Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.912308 | 7.7948 | 0 |
2 | 0.785179 | 6.7086 | 0 |
3 | 0.676159 | 5.7771 | 0 |
4 | 0.604427 | 5.1642 | 1e-06 |
5 | 0.573941 | 4.9038 | 3e-06 |
6 | 0.537913 | 4.5959 | 9e-06 |
7 | 0.473186 | 4.0429 | 6.5e-05 |
8 | 0.399627 | 3.4144 | 0.000523 |
9 | 0.377702 | 3.2271 | 0.000937 |
10 | 0.401449 | 3.43 | 0.000498 |
11 | 0.458255 | 3.9153 | 0.000101 |
12 | 0.484761 | 4.1418 | 4.6e-05 |
13 | 0.394331 | 3.3692 | 0.000604 |
14 | 0.272712 | 2.33 | 0.011286 |
15 | 0.168964 | 1.4436 | 0.076561 |
16 | 0.104127 | 0.8897 | 0.188285 |
17 | 0.076378 | 0.6526 | 0.25804 |
18 | 0.043459 | 0.3713 | 0.355739 |
19 | -0.01006 | -0.0859 | 0.534129 |
20 | -0.068859 | -0.5883 | 0.720936 |
21 | -0.085796 | -0.733 | 0.76706 |
22 | -0.063874 | -0.5457 | 0.706546 |
23 | -0.014753 | -0.1261 | 0.549981 |
24 | 0.011072 | 0.0946 | 0.462447 |
25 | -0.056288 | -0.4809 | 0.683996 |
26 | -0.150455 | -1.2855 | 0.898658 |
27 | -0.226976 | -1.9393 | 0.971834 |
28 | -0.270241 | -2.3089 | 0.98811 |
29 | -0.284483 | -2.4306 | 0.991235 |
30 | -0.302106 | -2.5812 | 0.994073 |
31 | -0.332138 | -2.8378 | 0.997061 |
32 | -0.366789 | -3.1338 | 0.998758 |
33 | -0.367625 | -3.141 | 0.998784 |
34 | -0.338351 | -2.8909 | 0.997471 |
35 | -0.285669 | -2.4408 | 0.991459 |
36 | -0.243314 | -2.0789 | 0.979428 |
37 | -0.27255 | -2.3287 | 0.988676 |
38 | -0.319675 | -2.7313 | 0.996048 |
39 | -0.353849 | -3.0233 | 0.998276 |
40 | -0.360708 | -3.0819 | 0.998549 |
41 | -0.34939 | -2.9852 | 0.998073 |
42 | -0.340493 | -2.9092 | 0.9976 |
43 | -0.345225 | -2.9496 | 0.997863 |
44 | -0.356053 | -3.0421 | 0.998369 |
45 | -0.338436 | -2.8916 | 0.997477 |
46 | -0.30028 | -2.5656 | 0.993824 |
47 | -0.241916 | -2.0669 | 0.978856 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.912308 | 7.7948 | 0 |
1 | -0.281026 | -2.4011 | 0.990553 |
2 | 0.096539 | 0.8248 | 0.206079 |
3 | 0.111312 | 0.951 | 0.172359 |
4 | 0.142119 | 1.2143 | 0.114281 |
5 | -0.124796 | -1.0663 | 0.85509 |
6 | -0.115753 | -0.989 | 0.837033 |
7 | 0.016045 | 0.1371 | 0.445668 |
8 | 0.311727 | 2.6634 | 0.004756 |
9 | 0.085458 | 0.7301 | 0.233818 |
10 | 0.14863 | 1.2699 | 0.104078 |
11 | -0.166058 | -1.4188 | 0.919893 |
12 | -0.578441 | -4.9422 | 0.999998 |
13 | 0.042667 | 0.3645 | 0.358251 |
14 | 0.03628 | 0.31 | 0.378732 |
15 | 0.019456 | 0.1662 | 0.434216 |
16 | 0.022454 | 0.1918 | 0.424198 |
17 | -0.034806 | -0.2974 | 0.616492 |
18 | 0.112021 | 0.9571 | 0.170835 |
19 | 0.023513 | 0.2009 | 0.420669 |
20 | -0.089235 | -0.7624 | 0.775869 |
21 | -0.091805 | -0.7844 | 0.782322 |
22 | -0.075135 | -0.642 | 0.738544 |
23 | 0.034731 | 0.2967 | 0.383754 |
24 | -0.14525 | -1.241 | 0.890713 |
25 | -0.018696 | -0.1597 | 0.563238 |
26 | 0.047621 | 0.4069 | 0.342645 |
27 | -0.023495 | -0.2007 | 0.57927 |
28 | -0.018077 | -0.1545 | 0.56116 |
29 | -0.029554 | -0.2525 | 0.599321 |
30 | 0.027786 | 0.2374 | 0.406503 |
31 | -0.020872 | -0.1783 | 0.570522 |
32 | -0.07564 | -0.6463 | 0.739933 |
33 | -0.070269 | -0.6004 | 0.724944 |
34 | -0.002717 | -0.0232 | 0.509229 |
35 | 0.111588 | 0.9534 | 0.171764 |
36 | -0.034355 | -0.2935 | 0.615024 |
37 | 0.022753 | 0.1944 | 0.423199 |
38 | -0.017506 | -0.1496 | 0.559242 |
39 | 0.017338 | 0.1481 | 0.441323 |
40 | -0.053608 | -0.458 | 0.675854 |
41 | -0.034031 | -0.2908 | 0.613972 |
42 | -0.083897 | -0.7168 | 0.762112 |
43 | 0.014793 | 0.1264 | 0.449885 |
44 | 0.043231 | 0.3694 | 0.356462 |
45 | 0.005636 | 0.0482 | 0.480861 |
46 | 0.00779 | 0.0666 | 0.473558 |
47 | 0.021105 | 0.1803 | 0.428702 |