Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.974524 | 7.5486 | 0 |
2 | 0.937017 | 7.2581 | 0 |
3 | 0.897976 | 6.9557 | 0 |
4 | 0.859406 | 6.6569 | 0 |
5 | 0.816373 | 6.3236 | 0 |
6 | 0.770022 | 5.9646 | 0 |
7 | 0.726013 | 5.6237 | 0 |
8 | 0.682925 | 5.2899 | 1e-06 |
9 | 0.636733 | 4.9321 | 3e-06 |
10 | 0.582572 | 4.5126 | 1.5e-05 |
11 | 0.522178 | 4.0448 | 7.6e-05 |
12 | 0.457181 | 3.5413 | 0.000389 |
13 | 0.387899 | 3.0047 | 0.001938 |
14 | 0.319278 | 2.4731 | 0.008122 |
15 | 0.254495 | 1.9713 | 0.026653 |
16 | 0.195084 | 1.5111 | 0.068005 |
17 | 0.14396 | 1.1151 | 0.134626 |
18 | 0.09409 | 0.7288 | 0.234475 |
19 | 0.044963 | 0.3483 | 0.364424 |
20 | -0.008722 | -0.0676 | 0.526819 |
21 | -0.060452 | -0.4683 | 0.679352 |
22 | -0.114021 | -0.8832 | 0.809674 |
23 | -0.169275 | -1.3112 | 0.902606 |
24 | -0.218798 | -1.6948 | 0.952351 |
25 | -0.257448 | -1.9942 | 0.974659 |
26 | -0.286224 | -2.2171 | 0.984791 |
27 | -0.31545 | -2.4435 | 0.991247 |
28 | -0.342701 | -2.6545 | 0.994923 |
29 | -0.363541 | -2.816 | 0.996714 |
30 | -0.385815 | -2.9885 | 0.997971 |
31 | -0.41152 | -3.1876 | 0.99886 |
32 | -0.436252 | -3.3792 | 0.999359 |
33 | -0.45196 | -3.5009 | 0.999559 |
34 | -0.460368 | -3.566 | 0.99964 |
35 | -0.466557 | -3.6139 | 0.999691 |
36 | -0.463169 | -3.5877 | 0.999664 |
37 | -0.450308 | -3.4881 | 0.999541 |
38 | -0.4346 | -3.3664 | 0.999333 |
39 | -0.42335 | -3.2793 | 0.999132 |
40 | -0.417189 | -3.2315 | 0.998999 |
41 | -0.410312 | -3.1783 | 0.998829 |
42 | -0.400835 | -3.1049 | 0.998548 |
43 | -0.385282 | -2.9844 | 0.997947 |
44 | -0.367906 | -2.8498 | 0.997006 |
45 | -0.347062 | -2.6883 | 0.995359 |
46 | -0.320749 | -2.4845 | 0.99211 |
47 | -0.286888 | -2.2222 | 0.984975 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.974524 | 7.5486 | 0 |
1 | -0.252097 | -1.9527 | 0.97224 |
2 | 0.006462 | 0.0501 | 0.480123 |
3 | -0.009699 | -0.0751 | 0.52982 |
4 | -0.121272 | -0.9394 | 0.824347 |
5 | -0.049207 | -0.3812 | 0.647782 |
6 | 0.04749 | 0.3679 | 0.357138 |
7 | -0.040099 | -0.3106 | 0.621413 |
8 | -0.090133 | -0.6982 | 0.756116 |
9 | -0.15803 | -1.2241 | 0.887149 |
10 | -0.112597 | -0.8722 | 0.806704 |
11 | -0.112127 | -0.8685 | 0.805717 |
12 | -0.111386 | -0.8628 | 0.804157 |
13 | 0.009468 | 0.0733 | 0.47089 |
14 | 0.026488 | 0.2052 | 0.419065 |
15 | 0.025791 | 0.1998 | 0.421165 |
16 | 0.106081 | 0.8217 | 0.207252 |
17 | -0.075784 | -0.587 | 0.720304 |
18 | -0.022664 | -0.1756 | 0.569383 |
19 | -0.141585 | -1.0967 | 0.861425 |
20 | 0.0367 | 0.2843 | 0.388587 |
21 | -0.100584 | -0.7791 | 0.780515 |
22 | -0.062791 | -0.4864 | 0.685763 |
23 | 0.085609 | 0.6631 | 0.254896 |
24 | 0.099627 | 0.7717 | 0.221658 |
25 | 0.023347 | 0.1808 | 0.42855 |
26 | -0.139809 | -1.083 | 0.858419 |
27 | -0.017685 | -0.137 | 0.554252 |
28 | 0.043677 | 0.3383 | 0.368151 |
29 | -0.15609 | -1.2091 | 0.88431 |
30 | -0.042491 | -0.3291 | 0.628401 |
31 | 0.070546 | 0.5464 | 0.293394 |
32 | 0.108776 | 0.8426 | 0.201407 |
33 | -0.012672 | -0.0982 | 0.538932 |
34 | -0.06676 | -0.5171 | 0.696514 |
35 | 0.123967 | 0.9602 | 0.170392 |
36 | 0.050869 | 0.394 | 0.347478 |
37 | -0.123579 | -0.9572 | 0.828857 |
38 | -0.06882 | -0.5331 | 0.702026 |
39 | -0.059913 | -0.4641 | 0.677866 |
40 | 0.040602 | 0.3145 | 0.377116 |
41 | 0.015437 | 0.1196 | 0.452609 |
42 | 0.067388 | 0.522 | 0.301801 |
43 | -0.026706 | -0.2069 | 0.581591 |
44 | -0.024871 | -0.1926 | 0.576057 |
45 | 0.002625 | 0.0203 | 0.491924 |
46 | 0.062466 | 0.4839 | 0.315123 |
47 | 0.010591 | 0.082 | 0.467444 |