Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.742286 | 7.7141 | 0 |
2 | 0.595668 | 6.1904 | 0 |
3 | 0.530686 | 5.515 | 0 |
4 | 0.549135 | 5.7068 | 0 |
5 | 0.570394 | 5.9277 | 0 |
6 | 0.621775 | 6.4617 | 0 |
7 | 0.532633 | 5.5353 | 0 |
8 | 0.467537 | 4.8588 | 2e-06 |
9 | 0.411468 | 4.2761 | 2.1e-05 |
10 | 0.452092 | 4.6983 | 4e-06 |
11 | 0.57754 | 6.002 | 0 |
12 | 0.740936 | 7.7 | 0 |
13 | 0.529335 | 5.501 | 0 |
14 | 0.385523 | 4.0065 | 5.7e-05 |
15 | 0.328089 | 3.4096 | 0.000458 |
16 | 0.336623 | 3.4983 | 0.000341 |
17 | 0.356598 | 3.7059 | 0.000167 |
18 | 0.398239 | 4.1386 | 3.5e-05 |
19 | 0.307553 | 3.1962 | 0.000913 |
20 | 0.249963 | 2.5977 | 0.005347 |
21 | 0.215174 | 2.2362 | 0.013699 |
22 | 0.223238 | 2.32 | 0.011112 |
23 | 0.345294 | 3.5884 | 0.000251 |
24 | 0.474071 | 4.9267 | 2e-06 |
25 | 0.287272 | 2.9854 | 0.001752 |
26 | 0.168523 | 1.7513 | 0.041363 |
27 | 0.111388 | 1.1576 | 0.124795 |
28 | 0.120452 | 1.2518 | 0.106678 |
29 | 0.137468 | 1.4286 | 0.078001 |
30 | 0.17216 | 1.7891 | 0.038198 |
31 | 0.103802 | 1.0787 | 0.141554 |
32 | 0.053754 | 0.5586 | 0.288786 |
33 | 0.016569 | 0.1722 | 0.431806 |
34 | 0.036347 | 0.3777 | 0.353185 |
35 | 0.132114 | 1.373 | 0.086303 |
36 | 0.25928 | 2.6945 | 0.004088 |
37 | 0.089954 | 0.9348 | 0.17598 |
38 | -0.002907 | -0.0302 | 0.487976 |
39 | -0.05433 | -0.5646 | 0.286755 |
40 | -0.045632 | -0.4742 | 0.31815 |
41 | -0.032533 | -0.3381 | 0.367973 |
42 | -0.001837 | -0.0191 | 0.492402 |
43 | -0.059831 | -0.6218 | 0.267697 |
44 | -0.088375 | -0.9184 | 0.180223 |
45 | -0.139611 | -1.4509 | 0.074856 |
46 | -0.111834 | -1.1622 | 0.123855 |
47 | -0.031617 | -0.3286 | 0.371557 |
48 | 0.066062 | 0.6865 | 0.246922 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.742286 | 7.7141 | 0 |
2 | 0.099506 | 1.0341 | 0.151701 |
3 | 0.131959 | 1.3714 | 0.086553 |
4 | 0.221363 | 2.3005 | 0.011671 |
5 | 0.157451 | 1.6363 | 0.052346 |
6 | 0.237584 | 2.469 | 0.007557 |
7 | -0.118964 | -1.2363 | 0.109513 |
8 | 0.000434 | 0.0045 | 0.498206 |
9 | -0.05374 | -0.5585 | 0.288835 |
10 | 0.117951 | 1.2258 | 0.111474 |
11 | 0.322638 | 3.353 | 0.000552 |
12 | 0.451375 | 4.6908 | 4e-06 |
13 | -0.513269 | -5.334 | 0 |
14 | -0.270294 | -2.809 | 0.00295 |
15 | -0.086102 | -0.8948 | 0.186443 |
16 | -0.056544 | -0.5876 | 0.279007 |
17 | 0.003333 | 0.0346 | 0.486218 |
18 | 0.011898 | 0.1236 | 0.450912 |
19 | -0.002171 | -0.0226 | 0.491021 |
20 | 0.11116 | 1.1552 | 0.125276 |
21 | 0.140249 | 1.4575 | 0.073938 |
22 | -0.19497 | -2.0262 | 0.022605 |
23 | -0.030557 | -0.3176 | 0.375718 |
24 | 0.079533 | 0.8265 | 0.205163 |
25 | -0.124497 | -1.2938 | 0.099245 |
26 | 0.020033 | 0.2082 | 0.417738 |
27 | -0.10024 | -1.0417 | 0.149934 |
28 | -0.002569 | -0.0267 | 0.489376 |
29 | 0.014169 | 0.1472 | 0.441607 |
30 | 0.002265 | 0.0235 | 0.49063 |
31 | 0.051587 | 0.5361 | 0.296494 |
32 | -0.012667 | -0.1316 | 0.447757 |
33 | -0.056967 | -0.592 | 0.277539 |
34 | 0.086011 | 0.8938 | 0.186695 |
35 | -0.115695 | -1.2023 | 0.115932 |
36 | 0.096375 | 1.0016 | 0.159397 |
37 | -0.079169 | -0.8227 | 0.206232 |
38 | -0.008156 | -0.0848 | 0.466304 |
39 | -0.001959 | -0.0204 | 0.491896 |
40 | -0.0031 | -0.0322 | 0.487181 |
41 | -0.050936 | -0.5293 | 0.298827 |
42 | -0.066328 | -0.6893 | 0.246058 |
43 | 0.041889 | 0.4353 | 0.332098 |
44 | 0.030593 | 0.3179 | 0.375575 |
45 | -0.075169 | -0.7812 | 0.218204 |
46 | 0.039517 | 0.4107 | 0.341061 |
47 | -0.074181 | -0.7709 | 0.221222 |
48 | -0.056041 | -0.5824 | 0.280756 |