Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947901 | 10.3837 | 0 |
2 | 0.905267 | 9.9167 | 0 |
3 | 0.855729 | 9.374 | 0 |
4 | 0.826207 | 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 | 0.703183 | 7.703 | 0 |
10 | 0.692104 | 7.5816 | 0 |
11 | 0.687569 | 7.5319 | 0 |
12 | 0.700133 | 7.6696 | 0 |
13 | 0.647958 | 7.098 | 0 |
14 | 0.608835 | 6.6695 | 0 |
15 | 0.563509 | 6.1729 | 0 |
16 | 0.536361 | 5.8755 | 0 |
17 | 0.497971 | 5.455 | 0 |
18 | 0.473834 | 5.1906 | 0 |
19 | 0.452688 | 4.959 | 1e-06 |
20 | 0.440009 | 4.8201 | 2e-06 |
21 | 0.418293 | 4.5822 | 6e-06 |
22 | 0.403397 | 4.419 | 1.1e-05 |
23 | 0.393326 | 4.3087 | 1.7e-05 |
24 | 0.396902 | 4.3478 | 1.4e-05 |
25 | 0.348075 | 3.813 | 0.000109 |
26 | 0.311765 | 3.4152 | 0.000435 |
27 | 0.268716 | 2.9436 | 0.001948 |
28 | 0.243361 | 2.6659 | 0.004368 |
29 | 0.206379 | 2.2608 | 0.012788 |
30 | 0.184422 | 2.0202 | 0.022792 |
31 | 0.160339 | 1.7564 | 0.040784 |
32 | 0.145281 | 1.5915 | 0.057066 |
33 | 0.119032 | 1.3039 | 0.097377 |
34 | 0.102283 | 1.1205 | 0.132379 |
35 | 0.088191 | 0.9661 | 0.167972 |
36 | 0.085567 | 0.9373 | 0.175233 |
37 | 0.042153 | 0.4618 | 0.322543 |
38 | 0.012527 | 0.1372 | 0.44554 |
39 | -0.023123 | -0.2533 | 0.400234 |
40 | -0.042349 | -0.4639 | 0.321778 |
41 | -0.070057 | -0.7674 | 0.222164 |
42 | -0.081846 | -0.8966 | 0.18587 |
43 | -0.09662 | -1.0584 | 0.145996 |
44 | -0.1051 | -1.1513 | 0.125946 |
45 | -0.12496 | -1.3689 | 0.086798 |
46 | -0.136034 | -1.4902 | 0.069401 |
47 | -0.147635 | -1.6173 | 0.054224 |
48 | -0.152257 | -1.6679 | 0.048972 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947901 | 10.3837 | 0 |
2 | 0.066525 | 0.7287 | 0.233788 |
3 | -0.08263 | -0.9052 | 0.183595 |
4 | 0.161766 | 1.7721 | 0.039462 |
5 | -0.095018 | -1.0409 | 0.150015 |
6 | 0.075223 | 0.824 | 0.20578 |
7 | 0.103374 | 1.1324 | 0.129861 |
8 | 0.049094 | 0.5378 | 0.295857 |
9 | -0.040346 | -0.442 | 0.329654 |
10 | 0.088257 | 0.9668 | 0.167792 |
11 | 0.102378 | 1.1215 | 0.132158 |
12 | 0.170901 | 1.8721 | 0.031812 |
13 | -0.617575 | -6.7652 | 0 |
14 | 0.140126 | 1.535 | 0.063707 |
15 | 0.079095 | 0.8664 | 0.193988 |
16 | -0.101804 | -1.1152 | 0.133495 |
17 | 0.062936 | 0.6894 | 0.245943 |
18 | 0.03839 | 0.4205 | 0.33742 |
19 | -0.041055 | -0.4497 | 0.326856 |
20 | 0.026578 | 0.2911 | 0.38572 |
21 | -0.026541 | -0.2907 | 0.385875 |
22 | 0.084763 | 0.9285 | 0.177498 |
23 | -0.08581 | -0.94 | 0.174552 |
24 | -0.059786 | -0.6549 | 0.256887 |
25 | -0.1321 | -1.4471 | 0.07524 |
26 | 0.009547 | 0.1046 | 0.45844 |
27 | 0.006423 | 0.0704 | 0.472012 |
28 | -0.014113 | -0.1546 | 0.4387 |
29 | -0.004661 | -0.0511 | 0.47968 |
30 | 0.00574 | 0.0629 | 0.474985 |
31 | -0.0916 | -1.0034 | 0.158837 |
32 | 0.03357 | 0.3677 | 0.356857 |
33 | -0.043533 | -0.4769 | 0.317158 |
34 | 0.058517 | 0.641 | 0.261367 |
35 | -0.071719 | -0.7856 | 0.216812 |
36 | -0.075159 | -0.8233 | 0.205977 |
37 | 0.014577 | 0.1597 | 0.436698 |
38 | 0.007271 | 0.0796 | 0.468325 |
39 | -0.02175 | -0.2383 | 0.406043 |
40 | 0.017314 | 0.1897 | 0.424945 |
41 | 0.014218 | 0.1557 | 0.438247 |
42 | 0.003855 | 0.0422 | 0.483191 |
43 | -0.029022 | -0.3179 | 0.375549 |
44 | -0.021887 | -0.2398 | 0.405461 |
45 | 0.016685 | 0.1828 | 0.42764 |
46 | -0.028127 | -0.3081 | 0.379265 |
47 | -0.067392 | -0.7382 | 0.230905 |
48 | -0.046556 | -0.51 | 0.305495 |