Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.6023 | 0 |
1 | 0.900855 | 7.7494 | 0 |
2 | 0.773645 | 6.6551 | 0 |
3 | 0.637575 | 5.4846 | 0 |
4 | 0.516287 | 4.4413 | 1.5e-05 |
5 | 0.435207 | 3.7438 | 0.000178 |
6 | 0.396916 | 3.4144 | 0.00052 |
7 | 0.387431 | 3.3328 | 0.000672 |
8 | 0.394478 | 3.3934 | 0.000556 |
9 | 0.397357 | 3.4182 | 0.000514 |
10 | 0.382204 | 3.2878 | 0.000773 |
11 | 0.350289 | 3.0133 | 0.001768 |
12 | 0.303285 | 2.609 | 0.005492 |
13 | 0.243435 | 2.0941 | 0.019838 |
14 | 0.184568 | 1.5877 | 0.058308 |
15 | 0.136614 | 1.1752 | 0.121841 |
16 | 0.109203 | 0.9394 | 0.175292 |
17 | 0.097596 | 0.8395 | 0.201933 |
18 | 0.085282 | 0.7336 | 0.232748 |
19 | 0.070808 | 0.6091 | 0.272158 |
20 | 0.047548 | 0.409 | 0.341851 |
21 | 0.006791 | 0.0584 | 0.476787 |
22 | -0.037744 | -0.3247 | 0.626831 |
23 | -0.073367 | -0.6311 | 0.735049 |
24 | -0.094814 | -0.8156 | 0.791334 |
25 | -0.095265 | -0.8195 | 0.792434 |
26 | -0.079404 | -0.6831 | 0.751649 |
27 | -0.061367 | -0.5279 | 0.700426 |
28 | -0.060094 | -0.5169 | 0.696632 |
29 | -0.083676 | -0.7198 | 0.763044 |
30 | -0.113643 | -0.9776 | 0.83427 |
31 | -0.138905 | -1.1949 | 0.88203 |
32 | -0.160739 | -1.3827 | 0.914546 |
33 | -0.171052 | -1.4714 | 0.927295 |
34 | -0.153625 | -1.3215 | 0.904802 |
35 | -0.145908 | -1.2551 | 0.893312 |
36 | -0.114969 | -0.989 | 0.837056 |
37 | -0.075841 | -0.6524 | 0.741921 |
38 | -0.047366 | -0.4075 | 0.657577 |
39 | -0.02532 | -0.2178 | 0.585914 |
40 | 0.000651 | 0.0056 | 0.497773 |
41 | -0.030851 | -0.2654 | 0.604275 |
42 | -0.061313 | -0.5274 | 0.700264 |
43 | -0.093879 | -0.8076 | 0.789038 |
44 | -0.122777 | -1.0562 | 0.852836 |
45 | -0.139793 | -1.2025 | 0.883507 |
46 | -0.144859 | -1.2461 | 0.891675 |
47 | -0.153188 | -1.3178 | 0.904177 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.900855 | 7.7494 | 0 |
1 | -0.20107 | -1.7297 | 0.95607 |
2 | -0.101561 | -0.8737 | 0.807435 |
3 | 0.008336 | 0.0717 | 0.471514 |
4 | 0.124357 | 1.0698 | 0.144103 |
5 | 0.122327 | 1.0523 | 0.148045 |
6 | 0.062757 | 0.5399 | 0.295459 |
7 | 0.046721 | 0.4019 | 0.344455 |
8 | -0.00985 | -0.0847 | 0.533649 |
9 | -0.041066 | -0.3533 | 0.637553 |
10 | -0.018928 | -0.1628 | 0.564449 |
11 | -0.029517 | -0.2539 | 0.599869 |
12 | -0.059624 | -0.5129 | 0.695227 |
13 | -0.026335 | -0.2265 | 0.589299 |
14 | -0.004434 | -0.0381 | 0.515161 |
15 | 0.031419 | 0.2703 | 0.393851 |
16 | 4.4e-05 | 4e-04 | 0.499849 |
17 | -0.068175 | -0.5865 | 0.720326 |
18 | -0.030621 | -0.2634 | 0.603518 |
19 | -0.036788 | -0.3165 | 0.623728 |
20 | -0.076941 | -0.6619 | 0.744946 |
21 | -0.013742 | -0.1182 | 0.54689 |
22 | 0.026306 | 0.2263 | 0.410798 |
23 | 0.021569 | 0.1855 | 0.426656 |
24 | 0.038603 | 0.3321 | 0.370387 |
25 | 0.026537 | 0.2283 | 0.41003 |
26 | -0.014957 | -0.1287 | 0.551015 |
27 | -0.086996 | -0.7484 | 0.771695 |
28 | -0.092525 | -0.7959 | 0.785691 |
29 | 0.031483 | 0.2708 | 0.39364 |
30 | 0.0532 | 0.4576 | 0.324276 |
31 | -0.017375 | -0.1495 | 0.559204 |
32 | -0.009555 | -0.0822 | 0.532643 |
33 | 0.087001 | 0.7484 | 0.228291 |
34 | -0.121108 | -1.0418 | 0.849554 |
35 | 0.115421 | 0.9929 | 0.162 |
36 | 0.060453 | 0.52 | 0.302294 |
37 | -0.015003 | -0.1291 | 0.55117 |
38 | 0.017015 | 0.1464 | 0.442014 |
39 | 0.105809 | 0.9102 | 0.182834 |
40 | -0.282763 | -2.4324 | 0.991292 |
41 | 0.064295 | 0.5531 | 0.290935 |
42 | -0.036342 | -0.3126 | 0.622278 |
43 | -0.045585 | -0.3921 | 0.651957 |
44 | -0.041405 | -0.3562 | 0.638641 |
45 | -0.012823 | -0.1103 | 0.543768 |
46 | -0.10806 | -0.9296 | 0.822191 |
47 | -0.093568 | -0.8049 | 0.788271 |