Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.816049 | 7.4792 | 0 |
2 | 0.641917 | 5.8833 | 0 |
3 | 0.447041 | 4.0972 | 4.8e-05 |
4 | 0.169368 | 1.5523 | 0.062177 |
5 | 0.013048 | 0.1196 | 0.452549 |
6 | -0.01059 | -0.0971 | 0.461455 |
7 | -0.057362 | -0.5257 | 0.300232 |
8 | 0.031566 | 0.2893 | 0.38653 |
9 | 0.215903 | 1.9788 | 0.025558 |
10 | 0.322795 | 2.9585 | 0.002008 |
11 | 0.418165 | 3.8325 | 0.000122 |
12 | 0.513298 | 4.7045 | 5e-06 |
13 | 0.339736 | 3.1137 | 0.001263 |
14 | 0.159757 | 1.4642 | 0.073436 |
15 | -0.043588 | -0.3995 | 0.345273 |
16 | -0.285949 | -2.6208 | 0.005206 |
17 | -0.429454 | -3.936 | 8.5e-05 |
18 | -0.443784 | -4.0673 | 5.3e-05 |
19 | -0.457689 | -4.1948 | 3.4e-05 |
20 | -0.360161 | -3.3009 | 0.000708 |
21 | -0.197477 | -1.8099 | 0.036943 |
22 | -0.085507 | -0.7837 | 0.217715 |
23 | -0.002133 | -0.0195 | 0.492225 |
24 | 0.071559 | 0.6559 | 0.256856 |
25 | -0.032546 | -0.2983 | 0.38311 |
26 | -0.148971 | -1.3653 | 0.087896 |
27 | -0.27913 | -2.5583 | 0.006157 |
28 | -0.420619 | -3.855 | 0.000113 |
29 | -0.493965 | -4.5273 | 1e-05 |
30 | -0.466055 | -4.2715 | 2.5e-05 |
31 | -0.424946 | -3.8947 | 9.8e-05 |
32 | -0.310157 | -2.8426 | 0.002808 |
33 | -0.163223 | -1.496 | 0.069205 |
34 | -0.0505 | -0.4628 | 0.322337 |
35 | 0.027856 | 0.2553 | 0.399557 |
36 | 0.096808 | 0.8873 | 0.188736 |
37 | 0.05084 | 0.466 | 0.321226 |
38 | -0.01099 | -0.1007 | 0.460004 |
39 | -0.097101 | -0.8899 | 0.188019 |
40 | -0.169871 | -1.5569 | 0.061628 |
41 | -0.195601 | -1.7927 | 0.03831 |
42 | -0.174553 | -1.5998 | 0.056698 |
43 | -0.124358 | -1.1398 | 0.128812 |
44 | -0.052743 | -0.4834 | 0.315035 |
45 | 0.026659 | 0.2443 | 0.403784 |
46 | 0.092438 | 0.8472 | 0.199644 |
47 | 0.12767 | 1.1701 | 0.122632 |
48 | 0.160158 | 1.4679 | 0.072937 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.816049 | 7.4792 | 0 |
2 | -0.071901 | -0.659 | 0.255854 |
3 | -0.167855 | -1.5384 | 0.063853 |
4 | -0.394436 | -3.6151 | 0.000255 |
5 | 0.15641 | 1.4335 | 0.07771 |
6 | 0.379018 | 3.4738 | 0.000407 |
7 | -0.108229 | -0.9919 | 0.162039 |
8 | 0.110137 | 1.0094 | 0.157836 |
9 | 0.338627 | 3.1036 | 0.001303 |
10 | 0.080668 | 0.7393 | 0.230882 |
11 | -0.178847 | -1.6392 | 0.05246 |
12 | 0.102266 | 0.9373 | 0.175651 |
13 | -0.530205 | -4.8594 | 3e-06 |
14 | -0.180731 | -1.6564 | 0.050683 |
15 | -0.153986 | -1.4113 | 0.080924 |
16 | 0.210091 | 1.9255 | 0.028774 |
17 | -0.080617 | -0.7389 | 0.231024 |
18 | -0.092828 | -0.8508 | 0.198655 |
19 | -0.023718 | -0.2174 | 0.41422 |
20 | 0.01774 | 0.1626 | 0.435617 |
21 | -0.127704 | -1.1704 | 0.12257 |
22 | -0.014793 | -0.1356 | 0.446239 |
23 | -0.058053 | -0.5321 | 0.298042 |
24 | -0.0252 | -0.231 | 0.408952 |
25 | 0.040442 | 0.3707 | 0.355914 |
26 | 0.094259 | 0.8639 | 0.195053 |
27 | 0.071067 | 0.6513 | 0.258301 |
28 | -0.035506 | -0.3254 | 0.372839 |
29 | -0.041025 | -0.376 | 0.353931 |
30 | -0.087487 | -0.8018 | 0.212456 |
31 | -0.011618 | -0.1065 | 0.457728 |
32 | -0.048546 | -0.4449 | 0.328758 |
33 | -0.049526 | -0.4539 | 0.325531 |
34 | -0.051565 | -0.4726 | 0.31886 |
35 | 0.073189 | 0.6708 | 0.252098 |
36 | 0.095822 | 0.8782 | 0.191164 |
37 | 0.033287 | 0.3051 | 0.380531 |
38 | -0.059709 | -0.5472 | 0.292831 |
39 | -0.145204 | -1.3308 | 0.093425 |
40 | 0.04157 | 0.381 | 0.352083 |
41 | 0.096468 | 0.8841 | 0.189572 |
42 | -0.173067 | -1.5862 | 0.058227 |
43 | -0.032339 | -0.2964 | 0.383832 |
44 | -0.118157 | -1.0829 | 0.14097 |
45 | 0.044886 | 0.4114 | 0.340917 |
46 | -0.05496 | -0.5037 | 0.307889 |
47 | 0.0586 | 0.5371 | 0.296317 |
48 | 0.01991 | 0.1825 | 0.427822 |