Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6954 | 0 |
1 | 0.477958 | 4.634 | 6e-06 |
2 | 0.370911 | 3.5961 | 0.000259 |
3 | 0.182327 | 1.7677 | 0.040176 |
4 | -0.026156 | -0.2536 | 0.599818 |
5 | 0.05994 | 0.5811 | 0.281269 |
6 | 0.093037 | 0.902 | 0.184673 |
7 | 0.034749 | 0.3369 | 0.368472 |
8 | 0.12517 | 1.2136 | 0.113978 |
9 | 0.01241 | 0.1203 | 0.452243 |
10 | -0.259754 | -2.5184 | 0.993261 |
11 | -0.371105 | -3.598 | 0.999743 |
12 | -0.525719 | -5.097 | 0.999999 |
13 | -0.362478 | -3.5144 | 0.99966 |
14 | -0.135688 | -1.3155 | 0.904237 |
15 | -0.001863 | -0.0181 | 0.507186 |
16 | 0.011759 | 0.114 | 0.454736 |
17 | 0.05207 | 0.5048 | 0.307428 |
18 | 0.019949 | 0.1934 | 0.423528 |
19 | -0.074018 | -0.7176 | 0.762619 |
20 | 0.011171 | 0.1083 | 0.456992 |
21 | 0.038545 | 0.3737 | 0.35473 |
22 | 0.137222 | 1.3304 | 0.093299 |
23 | 0.39055 | 3.7865 | 0.000135 |
24 | 0.327998 | 3.1801 | 0.000997 |
25 | 0.268956 | 2.6076 | 0.005302 |
26 | 0.188758 | 1.8301 | 0.035204 |
27 | -0.047495 | -0.4605 | 0.676883 |
28 | -0.018433 | -0.1787 | 0.570725 |
29 | -0.004547 | -0.0441 | 0.517534 |
30 | -0.096281 | -0.9335 | 0.823518 |
31 | 0.009097 | 0.0882 | 0.464951 |
32 | -0.041478 | -0.4021 | 0.655755 |
33 | -0.11572 | -1.1219 | 0.867628 |
34 | -0.189225 | -1.8346 | 0.965136 |
35 | -0.328446 | -3.1844 | 0.999016 |
36 | -0.433312 | -4.2011 | 0.99997 |
37 | -0.335002 | -3.248 | 0.999194 |
38 | -0.21805 | -2.1141 | 0.981422 |
39 | -0.139865 | -1.356 | 0.910833 |
40 | -0.011747 | -0.1139 | 0.545218 |
41 | -0.04 | -0.3878 | 0.650485 |
42 | -0.054054 | -0.5241 | 0.699269 |
43 | -0.003859 | -0.0374 | 0.514883 |
44 | -0.103566 | -1.0041 | 0.841048 |
45 | -0.055465 | -0.5378 | 0.703991 |
46 | 0.116941 | 1.1338 | 0.129884 |
47 | 0.160722 | 1.5583 | 0.061266 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.477958 | 4.634 | 6e-06 |
1 | 0.18465 | 1.7902 | 0.038317 |
2 | -0.067726 | -0.6566 | 0.743487 |
3 | -0.195998 | -1.9003 | 0.969769 |
4 | 0.159324 | 1.5447 | 0.062889 |
5 | 0.142756 | 1.3841 | 0.084808 |
6 | -0.105175 | -1.0197 | 0.844759 |
7 | 0.054798 | 0.5313 | 0.298238 |
8 | -0.049574 | -0.4806 | 0.684055 |
9 | -0.387077 | -3.7528 | 0.999849 |
10 | -0.288084 | -2.7931 | 0.996837 |
11 | -0.184384 | -1.7877 | 0.961474 |
12 | 0.149852 | 1.4529 | 0.074795 |
13 | 0.195099 | 1.8916 | 0.030815 |
14 | 0.147607 | 1.4311 | 0.077859 |
15 | -0.098797 | -0.9579 | 0.829707 |
16 | 0.026109 | 0.2531 | 0.400356 |
17 | 0.188447 | 1.8271 | 0.035432 |
18 | -0.062589 | -0.6068 | 0.727285 |
19 | 0.045524 | 0.4414 | 0.329978 |
20 | 0.032883 | 0.3188 | 0.375286 |
21 | -0.185557 | -1.799 | 0.962389 |
22 | 0.078809 | 0.7641 | 0.223365 |
23 | 0.056731 | 0.55 | 0.291803 |
24 | 0.084133 | 0.8157 | 0.208366 |
25 | 0.062461 | 0.6056 | 0.273127 |
26 | -0.128707 | -1.2479 | 0.89241 |
27 | -0.054612 | -0.5295 | 0.701139 |
28 | 0.038675 | 0.375 | 0.354263 |
29 | -0.046857 | -0.4543 | 0.674669 |
30 | -0.084238 | -0.8167 | 0.791922 |
31 | -0.083127 | -0.8059 | 0.788847 |
32 | 0.018857 | 0.1828 | 0.427663 |
33 | -0.136998 | -1.3282 | 0.906343 |
34 | -0.019258 | -0.1867 | 0.573857 |
35 | -0.117401 | -1.1382 | 0.871044 |
36 | -0.098616 | -0.9561 | 0.829268 |
37 | 0.070072 | 0.6794 | 0.249284 |
38 | -0.017572 | -0.1704 | 0.567457 |
39 | 0.059103 | 0.573 | 0.283999 |
40 | -0.024246 | -0.2351 | 0.592667 |
41 | -0.071171 | -0.69 | 0.754062 |
42 | 0.001463 | 0.0142 | 0.494358 |
43 | -0.163146 | -1.5818 | 0.941468 |
44 | 0.008412 | 0.0816 | 0.467587 |
45 | 0.013764 | 0.1334 | 0.447062 |
46 | -0.040267 | -0.3904 | 0.651439 |
47 | -0.135326 | -1.312 | 0.903648 |