Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.559893 | 4.3729 | 2.4e-05 |
2 | 0.474245 | 3.704 | 0.000229 |
3 | 0.564688 | 4.4104 | 2.1e-05 |
4 | 0.525114 | 4.1013 | 6.2e-05 |
5 | 0.45451 | 3.5498 | 0.000375 |
6 | 0.587149 | 4.5858 | 1.1e-05 |
7 | 0.368589 | 2.8788 | 0.002749 |
8 | 0.442734 | 3.4579 | 0.000499 |
9 | 0.35207 | 2.7498 | 0.003918 |
10 | 0.191212 | 1.4934 | 0.070242 |
11 | 0.306525 | 2.394 | 0.009877 |
12 | 0.510076 | 3.9838 | 9.2e-05 |
13 | 0.188566 | 1.4728 | 0.07298 |
14 | 0.158398 | 1.2371 | 0.110391 |
15 | 0.179498 | 1.4019 | 0.083003 |
16 | 0.129079 | 1.0081 | 0.158684 |
17 | 0.103556 | 0.8088 | 0.210886 |
18 | 0.19112 | 1.4927 | 0.070335 |
19 | 0.023487 | 0.1834 | 0.427531 |
20 | 0.079051 | 0.6174 | 0.269631 |
21 | -0.006155 | -0.0481 | 0.519091 |
22 | -0.145772 | -1.1385 | 0.870321 |
23 | -0.022859 | -0.1785 | 0.570553 |
24 | 0.089615 | 0.6999 | 0.243321 |
25 | -0.129389 | -1.0106 | 0.84189 |
26 | -0.124106 | -0.9693 | 0.831888 |
27 | -0.117826 | -0.9203 | 0.819467 |
28 | -0.158617 | -1.2388 | 0.889925 |
29 | -0.148552 | -1.1602 | 0.874761 |
30 | -0.133441 | -1.0422 | 0.849286 |
31 | -0.210425 | -1.6435 | 0.947285 |
32 | -0.132163 | -1.0322 | 0.846979 |
33 | -0.236687 | -1.8486 | 0.965317 |
34 | -0.308532 | -2.4097 | 0.990501 |
35 | -0.225493 | -1.7612 | 0.958389 |
36 | -0.170675 | -1.333 | 0.906258 |
37 | -0.287837 | -2.2481 | 0.985902 |
38 | -0.288443 | -2.2528 | 0.98606 |
39 | -0.274535 | -2.1442 | 0.981994 |
40 | -0.277406 | -2.1666 | 0.98291 |
41 | -0.280015 | -2.187 | 0.983706 |
42 | -0.272736 | -2.1301 | 0.981399 |
43 | -0.286772 | -2.2398 | 0.985619 |
44 | -0.239756 | -1.8726 | 0.967038 |
45 | -0.277657 | -2.1686 | 0.982988 |
46 | -0.298 | -2.3275 | 0.988362 |
47 | -0.242246 | -1.892 | 0.96838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.559893 | 4.3729 | 2.4e-05 |
1 | 0.234174 | 1.829 | 0.036148 |
2 | 0.354813 | 2.7712 | 0.003697 |
3 | 0.162808 | 1.2716 | 0.104176 |
4 | 0.057594 | 0.4498 | 0.327216 |
5 | 0.300865 | 2.3498 | 0.011017 |
6 | -0.252115 | -1.9691 | 0.973254 |
7 | 0.201509 | 1.5738 | 0.060349 |
8 | -0.293922 | -2.2956 | 0.987425 |
9 | -0.25271 | -1.9737 | 0.973527 |
10 | 0.197025 | 1.5388 | 0.064511 |
11 | 0.308823 | 2.412 | 0.009445 |
12 | -0.178959 | -1.3977 | 0.916369 |
13 | -0.198128 | -1.5474 | 0.936534 |
14 | -0.071463 | -0.5581 | 0.710607 |
15 | 0.003719 | 0.029 | 0.488461 |
16 | -0.068302 | -0.5335 | 0.702173 |
17 | 0.09528 | 0.7442 | 0.229818 |
18 | -0.080587 | -0.6294 | 0.734282 |
19 | -0.078153 | -0.6104 | 0.728067 |
20 | 0.032897 | 0.2569 | 0.399048 |
21 | -0.093652 | -0.7314 | 0.766347 |
22 | 0.044433 | 0.347 | 0.36488 |
23 | -0.058713 | -0.4586 | 0.67591 |
24 | 0.039274 | 0.3067 | 0.380043 |
25 | -0.039107 | -0.3054 | 0.619464 |
26 | -0.019057 | -0.1488 | 0.558915 |
27 | 0.085532 | 0.668 | 0.253318 |
28 | -0.125766 | -0.9823 | 0.835075 |
29 | -0.098623 | -0.7703 | 0.777945 |
30 | 0.002451 | 0.0191 | 0.492394 |
31 | 0.039793 | 0.3108 | 0.37851 |
32 | -0.026506 | -0.207 | 0.581657 |
33 | -0.002258 | -0.0176 | 0.507006 |
34 | -0.099949 | -0.7806 | 0.780979 |
35 | -0.069388 | -0.5419 | 0.705081 |
36 | 0.020025 | 0.1564 | 0.438118 |
37 | -0.034084 | -0.2662 | 0.604512 |
38 | 0.023181 | 0.181 | 0.428465 |
39 | -0.012273 | -0.0959 | 0.538026 |
40 | -0.002488 | -0.0194 | 0.507722 |
41 | 0.002939 | 0.023 | 0.49088 |
42 | -0.027236 | -0.2127 | 0.583873 |
43 | -0.043558 | -0.3402 | 0.632563 |
44 | 0.030869 | 0.2411 | 0.405144 |
45 | 0.041021 | 0.3204 | 0.374885 |
46 | 0.006433 | 0.0502 | 0.480047 |
47 | -0.043205 | -0.3374 | 0.631528 |