Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.942845 | 8.0557 | 0 |
2 | 0.887599 | 7.5836 | 0 |
3 | 0.844614 | 7.2164 | 0 |
4 | 0.80593 | 6.8859 | 0 |
5 | 0.764084 | 6.5283 | 0 |
6 | 0.722694 | 6.1747 | 0 |
7 | 0.675864 | 5.7746 | 0 |
8 | 0.621779 | 5.3125 | 1e-06 |
9 | 0.573643 | 4.9012 | 3e-06 |
10 | 0.525993 | 4.4941 | 1.3e-05 |
11 | 0.48316 | 4.1281 | 4.8e-05 |
12 | 0.445145 | 3.8033 | 0.000147 |
13 | 0.407514 | 3.4818 | 0.000422 |
14 | 0.385617 | 3.2947 | 0.000761 |
15 | 0.366764 | 3.1336 | 0.001243 |
16 | 0.352813 | 3.0144 | 0.00177 |
17 | 0.332191 | 2.8382 | 0.002935 |
18 | 0.304 | 2.5974 | 0.005678 |
19 | 0.274354 | 2.3441 | 0.010899 |
20 | 0.248331 | 2.1217 | 0.018627 |
21 | 0.219816 | 1.8781 | 0.03218 |
22 | 0.194701 | 1.6635 | 0.050247 |
23 | 0.161671 | 1.3813 | 0.085697 |
24 | 0.118915 | 1.016 | 0.15649 |
25 | 0.064624 | 0.5521 | 0.291268 |
26 | 0.020507 | 0.1752 | 0.4307 |
27 | -0.025082 | -0.2143 | 0.584546 |
28 | -0.063706 | -0.5443 | 0.706055 |
29 | -0.098138 | -0.8385 | 0.797753 |
30 | -0.137055 | -1.171 | 0.877297 |
31 | -0.175145 | -1.4964 | 0.930575 |
32 | -0.210748 | -1.8006 | 0.962054 |
33 | -0.246612 | -2.1071 | 0.980725 |
34 | -0.279068 | -2.3844 | 0.990146 |
35 | -0.303852 | -2.5961 | 0.994303 |
36 | -0.329128 | -2.8121 | 0.996841 |
37 | -0.350263 | -2.9926 | 0.998114 |
38 | -0.364414 | -3.1136 | 0.99868 |
39 | -0.377853 | -3.2284 | 0.999067 |
40 | -0.381378 | -3.2585 | 0.999149 |
41 | -0.383701 | -3.2783 | 0.9992 |
42 | -0.383258 | -3.2746 | 0.99919 |
43 | -0.383171 | -3.2738 | 0.999188 |
44 | -0.381005 | -3.2553 | 0.999141 |
45 | -0.378613 | -3.2349 | 0.999085 |
46 | -0.37335 | -3.1899 | 0.998951 |
47 | -0.365003 | -3.1186 | 0.9987 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.942845 | 8.0557 | 0 |
1 | -0.012219 | -0.1044 | 0.541431 |
2 | 0.08143 | 0.6957 | 0.244402 |
3 | 0.018748 | 0.1602 | 0.43659 |
4 | -0.037726 | -0.3223 | 0.625939 |
5 | -0.011937 | -0.102 | 0.540478 |
6 | -0.076096 | -0.6502 | 0.741186 |
7 | -0.09583 | -0.8188 | 0.792208 |
8 | 0.0095 | 0.0812 | 0.467764 |
9 | -0.042881 | -0.3664 | 0.642427 |
10 | 0.01953 | 0.1669 | 0.43397 |
11 | 0.022613 | 0.1932 | 0.423668 |
12 | -0.012848 | -0.1098 | 0.543556 |
13 | 0.139625 | 1.193 | 0.118375 |
14 | 0.018967 | 0.1621 | 0.435855 |
15 | 0.056203 | 0.4802 | 0.316261 |
16 | -0.056354 | -0.4815 | 0.684196 |
17 | -0.098846 | -0.8445 | 0.799436 |
18 | -0.053096 | -0.4536 | 0.674286 |
19 | -0.032855 | -0.2807 | 0.610137 |
20 | -0.079154 | -0.6763 | 0.749504 |
21 | 0.018082 | 0.1545 | 0.438824 |
22 | -0.102852 | -0.8788 | 0.808796 |
23 | -0.084415 | -0.7212 | 0.763468 |
24 | -0.135991 | -1.1619 | 0.875471 |
25 | 0.026991 | 0.2306 | 0.40913 |
26 | -0.048617 | -0.4154 | 0.66046 |
27 | 0.043371 | 0.3706 | 0.356017 |
28 | 0.024956 | 0.2132 | 0.415872 |
29 | -0.055729 | -0.4761 | 0.682303 |
30 | -0.025222 | -0.2155 | 0.585008 |
31 | -0.041075 | -0.3509 | 0.63668 |
32 | -0.076309 | -0.652 | 0.74177 |
33 | -0.025155 | -0.2149 | 0.584789 |
34 | 0.002137 | 0.0183 | 0.49274 |
35 | -0.068554 | -0.5857 | 0.720066 |
36 | 0.001768 | 0.0151 | 0.493994 |
37 | -0.018835 | -0.1609 | 0.563702 |
38 | 0.005153 | 0.044 | 0.482503 |
39 | 0.089063 | 0.761 | 0.224568 |
40 | 0.045012 | 0.3846 | 0.350833 |
41 | 0.053381 | 0.4561 | 0.324841 |
42 | -0.001047 | -0.0089 | 0.503555 |
43 | -0.015764 | -0.1347 | 0.553385 |
44 | -0.020761 | -0.1774 | 0.570149 |
45 | -0.018677 | -0.1596 | 0.563171 |
46 | 0.032561 | 0.2782 | 0.390822 |
47 | 0.015525 | 0.1326 | 0.447421 |