Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947732 | 8.6861 | 0 |
2 | 0.897431 | 8.2251 | 0 |
3 | 0.848453 | 7.7762 | 0 |
4 | 0.805069 | 7.3786 | 0 |
5 | 0.762738 | 6.9906 | 0 |
6 | 0.719664 | 6.5958 | 0 |
7 | 0.67505 | 6.1869 | 0 |
8 | 0.626656 | 5.7434 | 0 |
9 | 0.578661 | 5.3035 | 0 |
10 | 0.531143 | 4.868 | 3e-06 |
11 | 0.483831 | 4.4344 | 1.4e-05 |
12 | 0.442276 | 4.0535 | 5.6e-05 |
13 | 0.39818 | 3.6494 | 0.000228 |
14 | 0.351531 | 3.2218 | 0.000907 |
15 | 0.310271 | 2.8437 | 0.002799 |
16 | 0.272131 | 2.4941 | 0.007294 |
17 | 0.234636 | 2.1505 | 0.017196 |
18 | 0.198634 | 1.8205 | 0.036121 |
19 | 0.161095 | 1.4765 | 0.071779 |
20 | 0.121025 | 1.1092 | 0.135251 |
21 | 0.084738 | 0.7766 | 0.219778 |
22 | 0.052128 | 0.4778 | 0.317029 |
23 | 0.030814 | 0.2824 | 0.389161 |
24 | 0.01276 | 0.1169 | 0.45359 |
25 | 0.003704 | 0.0339 | 0.4865 |
26 | -0.002667 | -0.0244 | 0.490279 |
27 | -0.009056 | -0.083 | 0.467025 |
28 | -0.013106 | -0.1201 | 0.452338 |
29 | -0.017277 | -0.1583 | 0.437281 |
30 | -0.020676 | -0.1895 | 0.425081 |
31 | -0.024656 | -0.226 | 0.410885 |
32 | -0.028644 | -0.2625 | 0.396779 |
33 | -0.033064 | -0.303 | 0.381307 |
34 | -0.035096 | -0.3217 | 0.374253 |
35 | -0.03576 | -0.3277 | 0.371959 |
36 | -0.033234 | -0.3046 | 0.380713 |
37 | -0.030474 | -0.2793 | 0.390351 |
38 | -0.031912 | -0.2925 | 0.385322 |
39 | -0.034584 | -0.317 | 0.376027 |
40 | -0.03851 | -0.3529 | 0.362506 |
41 | -0.047696 | -0.4371 | 0.331564 |
42 | -0.056325 | -0.5162 | 0.303527 |
43 | -0.065197 | -0.5975 | 0.275878 |
44 | -0.075102 | -0.6883 | 0.246574 |
45 | -0.090743 | -0.8317 | 0.203976 |
46 | -0.108235 | -0.992 | 0.162025 |
47 | -0.124195 | -1.1383 | 0.129122 |
48 | -0.143841 | -1.3183 | 0.09549 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947732 | 8.6861 | 0 |
2 | -0.007518 | -0.0689 | 0.472615 |
3 | -0.013167 | -0.1207 | 0.452119 |
4 | 0.028923 | 0.2651 | 0.395799 |
5 | -0.011717 | -0.1074 | 0.457369 |
6 | -0.029759 | -0.2727 | 0.39286 |
7 | -0.03737 | -0.3425 | 0.366413 |
8 | -0.063296 | -0.5801 | 0.281693 |
9 | -0.027886 | -0.2556 | 0.399452 |
10 | -0.027953 | -0.2562 | 0.399214 |
11 | -0.032912 | -0.3016 | 0.381833 |
12 | 0.024873 | 0.228 | 0.410116 |
13 | -0.051328 | -0.4704 | 0.319634 |
14 | -0.055556 | -0.5092 | 0.305979 |
15 | 0.025019 | 0.2293 | 0.409596 |
16 | -0.000859 | -0.0079 | 0.496868 |
17 | -0.025781 | -0.2363 | 0.406894 |
18 | -0.010993 | -0.1008 | 0.459994 |
19 | -0.044534 | -0.4082 | 0.342096 |
20 | -0.055425 | -0.508 | 0.306401 |
21 | 0.003079 | 0.0282 | 0.488776 |
22 | -0.002986 | -0.0274 | 0.489114 |
23 | 0.080419 | 0.7371 | 0.231571 |
24 | 0.012691 | 0.1163 | 0.453841 |
25 | 0.07141 | 0.6545 | 0.257295 |
26 | 0.03426 | 0.314 | 0.377151 |
27 | -0.00545 | -0.05 | 0.480139 |
28 | 0.009967 | 0.0914 | 0.463716 |
29 | -0.012277 | -0.1125 | 0.455339 |
30 | -0.016267 | -0.1491 | 0.440919 |
31 | -0.025792 | -0.2364 | 0.406855 |
32 | -0.016817 | -0.1541 | 0.438938 |
33 | -0.022412 | -0.2054 | 0.418876 |
34 | 0.010983 | 0.1007 | 0.46003 |
35 | -0.003173 | -0.0291 | 0.488436 |
36 | 0.026918 | 0.2467 | 0.402868 |
37 | 0.00671 | 0.0615 | 0.475555 |
38 | -0.045151 | -0.4138 | 0.340031 |
39 | -0.012003 | -0.11 | 0.456334 |
40 | -0.02116 | -0.1939 | 0.423348 |
41 | -0.07902 | -0.7242 | 0.235468 |
42 | -0.020999 | -0.1925 | 0.423922 |
43 | -0.021873 | -0.2005 | 0.420799 |
44 | -0.033094 | -0.3033 | 0.381203 |
45 | -0.055572 | -0.5093 | 0.305929 |
46 | -0.029582 | -0.2711 | 0.393482 |
47 | 0.01457 | 0.1335 | 0.447046 |
48 | -0.043518 | -0.3989 | 0.345508 |