Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.848445 | 7.1993 | 0 |
2 | 0.626549 | 5.3164 | 1e-06 |
3 | 0.539533 | 4.5781 | 1e-05 |
4 | 0.573398 | 4.8654 | 3e-06 |
5 | 0.671087 | 5.6944 | 0 |
6 | 0.715142 | 6.0682 | 0 |
7 | 0.624443 | 5.2986 | 1e-06 |
8 | 0.481728 | 4.0876 | 5.6e-05 |
9 | 0.396438 | 3.3639 | 0.000617 |
10 | 0.411004 | 3.4875 | 0.000418 |
11 | 0.546377 | 4.6362 | 8e-06 |
12 | 0.625345 | 5.3062 | 1e-06 |
13 | 0.471208 | 3.9983 | 7.6e-05 |
14 | 0.253565 | 2.1516 | 0.017393 |
15 | 0.144687 | 1.2277 | 0.111778 |
16 | 0.137716 | 1.1686 | 0.123218 |
17 | 0.192205 | 1.6309 | 0.053638 |
18 | 0.207159 | 1.7578 | 0.041516 |
19 | 0.114503 | 0.9716 | 0.167253 |
20 | -0.021798 | -0.185 | 0.426889 |
21 | -0.112928 | -0.9582 | 0.170578 |
22 | -0.115862 | -0.9831 | 0.16442 |
23 | -0.013128 | -0.1114 | 0.455805 |
24 | 0.048365 | 0.4104 | 0.34137 |
25 | -0.070582 | -0.5989 | 0.275558 |
26 | -0.236961 | -2.0107 | 0.024053 |
27 | -0.318701 | -2.7043 | 0.004268 |
28 | -0.325258 | -2.7599 | 0.003664 |
29 | -0.279485 | -2.3715 | 0.010196 |
30 | -0.255142 | -2.1649 | 0.016854 |
31 | -0.300908 | -2.5533 | 0.006395 |
32 | -0.377707 | -3.205 | 0.001007 |
33 | -0.42419 | -3.5994 | 0.000291 |
34 | -0.403951 | -3.4276 | 0.000505 |
35 | -0.300028 | -2.5458 | 0.006521 |
36 | -0.220585 | -1.8717 | 0.032653 |
37 | -0.275427 | -2.3371 | 0.01111 |
38 | -0.369389 | -3.1344 | 0.001246 |
39 | -0.404762 | -3.4345 | 0.000494 |
40 | -0.384345 | -3.2613 | 0.000848 |
41 | -0.323234 | -2.7427 | 0.003842 |
42 | -0.277945 | -2.3584 | 0.010535 |
43 | -0.284702 | -2.4158 | 0.00912 |
44 | -0.317478 | -2.6939 | 0.004391 |
45 | -0.330405 | -2.8036 | 0.003245 |
46 | -0.296066 | -2.5122 | 0.00712 |
47 | -0.206719 | -1.7541 | 0.041837 |
48 | -0.138601 | -1.1761 | 0.121721 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.848445 | 7.1993 | 0 |
2 | -0.333087 | -2.8263 | 0.003045 |
3 | 0.455637 | 3.8662 | 0.00012 |
4 | 0.133154 | 1.1298 | 0.131146 |
5 | 0.390424 | 3.3129 | 0.000723 |
6 | -0.05463 | -0.4636 | 0.322183 |
7 | -0.125091 | -1.0614 | 0.14602 |
8 | -0.068433 | -0.5807 | 0.281637 |
9 | -0.07821 | -0.6636 | 0.254523 |
10 | 0.074802 | 0.6347 | 0.263812 |
11 | 0.422231 | 3.5827 | 0.000307 |
12 | -0.255687 | -2.1696 | 0.01667 |
13 | -0.491246 | -4.1684 | 4.2e-05 |
14 | 0.016015 | 0.1359 | 0.446145 |
15 | -0.179004 | -1.5189 | 0.066584 |
16 | -0.214711 | -1.8219 | 0.036313 |
17 | -0.0873 | -0.7408 | 0.230623 |
18 | -0.087103 | -0.7391 | 0.231127 |
19 | 0.06388 | 0.542 | 0.294732 |
20 | -0.076822 | -0.6519 | 0.258285 |
21 | 0.042884 | 0.3639 | 0.358507 |
22 | 0.049251 | 0.4179 | 0.33863 |
23 | 0.022952 | 0.1948 | 0.423068 |
24 | 0.01492 | 0.1266 | 0.449805 |
25 | 0.028993 | 0.246 | 0.403187 |
26 | 0.072739 | 0.6172 | 0.269521 |
27 | -0.008304 | -0.0705 | 0.472009 |
28 | -0.109274 | -0.9272 | 0.178454 |
29 | 0.002569 | 0.0218 | 0.491334 |
30 | -0.038929 | -0.3303 | 0.371059 |
31 | 0.103237 | 0.876 | 0.191973 |
32 | -0.014963 | -0.127 | 0.449661 |
33 | 0.095538 | 0.8107 | 0.210114 |
34 | 0.024983 | 0.212 | 0.416359 |
35 | 0.024562 | 0.2084 | 0.417748 |
36 | 0.068438 | 0.5807 | 0.281624 |
37 | 0.029252 | 0.2482 | 0.40234 |
38 | -0.031522 | -0.2675 | 0.394935 |
39 | 0.012355 | 0.1048 | 0.4584 |
40 | -0.00816 | -0.0692 | 0.472495 |
41 | 0.007606 | 0.0645 | 0.474359 |
42 | -0.105313 | -0.8936 | 0.187254 |
43 | -0.039586 | -0.3359 | 0.368963 |
44 | -0.092495 | -0.7848 | 0.21756 |
45 | -0.022591 | -0.1917 | 0.424263 |
46 | -0.105293 | -0.8934 | 0.187299 |
47 | -0.113821 | -0.9658 | 0.168687 |
48 | -0.101233 | -0.859 | 0.196599 |