Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.798111 | 8.7429 | 0 |
2 | 0.589938 | 6.4625 | 0 |
3 | 0.451039 | 4.9409 | 1e-06 |
4 | 0.329357 | 3.6079 | 0.000226 |
5 | 0.193332 | 2.1178 | 0.018126 |
6 | 0.106851 | 1.1705 | 0.12206 |
7 | 0.213246 | 2.336 | 0.010575 |
8 | 0.370026 | 4.0534 | 4.5e-05 |
9 | 0.440805 | 4.8288 | 2e-06 |
10 | 0.533451 | 5.8437 | 0 |
11 | 0.666974 | 7.3063 | 0 |
12 | 0.776136 | 8.5021 | 0 |
13 | 0.596015 | 6.529 | 0 |
14 | 0.400403 | 4.3862 | 1.2e-05 |
15 | 0.265613 | 2.9096 | 0.002157 |
16 | 0.167126 | 1.8308 | 0.034808 |
17 | 0.055051 | 0.603 | 0.273807 |
18 | -0.024758 | -0.2712 | 0.393349 |
19 | 0.061425 | 0.6729 | 0.251161 |
20 | 0.196814 | 2.156 | 0.01654 |
21 | 0.249318 | 2.7311 | 0.003632 |
22 | 0.298495 | 3.2698 | 0.000702 |
23 | 0.378797 | 4.1495 | 3.1e-05 |
24 | 0.466149 | 5.1064 | 1e-06 |
25 | 0.322846 | 3.5366 | 0.000289 |
26 | 0.151362 | 1.6581 | 0.049956 |
27 | 0.028453 | 0.3117 | 0.377908 |
28 | -0.044754 | -0.4903 | 0.312423 |
29 | -0.126349 | -1.3841 | 0.08445 |
30 | -0.200697 | -2.1985 | 0.014915 |
31 | -0.128674 | -1.4096 | 0.080629 |
32 | -0.008027 | -0.0879 | 0.465039 |
33 | 0.041608 | 0.4558 | 0.324682 |
34 | 0.067886 | 0.7437 | 0.229268 |
35 | 0.119049 | 1.3041 | 0.097344 |
36 | 0.190961 | 2.0919 | 0.019279 |
37 | 0.075557 | 0.8277 | 0.204746 |
38 | -0.069506 | -0.7614 | 0.223957 |
39 | -0.175576 | -1.9233 | 0.028403 |
40 | -0.231795 | -2.5392 | 0.006195 |
41 | -0.286983 | -3.1437 | 0.001051 |
42 | -0.351466 | -3.8501 | 9.5e-05 |
43 | -0.290524 | -3.1825 | 0.00093 |
44 | -0.173291 | -1.8983 | 0.030029 |
45 | -0.12449 | -1.3637 | 0.087604 |
46 | -0.104997 | -1.1502 | 0.126177 |
47 | -0.066508 | -0.7286 | 0.233845 |
48 | -0.001774 | -0.0194 | 0.492262 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.798111 | 8.7429 | 0 |
2 | -0.129587 | -1.4196 | 0.079164 |
3 | 0.063355 | 0.694 | 0.244505 |
4 | -0.060181 | -0.6592 | 0.2555 |
5 | -0.112703 | -1.2346 | 0.109697 |
6 | 0.03962 | 0.434 | 0.332527 |
7 | 0.44412 | 4.8651 | 2e-06 |
8 | 0.236971 | 2.5959 | 0.005306 |
9 | -0.005499 | -0.0602 | 0.476034 |
10 | 0.237413 | 2.6007 | 0.005236 |
11 | 0.279515 | 3.0619 | 0.001357 |
12 | 0.325072 | 3.561 | 0.000265 |
13 | -0.51957 | -5.6916 | 0 |
14 | -0.011937 | -0.1308 | 0.448091 |
15 | -0.169231 | -1.8538 | 0.033109 |
16 | 0.090913 | 0.9959 | 0.16065 |
17 | -0.14 | -1.5336 | 0.063877 |
18 | -0.155938 | -1.7082 | 0.045091 |
19 | -0.200828 | -2.2 | 0.014863 |
20 | -0.070478 | -0.772 | 0.220801 |
21 | 0.043448 | 0.476 | 0.317487 |
22 | -0.176299 | -1.9313 | 0.027905 |
23 | -0.0177 | -0.1939 | 0.423294 |
24 | 0.08364 | 0.9162 | 0.180693 |
25 | -0.006528 | -0.0715 | 0.471555 |
26 | 0.006957 | 0.0762 | 0.469689 |
27 | -0.071682 | -0.7852 | 0.21693 |
28 | 0.070185 | 0.7688 | 0.22175 |
29 | 0.034546 | 0.3784 | 0.352887 |
30 | 0.042438 | 0.4649 | 0.321429 |
31 | -0.041132 | -0.4506 | 0.326554 |
32 | -0.073632 | -0.8066 | 0.210747 |
33 | 0.093593 | 1.0253 | 0.153651 |
34 | -0.056336 | -0.6171 | 0.269161 |
35 | 0.035115 | 0.3847 | 0.350584 |
36 | -0.116587 | -1.2772 | 0.102007 |
37 | -0.021469 | -0.2352 | 0.407234 |
38 | 0.005057 | 0.0554 | 0.477958 |
39 | -0.027706 | -0.3035 | 0.381016 |
40 | -0.071713 | -0.7856 | 0.216832 |
41 | -0.071805 | -0.7866 | 0.216539 |
42 | 0.018119 | 0.1985 | 0.421501 |
43 | -0.042413 | -0.4646 | 0.321526 |
44 | 0.040242 | 0.4408 | 0.330066 |
45 | -0.080987 | -0.8872 | 0.188381 |
46 | 0.007347 | 0.0805 | 0.467993 |
47 | 0.066454 | 0.728 | 0.234026 |
48 | 0.03697 | 0.405 | 0.343104 |