Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.849475 | 7.7856 | 0 |
2 | 0.628067 | 5.7563 | 0 |
3 | 0.433371 | 3.9719 | 7.5e-05 |
4 | 0.292564 | 2.6814 | 0.004412 |
5 | 0.229257 | 2.1012 | 0.019311 |
6 | 0.210614 | 1.9303 | 0.028472 |
7 | 0.206603 | 1.8935 | 0.030864 |
8 | 0.224756 | 2.0599 | 0.021251 |
9 | 0.31295 | 2.8682 | 0.002609 |
10 | 0.437914 | 4.0135 | 6.5e-05 |
11 | 0.583482 | 5.3477 | 0 |
12 | 0.65851 | 6.0353 | 0 |
13 | 0.547111 | 5.0144 | 1e-06 |
14 | 0.359755 | 3.2972 | 0.000716 |
15 | 0.194963 | 1.7869 | 0.038783 |
16 | 0.086476 | 0.7926 | 0.215131 |
17 | 0.034019 | 0.3118 | 0.377986 |
18 | 0.016621 | 0.1523 | 0.439644 |
19 | 0.02129 | 0.1951 | 0.422884 |
20 | 0.044276 | 0.4058 | 0.342963 |
21 | 0.11355 | 1.0407 | 0.150499 |
22 | 0.214121 | 1.9624 | 0.02651 |
23 | 0.328908 | 3.0145 | 0.001702 |
24 | 0.376418 | 3.4499 | 0.00044 |
25 | 0.282703 | 2.591 | 0.005641 |
26 | 0.120225 | 1.1019 | 0.136831 |
27 | -0.02588 | -0.2372 | 0.406543 |
28 | -0.10892 | -0.9983 | 0.160507 |
29 | -0.149257 | -1.368 | 0.087485 |
30 | -0.143802 | -1.318 | 0.095549 |
31 | -0.122121 | -1.1193 | 0.133109 |
32 | -0.093998 | -0.8615 | 0.195706 |
33 | -0.040623 | -0.3723 | 0.355296 |
34 | 0.047219 | 0.4328 | 0.333147 |
35 | 0.130128 | 1.1926 | 0.118183 |
36 | 0.163795 | 1.5012 | 0.068526 |
37 | 0.097258 | 0.8914 | 0.187634 |
38 | -0.048111 | -0.4409 | 0.330193 |
39 | -0.176652 | -1.619 | 0.054594 |
40 | -0.24749 | -2.2683 | 0.012939 |
41 | -0.275864 | -2.5283 | 0.006666 |
42 | -0.278567 | -2.5531 | 0.006242 |
43 | -0.248201 | -2.2748 | 0.012733 |
44 | -0.206379 | -1.8915 | 0.031002 |
45 | -0.159601 | -1.4628 | 0.073631 |
46 | -0.087419 | -0.8012 | 0.212636 |
47 | -0.020043 | -0.1837 | 0.427345 |
48 | -0.002887 | -0.0265 | 0.489478 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.849475 | 7.7856 | 0 |
2 | -0.336004 | -3.0795 | 0.001401 |
3 | 0.024308 | 0.2228 | 0.412121 |
4 | 0.01986 | 0.182 | 0.428002 |
5 | 0.12783 | 1.1716 | 0.122339 |
6 | 0.015675 | 0.1437 | 0.443054 |
7 | 0.018621 | 0.1707 | 0.43245 |
8 | 0.108517 | 0.9946 | 0.161399 |
9 | 0.313809 | 2.8761 | 0.002551 |
10 | 0.171562 | 1.5724 | 0.05981 |
11 | 0.285447 | 2.6162 | 0.005271 |
12 | -0.026796 | -0.2456 | 0.403298 |
13 | -0.434489 | -3.9822 | 7.2e-05 |
14 | -0.060668 | -0.556 | 0.289833 |
15 | 0.035695 | 0.3271 | 0.372185 |
16 | 0.007512 | 0.0689 | 0.472636 |
17 | -0.073188 | -0.6708 | 0.252101 |
18 | -0.079666 | -0.7301 | 0.233665 |
19 | 0.064905 | 0.5949 | 0.276767 |
20 | 0.011449 | 0.1049 | 0.458341 |
21 | -0.022757 | -0.2086 | 0.417644 |
22 | -0.006511 | -0.0597 | 0.476278 |
23 | 0.042589 | 0.3903 | 0.348638 |
24 | -0.030072 | -0.2756 | 0.391761 |
25 | -0.103302 | -0.9468 | 0.173233 |
26 | -0.04739 | -0.4343 | 0.332579 |
27 | -0.009577 | -0.0878 | 0.465131 |
28 | 0.040046 | 0.367 | 0.357261 |
29 | -0.069527 | -0.6372 | 0.262855 |
30 | 0.074308 | 0.681 | 0.248859 |
31 | -0.025904 | -0.2374 | 0.406457 |
32 | -0.035356 | -0.324 | 0.373355 |
33 | -0.042282 | -0.3875 | 0.349674 |
34 | 0.066553 | 0.61 | 0.271765 |
35 | -0.095862 | -0.8786 | 0.191064 |
36 | 0.052971 | 0.4855 | 0.314297 |
37 | -0.016536 | -0.1516 | 0.439952 |
38 | -0.088842 | -0.8143 | 0.208901 |
39 | -0.006287 | -0.0576 | 0.477095 |
40 | -0.01767 | -0.162 | 0.435866 |
41 | -0.011469 | -0.1051 | 0.458266 |
42 | -0.115305 | -1.0568 | 0.146819 |
43 | 0.048609 | 0.4455 | 0.328551 |
44 | 0.05233 | 0.4796 | 0.316374 |
45 | -0.076955 | -0.7053 | 0.241286 |
46 | -0.038345 | -0.3514 | 0.363068 |
47 | 0.000732 | 0.0067 | 0.49733 |
48 | -0.04213 | -0.3861 | 0.350191 |