Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.957206 | 8.1222 | 0 |
2 | 0.910896 | 7.7292 | 0 |
3 | 0.864117 | 7.3323 | 0 |
4 | 0.816636 | 6.9294 | 0 |
5 | 0.77195 | 6.5502 | 0 |
6 | 0.724452 | 6.1472 | 0 |
7 | 0.674141 | 5.7203 | 0 |
8 | 0.623128 | 5.2874 | 1e-06 |
9 | 0.569536 | 4.8327 | 4e-06 |
10 | 0.518975 | 4.4036 | 1.8e-05 |
11 | 0.468179 | 3.9726 | 8.3e-05 |
12 | 0.41807 | 3.5474 | 0.000344 |
13 | 0.369117 | 3.1321 | 0.001255 |
14 | 0.319696 | 2.7127 | 0.004171 |
15 | 0.26793 | 2.2735 | 0.012991 |
16 | 0.219429 | 1.8619 | 0.033348 |
17 | 0.170929 | 1.4504 | 0.075648 |
18 | 0.125693 | 1.0665 | 0.144871 |
19 | 0.085379 | 0.7245 | 0.235564 |
20 | 0.050521 | 0.4287 | 0.334716 |
21 | 0.015663 | 0.1329 | 0.447319 |
22 | -0.019195 | -0.1629 | 0.564463 |
23 | -0.050788 | -0.4309 | 0.666104 |
24 | -0.052996 | -0.4497 | 0.672856 |
25 | -0.055204 | -0.4684 | 0.679552 |
26 | -0.057412 | -0.4872 | 0.686188 |
27 | -0.059621 | -0.5059 | 0.692763 |
28 | -0.061829 | -0.5246 | 0.699275 |
29 | -0.064037 | -0.5434 | 0.705724 |
30 | -0.066245 | -0.5621 | 0.712106 |
31 | -0.076891 | -0.6524 | 0.741902 |
32 | -0.090583 | -0.7686 | 0.777685 |
33 | -0.10451 | -0.8868 | 0.81093 |
34 | -0.118437 | -1.005 | 0.840862 |
35 | -0.132364 | -1.1231 | 0.867447 |
36 | -0.147229 | -1.2493 | 0.892195 |
37 | -0.163265 | -1.3853 | 0.914889 |
38 | -0.179536 | -1.5234 | 0.933982 |
39 | -0.196744 | -1.6694 | 0.950312 |
40 | -0.214187 | -1.8174 | 0.963344 |
41 | -0.231629 | -1.9654 | 0.973389 |
42 | -0.250009 | -2.1214 | 0.981334 |
43 | -0.269561 | -2.2873 | 0.987441 |
44 | -0.289348 | -2.4552 | 0.991751 |
45 | -0.310071 | -2.631 | 0.994797 |
46 | -0.33103 | -2.8089 | 0.996802 |
47 | -0.351988 | -2.9867 | 0.998074 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.957206 | 8.1222 | 0 |
1 | -0.063839 | -0.5417 | 0.705149 |
2 | -0.028204 | -0.2393 | 0.59423 |
3 | -0.033162 | -0.2814 | 0.610389 |
4 | 0.0081 | 0.0687 | 0.472697 |
5 | -0.061597 | -0.5227 | 0.698595 |
6 | -0.0589 | -0.4998 | 0.690625 |
7 | -0.036397 | -0.3088 | 0.620832 |
8 | -0.060199 | -0.5108 | 0.694476 |
9 | 0.00296 | 0.0251 | 0.490017 |
10 | -0.03985 | -0.3381 | 0.631877 |
11 | -0.024188 | -0.2052 | 0.581019 |
12 | -0.023229 | -0.1971 | 0.577851 |
13 | -0.03768 | -0.3197 | 0.62495 |
14 | -0.066598 | -0.5651 | 0.71312 |
15 | 0.000184 | 0.0016 | 0.49938 |
16 | -0.041572 | -0.3528 | 0.637348 |
17 | -0.004675 | -0.0397 | 0.515768 |
18 | 0.015526 | 0.1317 | 0.447778 |
19 | 0.028325 | 0.2403 | 0.405374 |
20 | -0.041174 | -0.3494 | 0.636086 |
21 | -0.035144 | -0.2982 | 0.616799 |
22 | 0.004452 | 0.0378 | 0.484985 |
23 | 0.318096 | 2.6991 | 0.004329 |
24 | -0.048949 | -0.4153 | 0.660439 |
25 | -0.028724 | -0.2437 | 0.595935 |
26 | -0.023121 | -0.1962 | 0.577493 |
27 | 0.015319 | 0.13 | 0.44847 |
28 | -0.039041 | -0.3313 | 0.629301 |
29 | -0.041904 | -0.3556 | 0.638398 |
30 | -0.139991 | -1.1879 | 0.880605 |
31 | -0.075945 | -0.6444 | 0.739322 |
32 | -0.008889 | -0.0754 | 0.529956 |
33 | -0.03585 | -0.3042 | 0.619073 |
34 | -0.032277 | -0.2739 | 0.607518 |
35 | -0.037221 | -0.3158 | 0.623478 |
36 | -0.038986 | -0.3308 | 0.629125 |
37 | -0.040636 | -0.3448 | 0.634378 |
38 | -0.008743 | -0.0742 | 0.529467 |
39 | -0.049767 | -0.4223 | 0.662962 |
40 | -0.014882 | -0.1263 | 0.550069 |
41 | -0.010074 | -0.0855 | 0.533941 |
42 | 0.000524 | 0.0044 | 0.498233 |
43 | -0.048385 | -0.4106 | 0.658693 |
44 | -0.045433 | -0.3855 | 0.649504 |
45 | -0.023706 | -0.2012 | 0.579428 |
46 | 0.100726 | 0.8547 | 0.19778 |
47 | -0.059917 | -0.5084 | 0.69364 |