Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.6023 | 0 |
1 | 0.814351 | 7.0053 | 0 |
2 | 0.561333 | 4.8288 | 4e-06 |
3 | 0.259687 | 2.2339 | 0.014255 |
4 | 0.122503 | 1.0538 | 0.147699 |
5 | 0.06302 | 0.5421 | 0.294683 |
6 | 0.066204 | 0.5695 | 0.285367 |
7 | 0.061807 | 0.5317 | 0.29827 |
8 | 0.001983 | 0.0171 | 0.493218 |
9 | -0.129708 | -1.1158 | 0.865939 |
10 | -0.349727 | -3.0085 | 0.998206 |
11 | -0.53103 | -4.5681 | 0.99999 |
12 | -0.611281 | -5.2584 | 0.999999 |
13 | -0.507901 | -4.3691 | 0.99998 |
14 | -0.343366 | -2.9537 | 0.997897 |
15 | -0.165301 | -1.422 | 0.920382 |
16 | -0.092956 | -0.7996 | 0.786759 |
17 | -0.067377 | -0.5796 | 0.718027 |
18 | -0.091515 | -0.7872 | 0.783172 |
19 | -0.115808 | -0.9962 | 0.838804 |
20 | -0.095521 | -0.8217 | 0.793057 |
21 | -0.010107 | -0.0869 | 0.534526 |
22 | 0.145421 | 1.251 | 0.107445 |
23 | 0.313785 | 2.6993 | 0.004303 |
24 | 0.394577 | 3.3943 | 0.000554 |
25 | 0.370327 | 3.1857 | 0.001057 |
26 | 0.262689 | 2.2597 | 0.013391 |
27 | 0.135745 | 1.1677 | 0.123333 |
28 | 0.048514 | 0.4173 | 0.338822 |
29 | 0.029587 | 0.2545 | 0.399901 |
30 | 0.040072 | 0.3447 | 0.365645 |
31 | 0.068393 | 0.5883 | 0.279049 |
32 | 0.03268 | 0.2811 | 0.3897 |
33 | -0.02744 | -0.2361 | 0.592977 |
34 | -0.153459 | -1.3201 | 0.904566 |
35 | -0.243152 | -2.0917 | 0.98005 |
36 | -0.297456 | -2.5588 | 0.993727 |
37 | -0.262322 | -2.2566 | 0.986506 |
38 | -0.156973 | -1.3503 | 0.909487 |
39 | -0.057184 | -0.4919 | 0.687883 |
40 | 0.026174 | 0.2252 | 0.41124 |
41 | 0.020166 | 0.1735 | 0.431376 |
42 | -0.005637 | -0.0485 | 0.519273 |
43 | -0.046556 | -0.4005 | 0.655026 |
44 | -0.025501 | -0.2194 | 0.586516 |
45 | 0.020129 | 0.1732 | 0.431499 |
46 | 0.091505 | 0.7872 | 0.216852 |
47 | 0.13131 | 1.1296 | 0.131153 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.814351 | 7.0053 | 0 |
1 | -0.302332 | -2.6008 | 0.994387 |
2 | -0.292223 | -2.5138 | 0.992941 |
3 | 0.370644 | 3.1884 | 0.001049 |
4 | -0.025325 | -0.2179 | 0.585928 |
5 | -0.142569 | -1.2264 | 0.888036 |
6 | 0.078453 | 0.6749 | 0.250928 |
7 | -0.186469 | -1.6041 | 0.943521 |
8 | -0.277587 | -2.3879 | 0.990251 |
9 | -0.327214 | -2.8148 | 0.996875 |
10 | -0.042595 | -0.3664 | 0.642449 |
11 | 0.045634 | 0.3926 | 0.347888 |
12 | 0.128792 | 1.1079 | 0.135745 |
13 | -0.049167 | -0.423 | 0.663221 |
14 | 0.045044 | 0.3875 | 0.349757 |
15 | -0.049266 | -0.4238 | 0.663531 |
16 | 0.030424 | 0.2617 | 0.397134 |
17 | 0.002206 | 0.019 | 0.492455 |
18 | -0.167744 | -1.443 | 0.923378 |
19 | 0.009539 | 0.0821 | 0.46741 |
20 | 0.022659 | 0.1949 | 0.422994 |
21 | -0.014627 | -0.1258 | 0.549895 |
22 | 0.208854 | 1.7966 | 0.038237 |
23 | -0.073408 | -0.6315 | 0.735164 |
24 | 0.021578 | 0.1856 | 0.426626 |
25 | 0.041683 | 0.3586 | 0.36047 |
26 | -0.16717 | -1.4381 | 0.922682 |
27 | -0.016672 | -0.1434 | 0.556823 |
28 | 0.110112 | 0.9472 | 0.173306 |
29 | -0.225628 | -1.9409 | 0.971962 |
30 | 0.040914 | 0.352 | 0.362935 |
31 | -0.112738 | -0.9698 | 0.83235 |
32 | 0.088647 | 0.7626 | 0.224071 |
33 | 0.040977 | 0.3525 | 0.362734 |
34 | -0.007491 | -0.0644 | 0.525604 |
35 | 0.048494 | 0.4172 | 0.338885 |
36 | 0.015348 | 0.132 | 0.447659 |
37 | 0.045632 | 0.3925 | 0.347894 |
38 | -0.027635 | -0.2377 | 0.593623 |
39 | -0.002907 | -0.025 | 0.509943 |
40 | -0.083886 | -0.7216 | 0.763596 |
41 | -0.017692 | -0.1522 | 0.560276 |
42 | 0.01429 | 0.1229 | 0.451251 |
43 | 0.014106 | 0.1213 | 0.451873 |
44 | 0.051521 | 0.4432 | 0.329458 |
45 | -0.164374 | -1.414 | 0.919223 |
46 | 0.031112 | 0.2676 | 0.394861 |
47 | 0.041282 | 0.3551 | 0.361753 |