Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.2956 | 0 |
1 | 0.644697 | 6.6376 | 0 |
2 | 0.62105 | 6.3941 | 0 |
3 | 0.676807 | 6.9682 | 0 |
4 | 0.513519 | 5.287 | 0 |
5 | 0.529669 | 5.4533 | 0 |
6 | 0.551509 | 5.6781 | 0 |
7 | 0.486237 | 5.0061 | 1e-06 |
8 | 0.444041 | 4.5717 | 7e-06 |
9 | 0.572459 | 5.8938 | 0 |
10 | 0.453926 | 4.6735 | 4e-06 |
11 | 0.47308 | 4.8707 | 2e-06 |
12 | 0.553843 | 5.7022 | 0 |
13 | 0.387128 | 3.9857 | 6.2e-05 |
14 | 0.41505 | 4.2732 | 2.1e-05 |
15 | 0.401683 | 4.1356 | 3.6e-05 |
16 | 0.277331 | 2.8553 | 0.002587 |
17 | 0.304585 | 3.1359 | 0.001109 |
18 | 0.306027 | 3.1507 | 0.001059 |
19 | 0.235191 | 2.4214 | 0.008579 |
20 | 0.214903 | 2.2126 | 0.014536 |
21 | 0.261507 | 2.6924 | 0.004124 |
22 | 0.197829 | 2.0368 | 0.022082 |
23 | 0.227466 | 2.3419 | 0.010527 |
24 | 0.247019 | 2.5432 | 0.006214 |
25 | 0.127982 | 1.3177 | 0.095231 |
26 | 0.1171 | 1.2056 | 0.115325 |
27 | 0.060574 | 0.6237 | 0.267099 |
28 | 0.00521 | 0.0536 | 0.47866 |
29 | -0.026493 | -0.2728 | 0.607217 |
30 | -0.019802 | -0.2039 | 0.580578 |
31 | -0.039926 | -0.4111 | 0.659073 |
32 | 0.009226 | 0.095 | 0.462253 |
33 | 0.008781 | 0.0904 | 0.464067 |
34 | -0.039133 | -0.4029 | 0.656084 |
35 | -0.044846 | -0.4617 | 0.677386 |
36 | -0.016868 | -0.1737 | 0.568771 |
37 | -0.072854 | -0.7501 | 0.772564 |
38 | -0.123032 | -1.2667 | 0.89598 |
39 | -0.123869 | -1.2753 | 0.897506 |
40 | -0.210477 | -2.167 | 0.983763 |
41 | -0.208266 | -2.1442 | 0.98285 |
42 | -0.197104 | -2.0293 | 0.977534 |
43 | -0.218462 | -2.2492 | 0.986716 |
44 | -0.227204 | -2.3392 | 0.989401 |
45 | -0.216693 | -2.231 | 0.986106 |
46 | -0.181758 | -1.8713 | 0.967971 |
47 | -0.208655 | -2.1482 | 0.983014 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.644697 | 6.6376 | 0 |
1 | 0.35152 | 3.6191 | 0.000227 |
2 | 0.372031 | 3.8303 | 0.000109 |
3 | -0.096285 | -0.9913 | 0.838105 |
4 | 0.073589 | 0.7576 | 0.225171 |
5 | 0.111983 | 1.1529 | 0.125765 |
6 | 0.066736 | 0.6871 | 0.246764 |
7 | -0.07902 | -0.8136 | 0.791138 |
8 | 0.298669 | 3.075 | 0.001339 |
9 | -0.081022 | -0.8342 | 0.796969 |
10 | 0.098723 | 1.0164 | 0.155874 |
11 | 0.072272 | 0.7441 | 0.229235 |
12 | -0.138756 | -1.4286 | 0.921968 |
13 | -0.044363 | -0.4567 | 0.675605 |
14 | -0.072289 | -0.7443 | 0.770816 |
15 | -0.145386 | -1.4968 | 0.931297 |
16 | 0.030132 | 0.3102 | 0.3785 |
17 | -0.045801 | -0.4716 | 0.680893 |
18 | 0.009466 | 0.0975 | 0.461272 |
19 | -0.10561 | -1.0873 | 0.86032 |
20 | 0.011585 | 0.1193 | 0.45264 |
21 | 0.039521 | 0.4069 | 0.342452 |
22 | 0.057572 | 0.5927 | 0.277308 |
23 | -0.00605 | -0.0623 | 0.524773 |
24 | -0.064902 | -0.6682 | 0.747272 |
25 | -0.155789 | -1.6039 | 0.944149 |
26 | -0.125952 | -1.2968 | 0.901234 |
27 | -0.029279 | -0.3014 | 0.618167 |
28 | -0.095167 | -0.9798 | 0.835292 |
29 | 0.035286 | 0.3633 | 0.358557 |
30 | 0.049152 | 0.506 | 0.306938 |
31 | 0.200462 | 2.0639 | 0.020736 |
32 | -0.022906 | -0.2358 | 0.592989 |
33 | -0.01851 | -0.1906 | 0.575389 |
34 | -0.160214 | -1.6495 | 0.948998 |
35 | 0.140488 | 1.4464 | 0.075506 |
36 | -0.042381 | -0.4363 | 0.668261 |
37 | -0.023069 | -0.2375 | 0.593642 |
38 | -0.051822 | -0.5335 | 0.70261 |
39 | -0.078011 | -0.8032 | 0.788162 |
40 | -0.069695 | -0.7176 | 0.762693 |
41 | 0.00613 | 0.0631 | 0.474897 |
42 | -0.01526 | -0.1571 | 0.562271 |
43 | -0.009775 | -0.1006 | 0.539986 |
44 | -0.067904 | -0.6991 | 0.756995 |
45 | 0.149792 | 1.5422 | 0.063002 |
46 | -0.013614 | -0.1402 | 0.555601 |
47 | 0.037016 | 0.3811 | 0.351946 |