Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.6023 | 0 |
1 | 0.95098 | 8.1806 | 0 |
2 | 0.902331 | 7.7621 | 0 |
3 | 0.867338 | 7.4611 | 0 |
4 | 0.83127 | 7.1509 | 0 |
5 | 0.800539 | 6.8865 | 0 |
6 | 0.765284 | 6.5832 | 0 |
7 | 0.736045 | 6.3317 | 0 |
8 | 0.703981 | 6.0559 | 0 |
9 | 0.655837 | 5.6417 | 0 |
10 | 0.608315 | 5.2329 | 1e-06 |
11 | 0.571884 | 4.9195 | 3e-06 |
12 | 0.540582 | 4.6503 | 7e-06 |
13 | 0.498782 | 4.2907 | 2.7e-05 |
14 | 0.452498 | 3.8925 | 0.000108 |
15 | 0.42193 | 3.6296 | 0.00026 |
16 | 0.393432 | 3.3844 | 0.000572 |
17 | 0.349584 | 3.0072 | 0.0018 |
18 | 0.310025 | 2.6669 | 0.004698 |
19 | 0.274799 | 2.3639 | 0.010355 |
20 | 0.239699 | 2.062 | 0.021361 |
21 | 0.195757 | 1.684 | 0.048201 |
22 | 0.147975 | 1.2729 | 0.103515 |
23 | 0.115162 | 0.9907 | 0.16254 |
24 | 0.084778 | 0.7293 | 0.234063 |
25 | 0.043042 | 0.3703 | 0.356123 |
26 | -0.002385 | -0.0205 | 0.508157 |
27 | -0.050326 | -0.4329 | 0.666833 |
28 | -0.097348 | -0.8374 | 0.797474 |
29 | -0.135299 | -1.1639 | 0.875895 |
30 | -0.180051 | -1.5489 | 0.937159 |
31 | -0.214517 | -1.8453 | 0.965506 |
32 | -0.23943 | -2.0597 | 0.978525 |
33 | -0.272037 | -2.3401 | 0.989013 |
34 | -0.307278 | -2.6433 | 0.994992 |
35 | -0.335354 | -2.8848 | 0.997436 |
36 | -0.362751 | -3.1205 | 0.998713 |
37 | -0.386264 | -3.3228 | 0.999306 |
38 | -0.402762 | -3.4647 | 0.999557 |
39 | -0.410187 | -3.5286 | 0.999639 |
40 | -0.412902 | -3.5519 | 0.999665 |
41 | -0.407889 | -3.5088 | 0.999615 |
42 | -0.406701 | -3.4986 | 0.999602 |
43 | -0.413329 | -3.5556 | 0.999669 |
44 | -0.41611 | -3.5795 | 0.999694 |
45 | -0.413414 | -3.5563 | 0.99967 |
46 | -0.412563 | -3.549 | 0.999662 |
47 | -0.403446 | -3.4706 | 0.999565 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.95098 | 8.1806 | 0 |
1 | -0.021251 | -0.1828 | 0.572277 |
2 | 0.117301 | 1.0091 | 0.158118 |
3 | -0.029934 | -0.2575 | 0.601247 |
4 | 0.056269 | 0.484 | 0.314893 |
5 | -0.068864 | -0.5924 | 0.722304 |
6 | 0.063764 | 0.5485 | 0.292495 |
7 | -0.064904 | -0.5583 | 0.710847 |
8 | -0.163616 | -1.4075 | 0.918264 |
9 | -0.039996 | -0.3441 | 0.63411 |
10 | 0.05966 | 0.5132 | 0.304664 |
11 | 0.024079 | 0.2071 | 0.418237 |
12 | -0.123406 | -1.0616 | 0.854061 |
13 | -0.056087 | -0.4825 | 0.684555 |
14 | 0.112562 | 0.9683 | 0.168026 |
15 | 0.003142 | 0.027 | 0.489255 |
16 | -0.144001 | -1.2387 | 0.890322 |
17 | 0.022292 | 0.1918 | 0.424227 |
18 | -0.026652 | -0.2293 | 0.590354 |
19 | -0.034804 | -0.2994 | 0.617261 |
20 | -0.101465 | -0.8728 | 0.807211 |
21 | -0.043435 | -0.3736 | 0.645131 |
22 | 0.044058 | 0.379 | 0.352886 |
23 | -0.023844 | -0.2051 | 0.580977 |
24 | -0.083348 | -0.717 | 0.762181 |
25 | -0.063953 | -0.5501 | 0.708063 |
26 | -0.126515 | -1.0883 | 0.860007 |
27 | -0.07086 | -0.6096 | 0.727989 |
28 | 0.116139 | 0.9991 | 0.160509 |
29 | -0.117818 | -1.0135 | 0.84294 |
30 | -0.012938 | -0.1113 | 0.544158 |
31 | 0.046314 | 0.3984 | 0.345739 |
32 | -0.002542 | -0.0219 | 0.508693 |
33 | -0.065608 | -0.5644 | 0.7129 |
34 | 0.016516 | 0.1421 | 0.443704 |
35 | -0.072188 | -0.621 | 0.731741 |
36 | 0.038227 | 0.3288 | 0.371603 |
37 | 0.065958 | 0.5674 | 0.286083 |
38 | 0.047286 | 0.4068 | 0.342675 |
39 | 0.012506 | 0.1076 | 0.457311 |
40 | 0.109912 | 0.9455 | 0.17374 |
41 | -0.011142 | -0.0959 | 0.538051 |
42 | -0.073622 | -0.6333 | 0.73576 |
43 | -0.036679 | -0.3155 | 0.623373 |
44 | 0.042851 | 0.3686 | 0.356733 |
45 | 0.010217 | 0.0879 | 0.465099 |
46 | 0.026877 | 0.2312 | 0.408897 |
47 | -0.095873 | -0.8247 | 0.793912 |