Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.7347 | 7.1986 | 0 |
2 | 0.387088 | 3.7927 | 0.00013 |
3 | -0.000125 | -0.0012 | 0.499511 |
4 | -0.434319 | -4.2554 | 2.4e-05 |
5 | -0.7201 | -7.0555 | 0 |
6 | -0.785135 | -7.6927 | 0 |
7 | -0.692733 | -6.7874 | 0 |
8 | -0.383629 | -3.7588 | 0.000147 |
9 | 0.034958 | 0.3425 | 0.366357 |
10 | 0.356281 | 3.4908 | 0.000365 |
11 | 0.652426 | 6.3924 | 0 |
12 | 0.822157 | 8.0555 | 0 |
13 | 0.623638 | 6.1104 | 0 |
14 | 0.334269 | 3.2752 | 0.000735 |
15 | -0.013351 | -0.1308 | 0.448097 |
16 | -0.364028 | -3.5667 | 0.000283 |
17 | -0.6031 | -5.9091 | 0 |
18 | -0.677232 | -6.6355 | 0 |
19 | -0.596272 | -5.8422 | 0 |
20 | -0.323152 | -3.1662 | 0.001035 |
21 | 0.01412 | 0.1383 | 0.445129 |
22 | 0.301655 | 2.9556 | 0.001963 |
23 | 0.569363 | 5.5786 | 0 |
24 | 0.676825 | 6.6315 | 0 |
25 | 0.534206 | 5.2341 | 0 |
26 | 0.281233 | 2.7555 | 0.003506 |
27 | -0.024434 | -0.2394 | 0.405652 |
28 | -0.311348 | -3.0506 | 0.001476 |
29 | -0.516375 | -5.0594 | 1e-06 |
30 | -0.57805 | -5.6637 | 0 |
31 | -0.493765 | -4.8379 | 2e-06 |
32 | -0.262282 | -2.5698 | 0.005857 |
33 | 0.012049 | 0.1181 | 0.453134 |
34 | 0.264747 | 2.594 | 0.005486 |
35 | 0.475511 | 4.659 | 5e-06 |
36 | 0.560792 | 5.4946 | 0 |
37 | 0.455204 | 4.4601 | 1.1e-05 |
38 | 0.218643 | 2.1423 | 0.017352 |
39 | -0.023018 | -0.2255 | 0.411022 |
40 | -0.25436 | -2.4922 | 0.007204 |
41 | -0.433697 | -4.2493 | 2.5e-05 |
42 | -0.48058 | -4.7087 | 4e-06 |
43 | -0.399627 | -3.9155 | 8.4e-05 |
44 | -0.228852 | -2.2423 | 0.013622 |
45 | 0.016749 | 0.1641 | 0.434996 |
46 | 0.231414 | 2.2674 | 0.012805 |
47 | 0.38394 | 3.7618 | 0.000145 |
48 | 0.463035 | 4.5368 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.7347 | 7.1986 | 0 |
2 | -0.331793 | -3.2509 | 0.000794 |
3 | -0.329898 | -3.2323 | 0.000842 |
4 | -0.51606 | -5.0563 | 1e-06 |
5 | -0.311301 | -3.0501 | 0.001478 |
6 | -0.178836 | -1.7522 | 0.041464 |
7 | -0.267022 | -2.6163 | 0.005163 |
8 | -0.034569 | -0.3387 | 0.367784 |
9 | 0.040271 | 0.3946 | 0.347018 |
10 | -0.193038 | -1.8914 | 0.030794 |
11 | 0.160128 | 1.5689 | 0.059978 |
12 | 0.33961 | 3.3275 | 0.000622 |
13 | -0.291879 | -2.8598 | 0.0026 |
14 | 0.000284 | 0.0028 | 0.498892 |
15 | 0.022561 | 0.2211 | 0.41276 |
16 | 0.210063 | 2.0582 | 0.021141 |
17 | 0.005367 | 0.0526 | 0.479086 |
18 | -0.076259 | -0.7472 | 0.228391 |
19 | 0.048258 | 0.4728 | 0.318703 |
20 | 0.017985 | 0.1762 | 0.430247 |
21 | -0.083135 | -0.8145 | 0.208673 |
22 | 0.083944 | 0.8225 | 0.206421 |
23 | 0.101657 | 0.996 | 0.16087 |
24 | -0.068741 | -0.6735 | 0.251117 |
25 | -0.059147 | -0.5795 | 0.281799 |
26 | -0.059967 | -0.5875 | 0.279107 |
27 | 0.075157 | 0.7364 | 0.231647 |
28 | -0.002602 | -0.0255 | 0.489856 |
29 | -0.071783 | -0.7033 | 0.241777 |
30 | 0.078813 | 0.7722 | 0.220944 |
31 | 0.00667 | 0.0654 | 0.474014 |
32 | -0.087903 | -0.8613 | 0.195619 |
33 | -0.006317 | -0.0619 | 0.475389 |
34 | 0.0337 | 0.3302 | 0.370986 |
35 | -0.027659 | -0.271 | 0.393485 |
36 | 0.029656 | 0.2906 | 0.386006 |
37 | -0.01611 | -0.1578 | 0.437455 |
38 | -0.078736 | -0.7715 | 0.221167 |
39 | 0.064899 | 0.6359 | 0.263185 |
40 | 0.002144 | 0.021 | 0.491641 |
41 | 0.00693 | 0.0679 | 0.473002 |
42 | 0.007285 | 0.0714 | 0.471622 |
43 | 0.003713 | 0.0364 | 0.485529 |
44 | -0.08288 | -0.8121 | 0.209384 |
45 | 0.097988 | 0.9601 | 0.169713 |
46 | -0.009623 | -0.0943 | 0.462539 |
47 | -0.031594 | -0.3096 | 0.378783 |
48 | -0.016758 | -0.1642 | 0.434962 |