Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.597547 | 5.7934 | 0 |
2 | 0.343089 | 3.3264 | 0.000628 |
3 | 0.278679 | 2.7019 | 0.00409 |
4 | 0.16581 | 1.6076 | 0.055639 |
5 | 0.093871 | 0.9101 | 0.182545 |
6 | 0.071276 | 0.6911 | 0.245619 |
7 | 0.086346 | 0.8372 | 0.202315 |
8 | 0.120346 | 1.1668 | 0.123122 |
9 | 0.243089 | 2.3568 | 0.010253 |
10 | 0.236027 | 2.2884 | 0.012178 |
11 | 0.43793 | 4.2459 | 2.6e-05 |
12 | 0.713196 | 6.9147 | 0 |
13 | 0.42552 | 4.1256 | 4e-05 |
14 | 0.210308 | 2.039 | 0.022129 |
15 | 0.156884 | 1.521 | 0.065803 |
16 | 0.065591 | 0.6359 | 0.263184 |
17 | -0.018499 | -0.1794 | 0.429022 |
18 | -0.065457 | -0.6346 | 0.263605 |
19 | -0.053654 | -0.5202 | 0.302075 |
20 | -0.026818 | -0.26 | 0.397712 |
21 | 0.057687 | 0.5593 | 0.288645 |
22 | 0.043648 | 0.4232 | 0.336565 |
23 | 0.198769 | 1.9271 | 0.028491 |
24 | 0.409376 | 3.969 | 7.1e-05 |
25 | 0.156775 | 1.52 | 0.065935 |
26 | -0.031106 | -0.3016 | 0.381818 |
27 | -0.073484 | -0.7125 | 0.238975 |
28 | -0.1319 | -1.2788 | 0.102055 |
29 | -0.194203 | -1.8829 | 0.031405 |
30 | -0.234196 | -2.2706 | 0.012727 |
31 | -0.221322 | -2.1458 | 0.017232 |
32 | -0.172545 | -1.6729 | 0.048837 |
33 | -0.086909 | -0.8426 | 0.200791 |
34 | -0.138838 | -1.3461 | 0.090756 |
35 | -0.036729 | -0.3561 | 0.361281 |
36 | 0.148944 | 1.4441 | 0.076023 |
37 | -0.038602 | -0.3743 | 0.354528 |
38 | -0.175386 | -1.7004 | 0.046178 |
39 | -0.209423 | -2.0304 | 0.022569 |
40 | -0.235504 | -2.2833 | 0.012333 |
41 | -0.290379 | -2.8153 | 0.002968 |
42 | -0.300339 | -2.9119 | 0.002243 |
43 | -0.272209 | -2.6392 | 0.004865 |
44 | -0.205881 | -1.9961 | 0.024409 |
45 | -0.098968 | -0.9595 | 0.169877 |
46 | -0.121373 | -1.1768 | 0.121131 |
47 | -0.057523 | -0.5577 | 0.289185 |
48 | 0.085775 | 0.8316 | 0.203867 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.597547 | 5.7934 | 0 |
2 | -0.021734 | -0.2107 | 0.416783 |
3 | 0.127908 | 1.2401 | 0.10901 |
4 | -0.07481 | -0.7253 | 0.235031 |
5 | 0.008859 | 0.0859 | 0.465869 |
6 | 0.006935 | 0.0672 | 0.473268 |
7 | 0.063282 | 0.6135 | 0.270499 |
8 | 0.068228 | 0.6615 | 0.254958 |
9 | 0.212323 | 2.0586 | 0.021152 |
10 | -0.026577 | -0.2577 | 0.398612 |
11 | 0.436214 | 4.2292 | 2.7e-05 |
12 | 0.481963 | 4.6728 | 5e-06 |
13 | -0.406655 | -3.9427 | 7.8e-05 |
14 | -0.10552 | -1.0231 | 0.154455 |
15 | -0.017018 | -0.165 | 0.434652 |
16 | -0.088783 | -0.8608 | 0.195775 |
17 | -0.043125 | -0.4181 | 0.338409 |
18 | -0.165848 | -1.608 | 0.0556 |
19 | 0.003817 | 0.037 | 0.485278 |
20 | -0.060187 | -0.5835 | 0.280464 |
21 | -0.143849 | -1.3947 | 0.083202 |
22 | 0.025039 | 0.2428 | 0.404361 |
23 | -0.063572 | -0.6164 | 0.269576 |
24 | -0.000922 | -0.0089 | 0.496442 |
25 | -0.194072 | -1.8816 | 0.031492 |
26 | -0.096492 | -0.9355 | 0.175957 |
27 | -0.009427 | -0.0914 | 0.463685 |
28 | -0.076067 | -0.7375 | 0.231329 |
29 | 0.01369 | 0.1327 | 0.447346 |
30 | -0.020778 | -0.2015 | 0.420391 |
31 | -0.052649 | -0.5105 | 0.305464 |
32 | 0.086872 | 0.8423 | 0.200892 |
33 | -0.004497 | -0.0436 | 0.482659 |
34 | -0.09164 | -0.8885 | 0.188276 |
35 | -0.078188 | -0.7581 | 0.225155 |
36 | 0.054899 | 0.5323 | 0.297898 |
37 | 0.049363 | 0.4786 | 0.31667 |
38 | 0.028834 | 0.2796 | 0.390215 |
39 | -0.038019 | -0.3686 | 0.356623 |
40 | 0.05654 | 0.5482 | 0.292436 |
41 | -0.033813 | -0.3278 | 0.371887 |
42 | 0.065175 | 0.6319 | 0.264495 |
43 | 0.032488 | 0.315 | 0.376737 |
44 | 0.030461 | 0.2953 | 0.384195 |
45 | 0.088707 | 0.86 | 0.195977 |
46 | 0.141212 | 1.3691 | 0.087114 |
47 | -0.026806 | -0.2599 | 0.397758 |
48 | 0.035781 | 0.3469 | 0.364719 |