Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.2956 | 0 |
1 | 0.820639 | 8.449 | 0 |
2 | 0.730496 | 7.5209 | 0 |
3 | 0.765574 | 7.8821 | 0 |
4 | 0.663879 | 6.835 | 0 |
5 | 0.672805 | 6.927 | 0 |
6 | 0.747273 | 7.6936 | 0 |
7 | 0.617763 | 6.3603 | 0 |
8 | 0.542731 | 5.5878 | 0 |
9 | 0.561468 | 5.7807 | 0 |
10 | 0.443 | 4.561 | 7e-06 |
11 | 0.474703 | 4.8874 | 2e-06 |
12 | 0.57967 | 5.9681 | 0 |
13 | 0.443292 | 4.564 | 7e-06 |
14 | 0.360966 | 3.7164 | 0.000162 |
15 | 0.380005 | 3.9124 | 8.1e-05 |
16 | 0.286937 | 2.9542 | 0.001931 |
17 | 0.298856 | 3.0769 | 0.001331 |
18 | 0.366412 | 3.7724 | 0.000133 |
19 | 0.254749 | 2.6228 | 0.005003 |
20 | 0.20161 | 2.0757 | 0.020171 |
21 | 0.214272 | 2.2061 | 0.014769 |
22 | 0.12974 | 1.3358 | 0.092245 |
23 | 0.165849 | 1.7075 | 0.045326 |
24 | 0.254712 | 2.6224 | 0.005008 |
25 | 0.163309 | 1.6814 | 0.047818 |
26 | 0.107266 | 1.1044 | 0.135966 |
27 | 0.129808 | 1.3365 | 0.092131 |
28 | 0.066607 | 0.6858 | 0.247181 |
29 | 0.089811 | 0.9247 | 0.17862 |
30 | 0.148916 | 1.5332 | 0.064105 |
31 | 0.077069 | 0.7935 | 0.214636 |
32 | 0.031845 | 0.3279 | 0.371829 |
33 | 0.043506 | 0.4479 | 0.32756 |
34 | -0.028802 | -0.2965 | 0.6163 |
35 | -0.001782 | -0.0183 | 0.507301 |
36 | 0.079308 | 0.8165 | 0.208014 |
37 | 0.012159 | 0.1252 | 0.450307 |
38 | -0.04193 | -0.4317 | 0.666582 |
39 | -0.020699 | -0.2131 | 0.584173 |
40 | -0.062669 | -0.6452 | 0.739908 |
41 | -0.051902 | -0.5344 | 0.702895 |
42 | 0.00346 | 0.0356 | 0.485827 |
43 | -0.045226 | -0.4656 | 0.678783 |
44 | -0.077863 | -0.8016 | 0.787724 |
45 | -0.058639 | -0.6037 | 0.726342 |
46 | -0.107298 | -1.1047 | 0.864105 |
47 | -0.088326 | -0.9094 | 0.817392 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.820639 | 8.449 | 0 |
1 | 0.174699 | 1.7986 | 0.037461 |
2 | 0.402617 | 4.1452 | 3.4e-05 |
3 | -0.224692 | -2.3133 | 0.988683 |
4 | 0.366624 | 3.7746 | 0.000132 |
5 | 0.17069 | 1.7574 | 0.040871 |
6 | -0.30724 | -3.1632 | 0.998982 |
7 | -0.104562 | -1.0765 | 0.857933 |
8 | 0.00634 | 0.0653 | 0.474037 |
9 | -0.188512 | -1.9408 | 0.972534 |
10 | 0.344523 | 3.5471 | 0.000291 |
11 | 0.16372 | 1.6856 | 0.047407 |
12 | -0.299261 | -3.0811 | 0.998686 |
13 | -0.178459 | -1.8373 | 0.96552 |
14 | 0.041478 | 0.427 | 0.335107 |
15 | 0.092162 | 0.9489 | 0.172423 |
16 | 0.020727 | 0.2134 | 0.415712 |
17 | -0.118886 | -1.224 | 0.888168 |
18 | -0.060487 | -0.6227 | 0.732606 |
19 | 0.017244 | 0.1775 | 0.429714 |
20 | 0.053059 | 0.5463 | 0.293011 |
21 | 0.147162 | 1.5151 | 0.066358 |
22 | 0.012312 | 0.1268 | 0.449686 |
23 | -0.076879 | -0.7915 | 0.784796 |
24 | -0.034206 | -0.3522 | 0.637295 |
25 | -0.026357 | -0.2714 | 0.60668 |
26 | 0.088876 | 0.915 | 0.181126 |
27 | 0.006196 | 0.0638 | 0.47463 |
28 | -0.092168 | -0.9489 | 0.827593 |
29 | -0.113381 | -1.1673 | 0.877152 |
30 | 0.077816 | 0.8012 | 0.212414 |
31 | -0.011713 | -0.1206 | 0.547878 |
32 | 0.089035 | 0.9167 | 0.180698 |
33 | -0.159243 | -1.6395 | 0.947964 |
34 | 0.000616 | 0.0063 | 0.497476 |
35 | 0.055241 | 0.5687 | 0.285369 |
36 | 0.043764 | 0.4506 | 0.326607 |
37 | -0.092927 | -0.9567 | 0.829562 |
38 | 0.05202 | 0.5356 | 0.296685 |
39 | -0.050269 | -0.5176 | 0.697075 |
40 | 0.00037 | 0.0038 | 0.498482 |
41 | -0.048763 | -0.502 | 0.69166 |
42 | 0.081233 | 0.8363 | 0.20242 |
43 | 0.002694 | 0.0277 | 0.488964 |
44 | 0.025993 | 0.2676 | 0.394758 |
45 | -0.03858 | -0.3972 | 0.653993 |
46 | 0.049361 | 0.5082 | 0.306183 |
47 | -0.020691 | -0.213 | 0.584143 |