Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.939644 | 7.2785 | 0 |
2 | 0.880255 | 6.8184 | 0 |
3 | 0.822351 | 6.3699 | 0 |
4 | 0.768752 | 5.9547 | 0 |
5 | 0.705656 | 5.466 | 0 |
6 | 0.64496 | 4.9958 | 3e-06 |
7 | 0.604919 | 4.6857 | 8e-06 |
8 | 0.565832 | 4.3829 | 2.4e-05 |
9 | 0.522404 | 4.0465 | 7.5e-05 |
10 | 0.482002 | 3.7336 | 0.000211 |
11 | 0.440003 | 3.4082 | 0.000587 |
12 | 0.401263 | 3.1082 | 0.001438 |
13 | 0.34872 | 2.7012 | 0.004484 |
14 | 0.302349 | 2.342 | 0.011259 |
15 | 0.257297 | 1.993 | 0.025407 |
16 | 0.212953 | 1.6495 | 0.052133 |
17 | 0.16339 | 1.2656 | 0.105273 |
18 | 0.117822 | 0.9126 | 0.18254 |
19 | 0.091925 | 0.712 | 0.239597 |
20 | 0.069314 | 0.5369 | 0.296659 |
21 | 0.036237 | 0.2807 | 0.389957 |
22 | 0.00725 | 0.0562 | 0.477701 |
23 | -0.021914 | -0.1697 | 0.56711 |
24 | -0.045191 | -0.35 | 0.636236 |
25 | -0.081197 | -0.6289 | 0.734114 |
26 | -0.112646 | -0.8725 | 0.806806 |
27 | -0.14304 | -1.108 | 0.863855 |
28 | -0.166601 | -1.2905 | 0.899083 |
29 | -0.200122 | -1.5501 | 0.936817 |
30 | -0.230426 | -1.7849 | 0.960332 |
31 | -0.246572 | -1.9099 | 0.969537 |
32 | -0.25911 | -2.0071 | 0.975372 |
33 | -0.280989 | -2.1765 | 0.983269 |
34 | -0.295501 | -2.2889 | 0.987191 |
35 | -0.311031 | -2.4092 | 0.990464 |
36 | -0.321419 | -2.4897 | 0.992213 |
37 | -0.341723 | -2.647 | 0.994821 |
38 | -0.357348 | -2.768 | 0.996255 |
39 | -0.371725 | -2.8794 | 0.997242 |
40 | -0.380465 | -2.9471 | 0.997718 |
41 | -0.396646 | -3.0724 | 0.998405 |
42 | -0.411607 | -3.1883 | 0.998863 |
43 | -0.407111 | -3.1535 | 0.99874 |
44 | -0.39849 | -3.0867 | 0.998469 |
45 | -0.394362 | -3.0547 | 0.998321 |
46 | -0.387182 | -2.9991 | 0.998031 |
47 | -0.380961 | -2.9509 | 0.997743 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.939644 | 7.2785 | 0 |
1 | -0.022863 | -0.1771 | 0.569986 |
2 | -0.018827 | -0.1458 | 0.55773 |
3 | 0.005213 | 0.0404 | 0.483963 |
4 | -0.110918 | -0.8592 | 0.803167 |
5 | -0.016451 | -0.1274 | 0.550486 |
6 | 0.141544 | 1.0964 | 0.138644 |
7 | -0.021557 | -0.167 | 0.566027 |
8 | -0.055358 | -0.4288 | 0.665199 |
9 | 0.007534 | 0.0584 | 0.476828 |
10 | -0.069114 | -0.5354 | 0.702809 |
11 | 0.000363 | 0.0028 | 0.498882 |
12 | -0.113063 | -0.8758 | 0.80768 |
13 | 0.010744 | 0.0832 | 0.466975 |
14 | -0.025994 | -0.2013 | 0.579446 |
15 | -0.033581 | -0.2601 | 0.602169 |
16 | -0.070598 | -0.5468 | 0.706744 |
17 | -0.007802 | -0.0604 | 0.523996 |
18 | 0.107009 | 0.8289 | 0.205226 |
19 | 0.008941 | 0.0693 | 0.472509 |
20 | -0.104772 | -0.8116 | 0.789874 |
21 | -0.000908 | -0.007 | 0.502794 |
22 | -0.058475 | -0.4529 | 0.67389 |
23 | 0.013948 | 0.108 | 0.457161 |
24 | -0.067721 | -0.5246 | 0.699092 |
25 | -0.007067 | -0.0547 | 0.521737 |
26 | -0.048092 | -0.3725 | 0.644592 |
27 | 0.022422 | 0.1737 | 0.43135 |
28 | -0.113582 | -0.8798 | 0.808762 |
29 | -0.013377 | -0.1036 | 0.541092 |
30 | 0.059085 | 0.4577 | 0.324421 |
31 | -0.006497 | -0.0503 | 0.519985 |
32 | -0.084108 | -0.6515 | 0.741394 |
33 | 0.025968 | 0.2011 | 0.420633 |
34 | -0.079453 | -0.6154 | 0.729704 |
35 | 0.001652 | 0.0128 | 0.494915 |
36 | -0.026908 | -0.2084 | 0.582199 |
37 | -0.01756 | -0.136 | 0.553871 |
38 | -0.051683 | -0.4003 | 0.654834 |
39 | 0.015054 | 0.1166 | 0.45378 |
40 | -0.088051 | -0.682 | 0.75108 |
41 | -0.035051 | -0.2715 | 0.606533 |
42 | 0.124805 | 0.9667 | 0.168778 |
43 | -0.00752 | -0.0582 | 0.523128 |
44 | -0.031256 | -0.2421 | 0.595239 |
45 | 0.005796 | 0.0449 | 0.482169 |
46 | -0.082719 | -0.6407 | 0.737934 |
47 | 0.016815 | 0.1302 | 0.448403 |