Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.862203 | 6.6786 | 0 |
2 | 0.709439 | 5.4953 | 0 |
3 | 0.550521 | 4.2643 | 3.6e-05 |
4 | 0.492421 | 3.8143 | 0.000163 |
5 | 0.472376 | 3.659 | 0.000268 |
6 | 0.438254 | 3.3947 | 0.000612 |
7 | 0.374742 | 2.9027 | 0.002584 |
8 | 0.318844 | 2.4698 | 0.008191 |
9 | 0.301765 | 2.3375 | 0.011385 |
10 | 0.351609 | 2.7236 | 0.004223 |
11 | 0.392767 | 3.0424 | 0.00174 |
12 | 0.413331 | 3.2016 | 0.001093 |
13 | 0.335791 | 2.601 | 0.005844 |
14 | 0.242336 | 1.8771 | 0.032683 |
15 | 0.145915 | 1.1302 | 0.131435 |
16 | 0.067885 | 0.5258 | 0.300471 |
17 | 0.022701 | 0.1758 | 0.430504 |
18 | -0.023066 | -0.1787 | 0.570599 |
19 | -0.023883 | -0.185 | 0.573074 |
20 | -0.029672 | -0.2298 | 0.5905 |
21 | -0.018418 | -0.1427 | 0.556483 |
22 | -0.005933 | -0.046 | 0.518251 |
23 | 0.000343 | 0.0027 | 0.498945 |
24 | -0.007529 | -0.0583 | 0.523155 |
25 | -0.057296 | -0.4438 | 0.670613 |
26 | -0.110015 | -0.8522 | 0.801246 |
27 | -0.167412 | -1.2968 | 0.900162 |
28 | -0.207624 | -1.6083 | 0.943485 |
29 | -0.239608 | -1.856 | 0.965816 |
30 | -0.2707 | -2.0968 | 0.979884 |
31 | -0.259185 | -2.0076 | 0.975404 |
32 | -0.238857 | -1.8502 | 0.965393 |
33 | -0.191727 | -1.4851 | 0.928625 |
34 | -0.181901 | -1.409 | 0.918002 |
35 | -0.187279 | -1.4507 | 0.923959 |
36 | -0.215034 | -1.6656 | 0.949501 |
37 | -0.226692 | -1.756 | 0.9579 |
38 | -0.232489 | -1.8008 | 0.961624 |
39 | -0.235389 | -1.8233 | 0.963381 |
40 | -0.279997 | -2.1688 | 0.982966 |
41 | -0.32129 | -2.4887 | 0.992193 |
42 | -0.357376 | -2.7682 | 0.996257 |
43 | -0.313197 | -2.426 | 0.990855 |
44 | -0.26512 | -2.0536 | 0.97781 |
45 | -0.207993 | -1.6111 | 0.943798 |
46 | -0.199793 | -1.5476 | 0.93651 |
47 | -0.199987 | -1.5491 | 0.936691 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.862203 | 6.6786 | 0 |
1 | -0.132325 | -1.025 | 0.845258 |
2 | -0.1111 | -0.8606 | 0.803551 |
3 | 0.304262 | 2.3568 | 0.010857 |
4 | 0.068189 | 0.5282 | 0.299657 |
5 | -0.144123 | -1.1164 | 0.865644 |
6 | -0.02699 | -0.2091 | 0.582448 |
7 | 0.108076 | 0.8372 | 0.202914 |
8 | 0.090833 | 0.7036 | 0.242204 |
9 | 0.188705 | 1.4617 | 0.07452 |
10 | -0.017576 | -0.1361 | 0.553917 |
11 | 0.012379 | 0.0959 | 0.461964 |
12 | -0.231305 | -1.7917 | 0.960886 |
13 | -0.063232 | -0.4898 | 0.686968 |
14 | -0.06615 | -0.5124 | 0.694873 |
15 | -0.192145 | -1.4883 | 0.929052 |
16 | 0.028216 | 0.2186 | 0.413867 |
17 | 0.0016 | 0.0124 | 0.495075 |
18 | 0.179863 | 1.3932 | 0.084348 |
19 | -0.053016 | -0.4107 | 0.658608 |
20 | -0.01885 | -0.146 | 0.5578 |
21 | -0.006638 | -0.0514 | 0.52042 |
22 | -0.043347 | -0.3358 | 0.630891 |
23 | -0.092817 | -0.719 | 0.76252 |
24 | -0.134315 | -1.0404 | 0.848835 |
25 | 0.051114 | 0.3959 | 0.346782 |
26 | -0.016532 | -0.1281 | 0.550735 |
27 | 0.059166 | 0.4583 | 0.324196 |
28 | -0.068361 | -0.5295 | 0.700802 |
29 | -0.038016 | -0.2945 | 0.615293 |
30 | 0.077771 | 0.6024 | 0.274585 |
31 | -0.032036 | -0.2482 | 0.597567 |
32 | 0.026356 | 0.2042 | 0.419461 |
33 | -0.196435 | -1.5216 | 0.933316 |
34 | 0.032575 | 0.2523 | 0.400827 |
35 | -0.035248 | -0.273 | 0.607117 |
36 | 0.13355 | 1.0345 | 0.152533 |
37 | -0.058508 | -0.4532 | 0.673981 |
38 | -0.000982 | -0.0076 | 0.503022 |
39 | -0.138523 | -1.073 | 0.856215 |
40 | -0.023155 | -0.1794 | 0.570871 |
41 | -0.01421 | -0.1101 | 0.543641 |
42 | 0.023737 | 0.1839 | 0.42737 |
43 | -0.009442 | -0.0731 | 0.529031 |
44 | -0.024917 | -0.193 | 0.576196 |
45 | 0.097095 | 0.7521 | 0.227467 |
46 | -0.021246 | -0.1646 | 0.565083 |
47 | -0.043114 | -0.334 | 0.630214 |