 | 1.163 | 0.123373 |
46 | 0.093589 | 1.1231 | 0.131638 |
47 | 0.092278 | 1.1073 | 0.134998 |
48 | 0.093552 | 1.1226 | 0.131733 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.906265 | 10.8752 | 0 |
2 | 0.176895 | 2.1227 | 0.017743 |
3 | 0.09791 | 1.1749 | 0.120982 |
4 | 0.022148 | 0.2658 | 0.395395 |
5 | -0.069047 | -0.8286 | 0.204363 |
6 | -0.109912 | -1.3189 | 0.094641 |
7 | 0.166654 | 1.9998 | 0.023699 |
8 | -0.034996 | -0.42 | 0.337572 |
9 | 0.024717 | 0.2966 | 0.383598 |
10 | -0.030589 | -0.3671 | 0.357052 |
11 | 0.015427 | 0.1851 | 0.426695 |
12 | 0.0917 | 1.1004 | 0.136496 |
13 | -0.050138 | -0.6017 | 0.274176 |
14 | -0.014707 | -0.1765 | 0.430082 |
15 | -0.055029 | -0.6604 | 0.255042 |
16 | 0.065639 | 0.7877 | 0.216094 |
17 | -0.018814 | -0.2258 | 0.410849 |
18 | -0.00779 | -0.0935 | 0.462824 |
19 | 0.038507 | 0.4621 | 0.322359 |
20 | -0.010867 | -0.1304 | 0.448216 |
21 | -0.132073 | -1.5849 | 0.057594 |
22 | 0.055579 | 0.6669 | 0.252938 |
23 | -0.027957 | -0.3355 | 0.368874 |
24 | 0.029967 | 0.3596 | 0.359837 |
25 | -0.083951 | -1.0074 | 0.157714 |
26 | 0.119961 | 1.4395 | 0.076084 |
27 | 0.020124 | 0.2415 | 0.404759 |
28 | -0.037042 | -0.4445 | 0.328673 |
29 | -0.056166 | -0.674 | 0.250697 |
30 | -0.022327 | -0.2679 | 0.39457 |
31 | 0.044168 | 0.53 | 0.29846 |
32 | -0.006287 | -0.0754 | 0.469985 |
33 | 0.07559 | 0.9071 | 0.182939 |
34 | 0.035638 | 0.4277 | 0.334769 |
35 | -0.034364 | -0.4124 | 0.34034 |
36 | 0.045473 | 0.5457 | 0.293066 |
37 | 0.014742 | 0.1769 | 0.429918 |
38 | -0.020446 | -0.2453 | 0.403269 |
39 | 0.021304 | 0.2557 | 0.399292 |
40 | -0.041155 | -0.4939 | 0.311077 |
41 | 0.062725 | 0.7527 | 0.226428 |
42 | 0.016967 | 0.2036 | 0.419477 |
43 | -0.130186 | -1.5622 | 0.060214 |
44 | -0.001829 | -0.022 | 0.491259 |
45 | 0.003826 | 0.0459 | 0.481723 |
46 | 0.000934 | 0.0112 | 0.495539 |
47 | 0.059036 | 0.7084 | 0.239913 |
48 | 0.03677 | 0.4412 | 0.329851 |