Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.943952 | 15.0145 | 0 |
2 | 0.855584 | 13.6089 | 0 |
3 | 0.788065 | 12.5349 | 0 |
4 | 0.750328 | 11.9347 | 0 |
5 | 0.734919 | 11.6896 | 0 |
6 | 0.714232 | 11.3605 | 0 |
7 | 0.683046 | 10.8645 | 0 |
8 | 0.64927 | 10.3273 | 0 |
9 | 0.637273 | 10.1364 | 0 |
10 | 0.65426 | 10.4066 | 0 |
11 | 0.693005 | 11.0229 | 0 |
12 | 0.702828 | 11.1792 | 0 |
13 | 0.626293 | 9.9618 | 0 |
14 | 0.521919 | 8.3016 | 0 |
15 | 0.438122 | 6.9688 | 0 |
16 | 0.385328 | 6.129 | 0 |
17 | 0.356043 | 5.6632 | 0 |
18 | 0.322737 | 5.1334 | 0 |
19 | 0.28166 | 4.4801 | 6e-06 |
20 | 0.240854 | 3.831 | 8.1e-05 |
21 | 0.221771 | 3.5275 | 0.000249 |
22 | 0.231492 | 3.6821 | 0.000141 |
23 | 0.261833 | 4.1647 | 2.1e-05 |
24 | 0.264646 | 4.2094 | 1.8e-05 |
25 | 0.187848 | 2.9879 | 0.001543 |
26 | 0.085373 | 1.3579 | 0.087847 |
27 | 0.00422 | 0.0671 | 0.473267 |
28 | -0.04464 | -0.71 | 0.239168 |
29 | -0.069269 | -1.1018 | 0.135801 |
30 | -0.096291 | -1.5316 | 0.063435 |
31 | -0.129298 | -2.0566 | 0.020375 |
32 | -0.161588 | -2.5702 | 0.005368 |
33 | -0.172236 | -2.7396 | 0.003295 |
34 | -0.155594 | -2.4749 | 0.006992 |
35 | -0.119404 | -1.8992 | 0.029335 |
36 | -0.108444 | -1.7249 | 0.042883 |
37 | -0.171995 | -2.7358 | 0.003332 |
38 | -0.258603 | -4.1133 | 2.6e-05 |
39 | -0.325018 | -5.1697 | 0 |
40 | -0.35902 | -5.7106 | 0 |
41 | -0.368553 | -5.8622 | 0 |
42 | -0.378991 | -6.0282 | 0 |
43 | -0.393934 | -6.2659 | 0 |
44 | -0.407225 | -6.4773 | 0 |
45 | -0.399286 | -6.351 | 0 |
46 | -0.366384 | -5.8277 | 0 |
47 | -0.316471 | -5.0338 | 0 |
48 | -0.290857 | -4.6264 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.943952 | 15.0145 | 0 |
2 | -0.325478 | -5.177 | 0 |
3 | 0.254631 | 4.0502 | 3.4e-05 |
4 | 0.106417 | 1.6927 | 0.045875 |
5 | 0.121826 | 1.9378 | 0.026883 |
6 | -0.09558 | -1.5203 | 0.064844 |
7 | 0.036317 | 0.5777 | 0.282004 |
8 | 0.008635 | 0.1373 | 0.445432 |
9 | 0.219118 | 3.4853 | 0.00029 |
10 | 0.140026 | 2.2272 | 0.013406 |
11 | 0.221652 | 3.5256 | 0.000251 |
12 | -0.294241 | -4.6802 | 2e-06 |
13 | -0.662101 | -10.5314 | 0 |
14 | 0.041945 | 0.6672 | 0.252636 |
15 | 0.002633 | 0.0419 | 0.483316 |
16 | -0.013384 | -0.2129 | 0.415794 |
17 | 0.032585 | 0.5183 | 0.302351 |
18 | 0.016631 | 0.2645 | 0.395796 |
19 | 0.053203 | 0.8463 | 0.199106 |
20 | -0.005091 | -0.081 | 0.467763 |
21 | 0.032212 | 0.5124 | 0.304419 |
22 | 0.001084 | 0.0172 | 0.49313 |
23 | 0.004066 | 0.0647 | 0.474241 |
24 | -0.068491 | -1.0894 | 0.138503 |
25 | -0.272373 | -4.3324 | 1.1e-05 |
26 | 0.01269 | 0.2019 | 0.420097 |
27 | 0.010524 | 0.1674 | 0.433596 |
28 | -0.006281 | -0.0999 | 0.460248 |
29 | 0.014134 | 0.2248 | 0.411151 |
30 | 0.040912 | 0.6507 | 0.257902 |
31 | 0.024284 | 0.3863 | 0.349813 |
32 | -0.042297 | -0.6728 | 0.250851 |
33 | 0.023143 | 0.3681 | 0.356548 |
34 | -0.037256 | -0.5926 | 0.276993 |
35 | -0.006764 | -0.1076 | 0.457206 |
36 | -0.00519 | -0.0826 | 0.467135 |
37 | -0.141611 | -2.2525 | 0.012575 |
38 | 0.042126 | 0.6701 | 0.251715 |
39 | -0.032929 | -0.5238 | 0.300452 |
40 | 0.006097 | 0.097 | 0.46141 |
41 | 0.002279 | 0.0362 | 0.485559 |
42 | 0.04246 | 0.6754 | 0.25003 |
43 | 0.01842 | 0.293 | 0.384888 |
44 | -0.008449 | -0.1344 | 0.446598 |
45 | 0.02487 | 0.3956 | 0.346374 |
46 | -0.031547 | -0.5018 | 0.308128 |
47 | -0.032929 | -0.5238 | 0.300448 |
48 | 0.007977 | 0.1269 | 0.449566 |