Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.932914 | 8.5503 | 0 |
2 | 0.873002 | 8.0012 | 0 |
3 | 0.818608 | 7.5027 | 0 |
4 | 0.778159 | 7.1319 | 0 |
5 | 0.745655 | 6.834 | 0 |
6 | 0.715988 | 6.5621 | 0 |
7 | 0.643709 | 5.8997 | 0 |
8 | 0.580377 | 5.3192 | 0 |
9 | 0.535652 | 4.9093 | 2e-06 |
10 | 0.499229 | 4.5755 | 8e-06 |
11 | 0.47522 | 4.3555 | 1.9e-05 |
12 | 0.452075 | 4.1433 | 4.1e-05 |
13 | 0.38702 | 3.5471 | 0.00032 |
14 | 0.337491 | 3.0932 | 0.001344 |
15 | 0.289166 | 2.6503 | 0.004805 |
16 | 0.261372 | 2.3955 | 0.00941 |
17 | 0.232381 | 2.1298 | 0.018057 |
18 | 0.207713 | 1.9037 | 0.030186 |
19 | 0.150964 | 1.3836 | 0.085072 |
20 | 0.116227 | 1.0652 | 0.144911 |
21 | 0.095692 | 0.877 | 0.191486 |
22 | 0.070881 | 0.6496 | 0.25885 |
23 | 0.051426 | 0.4713 | 0.319315 |
24 | 0.022011 | 0.2017 | 0.420306 |
25 | -0.027736 | -0.2542 | 0.399979 |
26 | -0.06437 | -0.59 | 0.2784 |
27 | -0.094787 | -0.8687 | 0.193734 |
28 | -0.122163 | -1.1196 | 0.13303 |
29 | -0.141077 | -1.293 | 0.09978 |
30 | -0.156228 | -1.4319 | 0.077948 |
31 | -0.197662 | -1.8116 | 0.036811 |
32 | -0.203876 | -1.8686 | 0.032585 |
33 | -0.206162 | -1.8895 | 0.031137 |
34 | -0.205801 | -1.8862 | 0.031362 |
35 | -0.201209 | -1.8441 | 0.034346 |
36 | -0.201484 | -1.8466 | 0.034161 |
37 | -0.21482 | -1.9689 | 0.026133 |
38 | -0.219969 | -2.0161 | 0.023495 |
39 | -0.211637 | -1.9397 | 0.027887 |
40 | -0.20404 | -1.8701 | 0.03248 |
41 | -0.19194 | -1.7592 | 0.041096 |
42 | -0.185632 | -1.7013 | 0.046288 |
43 | -0.196613 | -1.802 | 0.037567 |
44 | -0.191738 | -1.7573 | 0.041254 |
45 | -0.188734 | -1.7298 | 0.043671 |
46 | -0.187662 | -1.7199 | 0.044562 |
47 | -0.193232 | -1.771 | 0.040094 |
48 | -0.202394 | -1.855 | 0.033554 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.932914 | 8.5503 | 0 |
2 | 0.020618 | 0.189 | 0.425289 |
3 | 0.013346 | 0.1223 | 0.45147 |
4 | 0.082061 | 0.7521 | 0.227046 |
5 | 0.051532 | 0.4723 | 0.31897 |
6 | 0.019264 | 0.1766 | 0.43014 |
7 | -0.329368 | -3.0187 | 0.00168 |
8 | 0.011491 | 0.1053 | 0.458189 |
9 | 0.112586 | 1.0319 | 0.152548 |
10 | -0.00057 | -0.0052 | 0.497922 |
11 | 0.059311 | 0.5436 | 0.294082 |
12 | 0.015976 | 0.1464 | 0.441969 |
13 | -0.246436 | -2.2586 | 0.013249 |
14 | 0.061809 | 0.5665 | 0.286286 |
15 | -0.092262 | -0.8456 | 0.20009 |
16 | 0.100357 | 0.9198 | 0.180159 |
17 | -0.065398 | -0.5994 | 0.275266 |
18 | 0.015826 | 0.145 | 0.44251 |
19 | -0.096576 | -0.8851 | 0.189306 |
20 | 0.083318 | 0.7636 | 0.223615 |
21 | 0.07103 | 0.651 | 0.258412 |
22 | -0.147923 | -1.3557 | 0.089408 |
23 | 0.005569 | 0.051 | 0.479706 |
24 | -0.080351 | -0.7364 | 0.231762 |
25 | -0.054015 | -0.4951 | 0.310925 |
26 | -0.025847 | -0.2369 | 0.406659 |
27 | -0.047045 | -0.4312 | 0.333722 |
28 | -0.012684 | -0.1163 | 0.453864 |
29 | 0.067516 | 0.6188 | 0.268862 |
30 | 0.015414 | 0.1413 | 0.443997 |
31 | -0.088388 | -0.8101 | 0.210089 |
32 | 0.140309 | 1.286 | 0.100997 |
33 | -0.000215 | -0.002 | 0.499214 |
34 | -0.0144 | -0.132 | 0.447659 |
35 | 0.011281 | 0.1034 | 0.458948 |
36 | 0.000151 | 0.0014 | 0.49945 |
37 | -0.000987 | -0.009 | 0.496403 |
38 | -0.096471 | -0.8842 | 0.189564 |
39 | 0.080797 | 0.7405 | 0.230526 |
40 | 0.056524 | 0.518 | 0.302893 |
41 | -0.037622 | -0.3448 | 0.365551 |
42 | -0.010433 | -0.0956 | 0.462026 |
43 | -0.056708 | -0.5197 | 0.302306 |
44 | 0.007339 | 0.0673 | 0.473265 |
45 | -0.048074 | -0.4406 | 0.330316 |
46 | -0.10633 | -0.9745 | 0.166295 |
47 | -0.028495 | -0.2612 | 0.397304 |
48 | -0.029068 | -0.2664 | 0.395288 |