Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 12.3288 | 0 |
1 | 0.863694 | 10.6483 | 0 |
2 | 0.80262 | 9.8954 | 0 |
3 | 0.829092 | 10.2217 | 0 |
4 | 0.75648 | 9.3265 | 0 |
5 | 0.771524 | 9.512 | 0 |
6 | 0.822396 | 10.1392 | 0 |
7 | 0.721356 | 8.8935 | 0 |
8 | 0.671281 | 8.2761 | 0 |
9 | 0.687511 | 8.4762 | 0 |
10 | 0.6095 | 7.5144 | 0 |
11 | 0.634119 | 7.8179 | 0 |
12 | 0.706662 | 8.7123 | 0 |
13 | 0.597987 | 7.3725 | 0 |
14 | 0.545848 | 6.7297 | 0 |
15 | 0.555101 | 6.8437 | 0 |
16 | 0.487476 | 6.01 | 0 |
17 | 0.502194 | 6.1915 | 0 |
18 | 0.541462 | 6.6756 | 0 |
19 | 0.449218 | 5.5383 | 0 |
20 | 0.408591 | 5.0374 | 1e-06 |
21 | 0.413876 | 5.1026 | 0 |
22 | 0.35079 | 4.3248 | 1.4e-05 |
23 | 0.3862 | 4.7614 | 2e-06 |
24 | 0.444727 | 5.483 | 0 |
25 | 0.357799 | 4.4112 | 1e-05 |
26 | 0.317848 | 3.9187 | 6.7e-05 |
27 | 0.325796 | 4.0167 | 4.6e-05 |
28 | 0.276998 | 3.4151 | 0.000409 |
29 | 0.294193 | 3.6271 | 0.000195 |
30 | 0.331961 | 4.0927 | 3.4e-05 |
31 | 0.262079 | 3.2311 | 0.000756 |
32 | 0.230662 | 2.8438 | 0.002536 |
33 | 0.23489 | 2.8959 | 0.002169 |
34 | 0.181232 | 2.2344 | 0.013458 |
35 | 0.208102 | 2.5657 | 0.005633 |
36 | 0.264027 | 3.2551 | 0.000699 |
37 | 0.197183 | 2.431 | 0.00811 |
38 | 0.158298 | 1.9516 | 0.02641 |
39 | 0.171275 | 2.1116 | 0.018177 |
40 | 0.136273 | 1.6801 | 0.047498 |
41 | 0.153137 | 1.888 | 0.030466 |
42 | 0.186441 | 2.2986 | 0.011445 |
43 | 0.132216 | 1.6301 | 0.052579 |
44 | 0.102172 | 1.2597 | 0.104861 |
45 | 0.112505 | 1.3871 | 0.083728 |
46 | 0.074531 | 0.9189 | 0.179808 |
47 | 0.097283 | 1.1994 | 0.116121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.863694 | 10.6483 | 0 |
1 | 0.223015 | 2.7495 | 0.003346 |
2 | 0.405367 | 4.9977 | 1e-06 |
3 | -0.177084 | -2.1832 | 0.984724 |
4 | 0.362569 | 4.47 | 8e-06 |
5 | 0.19251 | 2.3734 | 0.009437 |
6 | -0.31088 | -3.8328 | 0.999907 |
7 | -0.126185 | -1.5557 | 0.939071 |
8 | 0.047575 | 0.5865 | 0.279189 |
9 | -0.129506 | -1.5967 | 0.943791 |
10 | 0.238431 | 2.9396 | 0.0019 |
11 | 0.252526 | 3.1133 | 0.001105 |
12 | -0.308861 | -3.8079 | 0.999899 |
13 | -0.139511 | -1.72 | 0.956267 |
14 | -0.026479 | -0.3265 | 0.627735 |
15 | 0.075636 | 0.9325 | 0.176278 |
16 | -0.023833 | -0.2938 | 0.615358 |
17 | -0.034572 | -0.4262 | 0.664731 |
18 | -0.038044 | -0.469 | 0.680143 |
19 | -0.01362 | -0.1679 | 0.566564 |
20 | 0.003344 | 0.0412 | 0.483587 |
21 | 0.096291 | 1.1872 | 0.11851 |
22 | 0.126676 | 1.5618 | 0.060211 |
23 | 0.03188 | 0.393 | 0.34742 |
24 | -0.120387 | -1.4842 | 0.930091 |
25 | -0.081533 | -1.0052 | 0.841801 |
26 | 0.028559 | 0.3521 | 0.362627 |
27 | 0.049759 | 0.6135 | 0.270241 |
28 | -0.109041 | -1.3443 | 0.909581 |
29 | -0.000662 | -0.0082 | 0.503248 |
30 | 0.038581 | 0.4757 | 0.317498 |
31 | 0.00449 | 0.0554 | 0.477965 |
32 | 0.024048 | 0.2965 | 0.383635 |
33 | -0.008364 | -0.1031 | 0.540995 |
34 | -0.027518 | -0.3393 | 0.632559 |
35 | 0.055808 | 0.688 | 0.246237 |
36 | -0.041449 | -0.511 | 0.694961 |
37 | -0.05993 | -0.7389 | 0.769437 |
38 | 0.045421 | 0.56 | 0.288158 |
39 | 0.031534 | 0.3888 | 0.348991 |
40 | -0.028358 | -0.3496 | 0.636447 |
41 | -0.072151 | -0.8895 | 0.812439 |
42 | 0.055593 | 0.6854 | 0.247071 |
43 | -0.00523 | -0.0645 | 0.525662 |
44 | 0.03788 | 0.467 | 0.320578 |
45 | 0.008094 | 0.0998 | 0.460324 |
46 | 0.017975 | 0.2216 | 0.412459 |
47 | -0.025838 | -0.3185 | 0.624747 |