Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.874937 | 8.0665 | 0 |
2 | 0.683681 | 6.3032 | 0 |
3 | 0.558536 | 5.1494 | 1e-06 |
4 | 0.522032 | 4.8129 | 3e-06 |
5 | 0.54465 | 5.0214 | 1e-06 |
6 | 0.537221 | 4.9529 | 2e-06 |
7 | 0.470377 | 4.3367 | 2e-05 |
8 | 0.375011 | 3.4574 | 0.000427 |
9 | 0.333866 | 3.0781 | 0.001402 |
10 | 0.368081 | 3.3935 | 0.000525 |
11 | 0.461675 | 4.2564 | 2.7e-05 |
12 | 0.493368 | 4.5486 | 9e-06 |
13 | 0.331304 | 3.0545 | 0.001505 |
14 | 0.131197 | 1.2096 | 0.114897 |
15 | -0.001547 | -0.0143 | 0.494327 |
16 | -0.050037 | -0.4613 | 0.322873 |
17 | -0.048881 | -0.4507 | 0.326689 |
18 | -0.074792 | -0.6895 | 0.24618 |
19 | -0.147312 | -1.3582 | 0.089005 |
20 | -0.233622 | -2.1539 | 0.01704 |
21 | -0.262454 | -2.4197 | 0.008832 |
22 | -0.224275 | -2.0677 | 0.020854 |
23 | -0.138636 | -1.2782 | 0.102335 |
24 | -0.107672 | -0.9927 | 0.161841 |
25 | -0.229955 | -2.1201 | 0.018457 |
26 | -0.375283 | -3.4599 | 0.000424 |
27 | -0.453578 | -4.1818 | 3.5e-05 |
28 | -0.455881 | -4.203 | 3.2e-05 |
29 | -0.414301 | -3.8197 | 0.000127 |
30 | -0.395582 | -3.6471 | 0.000228 |
31 | -0.41521 | -3.828 | 0.000123 |
32 | -0.443813 | -4.0918 | 4.9e-05 |
33 | -0.419175 | -3.8646 | 0.000108 |
34 | -0.339627 | -3.1312 | 0.001194 |
35 | -0.225293 | -2.0771 | 0.020406 |
36 | -0.162608 | -1.4992 | 0.068767 |
37 | -0.224475 | -2.0696 | 0.020765 |
38 | -0.299037 | -2.757 | 0.003569 |
39 | -0.318404 | -2.9355 | 0.002141 |
40 | -0.284355 | -2.6216 | 0.005184 |
41 | -0.226562 | -2.0888 | 0.019858 |
42 | -0.195389 | -1.8014 | 0.037593 |
43 | -0.196511 | -1.8117 | 0.036779 |
44 | -0.204834 | -1.8885 | 0.031187 |
45 | -0.170326 | -1.5703 | 0.060027 |
46 | -0.09332 | -0.8604 | 0.196004 |
47 | -0.001829 | -0.0169 | 0.493293 |
48 | 0.046234 | 0.4263 | 0.335498 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.874937 | 8.0665 | 0 |
2 | -0.348995 | -3.2176 | 0.000915 |
3 | 0.276533 | 2.5495 | 0.006291 |
4 | 0.150882 | 1.3911 | 0.083919 |
5 | 0.165978 | 1.5302 | 0.064835 |
6 | -0.129584 | -1.1947 | 0.117763 |
7 | -0.042991 | -0.3964 | 0.346418 |
8 | -0.053288 | -0.4913 | 0.312243 |
9 | 0.205381 | 1.8935 | 0.030846 |
10 | 0.090085 | 0.8305 | 0.20428 |
11 | 0.271758 | 2.5055 | 0.007068 |
12 | -0.276706 | -2.5511 | 0.006264 |
13 | -0.659477 | -6.0801 | 0 |
14 | 0.187336 | 1.7272 | 0.043886 |
15 | -0.130557 | -1.2037 | 0.116028 |
16 | -0.117114 | -1.0797 | 0.141657 |
17 | -0.093634 | -0.8633 | 0.19521 |
18 | 0.00373 | 0.0344 | 0.486322 |
19 | 0.01763 | 0.1625 | 0.435632 |
20 | 0.015365 | 0.1417 | 0.443843 |
21 | 0.033942 | 0.3129 | 0.377549 |
22 | 0.00169 | 0.0156 | 0.493803 |
23 | -0.030099 | -0.2775 | 0.391035 |
24 | 0.066636 | 0.6143 | 0.270313 |
25 | -0.077367 | -0.7133 | 0.23881 |
26 | -0.039056 | -0.3601 | 0.359841 |
27 | 0.021548 | 0.1987 | 0.421501 |
28 | -0.047102 | -0.4343 | 0.332599 |
29 | 0.048841 | 0.4503 | 0.326822 |
30 | 0.004685 | 0.0432 | 0.482824 |
31 | 0.020791 | 0.1917 | 0.424224 |
32 | -0.016375 | -0.151 | 0.440179 |
33 | 0.039756 | 0.3665 | 0.357438 |
34 | 0.009442 | 0.0871 | 0.465416 |
35 | 0.011053 | 0.1019 | 0.459537 |
36 | -0.007124 | -0.0657 | 0.473892 |
37 | 0.035084 | 0.3235 | 0.373572 |
38 | 0.02544 | 0.2345 | 0.407562 |
39 | -0.047277 | -0.4359 | 0.332016 |
40 | -0.085346 | -0.7869 | 0.216779 |
41 | -0.073494 | -0.6776 | 0.249938 |
42 | -0.033393 | -0.3079 | 0.379467 |
43 | -0.022383 | -0.2064 | 0.4185 |
44 | -0.072772 | -0.6709 | 0.252042 |
45 | -0.060925 | -0.5617 | 0.2879 |
46 | 0.015557 | 0.1434 | 0.443146 |
47 | -0.128169 | -1.1817 | 0.120317 |
48 | 0.127266 | 1.1733 | 0.12197 |