Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.691597 | 7.4165 | 0 |
2 | 0.459735 | 4.9301 | 1e-06 |
3 | 0.47142 | 5.0554 | 1e-06 |
4 | 0.479695 | 5.1442 | 1e-06 |
5 | 0.420724 | 4.5118 | 8e-06 |
6 | 0.388901 | 4.1705 | 3e-05 |
7 | 0.380245 | 4.0777 | 4.2e-05 |
8 | 0.472662 | 5.0687 | 1e-06 |
9 | 0.516915 | 5.5433 | 0 |
10 | 0.398662 | 4.2752 | 2e-05 |
11 | 0.28672 | 3.0747 | 0.001316 |
12 | 0.310506 | 3.3298 | 0.000584 |
13 | 0.400269 | 4.2924 | 1.9e-05 |
14 | 0.330521 | 3.5444 | 0.000285 |
15 | 0.247744 | 2.6568 | 0.004505 |
16 | 0.247531 | 2.6545 | 0.004534 |
17 | 0.301925 | 3.2378 | 0.000787 |
18 | 0.359776 | 3.8582 | 9.4e-05 |
19 | 0.348767 | 3.7401 | 0.000144 |
20 | 0.253877 | 2.7225 | 0.003744 |
21 | 0.266962 | 2.8629 | 0.002495 |
22 | 0.310044 | 3.3248 | 0.000594 |
23 | 0.244602 | 2.6231 | 0.004948 |
24 | 0.142848 | 1.5319 | 0.06415 |
25 | 0.174738 | 1.8739 | 0.031744 |
26 | 0.247676 | 2.656 | 0.004515 |
27 | 0.232469 | 2.493 | 0.007046 |
28 | 0.127387 | 1.3661 | 0.087291 |
29 | 0.087611 | 0.9395 | 0.174716 |
30 | 0.0895 | 0.9598 | 0.16959 |
31 | 0.108326 | 1.1617 | 0.123889 |
32 | 0.056498 | 0.6059 | 0.272896 |
33 | -0.021861 | -0.2344 | 0.407532 |
34 | 0.040101 | 0.43 | 0.333989 |
35 | 0.090369 | 0.9691 | 0.167265 |
36 | -0.008828 | -0.0947 | 0.462373 |
37 | -0.065526 | -0.7027 | 0.241835 |
38 | -0.007895 | -0.0847 | 0.466337 |
39 | 0.020607 | 0.221 | 0.41275 |
40 | -0.005165 | -0.0554 | 0.477965 |
41 | -0.04328 | -0.4641 | 0.321715 |
42 | -0.066127 | -0.7091 | 0.239839 |
43 | -0.073693 | -0.7903 | 0.215497 |
44 | -0.074232 | -0.7961 | 0.21382 |
45 | -0.056538 | -0.6063 | 0.272753 |
46 | -0.089936 | -0.9645 | 0.168422 |
47 | -0.137164 | -1.4709 | 0.072021 |
48 | -0.104709 | -1.1229 | 0.131914 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.691597 | 7.4165 | 0 |
2 | -0.035598 | -0.3817 | 0.351676 |
3 | 0.320076 | 3.4324 | 0.000416 |
4 | 0.079285 | 0.8502 | 0.198479 |
5 | 0.050261 | 0.539 | 0.295469 |
6 | 0.073288 | 0.7859 | 0.216763 |
7 | 0.03828 | 0.4105 | 0.341099 |
8 | 0.276037 | 2.9602 | 0.001867 |
9 | 0.089332 | 0.958 | 0.170042 |
10 | -0.107818 | -1.1562 | 0.124994 |
11 | -0.088298 | -0.9469 | 0.172839 |
12 | 0.02643 | 0.2834 | 0.388678 |
13 | 0.179435 | 1.9242 | 0.028399 |
14 | -0.128134 | -1.3741 | 0.086044 |
15 | -0.00364 | -0.039 | 0.484466 |
16 | -0.063301 | -0.6788 | 0.249304 |
17 | 0.041821 | 0.4485 | 0.327326 |
18 | 0.172652 | 1.8515 | 0.033332 |
19 | 0.060641 | 0.6503 | 0.258398 |
20 | -0.075839 | -0.8133 | 0.208869 |
21 | -0.005606 | -0.0601 | 0.476082 |
22 | -0.030203 | -0.3239 | 0.373304 |
23 | -0.009003 | -0.0965 | 0.461629 |
24 | -0.070235 | -0.7532 | 0.226437 |
25 | 0.082019 | 0.8796 | 0.190467 |
26 | -0.026183 | -0.2808 | 0.38969 |
27 | -0.079588 | -0.8535 | 0.197581 |
28 | -0.149004 | -1.5979 | 0.056406 |
29 | 0.024412 | 0.2618 | 0.396978 |
30 | -0.054979 | -0.5896 | 0.278313 |
31 | 0.006508 | 0.0698 | 0.47224 |
32 | -0.108249 | -1.1608 | 0.124055 |
33 | -0.057643 | -0.6181 | 0.268849 |
34 | 0.110388 | 1.1838 | 0.119471 |
35 | -0.047337 | -0.5076 | 0.306342 |
36 | -0.127761 | -1.3701 | 0.086665 |
37 | 0.031163 | 0.3342 | 0.369423 |
38 | 0.057478 | 0.6164 | 0.269431 |
39 | 0.019603 | 0.2102 | 0.416934 |
40 | -0.0833 | -0.8933 | 0.186783 |
41 | 0.043804 | 0.4697 | 0.319715 |
42 | -0.015482 | -0.166 | 0.434216 |
43 | -0.070772 | -0.7589 | 0.22472 |
44 | -0.073614 | -0.7894 | 0.215745 |
45 | 0.151261 | 1.6221 | 0.053761 |
46 | -0.020972 | -0.2249 | 0.411228 |
47 | -0.185944 | -1.994 | 0.024258 |
48 | -0.001443 | -0.0155 | 0.493842 |