Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94878 | 10.3934 | 0 |
2 | 0.879437 | 9.6337 | 0 |
3 | 0.814496 | 8.9224 | 0 |
4 | 0.75971 | 8.3222 | 0 |
5 | 0.719605 | 7.8829 | 0 |
6 | 0.693065 | 7.5921 | 0 |
7 | 0.678795 | 7.4358 | 0 |
8 | 0.669128 | 7.3299 | 0 |
9 | 0.66173 | 7.2489 | 0 |
10 | 0.658531 | 7.2138 | 0 |
11 | 0.657287 | 7.2002 | 0 |
12 | 0.641914 | 7.0318 | 0 |
13 | 0.596169 | 6.5307 | 0 |
14 | 0.534553 | 5.8557 | 0 |
15 | 0.475852 | 5.2127 | 0 |
16 | 0.427386 | 4.6818 | 4e-06 |
17 | 0.39508 | 4.3279 | 1.6e-05 |
18 | 0.373102 | 4.0871 | 4e-05 |
19 | 0.364505 | 3.9929 | 5.6e-05 |
20 | 0.35928 | 3.9357 | 7e-05 |
21 | 0.353558 | 3.873 | 8.8e-05 |
22 | 0.35101 | 3.8451 | 9.7e-05 |
23 | 0.35106 | 3.8457 | 9.7e-05 |
24 | 0.338361 | 3.7066 | 0.00016 |
25 | 0.301109 | 3.2985 | 0.00064 |
26 | 0.250411 | 2.7431 | 0.00351 |
27 | 0.203464 | 2.2288 | 0.013843 |
28 | 0.164175 | 1.7984 | 0.03731 |
29 | 0.137391 | 1.505 | 0.067471 |
30 | 0.121584 | 1.3319 | 0.092712 |
31 | 0.11694 | 1.281 | 0.10133 |
32 | 0.115499 | 1.2652 | 0.10412 |
33 | 0.109953 | 1.2045 | 0.115387 |
34 | 0.107805 | 1.1809 | 0.119979 |
35 | 0.108223 | 1.1855 | 0.119077 |
36 | 0.098717 | 1.0814 | 0.140845 |
37 | 0.07015 | 0.7685 | 0.221863 |
38 | 0.030069 | 0.3294 | 0.371219 |
39 | -0.007877 | -0.0863 | 0.465692 |
40 | -0.039852 | -0.4366 | 0.331609 |
41 | -0.061316 | -0.6717 | 0.251539 |
42 | -0.072496 | -0.7942 | 0.214336 |
43 | -0.073227 | -0.8022 | 0.212021 |
44 | -0.071591 | -0.7842 | 0.217222 |
45 | -0.07485 | -0.8199 | 0.206937 |
46 | -0.076155 | -0.8342 | 0.202902 |
47 | -0.073331 | -0.8033 | 0.211695 |
48 | -0.078497 | -0.8599 | 0.195782 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94878 | 10.3934 | 0 |
2 | -0.207847 | -2.2769 | 0.012283 |
3 | 0.040617 | 0.4449 | 0.328584 |
4 | 0.048489 | 0.5312 | 0.29814 |
5 | 0.091803 | 1.0057 | 0.158304 |
6 | 0.079413 | 0.8699 | 0.19304 |
7 | 0.090819 | 0.9949 | 0.160901 |
8 | 0.031391 | 0.3439 | 0.365772 |
9 | 0.047925 | 0.525 | 0.300278 |
10 | 0.077342 | 0.8472 | 0.199273 |
11 | 0.05077 | 0.5562 | 0.289568 |
12 | -0.114181 | -1.2508 | 0.106723 |
13 | -0.251547 | -2.7556 | 0.003387 |
14 | -0.099151 | -1.0861 | 0.139796 |
15 | 0.007532 | 0.0825 | 0.467189 |
16 | 0.006736 | 0.0738 | 0.470652 |
17 | 0.040232 | 0.4407 | 0.330105 |
18 | -0.030371 | -0.3327 | 0.36997 |
19 | 0.069824 | 0.7649 | 0.222923 |
20 | 0.004967 | 0.0544 | 0.478348 |
21 | 0.020341 | 0.2228 | 0.412027 |
22 | 0.049191 | 0.5389 | 0.295492 |
23 | 0.05138 | 0.5628 | 0.287298 |
24 | -0.066629 | -0.7299 | 0.23344 |
25 | -0.127502 | -1.3967 | 0.082539 |
26 | -0.050436 | -0.5525 | 0.290817 |
27 | 0.022212 | 0.2433 | 0.404085 |
28 | -0.033561 | -0.3676 | 0.356892 |
29 | -0.009046 | -0.0991 | 0.460613 |
30 | -0.025888 | -0.2836 | 0.388609 |
31 | 0.024294 | 0.2661 | 0.395297 |
32 | 0.005978 | 0.0655 | 0.473948 |
33 | -0.021231 | -0.2326 | 0.408243 |
34 | 0.042968 | 0.4707 | 0.319357 |
35 | 0.034103 | 0.3736 | 0.354687 |
36 | -0.033353 | -0.3654 | 0.35774 |
37 | -0.060534 | -0.6631 | 0.254262 |
38 | -0.03212 | -0.3519 | 0.362783 |
39 | 0.004596 | 0.0503 | 0.479964 |
40 | -0.033754 | -0.3698 | 0.356108 |
41 | -0.011393 | -0.1248 | 0.450443 |
42 | -0.028954 | -0.3172 | 0.375832 |
43 | 0.012641 | 0.1385 | 0.445049 |
44 | -0.007779 | -0.0852 | 0.466118 |
45 | -0.021702 | -0.2377 | 0.406248 |
46 | 0.017906 | 0.1961 | 0.422413 |
47 | 0.041842 | 0.4584 | 0.323764 |
48 | -0.025928 | -0.284 | 0.388438 |