Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.569774 | 7.5374 | 0 |
2 | 0.449577 | 5.9473 | 0 |
3 | 0.503414 | 6.6595 | 0 |
4 | 0.45714 | 6.0474 | 0 |
5 | 0.434181 | 5.7437 | 0 |
6 | 0.371103 | 4.9092 | 1e-06 |
7 | 0.402486 | 5.3244 | 0 |
8 | 0.420869 | 5.5676 | 0 |
9 | 0.433102 | 5.7294 | 0 |
10 | 0.412602 | 5.4582 | 0 |
11 | 0.445608 | 5.8948 | 0 |
12 | 0.644034 | 8.5198 | 0 |
13 | 0.382213 | 5.0562 | 1e-06 |
14 | 0.319013 | 4.2201 | 2e-05 |
15 | 0.336254 | 4.4482 | 8e-06 |
16 | 0.303636 | 4.0167 | 4.4e-05 |
17 | 0.29029 | 3.8402 | 8.6e-05 |
18 | 0.234904 | 3.1075 | 0.001101 |
19 | 0.2254 | 2.9818 | 0.001637 |
20 | 0.235314 | 3.1129 | 0.001082 |
21 | 0.250262 | 3.3107 | 0.000565 |
22 | 0.205061 | 2.7127 | 0.00367 |
23 | 0.262733 | 3.4756 | 0.000321 |
24 | 0.452229 | 5.9824 | 0 |
25 | 0.231039 | 3.0564 | 0.001296 |
26 | 0.190065 | 2.5143 | 0.006414 |
27 | 0.221087 | 2.9247 | 0.001952 |
28 | 0.185526 | 2.4543 | 0.007548 |
29 | 0.160703 | 2.1259 | 0.017457 |
30 | 0.106622 | 1.4105 | 0.080088 |
31 | 0.101313 | 1.3403 | 0.090951 |
32 | 0.131808 | 1.7437 | 0.041487 |
33 | 0.161422 | 2.1354 | 0.017059 |
34 | 0.113635 | 1.5033 | 0.067288 |
35 | 0.180958 | 2.3939 | 0.008865 |
36 | 0.342812 | 4.535 | 5e-06 |
37 | 0.147029 | 1.945 | 0.026688 |
38 | 0.104171 | 1.378 | 0.084974 |
39 | 0.135954 | 1.7985 | 0.036911 |
40 | 0.120208 | 1.5902 | 0.056796 |
41 | 0.077643 | 1.0271 | 0.152892 |
42 | 0.026719 | 0.3535 | 0.362085 |
43 | 0.042828 | 0.5666 | 0.285868 |
44 | 0.06326 | 0.8369 | 0.201908 |
45 | 0.091488 | 1.2103 | 0.113903 |
46 | 0.071054 | 0.94 | 0.174269 |
47 | 0.107362 | 1.4203 | 0.078655 |
48 | 0.247631 | 3.2759 | 0.000635 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.569774 | 7.5374 | 0 |
2 | 0.18499 | 2.4472 | 0.007693 |
3 | 0.290137 | 3.8382 | 8.6e-05 |
4 | 0.104597 | 1.3837 | 0.084107 |
5 | 0.113285 | 1.4986 | 0.067887 |
6 | -0.018401 | -0.2434 | 0.403983 |
7 | 0.119669 | 1.5831 | 0.057606 |
8 | 0.08962 | 1.1856 | 0.118703 |
9 | 0.135356 | 1.7906 | 0.037544 |
10 | 0.044966 | 0.5949 | 0.276356 |
11 | 0.131674 | 1.7419 | 0.041643 |
12 | 0.412268 | 5.4538 | 0 |
13 | -0.294085 | -3.8904 | 7.1e-05 |
14 | -0.047773 | -0.632 | 0.264114 |
15 | -0.16802 | -2.2227 | 0.013759 |
16 | -0.019871 | -0.2629 | 0.396481 |
17 | -0.059459 | -0.7866 | 0.2163 |
18 | -0.014617 | -0.1934 | 0.42345 |
19 | -0.105433 | -1.3947 | 0.08243 |
20 | -0.044634 | -0.5905 | 0.277823 |
21 | -0.018081 | -0.2392 | 0.405617 |
22 | -0.098117 | -1.298 | 0.098003 |
23 | 0.125346 | 1.6582 | 0.049537 |
24 | 0.235824 | 3.1197 | 0.001059 |
25 | -0.036781 | -0.4866 | 0.313585 |
26 | 0.024097 | 0.3188 | 0.375139 |
27 | -0.001902 | -0.0252 | 0.489975 |
28 | -0.0265 | -0.3506 | 0.363168 |
29 | -0.040154 | -0.5312 | 0.297981 |
30 | -0.014039 | -0.1857 | 0.426441 |
31 | -0.021334 | -0.2822 | 0.389055 |
32 | 0.032233 | 0.4264 | 0.33517 |
33 | 0.03642 | 0.4818 | 0.31528 |
34 | -0.061704 | -0.8163 | 0.20773 |
35 | 0.048414 | 0.6405 | 0.261357 |
36 | 0.080252 | 1.0616 | 0.144932 |
37 | -0.04526 | -0.5987 | 0.275064 |
38 | -0.04191 | -0.5544 | 0.290002 |
39 | -0.005078 | -0.0672 | 0.47326 |
40 | 0.009878 | 0.1307 | 0.448091 |
41 | -0.07616 | -1.0075 | 0.157542 |
42 | -0.027574 | -0.3648 | 0.357861 |
43 | 0.008982 | 0.1188 | 0.452777 |
44 | -0.020689 | -0.2737 | 0.392323 |
45 | 0.020191 | 0.2671 | 0.394851 |
46 | 0.059927 | 0.7928 | 0.214495 |
47 | -0.029915 | -0.3957 | 0.346388 |
48 | 0.069964 | 0.9255 | 0.17798 |