Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.832327 | 9.5264 | 0 |
2 | 0.542567 | 6.21 | 0 |
3 | 0.306865 | 3.5122 | 0.000305 |
4 | 0.168606 | 1.9298 | 0.027898 |
5 | 0.100227 | 1.1472 | 0.126705 |
6 | 0.061955 | 0.7091 | 0.239759 |
7 | 0.082252 | 0.9414 | 0.174111 |
8 | 0.130332 | 1.4917 | 0.069089 |
9 | 0.236555 | 2.7075 | 0.003842 |
10 | 0.426472 | 4.8812 | 2e-06 |
11 | 0.658502 | 7.5369 | 0 |
12 | 0.770356 | 8.8171 | 0 |
13 | 0.590061 | 6.7536 | 0 |
14 | 0.303364 | 3.4722 | 0.00035 |
15 | 0.07254 | 0.8303 | 0.203952 |
16 | -0.06657 | -0.7619 | 0.223735 |
17 | -0.139422 | -1.5958 | 0.056476 |
18 | -0.182928 | -2.0937 | 0.019107 |
19 | -0.169729 | -1.9426 | 0.027103 |
20 | -0.128389 | -1.4695 | 0.07205 |
21 | -0.027143 | -0.3107 | 0.378272 |
22 | 0.150403 | 1.7214 | 0.043766 |
23 | 0.360147 | 4.1221 | 3.3e-05 |
24 | 0.452006 | 5.1734 | 0 |
25 | 0.277897 | 3.1807 | 0.000917 |
26 | 0.015669 | 0.1793 | 0.428976 |
27 | -0.184649 | -2.1134 | 0.018231 |
28 | -0.300969 | -3.4448 | 0.000384 |
29 | -0.358086 | -4.0985 | 3.6e-05 |
30 | -0.387893 | -4.4396 | 9e-06 |
31 | -0.357879 | -4.0961 | 3.7e-05 |
32 | -0.3033 | -3.4714 | 0.000351 |
33 | -0.194968 | -2.2315 | 0.013674 |
34 | -0.020677 | -0.2367 | 0.406644 |
35 | 0.17317 | 1.982 | 0.024785 |
36 | 0.253254 | 2.8986 | 0.002198 |
37 | 0.096832 | 1.1083 | 0.134884 |
38 | -0.132461 | -1.5161 | 0.065953 |
39 | -0.298067 | -3.4115 | 0.00043 |
40 | -0.389139 | -4.4539 | 9e-06 |
41 | -0.425808 | -4.8736 | 2e-06 |
42 | -0.436741 | -4.9987 | 1e-06 |
43 | -0.393108 | -4.4993 | 7e-06 |
44 | -0.328848 | -3.7638 | 0.000126 |
45 | -0.218703 | -2.5032 | 0.006769 |
46 | -0.056171 | -0.6429 | 0.260703 |
47 | 0.114764 | 1.3135 | 0.095649 |
48 | 0.182867 | 2.093 | 0.019139 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.832327 | 9.5264 | 0 |
2 | -0.488885 | -5.5955 | 0 |
3 | 0.177102 | 2.027 | 0.022345 |
4 | -0.005817 | -0.0666 | 0.473509 |
5 | -0.001263 | -0.0145 | 0.494243 |
6 | -0.018021 | -0.2063 | 0.418455 |
7 | 0.211124 | 2.4164 | 0.008526 |
8 | -0.052446 | -0.6003 | 0.274682 |
9 | 0.365983 | 4.1889 | 2.6e-05 |
10 | 0.347491 | 3.9772 | 5.7e-05 |
11 | 0.413653 | 4.7345 | 3e-06 |
12 | -0.137989 | -1.5794 | 0.058333 |
13 | -0.697196 | -7.9798 | 0 |
14 | 0.153716 | 1.7594 | 0.040426 |
15 | -0.105206 | -1.2041 | 0.115354 |
16 | -0.164489 | -1.8827 | 0.030982 |
17 | -0.092613 | -1.06 | 0.145547 |
18 | -0.072183 | -0.8262 | 0.205104 |
19 | -0.079592 | -0.911 | 0.181993 |
20 | -0.052295 | -0.5985 | 0.275254 |
21 | 0.107424 | 1.2295 | 0.110539 |
22 | -0.038607 | -0.4419 | 0.329652 |
23 | 0.031063 | 0.3555 | 0.361381 |
24 | 0.018578 | 0.2126 | 0.41597 |
25 | -0.105408 | -1.2065 | 0.114908 |
26 | 0.120644 | 1.3808 | 0.08484 |
27 | 0.048108 | 0.5506 | 0.291416 |
28 | -0.074623 | -0.8541 | 0.197306 |
29 | -0.00194 | -0.0222 | 0.49116 |
30 | 0.024771 | 0.2835 | 0.388614 |
31 | 0.072786 | 0.8331 | 0.20316 |
32 | -0.111072 | -1.2713 | 0.102941 |
33 | 0.022813 | 0.2611 | 0.397212 |
34 | -0.052254 | -0.5981 | 0.27541 |
35 | -0.073951 | -0.8464 | 0.199433 |
36 | 0.010629 | 0.1217 | 0.451679 |
37 | 0.030753 | 0.352 | 0.36271 |
38 | -0.063516 | -0.727 | 0.23427 |
39 | -0.007524 | -0.0861 | 0.465754 |
40 | -0.022277 | -0.255 | 0.39957 |
41 | 0.052469 | 0.6005 | 0.274593 |
42 | -0.029147 | -0.3336 | 0.369608 |
43 | -0.017378 | -0.1989 | 0.421324 |
44 | -0.024046 | -0.2752 | 0.391789 |
45 | -0.045669 | -0.5227 | 0.301033 |
46 | -0.071229 | -0.8153 | 0.208203 |
47 | -0.012147 | -0.139 | 0.444819 |
48 | 0.043948 | 0.503 | 0.307902 |