Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.62171 | 5.6981 | 0 |
2 | 0.244557 | 2.2414 | 0.013819 |
3 | 0.048181 | 0.4416 | 0.329961 |
4 | -0.305756 | -2.8023 | 0.003149 |
5 | -0.655764 | -6.0102 | 0 |
6 | -0.744157 | -6.8203 | 0 |
7 | -0.643267 | -5.8956 | 0 |
8 | -0.317206 | -2.9072 | 0.002331 |
9 | 0.054593 | 0.5004 | 0.309067 |
10 | 0.240763 | 2.2066 | 0.015035 |
11 | 0.540902 | 4.9575 | 2e-06 |
12 | 0.781842 | 7.1657 | 0 |
13 | 0.583919 | 5.3517 | 0 |
14 | 0.224106 | 2.054 | 0.021544 |
15 | 0.03734 | 0.3422 | 0.366516 |
16 | -0.261607 | -2.3977 | 0.009358 |
17 | -0.535146 | -4.9047 | 2e-06 |
18 | -0.626438 | -5.7414 | 0 |
19 | -0.541349 | -4.9615 | 2e-06 |
20 | -0.275913 | -2.5288 | 0.006658 |
21 | 0.017238 | 0.158 | 0.437422 |
22 | 0.179321 | 1.6435 | 0.052009 |
23 | 0.460795 | 4.2233 | 3e-05 |
24 | 0.64752 | 5.9346 | 0 |
25 | 0.440792 | 4.0399 | 5.9e-05 |
26 | 0.235957 | 2.1626 | 0.016708 |
27 | 0.060509 | 0.5546 | 0.290331 |
28 | -0.207641 | -1.9031 | 0.030229 |
29 | -0.452502 | -4.1473 | 4e-05 |
30 | -0.504776 | -4.6263 | 7e-06 |
31 | -0.442773 | -4.0581 | 5.5e-05 |
32 | -0.233837 | -2.1432 | 0.017497 |
33 | 0.011619 | 0.1065 | 0.457724 |
34 | 0.127281 | 1.1665 | 0.123347 |
35 | 0.344595 | 3.1583 | 0.001103 |
36 | 0.522268 | 4.7867 | 4e-06 |
37 | 0.374975 | 3.4367 | 0.000459 |
38 | 0.155737 | 1.4274 | 0.078592 |
39 | 0.079436 | 0.728 | 0.234305 |
40 | -0.136283 | -1.2491 | 0.107558 |
41 | -0.358673 | -3.2873 | 0.000739 |
42 | -0.405827 | -3.7195 | 0.00018 |
43 | -0.34948 | -3.203 | 0.000961 |
44 | -0.194702 | -1.7845 | 0.038979 |
45 | -0.007835 | -0.0718 | 0.471463 |
46 | 0.101734 | 0.9324 | 0.1769 |
47 | 0.263111 | 2.4115 | 0.009034 |
48 | 0.386468 | 3.542 | 0.000325 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.62171 | 5.6981 | 0 |
2 | -0.231412 | -2.1209 | 0.018438 |
3 | 0.00831 | 0.0762 | 0.469737 |
4 | -0.49907 | -4.5741 | 8e-06 |
5 | -0.431405 | -3.9539 | 8e-05 |
6 | -0.392531 | -3.5976 | 0.000271 |
7 | -0.373891 | -3.4268 | 0.000474 |
8 | 0.079154 | 0.7255 | 0.235095 |
9 | 0.0938 | 0.8597 | 0.196204 |
10 | -0.277849 | -2.5465 | 0.006352 |
11 | 0.089542 | 0.8207 | 0.20708 |
12 | 0.143107 | 1.3116 | 0.096615 |
13 | -0.029337 | -0.2689 | 0.394341 |
14 | -0.166062 | -1.522 | 0.065885 |
15 | 0.07998 | 0.733 | 0.232792 |
16 | -0.072581 | -0.6652 | 0.253867 |
17 | 0.128805 | 1.1805 | 0.120563 |
18 | -0.021656 | -0.1985 | 0.421573 |
19 | 0.060374 | 0.5533 | 0.290751 |
20 | -0.01049 | -0.0961 | 0.461818 |
21 | -0.083405 | -0.7644 | 0.223379 |
22 | -0.162475 | -1.4891 | 0.070101 |
23 | 0.228193 | 2.0914 | 0.019755 |
24 | -0.055177 | -0.5057 | 0.307194 |
25 | -0.153088 | -1.4031 | 0.082141 |
26 | 0.12571 | 1.1521 | 0.126265 |
27 | -0.080515 | -0.7379 | 0.231306 |
28 | 0.00179 | 0.0164 | 0.493475 |
29 | -0.079111 | -0.7251 | 0.235213 |
30 | 0.021709 | 0.199 | 0.421386 |
31 | 0.083601 | 0.7662 | 0.222847 |
32 | -0.07666 | -0.7026 | 0.242123 |
33 | 0.120694 | 1.1062 | 0.135903 |
34 | -0.1535 | -1.4068 | 0.081581 |
35 | -0.071289 | -0.6534 | 0.257649 |
36 | -0.010255 | -0.094 | 0.462669 |
37 | 0.060976 | 0.5589 | 0.288873 |
38 | -0.094297 | -0.8642 | 0.194957 |
39 | 0.067236 | 0.6162 | 0.269704 |
40 | -0.06204 | -0.5686 | 0.28557 |
41 | -0.04933 | -0.4521 | 0.326175 |
42 | -0.035388 | -0.3243 | 0.373245 |
43 | -0.033663 | -0.3085 | 0.379222 |
44 | 0.000751 | 0.0069 | 0.497264 |
45 | 0.007848 | 0.0719 | 0.471416 |
46 | -0.029947 | -0.2745 | 0.392201 |
47 | 0.004367 | 0.04 | 0.484083 |
48 | -0.141515 | -1.297 | 0.099091 |