Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6954 | 0 |
1 | 0.583299 | 5.6553 | 0 |
2 | 0.641052 | 6.2152 | 0 |
3 | 0.58201 | 5.6428 | 0 |
4 | 0.462105 | 4.4803 | 1e-05 |
5 | 0.453488 | 4.3967 | 1.4e-05 |
6 | 0.383931 | 3.7224 | 0.000168 |
7 | 0.314097 | 3.0453 | 0.001508 |
8 | 0.307036 | 2.9768 | 0.001852 |
9 | 0.264062 | 2.5602 | 0.006028 |
10 | 0.10873 | 1.0542 | 0.147253 |
11 | 0.117529 | 1.1395 | 0.128697 |
12 | -0.031762 | -0.3079 | 0.620597 |
13 | 0.057958 | 0.5619 | 0.287754 |
14 | 0.073194 | 0.7096 | 0.23984 |
15 | 0.078024 | 0.7565 | 0.225629 |
16 | 0.070535 | 0.6839 | 0.247874 |
17 | 0.092721 | 0.899 | 0.185485 |
18 | 0.146063 | 1.4161 | 0.080021 |
19 | -0.004397 | -0.0426 | 0.516955 |
20 | 0.085663 | 0.8305 | 0.204171 |
21 | 0.003344 | 0.0324 | 0.487103 |
22 | 0.039548 | 0.3834 | 0.351131 |
23 | 0.095804 | 0.9289 | 0.177672 |
24 | -0.007096 | -0.0688 | 0.52735 |
25 | -0.036786 | -0.3567 | 0.638924 |
26 | -0.031287 | -0.3033 | 0.618848 |
27 | -0.154879 | -1.5016 | 0.931724 |
28 | -0.207795 | -2.0147 | 0.976601 |
29 | -0.183204 | -1.7762 | 0.960534 |
30 | -0.309119 | -2.997 | 0.998257 |
31 | -0.245692 | -2.3821 | 0.990385 |
32 | -0.296962 | -2.8792 | 0.997531 |
33 | -0.30858 | -2.9918 | 0.998229 |
34 | -0.388697 | -3.7686 | 0.999857 |
35 | -0.365498 | -3.5436 | 0.999692 |
36 | -0.376122 | -3.6466 | 0.999782 |
37 | -0.346112 | -3.3557 | 0.999428 |
38 | -0.303965 | -2.9471 | 0.997977 |
39 | -0.32094 | -3.1116 | 0.998768 |
40 | -0.190333 | -1.8453 | 0.965932 |
41 | -0.226241 | -2.1935 | 0.984631 |
42 | -0.240552 | -2.3322 | 0.989089 |
43 | -0.161308 | -1.5639 | 0.939404 |
44 | -0.188802 | -1.8305 | 0.964828 |
45 | -0.182382 | -1.7683 | 0.959869 |
46 | -0.087976 | -0.853 | 0.802076 |
47 | -0.122049 | -1.1833 | 0.880165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.583299 | 5.6553 | 0 |
1 | 0.455944 | 4.4205 | 1.3e-05 |
2 | 0.215501 | 2.0894 | 0.019688 |
3 | -0.07937 | -0.7695 | 0.778244 |
4 | -0.004283 | -0.0415 | 0.516516 |
5 | -0.001313 | -0.0127 | 0.505064 |
6 | -0.053619 | -0.5199 | 0.697808 |
7 | 0.021899 | 0.2123 | 0.416161 |
8 | 0.035824 | 0.3473 | 0.364563 |
9 | -0.246289 | -2.3879 | 0.990527 |
10 | -0.086453 | -0.8382 | 0.797976 |
11 | -0.162065 | -1.5713 | 0.940261 |
12 | 0.218472 | 2.1182 | 0.0184 |
13 | 0.274775 | 2.664 | 0.004543 |
14 | 0.195096 | 1.8915 | 0.030816 |
15 | -0.092984 | -0.9015 | 0.81519 |
16 | -0.100128 | -0.9708 | 0.832924 |
17 | 0.128082 | 1.2418 | 0.108699 |
18 | -0.228527 | -2.2156 | 0.985435 |
19 | -0.015604 | -0.1513 | 0.559962 |
20 | -0.083883 | -0.8133 | 0.790944 |
21 | -0.093689 | -0.9084 | 0.816992 |
22 | 0.076865 | 0.7452 | 0.228994 |
23 | -0.12482 | -1.2102 | 0.885376 |
24 | -0.084243 | -0.8168 | 0.791937 |
25 | 0.060124 | 0.5829 | 0.28067 |
26 | -0.060233 | -0.584 | 0.719683 |
27 | -0.159536 | -1.5468 | 0.93736 |
28 | 0.033463 | 0.3244 | 0.373165 |
29 | 0.019258 | 0.1867 | 0.426145 |
30 | -0.170808 | -1.656 | 0.949476 |
31 | -0.092995 | -0.9016 | 0.815219 |
32 | 0.090979 | 0.8821 | 0.189993 |
33 | -0.185964 | -1.803 | 0.962703 |
34 | 0.042989 | 0.4168 | 0.338891 |
35 | 0.054347 | 0.5269 | 0.299746 |
36 | 0.069413 | 0.673 | 0.251304 |
37 | 0.066318 | 0.643 | 0.260901 |
38 | -0.04459 | -0.4323 | 0.666748 |
39 | 0.022715 | 0.2202 | 0.413085 |
40 | -0.036166 | -0.3506 | 0.63668 |
41 | -0.073442 | -0.712 | 0.760899 |
42 | 0.016838 | 0.1632 | 0.435338 |
43 | -0.061496 | -0.5962 | 0.723772 |
44 | 0.027945 | 0.2709 | 0.393519 |
45 | -0.050641 | -0.491 | 0.687708 |
46 | 0.021882 | 0.2122 | 0.416222 |
47 | -0.115379 | -1.1186 | 0.866928 |