Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.708208 | 7.9496 | 0 |
2 | 0.651788 | 7.3163 | 0 |
3 | 0.611495 | 6.864 | 0 |
4 | 0.547978 | 6.151 | 0 |
5 | 0.59052 | 6.6286 | 0 |
6 | 0.493971 | 5.5448 | 0 |
7 | 0.487293 | 5.4698 | 0 |
8 | 0.427248 | 4.7958 | 2e-06 |
9 | 0.410154 | 4.604 | 5e-06 |
10 | 0.407287 | 4.5718 | 6e-06 |
11 | 0.392752 | 4.4086 | 1.1e-05 |
12 | 0.480489 | 5.3935 | 0 |
13 | 0.379651 | 4.2616 | 2e-05 |
14 | 0.429191 | 4.8177 | 2e-06 |
15 | 0.352888 | 3.9612 | 6.2e-05 |
16 | 0.278708 | 3.1285 | 0.001092 |
17 | 0.391456 | 4.3941 | 1.2e-05 |
18 | 0.32881 | 3.6909 | 0.000166 |
19 | 0.280625 | 3.15 | 0.00102 |
20 | 0.239516 | 2.6886 | 0.004073 |
21 | 0.225259 | 2.5285 | 0.006345 |
22 | 0.25516 | 2.8642 | 0.00245 |
23 | 0.223715 | 2.5112 | 0.006649 |
24 | 0.219516 | 2.4641 | 0.007543 |
25 | 0.174767 | 1.9618 | 0.025998 |
26 | 0.234957 | 2.6374 | 0.004703 |
27 | 0.184138 | 2.0669 | 0.020394 |
28 | 0.149968 | 1.6834 | 0.047388 |
29 | 0.148831 | 1.6706 | 0.048639 |
30 | 0.058396 | 0.6555 | 0.256674 |
31 | 0.084287 | 0.9461 | 0.17295 |
32 | 0.064313 | 0.7219 | 0.235843 |
33 | -0.002489 | -0.0279 | 0.488879 |
34 | 0.033487 | 0.3759 | 0.353816 |
35 | 0.03161 | 0.3548 | 0.361659 |
36 | 0.022012 | 0.2471 | 0.402621 |
37 | -0.03222 | -0.3617 | 0.359101 |
38 | -0.044503 | -0.4995 | 0.309132 |
39 | -0.042044 | -0.4719 | 0.318891 |
40 | -0.030958 | -0.3475 | 0.364398 |
41 | -0.054396 | -0.6106 | 0.271286 |
42 | -0.104396 | -1.1718 | 0.121736 |
43 | -0.088715 | -0.9958 | 0.160623 |
44 | -0.153593 | -1.7241 | 0.043573 |
45 | -0.192352 | -2.1591 | 0.016367 |
46 | -0.161011 | -1.8073 | 0.036547 |
47 | -0.195056 | -2.1895 | 0.015201 |
48 | -0.206365 | -2.3164 | 0.011074 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.708208 | 7.9496 | 0 |
2 | 0.3014 | 3.3832 | 0.000478 |
3 | 0.166754 | 1.8718 | 0.031776 |
4 | 0.034956 | 0.3924 | 0.347719 |
5 | 0.221917 | 2.491 | 0.007019 |
6 | -0.091209 | -1.0238 | 0.153942 |
7 | 0.055577 | 0.6238 | 0.266928 |
8 | -0.073225 | -0.8219 | 0.20633 |
9 | 0.055704 | 0.6253 | 0.26646 |
10 | 0.008319 | 0.0934 | 0.462875 |
11 | 0.081802 | 0.9182 | 0.180129 |
12 | 0.232929 | 2.6146 | 0.005011 |
13 | -0.138379 | -1.5533 | 0.06143 |
14 | 0.138948 | 1.5597 | 0.060671 |
15 | -0.179724 | -2.0174 | 0.022889 |
16 | -0.115573 | -1.2973 | 0.098449 |
17 | 0.192103 | 2.1563 | 0.016478 |
18 | 0.00582 | 0.0653 | 0.474008 |
19 | -0.189054 | -2.1221 | 0.017892 |
20 | 0.009976 | 0.112 | 0.455508 |
21 | 0.068315 | 0.7668 | 0.222307 |
22 | 0.026629 | 0.2989 | 0.382752 |
23 | -0.018438 | -0.207 | 0.418185 |
24 | -0.05347 | -0.6002 | 0.274726 |
25 | -0.018002 | -0.2021 | 0.420093 |
26 | 0.112268 | 1.2602 | 0.104963 |
27 | -0.046841 | -0.5258 | 0.299978 |
28 | -0.050964 | -0.5721 | 0.284148 |
29 | -0.138988 | -1.5601 | 0.060618 |
30 | -0.078536 | -0.8816 | 0.189844 |
31 | 0.001117 | 0.0125 | 0.49501 |
32 | 0.028659 | 0.3217 | 0.37411 |
33 | -0.046968 | -0.5272 | 0.299485 |
34 | 0.059121 | 0.6636 | 0.254069 |
35 | 0.034208 | 0.384 | 0.350818 |
36 | -0.017199 | -0.1931 | 0.42361 |
37 | -0.080925 | -0.9084 | 0.182706 |
38 | -0.085818 | -0.9633 | 0.16862 |
39 | -0.006018 | -0.0675 | 0.473125 |
40 | -0.018096 | -0.2031 | 0.419683 |
41 | -0.004733 | -0.0531 | 0.478858 |
42 | 0.053656 | 0.6023 | 0.274034 |
43 | -0.027668 | -0.3106 | 0.378319 |
44 | -0.171957 | -1.9302 | 0.027914 |
45 | -0.062707 | -0.7039 | 0.2414 |
46 | 0.046911 | 0.5266 | 0.299707 |
47 | 0.039892 | 0.4478 | 0.327539 |
48 | -0.091392 | -1.0259 | 0.153457 |