Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.777717 | 6.6448 | 0 |
2 | 0.667956 | 5.707 | 0 |
3 | 0.634233 | 5.4189 | 0 |
4 | 0.537231 | 4.5901 | 9e-06 |
5 | 0.466557 | 3.9863 | 7.9e-05 |
6 | 0.391141 | 3.3419 | 0.000657 |
7 | 0.26343 | 2.2507 | 0.013707 |
8 | 0.198466 | 1.6957 | 0.047102 |
9 | 0.132211 | 1.1296 | 0.131169 |
10 | 0.007068 | 0.0604 | 0.476007 |
11 | -0.078718 | -0.6726 | 0.748328 |
12 | -0.231771 | -1.9803 | 0.974278 |
13 | -0.289015 | -2.4693 | 0.992062 |
14 | -0.296692 | -2.5349 | 0.993305 |
15 | -0.296089 | -2.5298 | 0.993214 |
16 | -0.314041 | -2.6832 | 0.995492 |
17 | -0.330171 | -2.821 | 0.996919 |
18 | -0.310171 | -2.6501 | 0.99507 |
19 | -0.244183 | -2.0863 | 0.979777 |
20 | -0.288731 | -2.4669 | 0.992013 |
21 | -0.267047 | -2.2817 | 0.987286 |
22 | -0.255935 | -2.1867 | 0.984015 |
23 | -0.265711 | -2.2702 | 0.986927 |
24 | -0.203997 | -1.7429 | 0.957223 |
25 | -0.185967 | -1.5889 | 0.941798 |
26 | -0.162271 | -1.3864 | 0.915085 |
27 | -0.137124 | -1.1716 | 0.877414 |
28 | -0.141385 | -1.208 | 0.884526 |
29 | -0.148271 | -1.2668 | 0.895379 |
30 | -0.105848 | -0.9044 | 0.815611 |
31 | -0.132691 | -1.1337 | 0.869689 |
32 | -0.135058 | -1.1539 | 0.873854 |
33 | -0.110229 | -0.9418 | 0.825298 |
34 | -0.09846 | -0.8412 | 0.79852 |
35 | -0.033079 | -0.2826 | 0.610869 |
36 | -0.016905 | -0.1444 | 0.557223 |
37 | -0.02798 | -0.2391 | 0.594135 |
38 | -0.012484 | -0.1067 | 0.542327 |
39 | 0.005833 | 0.0498 | 0.480193 |
40 | 0.008325 | 0.0711 | 0.471744 |
41 | 0.021841 | 0.1866 | 0.426242 |
42 | 0.016684 | 0.1426 | 0.443518 |
43 | 0.014654 | 0.1252 | 0.450353 |
44 | 0.013107 | 0.112 | 0.45557 |
45 | 0.021305 | 0.182 | 0.428031 |
46 | 0.025039 | 0.2139 | 0.415597 |
47 | 0.00335 | 0.0286 | 0.488623 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.777717 | 6.6448 | 0 |
1 | 0.159715 | 1.3646 | 0.088284 |
2 | 0.19089 | 1.631 | 0.053602 |
3 | -0.080103 | -0.6844 | 0.752057 |
4 | 0.003095 | 0.0264 | 0.489486 |
5 | -0.072967 | -0.6234 | 0.732528 |
6 | -0.179264 | -1.5316 | 0.935033 |
7 | -0.004032 | -0.0344 | 0.513693 |
8 | -0.05042 | -0.4308 | 0.666054 |
9 | -0.162544 | -1.3888 | 0.915438 |
10 | -0.08442 | -0.7213 | 0.76348 |
11 | -0.306519 | -2.6189 | 0.994639 |
12 | 0.052976 | 0.4526 | 0.326079 |
13 | 0.047185 | 0.4031 | 0.34401 |
14 | 0.185298 | 1.5832 | 0.058851 |
15 | 0.030417 | 0.2599 | 0.397844 |
16 | -0.032153 | -0.2747 | 0.607845 |
17 | 0.063069 | 0.5389 | 0.295811 |
18 | 0.110049 | 0.9403 | 0.175092 |
19 | -0.235567 | -2.0127 | 0.976082 |
20 | 0.071322 | 0.6094 | 0.272083 |
21 | -0.216272 | -1.8478 | 0.965661 |
22 | -0.073044 | -0.6241 | 0.732742 |
23 | -0.092114 | -0.787 | 0.783093 |
24 | -0.105245 | -0.8992 | 0.814253 |
25 | 0.092591 | 0.7911 | 0.215724 |
26 | -0.023065 | -0.1971 | 0.57784 |
27 | -0.024609 | -0.2103 | 0.582973 |
28 | 0.008174 | 0.0698 | 0.472256 |
29 | 0.016485 | 0.1409 | 0.444187 |
30 | 0.094811 | 0.8101 | 0.210268 |
31 | -0.092704 | -0.7921 | 0.784555 |
32 | 0.016663 | 0.1424 | 0.443591 |
33 | -0.051642 | -0.4412 | 0.669825 |
34 | 0.10143 | 0.8666 | 0.194495 |
35 | -0.048513 | -0.4145 | 0.660135 |
36 | -0.106138 | -0.9068 | 0.816264 |
37 | -0.059299 | -0.5067 | 0.693037 |
38 | 0.038889 | 0.3323 | 0.37032 |
39 | -0.123207 | -1.0527 | 0.852021 |
40 | 0.005797 | 0.0495 | 0.480315 |
41 | -0.07845 | -0.6703 | 0.747602 |
42 | -0.014688 | -0.1255 | 0.549762 |
43 | -0.084953 | -0.7258 | 0.764871 |
44 | -0.045192 | -0.3861 | 0.649734 |
45 | 0.031108 | 0.2658 | 0.395577 |
46 | 0.061683 | 0.527 | 0.299889 |
47 | 0.073827 | 0.6308 | 0.265078 |