Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.880014 | 7.4672 | 0 |
2 | 0.698948 | 5.9308 | 0 |
3 | 0.562511 | 4.7731 | 5e-06 |
4 | 0.515606 | 4.3751 | 2e-05 |
5 | 0.525322 | 4.4575 | 1.5e-05 |
6 | 0.516883 | 4.3859 | 1.9e-05 |
7 | 0.462056 | 3.9207 | 1e-04 |
8 | 0.391217 | 3.3196 | 0.000709 |
9 | 0.375036 | 3.1823 | 0.001079 |
10 | 0.413077 | 3.5051 | 0.000395 |
11 | 0.483889 | 4.1059 | 5.3e-05 |
12 | 0.502575 | 4.2645 | 3e-05 |
13 | 0.356651 | 3.0263 | 0.001716 |
14 | 0.173561 | 1.4727 | 0.072593 |
15 | 0.031288 | 0.2655 | 0.395697 |
16 | -0.033481 | -0.2841 | 0.388577 |
17 | -0.047374 | -0.402 | 0.344445 |
18 | -0.07101 | -0.6025 | 0.274355 |
19 | -0.119425 | -1.0134 | 0.157142 |
20 | -0.177185 | -1.5035 | 0.068547 |
21 | -0.186275 | -1.5806 | 0.059177 |
22 | -0.156813 | -1.3306 | 0.09376 |
23 | -0.105408 | -0.8944 | 0.187039 |
24 | -0.092983 | -0.789 | 0.216354 |
25 | -0.202465 | -1.718 | 0.04505 |
26 | -0.335865 | -2.8499 | 0.00285 |
27 | -0.425667 | -3.6119 | 0.000279 |
28 | -0.43683 | -3.7066 | 0.000205 |
29 | -0.409005 | -3.4705 | 0.000441 |
30 | -0.388657 | -3.2979 | 0.000758 |
31 | -0.388882 | -3.2998 | 0.000753 |
32 | -0.39824 | -3.3792 | 0.000588 |
33 | -0.366997 | -3.1141 | 0.001324 |
34 | -0.314329 | -2.6672 | 0.004721 |
35 | -0.248509 | -2.1087 | 0.019226 |
36 | -0.213771 | -1.8139 | 0.036929 |
37 | -0.270519 | -2.2954 | 0.012312 |
38 | -0.344229 | -2.9209 | 0.002329 |
39 | -0.379341 | -3.2188 | 0.000966 |
40 | -0.346557 | -2.9406 | 0.002201 |
41 | -0.289051 | -2.4527 | 0.008302 |
42 | -0.239977 | -2.0363 | 0.022701 |
43 | -0.222124 | -1.8848 | 0.031748 |
44 | -0.212782 | -1.8055 | 0.037587 |
45 | -0.175693 | -1.4908 | 0.07019 |
46 | -0.123272 | -1.046 | 0.14953 |
47 | -0.0625 | -0.5303 | 0.298757 |
48 | -0.023254 | -0.1973 | 0.422068 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.880014 | 7.4672 | 0 |
2 | -0.334599 | -2.8392 | 0.002937 |
3 | 0.180071 | 1.528 | 0.065453 |
4 | 0.228478 | 1.9387 | 0.028229 |
5 | 0.093391 | 0.7924 | 0.215351 |
6 | -0.084048 | -0.7132 | 0.239022 |
7 | -0.045583 | -0.3868 | 0.350029 |
8 | 0.041086 | 0.3486 | 0.364194 |
9 | 0.214905 | 1.8235 | 0.036187 |
10 | 0.068496 | 0.5812 | 0.281457 |
11 | 0.155577 | 1.3201 | 0.09549 |
12 | -0.128609 | -1.0913 | 0.139393 |
13 | -0.622285 | -5.2803 | 1e-06 |
14 | 0.111307 | 0.9445 | 0.174045 |
15 | -0.149112 | -1.2653 | 0.104929 |
16 | -0.189739 | -1.61 | 0.055888 |
17 | 0.00609 | 0.0517 | 0.479467 |
18 | -0.061294 | -0.5201 | 0.302295 |
19 | 0.084349 | 0.7157 | 0.238237 |
20 | -0.065803 | -0.5584 | 0.289166 |
21 | 0.022579 | 0.1916 | 0.4243 |
22 | 0.091459 | 0.7761 | 0.220129 |
23 | -0.076263 | -0.6471 | 0.259809 |
24 | 0.072349 | 0.6139 | 0.270607 |
25 | -0.116048 | -0.9847 | 0.164034 |
26 | -0.017014 | -0.1444 | 0.442808 |
27 | 0.094006 | 0.7977 | 0.213842 |
28 | -0.019719 | -0.1673 | 0.433793 |
29 | -0.030446 | -0.2583 | 0.398441 |
30 | 0.042349 | 0.3593 | 0.360195 |
31 | -0.018062 | -0.1533 | 0.439311 |
32 | 0.00631 | 0.0535 | 0.478723 |
33 | -0.035873 | -0.3044 | 0.380853 |
34 | -0.032916 | -0.2793 | 0.390407 |
35 | 0.032042 | 0.2719 | 0.393245 |
36 | -0.030799 | -0.2613 | 0.397289 |
37 | -0.020928 | -0.1776 | 0.429775 |
38 | 0.017828 | 0.1513 | 0.44009 |
39 | -0.023547 | -0.1998 | 0.4211 |
40 | 0.016659 | 0.1414 | 0.443993 |
41 | -0.045072 | -0.3824 | 0.351629 |
42 | 0.00425 | 0.0361 | 0.485667 |
43 | -0.109838 | -0.932 | 0.177223 |
44 | 0.037333 | 0.3168 | 0.376163 |
45 | -0.080715 | -0.6849 | 0.247808 |
46 | 0.025161 | 0.2135 | 0.415771 |
47 | 0.000687 | 0.0058 | 0.497684 |
48 | 0.035898 | 0.3046 | 0.380772 |