Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.696226 | 10.2324 | 0 |
2 | 0.581909 | 8.5523 | 0 |
3 | 0.508537 | 7.4739 | 0 |
4 | 0.485434 | 7.1344 | 0 |
5 | 0.479578 | 7.0483 | 0 |
6 | 0.473833 | 6.9639 | 0 |
7 | 0.405161 | 5.9546 | 0 |
8 | 0.40676 | 5.9781 | 0 |
9 | 0.376375 | 5.5316 | 0 |
10 | 0.306232 | 4.5007 | 6e-06 |
11 | 0.271903 | 3.9961 | 4.4e-05 |
12 | 0.162409 | 2.3869 | 0.008926 |
13 | 0.244353 | 3.5912 | 0.000204 |
14 | 0.35 | 5.1439 | 0 |
15 | 0.356048 | 5.2328 | 0 |
16 | 0.301397 | 4.4296 | 7e-06 |
17 | 0.331892 | 4.8778 | 1e-06 |
18 | 0.295553 | 4.3437 | 1.1e-05 |
19 | 0.224501 | 3.2995 | 0.000566 |
20 | 0.23179 | 3.4066 | 0.000392 |
21 | 0.232448 | 3.4163 | 0.000379 |
22 | 0.232448 | 3.4163 | 0.000379 |
23 | 0.257798 | 3.7888 | 9.8e-05 |
24 | 0.15492 | 2.2768 | 0.011887 |
25 | 0.131207 | 1.9283 | 0.027562 |
26 | 0.119639 | 1.7583 | 0.040055 |
27 | 0.131037 | 1.9258 | 0.027718 |
28 | 0.171916 | 2.5266 | 0.006116 |
29 | 0.152119 | 2.2357 | 0.013198 |
30 | 0.096077 | 1.412 | 0.07969 |
31 | 0.175088 | 2.5733 | 0.005372 |
32 | 0.183027 | 2.6899 | 0.003852 |
33 | 0.140854 | 2.0701 | 0.019815 |
34 | 0.118783 | 1.7457 | 0.041138 |
35 | 0.121315 | 1.783 | 0.037998 |
36 | 0.100811 | 1.4816 | 0.06995 |
37 | 0.139101 | 2.0444 | 0.021066 |
38 | 0.108252 | 1.591 | 0.056539 |
39 | 0.020037 | 0.2945 | 0.384337 |
40 | 0.012563 | 0.1846 | 0.426845 |
41 | 0.007036 | 0.1034 | 0.458869 |
42 | 0.013723 | 0.2017 | 0.420174 |
43 | -0.008374 | -0.1231 | 0.451081 |
44 | -0.049412 | -0.7262 | 0.234249 |
45 | -0.058778 | -0.8639 | 0.194313 |
46 | -0.019073 | -0.2803 | 0.389753 |
47 | -0.075797 | -1.114 | 0.133262 |
48 | -0.063981 | -0.9403 | 0.174049 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.696226 | 10.2324 | 0 |
2 | 0.188596 | 2.7718 | 0.003031 |
3 | 0.097596 | 1.4344 | 0.076457 |
4 | 0.125758 | 1.8483 | 0.032966 |
5 | 0.116737 | 1.7157 | 0.043828 |
6 | 0.091544 | 1.3454 | 0.08995 |
7 | -0.053167 | -0.7814 | 0.217714 |
8 | 0.088382 | 1.2989 | 0.097674 |
9 | 0.002779 | 0.0408 | 0.483729 |
10 | -0.100554 | -1.4778 | 0.070455 |
11 | -0.018973 | -0.2789 | 0.390313 |
12 | -0.189628 | -2.7869 | 0.002897 |
13 | 0.22724 | 3.3397 | 0.000494 |
14 | 0.246133 | 3.6174 | 0.000185 |
15 | 0.043479 | 0.639 | 0.261748 |
16 | -0.050957 | -0.7489 | 0.227364 |
17 | 0.14135 | 2.0774 | 0.019473 |
18 | -0.004563 | -0.0671 | 0.473298 |
19 | -0.249219 | -3.6628 | 0.000157 |
20 | 0.035348 | 0.5195 | 0.301969 |
21 | 0.059989 | 0.8817 | 0.189471 |
22 | -0.084207 | -1.2376 | 0.108607 |
23 | 0.034588 | 0.5083 | 0.305867 |
24 | -0.232944 | -3.4236 | 0.00037 |
25 | 0.086536 | 1.2718 | 0.102403 |
26 | 0.146262 | 2.1496 | 0.016349 |
27 | 0.081398 | 1.1963 | 0.116444 |
28 | 0.016174 | 0.2377 | 0.406169 |
29 | -0.000265 | -0.0039 | 0.49845 |
30 | -0.027174 | -0.3994 | 0.345007 |
31 | -0.00633 | -0.093 | 0.462984 |
32 | -0.001269 | -0.0187 | 0.492568 |
33 | -0.005783 | -0.085 | 0.466176 |
34 | -0.079967 | -1.1753 | 0.120591 |
35 | 0.06909 | 1.0154 | 0.155523 |
36 | -0.203857 | -2.9961 | 0.001527 |
37 | 0.050767 | 0.7461 | 0.228204 |
38 | 0.066514 | 0.9776 | 0.164694 |
39 | -0.12846 | -1.888 | 0.030186 |
40 | 0.034104 | 0.5012 | 0.30836 |
41 | 0.035465 | 0.5212 | 0.301373 |
42 | -0.003277 | -0.0482 | 0.480818 |
43 | -0.08841 | -1.2994 | 0.097603 |
44 | -0.013639 | -0.2005 | 0.420658 |
45 | -0.018407 | -0.2705 | 0.393504 |
46 | -0.034791 | -0.5113 | 0.304825 |
47 | 0.050374 | 0.7403 | 0.229946 |
48 | -0.123966 | -1.8219 | 0.034925 |