Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.771353 | 7.7903 | 0 |
2 | 0.506744 | 5.1179 | 1e-06 |
3 | 0.224729 | 2.2697 | 0.012666 |
4 | -0.080216 | -0.8101 | 0.209873 |
5 | -0.266698 | -2.6935 | 0.004134 |
6 | -0.340833 | -3.4422 | 0.000419 |
7 | -0.292766 | -2.9568 | 0.001931 |
8 | -0.116497 | -1.1766 | 0.121054 |
9 | 0.140416 | 1.4181 | 0.0796 |
10 | 0.374147 | 3.7787 | 0.000133 |
11 | 0.63036 | 6.3663 | 0 |
12 | 0.77639 | 7.8412 | 0 |
13 | 0.611348 | 6.1743 | 0 |
14 | 0.393456 | 3.9737 | 6.6e-05 |
15 | 0.128119 | 1.2939 | 0.099305 |
16 | -0.128531 | -1.2981 | 0.098591 |
17 | -0.306087 | -3.0913 | 0.001285 |
18 | -0.369067 | -3.7274 | 0.000159 |
19 | -0.325613 | -3.2885 | 0.000691 |
20 | -0.162461 | -1.6408 | 0.051962 |
21 | 0.068416 | 0.691 | 0.245577 |
22 | 0.275535 | 2.7828 | 0.003211 |
23 | 0.494473 | 4.9939 | 1e-06 |
24 | 0.587386 | 5.9323 | 0 |
25 | 0.45801 | 4.6257 | 5e-06 |
26 | 0.245211 | 2.4765 | 0.007456 |
27 | 0.029056 | 0.2935 | 0.384886 |
28 | -0.173655 | -1.7538 | 0.041232 |
29 | -0.321021 | -3.2422 | 0.000802 |
30 | -0.371063 | -3.7476 | 0.000148 |
31 | -0.335765 | -3.3911 | 0.000496 |
32 | -0.192911 | -1.9483 | 0.027063 |
33 | -0.008634 | -0.0872 | 0.46534 |
34 | 0.174433 | 1.7617 | 0.040559 |
35 | 0.355978 | 3.5952 | 0.000251 |
36 | 0.435403 | 4.3974 | 1.3e-05 |
37 | 0.339608 | 3.4299 | 0.000436 |
38 | 0.151096 | 1.526 | 0.065053 |
39 | -0.026388 | -0.2665 | 0.395195 |
40 | -0.18976 | -1.9165 | 0.029051 |
41 | -0.304725 | -3.0776 | 0.00134 |
42 | -0.341623 | -3.4502 | 0.000408 |
43 | -0.305615 | -3.0866 | 0.001304 |
44 | -0.187422 | -1.8929 | 0.030605 |
45 | -0.041739 | -0.4215 | 0.337124 |
46 | 0.118299 | 1.1948 | 0.117475 |
47 | 0.237489 | 2.3985 | 0.009139 |
48 | 0.302798 | 3.0581 | 0.001422 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.771353 | 7.7903 | 0 |
2 | -0.21787 | -2.2004 | 0.015018 |
3 | -0.215805 | -2.1795 | 0.015797 |
4 | -0.289888 | -2.9277 | 0.002106 |
5 | 0.018192 | 0.1837 | 0.427294 |
6 | 0.032827 | 0.3315 | 0.370459 |
7 | 0.118926 | 1.2011 | 0.116247 |
8 | 0.190709 | 1.9261 | 0.02844 |
9 | 0.254998 | 2.5754 | 0.005724 |
10 | 0.127624 | 1.2889 | 0.100168 |
11 | 0.403302 | 4.0731 | 4.6e-05 |
12 | 0.274386 | 2.7712 | 0.00332 |
13 | -0.442622 | -4.4703 | 1e-05 |
14 | -0.113857 | -1.1499 | 0.126437 |
15 | 0.013626 | 0.1376 | 0.445407 |
16 | 0.126546 | 1.278 | 0.102067 |
17 | -0.097157 | -0.9812 | 0.164399 |
18 | 0.033734 | 0.3407 | 0.367016 |
19 | -0.043003 | -0.4343 | 0.332492 |
20 | -0.006998 | -0.0707 | 0.471895 |
21 | 0.043564 | 0.44 | 0.330442 |
22 | -0.025277 | -0.2553 | 0.399509 |
23 | -0.084168 | -0.8501 | 0.198644 |
24 | -0.039054 | -0.3944 | 0.347047 |
25 | -0.015899 | -0.1606 | 0.436376 |
26 | -0.129399 | -1.3069 | 0.097098 |
27 | 0.139515 | 1.409 | 0.080934 |
28 | 0.096787 | 0.9775 | 0.165316 |
29 | -0.020673 | -0.2088 | 0.417514 |
30 | -0.12391 | -1.2514 | 0.10682 |
31 | -0.016132 | -0.1629 | 0.43545 |
32 | -0.034872 | -0.3522 | 0.362711 |
33 | -0.072508 | -0.7323 | 0.232834 |
34 | 0.03367 | 0.3401 | 0.367258 |
35 | 0.004032 | 0.0407 | 0.483799 |
36 | 0.045439 | 0.4589 | 0.323636 |
37 | 0.03463 | 0.3497 | 0.363626 |
38 | -0.019709 | -0.1991 | 0.421308 |
39 | -0.069081 | -0.6977 | 0.243481 |
40 | 0.039506 | 0.399 | 0.345367 |
41 | 0.026626 | 0.2689 | 0.39427 |
42 | -0.017738 | -0.1791 | 0.429089 |
43 | -0.030835 | -0.3114 | 0.378057 |
44 | 0.011465 | 0.1158 | 0.454021 |
45 | -0.023485 | -0.2372 | 0.406495 |
46 | 0.046575 | 0.4704 | 0.319542 |
47 | -0.132854 | -1.3418 | 0.091327 |
48 | 0.002805 | 0.0283 | 0.488728 |