Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.776239 | 9.3149 | 0 |
2 | 0.555609 | 6.6673 | 0 |
3 | 0.495334 | 5.944 | 0 |
4 | 0.494176 | 5.9301 | 0 |
5 | 0.411777 | 4.9413 | 1e-06 |
6 | 0.345936 | 4.1512 | 2.8e-05 |
7 | 0.364123 | 4.3695 | 1.2e-05 |
8 | 0.378843 | 4.5461 | 6e-06 |
9 | 0.313139 | 3.7577 | 0.000124 |
10 | 0.302893 | 3.6347 | 0.000193 |
11 | 0.435786 | 5.2294 | 0 |
12 | 0.572567 | 6.8708 | 0 |
13 | 0.34346 | 4.1215 | 3.2e-05 |
14 | 0.111843 | 1.3421 | 0.090835 |
15 | 0.049541 | 0.5945 | 0.276558 |
16 | 0.04185 | 0.5022 | 0.308149 |
17 | -0.045868 | -0.5504 | 0.291442 |
18 | -0.106026 | -1.2723 | 0.102657 |
19 | -0.089172 | -1.0701 | 0.143191 |
20 | -0.066521 | -0.7983 | 0.21302 |
21 | -0.118568 | -1.4228 | 0.078477 |
22 | -0.105662 | -1.2679 | 0.103433 |
23 | 0.038325 | 0.4599 | 0.323141 |
24 | 0.191664 | 2.3 | 0.011443 |
25 | 0.022256 | 0.2671 | 0.394897 |
26 | -0.152543 | -1.8305 | 0.03462 |
27 | -0.176456 | -2.1175 | 0.017969 |
28 | -0.149966 | -1.7996 | 0.037009 |
29 | -0.193911 | -2.3269 | 0.010681 |
30 | -0.213445 | -2.5613 | 0.005728 |
31 | -0.155228 | -1.8627 | 0.032269 |
32 | -0.100777 | -1.2093 | 0.11426 |
33 | -0.12417 | -1.49 | 0.0692 |
34 | -0.091393 | -1.0967 | 0.137299 |
35 | 0.056076 | 0.6729 | 0.25104 |
36 | 0.212159 | 2.5459 | 0.005975 |
37 | 0.075581 | 0.907 | 0.182968 |
38 | -0.074478 | -0.8937 | 0.186477 |
39 | -0.089093 | -1.0691 | 0.143404 |
40 | -0.063132 | -0.7576 | 0.224969 |
41 | -0.10783 | -1.294 | 0.098876 |
42 | -0.126283 | -1.5154 | 0.065932 |
43 | -0.075996 | -0.912 | 0.181659 |
44 | -0.033745 | -0.4049 | 0.34306 |
45 | -0.063375 | -0.7605 | 0.224101 |
46 | -0.035819 | -0.4298 | 0.333982 |
47 | 0.09525 | 1.143 | 0.127467 |
48 | 0.223815 | 2.6858 | 0.004043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.776239 | 9.3149 | 0 |
2 | -0.118098 | -1.4172 | 0.079296 |
3 | 0.267375 | 3.2085 | 0.000822 |
4 | 0.097919 | 1.175 | 0.12096 |
5 | -0.108095 | -1.2971 | 0.098328 |
6 | 0.094445 | 1.1333 | 0.129477 |
7 | 0.123017 | 1.4762 | 0.071037 |
8 | 0.009265 | 0.1112 | 0.455817 |
9 | -0.067017 | -0.8042 | 0.211302 |
10 | 0.164306 | 1.9717 | 0.025282 |
11 | 0.309149 | 3.7098 | 0.000148 |
12 | 0.211024 | 2.5323 | 0.006202 |
13 | -0.744297 | -8.9316 | 0 |
14 | -0.075688 | -0.9083 | 0.182629 |
15 | -0.00231 | -0.0277 | 0.48896 |
16 | -0.066325 | -0.7959 | 0.2137 |
17 | -0.023997 | -0.288 | 0.386894 |
18 | -0.026567 | -0.3188 | 0.375168 |
19 | -0.085344 | -1.0241 | 0.153745 |
20 | 0.146585 | 1.759 | 0.040349 |
21 | 0.038988 | 0.4679 | 0.320296 |
22 | 0.117859 | 1.4143 | 0.079714 |
23 | 0.095131 | 1.1416 | 0.127764 |
24 | 0.118838 | 1.4261 | 0.078009 |
25 | -0.073739 | -0.8849 | 0.188853 |
26 | 0.079998 | 0.96 | 0.169337 |
27 | -0.121093 | -1.4531 | 0.074184 |
28 | 0.001814 | 0.0218 | 0.49133 |
29 | 0.064807 | 0.7777 | 0.219017 |
30 | -0.07287 | -0.8744 | 0.191669 |
31 | 0.059053 | 0.7086 | 0.239849 |
32 | -0.024457 | -0.2935 | 0.384787 |
33 | -0.061164 | -0.734 | 0.23208 |
34 | 0.012425 | 0.1491 | 0.44084 |
35 | -0.014378 | -0.1725 | 0.431631 |
36 | 0.001357 | 0.0163 | 0.493517 |
37 | -0.025903 | -0.3108 | 0.378188 |
38 | -0.044216 | -0.5306 | 0.29826 |
39 | -0.021772 | -0.2613 | 0.397133 |
40 | -0.027879 | -0.3345 | 0.369226 |
41 | -0.047794 | -0.5735 | 0.28359 |
42 | 0.011684 | 0.1402 | 0.444346 |
43 | -0.018699 | -0.2244 | 0.411387 |
44 | -0.024753 | -0.297 | 0.383431 |
45 | 0.084037 | 1.0084 | 0.157468 |
46 | 0.043708 | 0.5245 | 0.300371 |
47 | 0.02975 | 0.357 | 0.360809 |
48 | -0.025811 | -0.3097 | 0.378606 |