Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947038 | 8.6797 | 0 |
2 | 0.884419 | 8.1058 | 0 |
3 | 0.811776 | 7.4401 | 0 |
4 | 0.735927 | 6.7449 | 0 |
5 | 0.674106 | 6.1783 | 0 |
6 | 0.630785 | 5.7812 | 0 |
7 | 0.612521 | 5.6138 | 0 |
8 | 0.60992 | 5.59 | 0 |
9 | 0.61484 | 5.6351 | 0 |
10 | 0.622251 | 5.703 | 0 |
11 | 0.622022 | 5.7009 | 0 |
12 | 0.597705 | 5.4781 | 0 |
13 | 0.544057 | 4.9864 | 2e-06 |
14 | 0.469337 | 4.3015 | 2.3e-05 |
15 | 0.39414 | 3.6124 | 0.000258 |
16 | 0.314699 | 2.8843 | 0.002491 |
17 | 0.250804 | 2.2987 | 0.012004 |
18 | 0.213332 | 1.9552 | 0.026941 |
19 | 0.192581 | 1.765 | 0.040597 |
20 | 0.187403 | 1.7176 | 0.044779 |
21 | 0.187762 | 1.7209 | 0.044479 |
22 | 0.184756 | 1.6933 | 0.04705 |
23 | 0.184213 | 1.6883 | 0.047528 |
24 | 0.158018 | 1.4483 | 0.075633 |
25 | 0.100636 | 0.9223 | 0.179496 |
26 | 0.036416 | 0.3338 | 0.369696 |
27 | -0.036878 | -0.338 | 0.368105 |
28 | -0.106851 | -0.9793 | 0.16512 |
29 | -0.164723 | -1.5097 | 0.067434 |
30 | -0.201843 | -1.8499 | 0.033921 |
31 | -0.224541 | -2.058 | 0.021347 |
32 | -0.236014 | -2.1631 | 0.016688 |
33 | -0.239963 | -2.1993 | 0.015302 |
34 | -0.239739 | -2.1972 | 0.015378 |
35 | -0.243477 | -2.2315 | 0.014155 |
36 | -0.259747 | -2.3806 | 0.009773 |
37 | -0.291093 | -2.6679 | 0.004578 |
38 | -0.321149 | -2.9434 | 0.002098 |
39 | -0.35122 | -3.219 | 0.000915 |
40 | -0.38902 | -3.5654 | 0.000301 |
41 | -0.40414 | -3.704 | 0.000189 |
42 | -0.410767 | -3.7647 | 0.000154 |
43 | -0.40423 | -3.7048 | 0.000189 |
44 | -0.390351 | -3.5776 | 0.000289 |
45 | -0.382554 | -3.5062 | 0.000366 |
46 | -0.367237 | -3.3658 | 0.000576 |
47 | -0.358342 | -3.2843 | 0.000746 |
48 | -0.357859 | -3.2798 | 0.000756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947038 | 8.6797 | 0 |
2 | -0.120861 | -1.1077 | 0.135575 |
3 | -0.123732 | -1.134 | 0.130005 |
4 | -0.057197 | -0.5242 | 0.300753 |
5 | 0.108274 | 0.9924 | 0.161938 |
6 | 0.132568 | 1.215 | 0.113883 |
7 | 0.178173 | 1.633 | 0.053108 |
8 | 0.079011 | 0.7241 | 0.235494 |
9 | 0.020192 | 0.1851 | 0.426813 |
10 | 0.0165 | 0.1512 | 0.440079 |
11 | -0.025734 | -0.2359 | 0.40706 |
12 | -0.169631 | -1.5547 | 0.061889 |
13 | -0.226 | -2.0713 | 0.020698 |
14 | -0.161748 | -1.4824 | 0.070982 |
15 | 0.034985 | 0.3206 | 0.37464 |
16 | -0.073998 | -0.6782 | 0.249754 |
17 | 0.028391 | 0.2602 | 0.39767 |
18 | 0.091451 | 0.8382 | 0.202158 |
19 | -0.003513 | -0.0322 | 0.487194 |
20 | -0.001783 | -0.0163 | 0.493501 |
21 | -0.026111 | -0.2393 | 0.405725 |
22 | -0.054478 | -0.4993 | 0.309436 |
23 | 0.117532 | 1.0772 | 0.142239 |
24 | -0.102321 | -0.9378 | 0.175522 |
25 | -0.219123 | -2.0083 | 0.023912 |
26 | -0.00247 | -0.0226 | 0.490998 |
27 | -0.037874 | -0.3471 | 0.364686 |
28 | -0.027237 | -0.2496 | 0.401741 |
29 | -0.038834 | -0.3559 | 0.361395 |
30 | -0.034642 | -0.3175 | 0.375825 |
31 | -0.074464 | -0.6825 | 0.248408 |
32 | -0.020035 | -0.1836 | 0.427375 |
33 | -0.022918 | -0.21 | 0.41707 |
34 | 0.02681 | 0.2457 | 0.403251 |
35 | 0.020335 | 0.1864 | 0.4263 |
36 | 0.00908 | 0.0832 | 0.466939 |
37 | 0.009918 | 0.0909 | 0.463894 |
38 | 0.101329 | 0.9287 | 0.177854 |
39 | 0.06074 | 0.5567 | 0.28961 |
40 | -0.093965 | -0.8612 | 0.195788 |
41 | 0.074696 | 0.6846 | 0.247739 |
42 | -0.056179 | -0.5149 | 0.303993 |
43 | 0.01556 | 0.1426 | 0.443471 |
44 | -0.02275 | -0.2085 | 0.41767 |
45 | -0.131884 | -1.2087 | 0.115077 |
46 | 0.032546 | 0.2983 | 0.383111 |
47 | -0.028203 | -0.2585 | 0.398331 |
48 | 0.024631 | 0.2257 | 0.410974 |