Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.2956 | 0 |
1 | 0.930452 | 9.5796 | 0 |
2 | 0.828983 | 8.5349 | 0 |
3 | 0.749079 | 7.7122 | 0 |
4 | 0.709132 | 7.301 | 0 |
5 | 0.708207 | 7.2914 | 0 |
6 | 0.703004 | 7.2379 | 0 |
7 | 0.673474 | 6.9338 | 0 |
8 | 0.639185 | 6.5808 | 0 |
9 | 0.642924 | 6.6193 | 0 |
10 | 0.682573 | 7.0275 | 0 |
11 | 0.741201 | 7.6311 | 0 |
12 | 0.76572 | 7.8836 | 0 |
13 | 0.681018 | 7.0115 | 0 |
14 | 0.569515 | 5.8635 | 0 |
15 | 0.473706 | 4.8771 | 2e-06 |
16 | 0.416539 | 4.2885 | 2e-05 |
17 | 0.396198 | 4.0791 | 4.4e-05 |
18 | 0.374778 | 3.8586 | 9.8e-05 |
19 | 0.333812 | 3.4368 | 0.000421 |
20 | 0.287901 | 2.9641 | 0.001875 |
21 | 0.277274 | 2.8547 | 0.002591 |
22 | 0.296518 | 3.0528 | 0.001433 |
23 | 0.332365 | 3.4219 | 0.000442 |
24 | 0.336272 | 3.4621 | 0.000387 |
25 | 0.248557 | 2.5591 | 0.005954 |
26 | 0.143284 | 1.4752 | 0.071561 |
27 | 0.053609 | 0.5519 | 0.291078 |
28 | -0.001978 | -0.0204 | 0.508105 |
29 | -0.024713 | -0.2544 | 0.600175 |
30 | -0.048066 | -0.4949 | 0.689142 |
31 | -0.086028 | -0.8857 | 0.81111 |
32 | -0.12695 | -1.307 | 0.902985 |
33 | -0.134827 | -1.3881 | 0.915996 |
34 | -0.115433 | -1.1885 | 0.881344 |
35 | -0.077893 | -0.802 | 0.787815 |
36 | -0.070252 | -0.7233 | 0.764451 |
37 | -0.140665 | -1.4482 | 0.924749 |
38 | -0.221935 | -2.285 | 0.987847 |
39 | -0.28839 | -2.9692 | 0.998153 |
40 | -0.324458 | -3.3405 | 0.999422 |
41 | -0.334487 | -3.4438 | 0.999589 |
42 | -0.344922 | -3.5512 | 0.999713 |
43 | -0.368375 | -3.7927 | 0.999876 |
44 | -0.393107 | -4.0473 | 0.999951 |
45 | -0.386841 | -3.9828 | 0.999937 |
46 | -0.358304 | -3.689 | 0.999821 |
47 | -0.31444 | -3.2374 | 0.999195 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.930452 | 9.5796 | 0 |
1 | -0.27378 | -2.8187 | 0.997123 |
2 | 0.17162 | 1.7669 | 0.040059 |
3 | 0.182736 | 1.8814 | 0.031332 |
4 | 0.198759 | 2.0464 | 0.021598 |
5 | -0.082359 | -0.8479 | 0.800808 |
6 | -0.04947 | -0.5093 | 0.69421 |
7 | 0.101783 | 1.0479 | 0.148529 |
8 | 0.321181 | 3.3068 | 0.000645 |
9 | 0.14636 | 1.5069 | 0.067409 |
10 | 0.180956 | 1.8631 | 0.032612 |
11 | -0.116701 | -1.2015 | 0.883884 |
12 | -0.688076 | -7.0842 | 1 |
13 | 0.015926 | 0.164 | 0.435032 |
14 | -0.161791 | -1.6657 | 0.950641 |
15 | -0.067025 | -0.6901 | 0.754169 |
16 | -0.058238 | -0.5996 | 0.724971 |
17 | 0.00962 | 0.099 | 0.460644 |
18 | 0.026199 | 0.2697 | 0.393942 |
19 | -0.03768 | -0.3879 | 0.65058 |
20 | 0.00939 | 0.0967 | 0.461581 |
21 | -0.061263 | -0.6307 | 0.735218 |
22 | -0.009798 | -0.1009 | 0.540079 |
23 | -0.011238 | -0.1157 | 0.545947 |
24 | -0.142327 | -1.4653 | 0.927106 |
25 | 0.104978 | 1.0808 | 0.141116 |
26 | 0.006234 | 0.0642 | 0.474474 |
27 | -0.060492 | -0.6228 | 0.732623 |
28 | -0.01634 | -0.1682 | 0.566641 |
29 | -0.04877 | -0.5021 | 0.691689 |
30 | 0.021338 | 0.2197 | 0.413267 |
31 | -0.039329 | -0.4049 | 0.656821 |
32 | 0.001862 | 0.0192 | 0.492372 |
33 | 0.0462 | 0.4757 | 0.31765 |
34 | 0.086324 | 0.8888 | 0.188071 |
35 | 0.023227 | 0.2391 | 0.40573 |
36 | -0.038137 | -0.3926 | 0.652316 |
37 | 0.059948 | 0.6172 | 0.269213 |
38 | 0.01726 | 0.1777 | 0.429649 |
39 | -0.030738 | -0.3165 | 0.623864 |
40 | -0.052371 | -0.5392 | 0.704558 |
41 | 0.013857 | 0.1427 | 0.443412 |
42 | -0.017051 | -0.1755 | 0.569507 |
43 | -0.001461 | -0.015 | 0.505985 |
44 | -0.021106 | -0.2173 | 0.585803 |
45 | -0.039978 | -0.4116 | 0.659268 |
46 | -0.035222 | -0.3626 | 0.641199 |
47 | 0.066913 | 0.6889 | 0.246191 |