Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.619799 | 5.1484 | 1e-06 |
2 | 0.471197 | 3.9141 | 0.000105 |
3 | 0.429187 | 3.5651 | 0.000333 |
4 | 0.452893 | 3.762 | 0.000175 |
5 | 0.343835 | 2.8561 | 0.002831 |
6 | 0.203274 | 1.6885 | 0.047913 |
7 | 0.129994 | 1.0798 | 0.141993 |
8 | -0.011284 | -0.0937 | 0.537203 |
9 | 0.107722 | 0.8948 | 0.187 |
10 | -0.00195 | -0.0162 | 0.50644 |
11 | -0.074133 | -0.6158 | 0.729972 |
12 | -0.233684 | -1.9411 | 0.971836 |
13 | -0.133712 | -1.1107 | 0.864723 |
14 | -0.075873 | -0.6302 | 0.734692 |
15 | -0.076823 | -0.6381 | 0.737253 |
16 | -0.021156 | -0.1757 | 0.569493 |
17 | -0.05723 | -0.4754 | 0.681994 |
18 | 0.083062 | 0.69 | 0.246266 |
19 | 0.08774 | 0.7288 | 0.234287 |
20 | 0.153176 | 1.2724 | 0.103755 |
21 | 0.116849 | 0.9706 | 0.167563 |
22 | 0.121043 | 1.0055 | 0.159094 |
23 | 0.109152 | 0.9067 | 0.183865 |
24 | 0.097054 | 0.8062 | 0.21145 |
25 | 0.128583 | 1.0681 | 0.144601 |
26 | 0.016604 | 0.1379 | 0.445351 |
27 | 0.046741 | 0.3883 | 0.34951 |
28 | -0.043437 | -0.3608 | 0.640329 |
29 | -0.021829 | -0.1813 | 0.571679 |
30 | -0.082134 | -0.6823 | 0.751319 |
31 | -0.07012 | -0.5825 | 0.718923 |
32 | -0.138663 | -1.1518 | 0.873315 |
33 | -0.190857 | -1.5854 | 0.941273 |
34 | -0.073208 | -0.6081 | 0.727445 |
35 | -0.128556 | -1.0679 | 0.855348 |
36 | -0.17235 | -1.4316 | 0.92162 |
37 | -0.205031 | -1.7031 | 0.953476 |
38 | -0.120138 | -0.9979 | 0.839102 |
39 | -0.144891 | -1.2036 | 0.883562 |
40 | -0.139112 | -1.1556 | 0.874075 |
41 | -0.133283 | -1.1071 | 0.863959 |
42 | -0.134618 | -1.1182 | 0.866325 |
43 | -0.09828 | -0.8164 | 0.791452 |
44 | -0.076894 | -0.6387 | 0.737444 |
45 | -0.098645 | -0.8194 | 0.792312 |
46 | -0.166045 | -1.3793 | 0.913867 |
47 | -0.12481 | -1.0367 | 0.848263 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.619799 | 5.1484 | 1e-06 |
1 | 0.141345 | 1.1741 | 0.122196 |
2 | 0.150466 | 1.2499 | 0.107786 |
3 | 0.188991 | 1.5699 | 0.060509 |
4 | -0.06776 | -0.5629 | 0.712321 |
5 | -0.138156 | -1.1476 | 0.872453 |
6 | -0.072327 | -0.6008 | 0.725026 |
7 | -0.242069 | -2.0108 | 0.975871 |
8 | 0.272486 | 2.2634 | 0.013378 |
9 | -0.14719 | -1.2227 | 0.887189 |
10 | -0.02104 | -0.1748 | 0.569116 |
11 | -0.226283 | -1.8796 | 0.967811 |
12 | 0.131594 | 1.0931 | 0.139076 |
13 | 0.058353 | 0.4847 | 0.314707 |
14 | 0.118329 | 0.9829 | 0.164542 |
15 | 0.143299 | 1.1903 | 0.118998 |
16 | -0.010599 | -0.088 | 0.534951 |
17 | 0.094673 | 0.7864 | 0.217158 |
18 | -0.041717 | -0.3465 | 0.635001 |
19 | -0.027013 | -0.2244 | 0.58844 |
20 | 0.096667 | 0.803 | 0.212374 |
21 | -0.115783 | -0.9618 | 0.830237 |
22 | -0.06236 | -0.518 | 0.696941 |
23 | -0.093814 | -0.7793 | 0.78076 |
24 | 0.016216 | 0.1347 | 0.446622 |
25 | -0.060004 | -0.4984 | 0.690116 |
26 | 0.079356 | 0.6592 | 0.255986 |
27 | -0.074652 | -0.6201 | 0.731384 |
28 | 0.041328 | 0.3433 | 0.366209 |
29 | -0.017281 | -0.1435 | 0.556863 |
30 | 0.077411 | 0.643 | 0.26117 |
31 | -0.121524 | -1.0095 | 0.841859 |
32 | 0.034139 | 0.2836 | 0.388792 |
33 | 0.078491 | 0.652 | 0.258284 |
34 | -0.088207 | -0.7327 | 0.766889 |
35 | -0.206321 | -1.7138 | 0.954476 |
36 | 0.037154 | 0.3086 | 0.379269 |
37 | -0.101221 | -0.8408 | 0.798319 |
38 | 0.06101 | 0.5068 | 0.306961 |
39 | -0.121093 | -1.0059 | 0.841005 |
40 | 0.05415 | 0.4498 | 0.327132 |
41 | 0.026395 | 0.2193 | 0.41355 |
42 | -0.020454 | -0.1699 | 0.567209 |
43 | 0.027373 | 0.2274 | 0.410403 |
44 | -0.11287 | -0.9376 | 0.824131 |
45 | 0.032089 | 0.2666 | 0.395304 |
46 | -0.040861 | -0.3394 | 0.632336 |
47 | -0.057 | -0.4735 | 0.681317 |