Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947902 | 10.3838 | 0 |
2 | 0.905267 | 9.9167 | 0 |
3 | 0.855728 | 9.374 | 0 |
4 | 0.826206 | 9.0506 | 0 |
5 | 0.785679 | 8.6067 | 0 |
6 | 0.757966 | 8.3031 | 0 |
7 | 0.736188 | 8.0645 | 0 |
8 | 0.723654 | 7.9272 | 0 |
9 | 0.703182 | 7.703 | 0 |
10 | 0.692102 | 7.5816 | 0 |
11 | 0.68757 | 7.532 | 0 |
12 | 0.700132 | 7.6696 | 0 |
13 | 0.647959 | 7.098 | 0 |
14 | 0.608836 | 6.6695 | 0 |
15 | 0.563511 | 6.1729 | 0 |
16 | 0.536362 | 5.8756 | 0 |
17 | 0.497972 | 5.455 | 0 |
18 | 0.473834 | 5.1906 | 0 |
19 | 0.45269 | 4.959 | 1e-06 |
20 | 0.44001 | 4.8201 | 2e-06 |
21 | 0.418293 | 4.5822 | 6e-06 |
22 | 0.403396 | 4.419 | 1.1e-05 |
23 | 0.393326 | 4.3087 | 1.7e-05 |
24 | 0.3969 | 4.3478 | 1.4e-05 |
25 | 0.348076 | 3.813 | 0.000109 |
26 | 0.311764 | 3.4152 | 0.000435 |
27 | 0.268716 | 2.9436 | 0.001948 |
28 | 0.243361 | 2.6659 | 0.004368 |
29 | 0.206378 | 2.2608 | 0.012788 |
30 | 0.184419 | 2.0202 | 0.022794 |
31 | 0.160337 | 1.7564 | 0.040785 |
32 | 0.14528 | 1.5915 | 0.057068 |
33 | 0.119031 | 1.3039 | 0.097379 |
34 | 0.102281 | 1.1204 | 0.132383 |
35 | 0.088191 | 0.9661 | 0.167972 |
36 | 0.085567 | 0.9373 | 0.175235 |
37 | 0.042154 | 0.4618 | 0.322539 |
38 | 0.012528 | 0.1372 | 0.445537 |
39 | -0.023121 | -0.2533 | 0.400244 |
40 | -0.042346 | -0.4639 | 0.321788 |
41 | -0.070055 | -0.7674 | 0.222172 |
42 | -0.081845 | -0.8966 | 0.185873 |
43 | -0.096617 | -1.0584 | 0.146002 |
44 | -0.105098 | -1.1513 | 0.125951 |
45 | -0.124959 | -1.3689 | 0.086801 |
46 | -0.136032 | -1.4902 | 0.069403 |
47 | -0.147632 | -1.6172 | 0.054227 |
48 | -0.152256 | -1.6679 | 0.048974 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947902 | 10.3838 | 0 |
2 | 0.066496 | 0.7284 | 0.233887 |
3 | -0.082621 | -0.9051 | 0.183622 |
4 | 0.161769 | 1.7721 | 0.039458 |
5 | -0.095015 | -1.0408 | 0.150023 |
6 | 0.075223 | 0.824 | 0.20578 |
7 | 0.103375 | 1.1324 | 0.129859 |
8 | 0.049082 | 0.5377 | 0.295902 |
9 | -0.040351 | -0.442 | 0.329636 |
10 | 0.088274 | 0.967 | 0.167746 |
11 | 0.102396 | 1.1217 | 0.132117 |
12 | 0.170867 | 1.8718 | 0.031838 |
13 | -0.617558 | -6.765 | 0 |
14 | 0.140107 | 1.5348 | 0.063734 |
15 | 0.079121 | 0.8667 | 0.19391 |
16 | -0.101808 | -1.1153 | 0.133485 |
17 | 0.062886 | 0.6889 | 0.246112 |
18 | 0.038425 | 0.4209 | 0.337281 |
19 | -0.041022 | -0.4494 | 0.326985 |
20 | 0.026522 | 0.2905 | 0.385953 |
21 | -0.026511 | -0.2904 | 0.386002 |
22 | 0.084746 | 0.9283 | 0.177546 |
23 | -0.085819 | -0.9401 | 0.174529 |
24 | -0.059761 | -0.6546 | 0.256975 |
25 | -0.132118 | -1.4473 | 0.075214 |
26 | 0.009575 | 0.1049 | 0.458322 |
27 | 0.006387 | 0.07 | 0.472168 |
28 | -0.014106 | -0.1545 | 0.438728 |
29 | -0.004646 | -0.0509 | 0.479749 |
30 | 0.00571 | 0.0625 | 0.475116 |
31 | -0.091581 | -1.0032 | 0.158886 |
32 | 0.0336 | 0.3681 | 0.356734 |
33 | -0.043554 | -0.4771 | 0.317077 |
34 | 0.058511 | 0.641 | 0.261386 |
35 | -0.071717 | -0.7856 | 0.216819 |
36 | -0.075134 | -0.8231 | 0.206056 |
37 | 0.01454 | 0.1593 | 0.43686 |
38 | 0.007295 | 0.0799 | 0.468222 |
39 | -0.021744 | -0.2382 | 0.406069 |
40 | 0.017286 | 0.1894 | 0.425067 |
41 | 0.014244 | 0.156 | 0.438135 |
42 | 0.003859 | 0.0423 | 0.483174 |
43 | -0.029039 | -0.3181 | 0.375481 |
44 | -0.021887 | -0.2398 | 0.405463 |
45 | 0.016663 | 0.1825 | 0.427737 |
46 | -0.028074 | -0.3075 | 0.379485 |
47 | -0.067426 | -0.7386 | 0.230791 |
48 | -0.046565 | -0.5101 | 0.305463 |