Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955435 | 16.8764 | 0 |
2 | 0.887058 | 15.6686 | 0 |
3 | 0.779557 | 13.7697 | 0 |
4 | 0.646032 | 11.4112 | 0 |
5 | 0.495932 | 8.7599 | 0 |
6 | 0.340089 | 6.0072 | 0 |
7 | 0.191748 | 3.387 | 0.000399 |
8 | 0.061425 | 1.085 | 0.139383 |
9 | -0.040378 | -0.7132 | 0.23812 |
10 | -0.104798 | -1.8511 | 0.03255 |
11 | -0.125762 | -2.2214 | 0.013521 |
12 | -0.107513 | -1.8991 | 0.029239 |
13 | -0.046358 | -0.8188 | 0.206749 |
14 | 0.046704 | 0.825 | 0.205013 |
15 | 0.168642 | 2.9788 | 0.00156 |
16 | 0.301578 | 5.3269 | 0 |
17 | 0.445607 | 7.871 | 0 |
18 | 0.576725 | 10.187 | 0 |
19 | 0.691288 | 12.2106 | 0 |
20 | 0.781477 | 13.8036 | 0 |
21 | 0.834353 | 14.7376 | 0 |
22 | 0.847488 | 14.9696 | 0 |
23 | 0.821072 | 14.503 | 0 |
24 | 0.755253 | 13.3404 | 0 |
25 | 0.656901 | 11.6032 | 0 |
26 | 0.535718 | 9.4627 | 0 |
27 | 0.396552 | 7.0045 | 0 |
28 | 0.253591 | 4.4793 | 5e-06 |
29 | 0.118704 | 2.0967 | 0.018411 |
30 | -0.003042 | -0.0537 | 0.47859 |
31 | -0.095767 | -1.6916 | 0.045863 |
32 | -0.154963 | -2.7372 | 0.003276 |
33 | -0.175141 | -3.0936 | 0.001078 |
34 | -0.157198 | -2.7767 | 0.002912 |
35 | -0.103784 | -1.8332 | 0.033863 |
36 | -0.018654 | -0.3295 | 0.371 |
37 | 0.092942 | 1.6417 | 0.050832 |
38 | 0.219286 | 3.8734 | 6.5e-05 |
39 | 0.347806 | 6.1435 | 0 |
40 | 0.470641 | 8.3132 | 0 |
41 | 0.573319 | 10.1268 | 0 |
42 | 0.653948 | 11.551 | 0 |
43 | 0.703154 | 12.4202 | 0 |
44 | 0.716307 | 12.6525 | 0 |
45 | 0.689678 | 12.1821 | 0 |
46 | 0.633496 | 11.1898 | 0 |
47 | 0.540192 | 9.5417 | 0 |
48 | 0.426449 | 7.5326 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955435 | 16.8764 | 0 |
2 | -0.296047 | -5.2292 | 0 |
3 | -0.453096 | -8.0033 | 0 |
4 | -0.267461 | -4.7243 | 2e-06 |
5 | -0.092857 | -1.6402 | 0.050988 |
6 | 0.018472 | 0.3263 | 0.372215 |
7 | 0.121206 | 2.1409 | 0.016528 |
8 | 0.163081 | 2.8806 | 0.002122 |
9 | 0.187488 | 3.3117 | 0.000518 |
10 | 0.219169 | 3.8713 | 6.6e-05 |
11 | 0.249848 | 4.4132 | 7e-06 |
12 | 0.132299 | 2.3369 | 0.010039 |
13 | 0.172449 | 3.0461 | 0.001258 |
14 | 0.096292 | 1.7009 | 0.044984 |
15 | 0.128346 | 2.267 | 0.012036 |
16 | -0.008309 | -0.1468 | 0.441702 |
17 | 0.144636 | 2.5548 | 0.00555 |
18 | -0.016703 | -0.295 | 0.384082 |
19 | 0.001413 | 0.025 | 0.490054 |
20 | 0.095663 | 1.6897 | 0.046038 |
21 | -0.00674 | -0.1191 | 0.452653 |
22 | -0.067008 | -1.1836 | 0.118738 |
23 | -0.017309 | -0.3057 | 0.380002 |
24 | -0.057325 | -1.0126 | 0.156029 |
25 | -0.042944 | -0.7585 | 0.22435 |
26 | 0.018708 | 0.3305 | 0.370639 |
27 | -0.048663 | -0.8596 | 0.195344 |
28 | -0.073574 | -1.2996 | 0.097354 |
29 | 0.031608 | 0.5583 | 0.288515 |
30 | -0.104896 | -1.8528 | 0.032425 |
31 | -0.01323 | -0.2337 | 0.407687 |
32 | 0.010697 | 0.1889 | 0.425128 |
33 | 0.051396 | 0.9078 | 0.182332 |
34 | -0.018081 | -0.3194 | 0.37483 |
35 | -0.02922 | -0.5161 | 0.303063 |
36 | -0.0042 | -0.0742 | 0.470456 |
37 | 0.033048 | 0.5837 | 0.279907 |
38 | 0.031563 | 0.5575 | 0.288789 |
39 | -0.035793 | -0.6322 | 0.263848 |
40 | -0.034473 | -0.6089 | 0.271511 |
41 | -0.068707 | -1.2136 | 0.112909 |
42 | 0.055967 | 0.9886 | 0.161819 |
43 | 0.060459 | 1.0679 | 0.14319 |
44 | 0.008547 | 0.151 | 0.440051 |
45 | -0.037385 | -0.6604 | 0.254758 |
46 | 0.062542 | 1.1047 | 0.135066 |
47 | -0.086936 | -1.5356 | 0.062825 |
48 | -0.026399 | -0.4663 | 0.320665 |