Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.2195 | 0 |
1 | 0.955438 | 8.8087 | 0 |
2 | 0.907876 | 8.3702 | 0 |
3 | 0.870304 | 8.0238 | 0 |
4 | 0.838357 | 7.7293 | 0 |
5 | 0.805737 | 7.4285 | 0 |
6 | 0.769585 | 7.0952 | 0 |
7 | 0.733875 | 6.766 | 0 |
8 | 0.697427 | 6.43 | 0 |
9 | 0.657487 | 6.0617 | 0 |
10 | 0.616376 | 5.6827 | 0 |
11 | 0.574349 | 5.2952 | 0 |
12 | 0.534821 | 4.9308 | 2e-06 |
13 | 0.49791 | 4.5905 | 8e-06 |
14 | 0.458329 | 4.2256 | 3e-05 |
15 | 0.417536 | 3.8495 | 0.000114 |
16 | 0.378114 | 3.486 | 0.000389 |
17 | 0.338841 | 3.124 | 0.00122 |
18 | 0.29528 | 2.7223 | 0.003932 |
19 | 0.254127 | 2.3429 | 0.010734 |
20 | 0.216771 | 1.9985 | 0.024428 |
21 | 0.185717 | 1.7122 | 0.045251 |
22 | 0.156988 | 1.4474 | 0.075737 |
23 | 0.130025 | 1.1988 | 0.116974 |
24 | 0.106094 | 0.9781 | 0.165392 |
25 | 0.080276 | 0.7401 | 0.230637 |
26 | 0.05562 | 0.5128 | 0.304713 |
27 | 0.032502 | 0.2997 | 0.382585 |
28 | 0.016583 | 0.1529 | 0.439423 |
29 | -0.002675 | -0.0247 | 0.509809 |
30 | -0.030874 | -0.2846 | 0.611694 |
31 | -0.060386 | -0.5567 | 0.710414 |
32 | -0.083655 | -0.7713 | 0.778655 |
33 | -0.101139 | -0.9325 | 0.82313 |
34 | -0.121738 | -1.1224 | 0.867566 |
35 | -0.149979 | -1.3827 | 0.914817 |
36 | -0.174725 | -1.6109 | 0.944543 |
37 | -0.189806 | -1.7499 | 0.95813 |
38 | -0.200746 | -1.8508 | 0.966163 |
39 | -0.206813 | -1.9067 | 0.970033 |
40 | -0.211731 | -1.9521 | 0.972889 |
41 | -0.214892 | -1.9812 | 0.974599 |
42 | -0.219883 | -2.0272 | 0.977114 |
43 | -0.228989 | -2.1112 | 0.981153 |
44 | -0.242164 | -2.2326 | 0.9859 |
45 | -0.256723 | -2.3669 | 0.989894 |
46 | -0.270562 | -2.4945 | 0.992725 |
47 | -0.285204 | -2.6294 | 0.994925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.955438 | 8.8087 | 0 |
1 | -0.057225 | -0.5276 | 0.70042 |
2 | 0.091199 | 0.8408 | 0.201406 |
3 | 0.036719 | 0.3385 | 0.367899 |
4 | -0.017385 | -0.1603 | 0.563481 |
5 | -0.045889 | -0.4231 | 0.663347 |
6 | -0.010029 | -0.0925 | 0.536727 |
7 | -0.037215 | -0.3431 | 0.633815 |
8 | -0.063568 | -0.5861 | 0.720308 |
9 | -0.036662 | -0.338 | 0.631905 |
10 | -0.044492 | -0.4102 | 0.658653 |
11 | -0.004533 | -0.0418 | 0.51662 |
12 | -0.000658 | -0.0061 | 0.502412 |
13 | -0.051848 | -0.478 | 0.683065 |
14 | -0.030224 | -0.2787 | 0.609405 |
15 | -0.012985 | -0.1197 | 0.547505 |
16 | -0.032889 | -0.3032 | 0.61877 |
17 | -0.077937 | -0.7185 | 0.762802 |
18 | 0.002562 | 0.0236 | 0.490605 |
19 | -0.002478 | -0.0228 | 0.509085 |
20 | 0.039283 | 0.3622 | 0.359063 |
21 | 0.008728 | 0.0805 | 0.468026 |
22 | 0.016406 | 0.1513 | 0.440065 |
23 | 0.022751 | 0.2098 | 0.41718 |
24 | -0.039062 | -0.3601 | 0.64018 |
25 | -0.001626 | -0.015 | 0.505962 |
26 | -0.010653 | -0.0982 | 0.539005 |
27 | 0.05733 | 0.5286 | 0.299245 |
28 | -0.073414 | -0.6768 | 0.749827 |
29 | -0.113812 | -1.0493 | 0.851492 |
30 | -0.04273 | -0.394 | 0.652698 |
31 | 0.016443 | 0.1516 | 0.439933 |
32 | 0.018095 | 0.1668 | 0.433951 |
33 | -0.057513 | -0.5302 | 0.701337 |
34 | -0.09557 | -0.8811 | 0.809629 |
35 | 0.002687 | 0.0248 | 0.490146 |
36 | 0.059638 | 0.5498 | 0.291937 |
37 | 0.018492 | 0.1705 | 0.432514 |
38 | 0.069222 | 0.6382 | 0.262531 |
39 | 0.018793 | 0.1733 | 0.431429 |
40 | 0.010384 | 0.0957 | 0.461977 |
41 | -0.025845 | -0.2383 | 0.593882 |
42 | -0.044237 | -0.4078 | 0.657793 |
43 | -0.064192 | -0.5918 | 0.722231 |
44 | -0.069654 | -0.6422 | 0.738756 |
45 | -0.043807 | -0.4039 | 0.656343 |
46 | -0.052098 | -0.4803 | 0.683883 |
47 | 0.01296 | 0.1195 | 0.452586 |