Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.721997 | 7.9091 | 0 |
2 | 0.378118 | 4.1421 | 3.2e-05 |
3 | 0.00147 | 0.0161 | 0.493589 |
4 | -0.427046 | -4.6781 | 4e-06 |
5 | -0.715973 | -7.8431 | 0 |
6 | -0.798206 | -8.7439 | 0 |
7 | -0.71598 | -7.8432 | 0 |
8 | -0.385985 | -4.2283 | 2.3e-05 |
9 | 0.029647 | 0.3248 | 0.372961 |
10 | 0.357428 | 3.9154 | 7.5e-05 |
11 | 0.678533 | 7.433 | 0 |
12 | 0.84901 | 9.3004 | 0 |
13 | 0.657996 | 7.208 | 0 |
14 | 0.358114 | 3.9229 | 7.3e-05 |
15 | -0.009708 | -0.1063 | 0.457743 |
16 | -0.390924 | -4.2824 | 1.9e-05 |
17 | -0.621464 | -6.8078 | 0 |
18 | -0.713787 | -7.8191 | 0 |
19 | -0.634949 | -6.9555 | 0 |
20 | -0.333587 | -3.6543 | 0.000192 |
21 | 0.002538 | 0.0278 | 0.488933 |
22 | 0.311611 | 3.4135 | 0.000438 |
23 | 0.61844 | 6.7747 | 0 |
24 | 0.728595 | 7.9814 | 0 |
25 | 0.579497 | 6.3481 | 0 |
26 | 0.31685 | 3.4709 | 0.000361 |
27 | -0.011895 | -0.1303 | 0.448273 |
28 | -0.339402 | -3.718 | 0.000153 |
29 | -0.560649 | -6.1416 | 0 |
30 | -0.632975 | -6.9339 | 0 |
31 | -0.541916 | -5.9364 | 0 |
32 | -0.283434 | -3.1049 | 0.001188 |
33 | -0.000692 | -0.0076 | 0.496984 |
34 | 0.278363 | 3.0493 | 0.001411 |
35 | 0.524252 | 5.7429 | 0 |
36 | 0.627578 | 6.8748 | 0 |
37 | 0.516192 | 5.6546 | 0 |
38 | 0.254208 | 2.7847 | 0.003114 |
39 | -0.013812 | -0.1513 | 0.439994 |
40 | -0.278256 | -3.0481 | 0.001416 |
41 | -0.482412 | -5.2846 | 0 |
42 | -0.549872 | -6.0235 | 0 |
43 | -0.466124 | -5.1061 | 1e-06 |
44 | -0.262502 | -2.8756 | 0.002387 |
45 | -0.000387 | -0.0042 | 0.498311 |
46 | 0.25155 | 2.7556 | 0.003386 |
47 | 0.437646 | 4.7942 | 2e-06 |
48 | 0.539029 | 5.9048 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.721997 | 7.9091 | 0 |
2 | -0.299049 | -3.2759 | 0.000689 |
3 | -0.314878 | -3.4493 | 0.000388 |
4 | -0.508132 | -5.5663 | 0 |
5 | -0.343824 | -3.7664 | 0.000129 |
6 | -0.265166 | -2.9047 | 0.002188 |
7 | -0.330766 | -3.6234 | 0.000214 |
8 | -0.012209 | -0.1337 | 0.446917 |
9 | -0.005084 | -0.0557 | 0.477842 |
10 | -0.191771 | -2.1007 | 0.018879 |
11 | 0.161486 | 1.769 | 0.039718 |
12 | 0.343592 | 3.7639 | 0.00013 |
13 | -0.160301 | -1.756 | 0.040819 |
14 | -0.050542 | -0.5537 | 0.290421 |
15 | 0.025427 | 0.2785 | 0.39054 |
16 | 0.102107 | 1.1185 | 0.132788 |
17 | 0.138645 | 1.5188 | 0.065724 |
18 | 0.050298 | 0.551 | 0.291332 |
19 | 0.072732 | 0.7967 | 0.213588 |
20 | 0.018497 | 0.2026 | 0.419885 |
21 | -0.11584 | -1.269 | 0.103454 |
22 | 0.042491 | 0.4655 | 0.321221 |
23 | 0.182866 | 2.0032 | 0.023704 |
24 | 0.037292 | 0.4085 | 0.34181 |
25 | -0.092168 | -1.0097 | 0.157346 |
26 | -0.08763 | -0.9599 | 0.169509 |
27 | 0.090692 | 0.9935 | 0.161237 |
28 | 0.015724 | 0.1722 | 0.431766 |
29 | -0.123171 | -1.3493 | 0.089895 |
30 | 0.131917 | 1.4451 | 0.075522 |
31 | 0.060084 | 0.6582 | 0.25584 |
32 | -0.083436 | -0.914 | 0.181276 |
33 | -0.057407 | -0.6289 | 0.265318 |
34 | 0.039238 | 0.4298 | 0.334045 |
35 | -0.056313 | -0.6169 | 0.269242 |
36 | 0.019394 | 0.2124 | 0.416059 |
37 | 0.05141 | 0.5632 | 0.287187 |
38 | -0.111281 | -1.219 | 0.112614 |
39 | 0.034111 | 0.3737 | 0.354654 |
40 | 0.027416 | 0.3003 | 0.382222 |
41 | 0.004119 | 0.0451 | 0.482041 |
42 | -0.02351 | -0.2575 | 0.398602 |
43 | -0.028106 | -0.3079 | 0.379351 |
44 | -0.054615 | -0.5983 | 0.275391 |
45 | 0.031014 | 0.3397 | 0.367323 |
46 | 0.084467 | 0.9253 | 0.178336 |
47 | -0.080816 | -0.8853 | 0.188884 |
48 | -0.02429 | -0.2661 | 0.395317 |