Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.689899 | 6.323 | 0 |
2 | 0.326082 | 2.9886 | 0.001837 |
3 | -0.086949 | -0.7969 | 0.213879 |
4 | -0.328705 | -3.0126 | 0.001711 |
5 | -0.434363 | -3.981 | 7.3e-05 |
6 | -0.527311 | -4.8329 | 3e-06 |
7 | -0.461386 | -4.2287 | 3e-05 |
8 | -0.346588 | -3.1765 | 0.001043 |
9 | -0.107923 | -0.9891 | 0.16272 |
10 | 0.293104 | 2.6863 | 0.004353 |
11 | 0.569192 | 5.2167 | 1e-06 |
12 | 0.780352 | 7.152 | 0 |
13 | 0.514017 | 4.711 | 5e-06 |
14 | 0.203973 | 1.8694 | 0.032523 |
15 | -0.133289 | -1.2216 | 0.112636 |
16 | -0.335575 | -3.0756 | 0.001417 |
17 | -0.407738 | -3.737 | 0.000169 |
18 | -0.485961 | -4.4539 | 1.3e-05 |
19 | -0.433319 | -3.9714 | 7.5e-05 |
20 | -0.332595 | -3.0483 | 0.001538 |
21 | -0.138219 | -1.2668 | 0.104365 |
22 | 0.208555 | 1.9114 | 0.029679 |
23 | 0.4434 | 4.0638 | 5.4e-05 |
24 | 0.617359 | 5.6582 | 0 |
25 | 0.401211 | 3.6772 | 0.000207 |
26 | 0.140268 | 1.2856 | 0.101062 |
27 | -0.120444 | -1.1039 | 0.136397 |
28 | -0.282084 | -2.5853 | 0.005727 |
29 | -0.340734 | -3.1229 | 0.001229 |
30 | -0.407227 | -3.7323 | 0.000172 |
31 | -0.370193 | -3.3929 | 0.000529 |
32 | -0.275209 | -2.5223 | 0.006772 |
33 | -0.106076 | -0.9722 | 0.166871 |
34 | 0.189779 | 1.7394 | 0.042818 |
35 | 0.390498 | 3.579 | 0.000288 |
36 | 0.524741 | 4.8093 | 3e-06 |
37 | 0.355343 | 3.2568 | 0.000813 |
38 | 0.150107 | 1.3758 | 0.086278 |
39 | -0.059034 | -0.5411 | 0.29495 |
40 | -0.190442 | -1.7454 | 0.042283 |
41 | -0.234655 | -2.1506 | 0.017189 |
42 | -0.296836 | -2.7205 | 0.00396 |
43 | -0.275209 | -2.5223 | 0.006772 |
44 | -0.19311 | -1.7699 | 0.040188 |
45 | -0.062138 | -0.5695 | 0.285266 |
46 | 0.17012 | 1.5592 | 0.061357 |
47 | 0.316894 | 2.9044 | 0.002351 |
48 | 0.41724 | 3.8241 | 0.000126 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.689899 | 6.323 | 0 |
2 | -0.286007 | -2.6213 | 0.005198 |
3 | -0.371877 | -3.4083 | 0.000503 |
4 | -0.044803 | -0.4106 | 0.341197 |
5 | -0.092834 | -0.8508 | 0.198639 |
6 | -0.404096 | -3.7036 | 0.00019 |
7 | -0.032861 | -0.3012 | 0.382013 |
8 | -0.098811 | -0.9056 | 0.183863 |
9 | -0.039568 | -0.3626 | 0.35889 |
10 | 0.490492 | 4.4954 | 1.1e-05 |
11 | 0.125214 | 1.1476 | 0.127194 |
12 | 0.342794 | 3.1418 | 0.00116 |
13 | -0.450417 | -4.1281 | 4.3e-05 |
14 | 0.048507 | 0.4446 | 0.328884 |
15 | -0.050078 | -0.459 | 0.323719 |
16 | 0.021272 | 0.195 | 0.422949 |
17 | 0.000816 | 0.0075 | 0.497024 |
18 | 0.003718 | 0.0341 | 0.48645 |
19 | -0.039619 | -0.3631 | 0.358717 |
20 | -0.147954 | -1.356 | 0.089363 |
21 | -0.124002 | -1.1365 | 0.12949 |
22 | -0.078889 | -0.723 | 0.235836 |
23 | 0.09721 | 0.8909 | 0.187753 |
24 | -0.012753 | -0.1169 | 0.453616 |
25 | -0.050945 | -0.4669 | 0.320882 |
26 | -0.031275 | -0.2866 | 0.387546 |
27 | -0.004604 | -0.0422 | 0.483223 |
28 | -0.053837 | -0.4934 | 0.3115 |
29 | -0.078594 | -0.7203 | 0.236662 |
30 | 0.063349 | 0.5806 | 0.28153 |
31 | -0.003562 | -0.0326 | 0.487017 |
32 | 0.02898 | 0.2656 | 0.395595 |
33 | -0.017534 | -0.1607 | 0.436357 |
34 | -0.058036 | -0.5319 | 0.298096 |
35 | 0.03601 | 0.33 | 0.371098 |
36 | -0.040959 | -0.3754 | 0.354155 |
37 | 0.040115 | 0.3677 | 0.357024 |
38 | 0.082525 | 0.7564 | 0.225777 |
39 | -0.017225 | -0.1579 | 0.437469 |
40 | 0.027319 | 0.2504 | 0.40145 |
41 | 0.064393 | 0.5902 | 0.278331 |
42 | -0.048469 | -0.4442 | 0.32901 |
43 | 0.042978 | 0.3939 | 0.347328 |
44 | 0.085917 | 0.7874 | 0.216621 |
45 | -0.064682 | -0.5928 | 0.277449 |
46 | 0.008024 | 0.0735 | 0.470776 |
47 | -0.040893 | -0.3748 | 0.35438 |
48 | -0.002539 | -0.0233 | 0.490744 |