Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.866168 | 7.6006 | 0 |
2 | 0.656374 | 5.7597 | 0 |
3 | 0.385934 | 3.3866 | 0.000559 |
4 | 0.14865 | 1.3044 | 0.097992 |
5 | -0.021896 | -0.1921 | 0.424072 |
6 | -0.083725 | -0.7347 | 0.232381 |
7 | -0.052388 | -0.4597 | 0.323514 |
8 | 0.066224 | 0.5811 | 0.28143 |
9 | 0.250068 | 2.1943 | 0.015613 |
10 | 0.422818 | 3.7102 | 0.000195 |
11 | 0.566696 | 4.9727 | 2e-06 |
12 | 0.618873 | 5.4306 | 0 |
13 | 0.554915 | 4.8694 | 3e-06 |
14 | 0.406916 | 3.5707 | 0.000309 |
15 | 0.22274 | 1.9545 | 0.027134 |
16 | 0.018794 | 0.1649 | 0.434722 |
17 | -0.113368 | -0.9948 | 0.161476 |
18 | -0.174979 | -1.5354 | 0.064388 |
19 | -0.14975 | -1.3141 | 0.096365 |
20 | -0.054376 | -0.4771 | 0.317305 |
21 | 0.069926 | 0.6136 | 0.270645 |
22 | 0.193559 | 1.6985 | 0.046728 |
23 | 0.291334 | 2.5564 | 0.006271 |
24 | 0.352595 | 3.094 | 0.001376 |
25 | 0.327419 | 2.8731 | 0.002625 |
26 | 0.228836 | 2.008 | 0.024074 |
27 | 0.082039 | 0.7199 | 0.236885 |
28 | -0.086293 | -0.7572 | 0.225616 |
29 | -0.216986 | -1.904 | 0.03032 |
30 | -0.286629 | -2.5152 | 0.006991 |
31 | -0.297029 | -2.6064 | 0.00549 |
32 | -0.249949 | -2.1933 | 0.015652 |
33 | -0.151165 | -1.3265 | 0.094303 |
34 | -0.051289 | -0.4501 | 0.326966 |
35 | 0.039124 | 0.3433 | 0.366149 |
36 | 0.077623 | 0.6811 | 0.248913 |
37 | 0.061207 | 0.5371 | 0.296376 |
38 | -0.021755 | -0.1909 | 0.424554 |
39 | -0.120975 | -1.0616 | 0.145878 |
40 | -0.245702 | -2.156 | 0.017102 |
41 | -0.327835 | -2.8767 | 0.002598 |
42 | -0.365361 | -3.206 | 0.00098 |
43 | -0.362453 | -3.1805 | 0.00106 |
44 | -0.313407 | -2.7501 | 0.00371 |
45 | -0.233788 | -2.0515 | 0.02181 |
46 | -0.149697 | -1.3136 | 0.096444 |
47 | -0.086059 | -0.7552 | 0.226226 |
48 | -0.040632 | -0.3565 | 0.361204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.866168 | 7.6006 | 0 |
2 | -0.375865 | -3.2982 | 0.000737 |
3 | -0.329768 | -2.8937 | 0.002475 |
4 | 0.057273 | 0.5026 | 0.30835 |
5 | 0.090923 | 0.7978 | 0.213707 |
6 | 0.170483 | 1.496 | 0.069373 |
7 | 0.107006 | 0.939 | 0.175341 |
8 | 0.170615 | 1.4971 | 0.069222 |
9 | 0.273232 | 2.3976 | 0.009463 |
10 | 0.032532 | 0.2855 | 0.388027 |
11 | 0.140535 | 1.2332 | 0.110628 |
12 | -0.014899 | -0.1307 | 0.44816 |
13 | -0.185487 | -1.6276 | 0.053844 |
14 | -0.015012 | -0.1317 | 0.447771 |
15 | 0.027318 | 0.2397 | 0.405593 |
16 | -0.179636 | -1.5763 | 0.059528 |
17 | 0.114863 | 1.0079 | 0.158324 |
18 | -0.036633 | -0.3215 | 0.374368 |
19 | -0.025212 | -0.2212 | 0.412747 |
20 | 0.008746 | 0.0767 | 0.469513 |
21 | -0.136013 | -1.1935 | 0.118167 |
22 | 0.035542 | 0.3119 | 0.377986 |
23 | 0.037471 | 0.3288 | 0.371596 |
24 | 0.095216 | 0.8355 | 0.203005 |
25 | -0.032862 | -0.2884 | 0.386922 |
26 | -0.18703 | -1.6412 | 0.052419 |
27 | 0.04138 | 0.3631 | 0.358758 |
28 | -0.071064 | -0.6236 | 0.267371 |
29 | -0.058888 | -0.5167 | 0.30341 |
30 | 0.030638 | 0.2688 | 0.394384 |
31 | -0.135134 | -1.1858 | 0.119674 |
32 | -0.060775 | -0.5333 | 0.297682 |
33 | 0.113499 | 0.996 | 0.161197 |
34 | -0.149839 | -1.3148 | 0.096235 |
35 | -0.010882 | -0.0955 | 0.462086 |
36 | -0.125373 | -1.1001 | 0.137349 |
37 | -0.031224 | -0.274 | 0.392413 |
38 | -0.023364 | -0.205 | 0.41905 |
39 | -0.008987 | -0.0789 | 0.468674 |
40 | -0.01815 | -0.1593 | 0.436937 |
41 | 0.100947 | 0.8858 | 0.18924 |
42 | -0.035273 | -0.3095 | 0.378883 |
43 | -0.02448 | -0.2148 | 0.415241 |
44 | -0.079489 | -0.6975 | 0.243792 |
45 | 0.002825 | 0.0248 | 0.490145 |
46 | 0.070309 | 0.617 | 0.269542 |
47 | -0.052521 | -0.4609 | 0.323095 |
48 | 0.061802 | 0.5423 | 0.294586 |