Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.565927 | 7.4651 | 0 |
2 | 0.444509 | 5.8635 | 0 |
3 | 0.499512 | 6.589 | 0 |
4 | 0.451721 | 5.9586 | 0 |
5 | 0.427272 | 5.6361 | 0 |
6 | 0.362775 | 4.7853 | 2e-06 |
7 | 0.402887 | 5.3144 | 0 |
8 | 0.4162 | 5.4901 | 0 |
9 | 0.429329 | 5.6632 | 0 |
10 | 0.407584 | 5.3764 | 0 |
11 | 0.442327 | 5.8347 | 0 |
12 | 0.643113 | 8.4832 | 0 |
13 | 0.378714 | 4.9956 | 1e-06 |
14 | 0.312445 | 4.1214 | 2.9e-05 |
15 | 0.330534 | 4.36 | 1.1e-05 |
16 | 0.297776 | 3.9279 | 6.2e-05 |
17 | 0.283192 | 3.7356 | 0.000127 |
18 | 0.226053 | 2.9818 | 0.001638 |
19 | 0.227033 | 2.9948 | 0.001574 |
20 | 0.231184 | 3.0495 | 0.001325 |
21 | 0.244982 | 3.2315 | 0.000736 |
22 | 0.1985 | 2.6184 | 0.004807 |
23 | 0.25776 | 3.4001 | 0.000418 |
24 | 0.451667 | 5.9579 | 0 |
25 | 0.226405 | 2.9865 | 0.001615 |
26 | 0.184668 | 2.4359 | 0.007931 |
27 | 0.2159 | 2.8479 | 0.002465 |
28 | 0.180544 | 2.3815 | 0.00916 |
29 | 0.15388 | 2.0298 | 0.021949 |
30 | 0.096971 | 1.2791 | 0.101276 |
31 | 0.104608 | 1.3799 | 0.084698 |
32 | 0.12961 | 1.7097 | 0.044555 |
33 | 0.157478 | 2.0773 | 0.019622 |
34 | 0.110723 | 1.4605 | 0.072973 |
35 | 0.175741 | 2.3182 | 0.010801 |
36 | 0.34642 | 4.5696 | 5e-06 |
37 | 0.143358 | 1.891 | 0.030142 |
38 | 0.09922 | 1.3088 | 0.096165 |
39 | 0.132165 | 1.7434 | 0.041517 |
40 | 0.11643 | 1.5358 | 0.063199 |
41 | 0.071495 | 0.9431 | 0.173472 |
42 | 0.019937 | 0.263 | 0.396438 |
43 | 0.05027 | 0.6631 | 0.25407 |
44 | 0.066967 | 0.8834 | 0.189132 |
45 | 0.087323 | 1.1519 | 0.125478 |
46 | 0.069945 | 0.9226 | 0.178735 |
47 | 0.104242 | 1.375 | 0.085442 |
48 | 0.247195 | 3.2607 | 0.000669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.565927 | 7.4651 | 0 |
2 | 0.182773 | 2.4109 | 0.008476 |
3 | 0.289937 | 3.8245 | 9.1e-05 |
4 | 0.102112 | 1.3469 | 0.089875 |
5 | 0.110415 | 1.4565 | 0.073532 |
6 | -0.021852 | -0.2882 | 0.386751 |
7 | 0.132532 | 1.7482 | 0.041095 |
8 | 0.083364 | 1.0997 | 0.136501 |
9 | 0.140326 | 1.851 | 0.03293 |
10 | 0.038188 | 0.5037 | 0.307545 |
11 | 0.135904 | 1.7927 | 0.03738 |
12 | 0.411444 | 5.4273 | 0 |
13 | -0.289577 | -3.8198 | 9.3e-05 |
14 | -0.054329 | -0.7167 | 0.237274 |
15 | -0.167359 | -2.2076 | 0.014289 |
16 | -0.021983 | -0.29 | 0.38609 |
17 | -0.056037 | -0.7392 | 0.230397 |
18 | -0.021009 | -0.2771 | 0.391007 |
19 | -0.09985 | -1.3171 | 0.094767 |
20 | -0.046165 | -0.609 | 0.271671 |
21 | -0.019961 | -0.2633 | 0.396313 |
22 | -0.099826 | -1.3168 | 0.094819 |
23 | 0.121104 | 1.5975 | 0.055987 |
24 | 0.241174 | 3.1813 | 0.000868 |
25 | -0.038753 | -0.5112 | 0.304935 |
26 | 0.03232 | 0.4263 | 0.335195 |
27 | -0.006275 | -0.0828 | 0.467066 |
28 | -0.020643 | -0.2723 | 0.392858 |
29 | -0.039658 | -0.5231 | 0.300777 |
30 | -0.021054 | -0.2777 | 0.39078 |
31 | -0.016995 | -0.2242 | 0.411439 |
32 | 0.036163 | 0.477 | 0.31697 |
33 | 0.036853 | 0.4861 | 0.313744 |
34 | -0.058498 | -0.7716 | 0.220688 |
35 | 0.037489 | 0.4945 | 0.310783 |
36 | 0.088663 | 1.1695 | 0.121892 |
37 | -0.054956 | -0.7249 | 0.234736 |
38 | -0.036416 | -0.4804 | 0.315789 |
39 | -0.01055 | -0.1392 | 0.444739 |
40 | 0.015236 | 0.201 | 0.420478 |
41 | -0.076685 | -1.0115 | 0.156581 |
42 | -0.027673 | -0.365 | 0.357767 |
43 | 0.011214 | 0.1479 | 0.441285 |
44 | -0.011364 | -0.1499 | 0.440506 |
45 | 0.009056 | 0.1195 | 0.452528 |
46 | 0.06048 | 0.7978 | 0.21304 |
47 | -0.03338 | -0.4403 | 0.330129 |
48 | 0.05939 | 0.7834 | 0.217228 |