Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.955794 | 8.1102 | 0 |
2 | 0.910003 | 7.7216 | 0 |
3 | 0.863854 | 7.33 | 0 |
4 | 0.817337 | 6.9353 | 0 |
5 | 0.772344 | 6.5536 | 0 |
6 | 0.724243 | 6.1454 | 0 |
7 | 0.673977 | 5.7189 | 0 |
8 | 0.622144 | 5.2791 | 1e-06 |
9 | 0.569461 | 4.832 | 4e-06 |
10 | 0.517034 | 4.3872 | 1.9e-05 |
11 | 0.466826 | 3.9611 | 8.7e-05 |
12 | 0.417362 | 3.5414 | 0.000351 |
13 | 0.368453 | 3.1264 | 0.001276 |
14 | 0.318491 | 2.7025 | 0.004289 |
15 | 0.268436 | 2.2778 | 0.012856 |
16 | 0.218977 | 1.8581 | 0.033623 |
17 | 0.170972 | 1.4507 | 0.075597 |
18 | 0.125415 | 1.0642 | 0.145402 |
19 | 0.085447 | 0.725 | 0.235388 |
20 | 0.051357 | 0.4358 | 0.332151 |
21 | 0.01773 | 0.1504 | 0.440418 |
22 | -0.015694 | -0.1332 | 0.552782 |
23 | -0.048435 | -0.411 | 0.658846 |
24 | -0.050224 | -0.4262 | 0.664369 |
25 | -0.052212 | -0.443 | 0.670466 |
26 | -0.053958 | -0.4578 | 0.67578 |
27 | -0.055377 | -0.4699 | 0.680072 |
28 | -0.057179 | -0.4852 | 0.68549 |
29 | -0.059381 | -0.5039 | 0.692054 |
30 | -0.062404 | -0.5295 | 0.70096 |
31 | -0.073694 | -0.6253 | 0.733128 |
32 | -0.086408 | -0.7332 | 0.767091 |
33 | -0.09954 | -0.8446 | 0.799442 |
34 | -0.112875 | -0.9578 | 0.829309 |
35 | -0.126365 | -1.0722 | 0.856405 |
36 | -0.141178 | -1.1979 | 0.882564 |
37 | -0.15767 | -1.3379 | 0.907426 |
38 | -0.174897 | -1.484 | 0.928919 |
39 | -0.192419 | -1.6327 | 0.946554 |
40 | -0.210034 | -1.7822 | 0.960534 |
41 | -0.228239 | -1.9367 | 0.971645 |
42 | -0.24734 | -2.0988 | 0.980327 |
43 | -0.267221 | -2.2674 | 0.986817 |
44 | -0.28833 | -2.4466 | 0.991567 |
45 | -0.309893 | -2.6295 | 0.994776 |
46 | -0.331635 | -2.814 | 0.996848 |
47 | -0.35306 | -2.9958 | 0.998124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.955794 | 8.1102 | 0 |
1 | -0.040933 | -0.3473 | 0.635322 |
2 | -0.02781 | -0.236 | 0.592939 |
3 | -0.028895 | -0.2452 | 0.596495 |
4 | -0.007754 | -0.0658 | 0.526137 |
5 | -0.062029 | -0.5263 | 0.699863 |
6 | -0.052019 | -0.4414 | 0.669874 |
7 | -0.047508 | -0.4031 | 0.655973 |
8 | -0.040765 | -0.3459 | 0.634786 |
9 | -0.031558 | -0.2678 | 0.605184 |
10 | -0.008352 | -0.0709 | 0.528152 |
11 | -0.025335 | -0.215 | 0.584804 |
12 | -0.027395 | -0.2325 | 0.591579 |
13 | -0.04696 | -0.3985 | 0.654267 |
14 | -0.037139 | -0.3151 | 0.623214 |
15 | -0.033556 | -0.2847 | 0.611667 |
16 | -0.024956 | -0.2118 | 0.583555 |
17 | -0.01475 | -0.1252 | 0.549625 |
18 | 0.024348 | 0.2066 | 0.418451 |
19 | 0.03067 | 0.2602 | 0.39771 |
20 | -0.029377 | -0.2493 | 0.598071 |
21 | -0.032795 | -0.2783 | 0.609199 |
22 | -0.028389 | -0.2409 | 0.594838 |
23 | 0.326199 | 2.7679 | 0.003584 |
24 | -0.038421 | -0.326 | 0.627319 |
25 | -0.022149 | -0.1879 | 0.574274 |
26 | -0.019481 | -0.1653 | 0.565415 |
27 | -0.000841 | -0.0071 | 0.502838 |
28 | -0.043143 | -0.3661 | 0.642311 |
29 | -0.042228 | -0.3583 | 0.639422 |
30 | -0.141174 | -1.1979 | 0.882558 |
31 | -0.049377 | -0.419 | 0.661761 |
32 | -0.036249 | -0.3076 | 0.620357 |
33 | -0.01547 | -0.1313 | 0.552036 |
34 | -0.034979 | -0.2968 | 0.616266 |
35 | -0.036765 | -0.312 | 0.622016 |
36 | -0.051543 | -0.4374 | 0.668418 |
37 | -0.027648 | -0.2346 | 0.592407 |
38 | -0.028617 | -0.2428 | 0.595584 |
39 | -0.02988 | -0.2535 | 0.599713 |
40 | -0.036169 | -0.3069 | 0.620099 |
41 | -0.005647 | -0.0479 | 0.519041 |
42 | 0.008044 | 0.0683 | 0.472886 |
43 | -0.048494 | -0.4115 | 0.65903 |
44 | -0.044285 | -0.3758 | 0.645905 |
45 | -0.040929 | -0.3473 | 0.635307 |
46 | 0.106964 | 0.9076 | 0.183553 |
47 | -0.059896 | -0.5082 | 0.693578 |