Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.854822 | 10.4344 | 0 |
2 | 0.748887 | 9.1413 | 0 |
3 | 0.804091 | 9.8152 | 0 |
4 | 0.87103 | 10.6323 | 0 |
5 | 0.749946 | 9.1543 | 0 |
6 | 0.636552 | 7.7701 | 0 |
7 | 0.695785 | 8.4931 | 0 |
8 | 0.772862 | 9.434 | 0 |
9 | 0.660005 | 8.0564 | 0 |
10 | 0.551008 | 6.7259 | 0 |
11 | 0.613084 | 7.4836 | 0 |
12 | 0.690205 | 8.425 | 0 |
13 | 0.586534 | 7.1596 | 0 |
14 | 0.477241 | 5.8255 | 0 |
15 | 0.533476 | 6.5119 | 0 |
16 | 0.601288 | 7.3397 | 0 |
17 | 0.507026 | 6.189 | 0 |
18 | 0.397842 | 4.8563 | 1e-06 |
19 | 0.450421 | 5.4981 | 0 |
20 | 0.52017 | 6.3495 | 0 |
21 | 0.427657 | 5.2202 | 0 |
22 | 0.315635 | 3.8528 | 8.7e-05 |
23 | 0.355295 | 4.3369 | 1.3e-05 |
24 | 0.429715 | 5.2453 | 0 |
25 | 0.343045 | 4.1874 | 2.4e-05 |
26 | 0.247491 | 3.021 | 0.001483 |
27 | 0.279095 | 3.4068 | 0.000423 |
28 | 0.352268 | 4.3 | 1.5e-05 |
29 | 0.270858 | 3.3062 | 0.000592 |
30 | 0.176177 | 2.1505 | 0.016564 |
31 | 0.204036 | 2.4906 | 0.006925 |
32 | 0.277449 | 3.3867 | 0.000452 |
33 | 0.204634 | 2.4979 | 0.00679 |
34 | 0.108395 | 1.3231 | 0.09391 |
35 | 0.135688 | 1.6563 | 0.049884 |
36 | 0.217063 | 2.6496 | 0.004464 |
37 | 0.153102 | 1.8688 | 0.031803 |
38 | 0.066481 | 0.8115 | 0.209184 |
39 | 0.099511 | 1.2147 | 0.113204 |
40 | 0.172949 | 2.1111 | 0.018216 |
41 | 0.121796 | 1.4867 | 0.069602 |
42 | 0.030622 | 0.3738 | 0.354548 |
43 | 0.053176 | 0.6491 | 0.258639 |
44 | 0.130069 | 1.5877 | 0.057237 |
45 | 0.076975 | 0.9396 | 0.174472 |
46 | -0.005557 | -0.0678 | 0.473007 |
47 | 0.02364 | 0.2886 | 0.386657 |
48 | 0.097494 | 1.1901 | 0.117956 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.854822 | 10.4344 | 0 |
2 | 0.067464 | 0.8235 | 0.20577 |
3 | 0.557517 | 6.8054 | 0 |
4 | 0.357349 | 4.362 | 1.2e-05 |
5 | -0.391142 | -4.7745 | 2e-06 |
6 | -0.191762 | -2.3407 | 0.010285 |
7 | 0.205002 | 2.5024 | 0.006708 |
8 | 0.249409 | 3.0444 | 0.001378 |
9 | -0.198173 | -2.419 | 0.008384 |
10 | -0.104158 | -1.2714 | 0.102783 |
11 | 0.101218 | 1.2355 | 0.10929 |
12 | 0.116145 | 1.4177 | 0.079179 |
13 | -0.089736 | -1.0954 | 0.137561 |
14 | -0.080806 | -0.9864 | 0.162778 |
15 | 0.003723 | 0.0454 | 0.481908 |
16 | -0.011935 | -0.1457 | 0.442185 |
17 | 0.027443 | 0.335 | 0.369054 |
18 | -0.032897 | -0.4016 | 0.344293 |
19 | -0.013244 | -0.1617 | 0.435893 |
20 | 0.004287 | 0.0523 | 0.479168 |
21 | -0.037403 | -0.4566 | 0.324325 |
22 | -0.066733 | -0.8146 | 0.208306 |
23 | -0.073536 | -0.8976 | 0.185419 |
24 | 0.103269 | 1.2606 | 0.10472 |
25 | -0.016553 | -0.2021 | 0.420076 |
26 | 0.091716 | 1.1195 | 0.132356 |
27 | -0.143822 | -1.7556 | 0.040608 |
28 | 0.004765 | 0.0582 | 0.476847 |
29 | -0.043261 | -0.5281 | 0.299117 |
30 | 0.079887 | 0.9752 | 0.165533 |
31 | -0.060712 | -0.7411 | 0.229905 |
32 | 0.009741 | 0.1189 | 0.452757 |
33 | -0.029449 | -0.3595 | 0.359876 |
34 | -0.016721 | -0.2041 | 0.419276 |
35 | 0.020169 | 0.2462 | 0.402937 |
36 | 0.105825 | 1.2918 | 0.09922 |
37 | -0.04839 | -0.5907 | 0.277817 |
38 | 0.006846 | 0.0836 | 0.466756 |
39 | 0.030548 | 0.3729 | 0.35488 |
40 | -0.041244 | -0.5035 | 0.307695 |
41 | 0.016272 | 0.1986 | 0.421411 |
42 | -0.009816 | -0.1198 | 0.452393 |
43 | -0.062384 | -0.7615 | 0.223784 |
44 | 0.044171 | 0.5392 | 0.295285 |
45 | -0.069555 | -0.849 | 0.198613 |
46 | 0.088689 | 1.0826 | 0.140371 |
47 | 0.032896 | 0.4015 | 0.344295 |
48 | -0.005721 | -0.0698 | 0.47221 |