Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.757034 | 8.6977 | 0 |
2 | 0.418846 | 4.8122 | 2e-06 |
3 | 0.021998 | 0.2527 | 0.400433 |
4 | -0.412141 | -4.7351 | 3e-06 |
5 | -0.703433 | -8.0818 | 0 |
6 | -0.799131 | -9.1813 | 0 |
7 | -0.700894 | -8.0527 | 0 |
8 | -0.375755 | -4.3171 | 1.5e-05 |
9 | 0.041699 | 0.4791 | 0.316334 |
10 | 0.386944 | 4.4457 | 9e-06 |
11 | 0.712122 | 8.1817 | 0 |
12 | 0.870232 | 9.9982 | 0 |
13 | 0.672075 | 7.7216 | 0 |
14 | 0.377204 | 4.3337 | 1.4e-05 |
15 | 0.001478 | 0.017 | 0.49324 |
16 | -0.379379 | -4.3587 | 1.3e-05 |
17 | -0.636754 | -7.3157 | 0 |
18 | -0.730319 | -8.3907 | 0 |
19 | -0.634052 | -7.2847 | 0 |
20 | -0.335979 | -3.8601 | 8.8e-05 |
21 | 0.014935 | 0.1716 | 0.432012 |
22 | 0.329454 | 3.7851 | 0.000116 |
23 | 0.636412 | 7.3118 | 0 |
24 | 0.751006 | 8.6284 | 0 |
25 | 0.602774 | 6.9253 | 0 |
26 | 0.324422 | 3.7273 | 0.000143 |
27 | -0.012065 | -0.1386 | 0.444982 |
28 | -0.336351 | -3.8644 | 8.7e-05 |
29 | -0.566861 | -6.5127 | 0 |
30 | -0.661028 | -7.5946 | 0 |
31 | -0.563365 | -6.4726 | 0 |
32 | -0.307084 | -3.5281 | 0.000288 |
33 | -0.000437 | -0.005 | 0.498002 |
34 | 0.296024 | 3.4011 | 0.000444 |
35 | 0.55343 | 6.3584 | 0 |
36 | 0.653614 | 7.5095 | 0 |
37 | 0.540477 | 6.2096 | 0 |
38 | 0.274011 | 3.1481 | 0.001016 |
39 | -0.014362 | -0.165 | 0.434597 |
40 | -0.29778 | -3.4212 | 0.000415 |
41 | -0.508023 | -5.8367 | 0 |
42 | -0.589519 | -6.7731 | 0 |
43 | -0.492095 | -5.6537 | 0 |
44 | -0.280399 | -3.2215 | 0.000803 |
45 | -0.002967 | -0.0341 | 0.486431 |
46 | 0.266454 | 3.0613 | 0.001335 |
47 | 0.472619 | 5.43 | 0 |
48 | 0.582579 | 6.6933 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.757034 | 8.6977 | 0 |
2 | -0.361335 | -4.1514 | 2.9e-05 |
3 | -0.36672 | -4.2133 | 2.3e-05 |
4 | -0.501885 | -5.7662 | 0 |
5 | -0.270246 | -3.1049 | 0.001165 |
6 | -0.182532 | -2.0971 | 0.018945 |
7 | -0.122052 | -1.4023 | 0.08159 |
8 | 0.156497 | 1.798 | 0.03723 |
9 | 0.165915 | 1.9062 | 0.029398 |
10 | -0.070244 | -0.807 | 0.210545 |
11 | 0.327518 | 3.7629 | 0.000126 |
12 | 0.414136 | 4.7581 | 3e-06 |
13 | -0.306581 | -3.5223 | 0.000294 |
14 | 0.020781 | 0.2388 | 0.405831 |
15 | 0.161908 | 1.8602 | 0.032542 |
16 | 0.163587 | 1.8795 | 0.031193 |
17 | -0.048511 | -0.5574 | 0.289115 |
18 | 0.051858 | 0.5958 | 0.276165 |
19 | 0.07494 | 0.861 | 0.195402 |
20 | -0.118003 | -1.3557 | 0.088747 |
21 | -0.13629 | -1.5659 | 0.059889 |
22 | 0.077984 | 0.896 | 0.18595 |
23 | 0.122854 | 1.4115 | 0.080227 |
24 | -0.085599 | -0.9835 | 0.163591 |
25 | -0.053017 | -0.6091 | 0.271746 |
26 | -0.126372 | -1.4519 | 0.074451 |
27 | 0.047203 | 0.5423 | 0.294256 |
28 | 0.034814 | 0.4 | 0.34491 |
29 | 0.010462 | 0.1202 | 0.452255 |
30 | -0.035798 | -0.4113 | 0.340762 |
31 | 0.028314 | 0.3253 | 0.372733 |
32 | -0.110162 | -1.2657 | 0.103932 |
33 | 0.008572 | 0.0985 | 0.46085 |
34 | 0.092397 | 1.0616 | 0.145188 |
35 | -0.038259 | -0.4396 | 0.330486 |
36 | -0.020084 | -0.2307 | 0.408936 |
37 | 0.029329 | 0.337 | 0.368338 |
38 | -0.092387 | -1.0614 | 0.145214 |
39 | 0.013111 | 0.1506 | 0.440245 |
40 | 0.035782 | 0.4111 | 0.34083 |
41 | 0.03918 | 0.4501 | 0.326674 |
42 | -0.064192 | -0.7375 | 0.23106 |
43 | 0.030799 | 0.3539 | 0.362006 |
44 | -0.041895 | -0.4813 | 0.315539 |
45 | -0.010433 | -0.1199 | 0.452384 |
46 | 0.048372 | 0.5558 | 0.289661 |
47 | -0.05633 | -0.6472 | 0.259319 |
48 | 0.069641 | 0.8001 | 0.21254 |