Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.58382 | 4.9539 | 2e-06 |
2 | 0.537051 | 4.557 | 1e-05 |
3 | 0.57465 | 4.8761 | 3e-06 |
4 | 0.506172 | 4.295 | 2.7e-05 |
5 | 0.437424 | 3.7117 | 0.000201 |
6 | 0.543168 | 4.6089 | 9e-06 |
7 | 0.391634 | 3.3231 | 0.000701 |
8 | 0.419613 | 3.5605 | 0.00033 |
9 | 0.439517 | 3.7294 | 0.00019 |
10 | 0.348547 | 2.9575 | 0.002096 |
11 | 0.369542 | 3.1357 | 0.001241 |
12 | 0.604531 | 5.1296 | 1e-06 |
13 | 0.287121 | 2.4363 | 0.008656 |
14 | 0.249924 | 2.1207 | 0.018697 |
15 | 0.256466 | 2.1762 | 0.016412 |
16 | 0.189234 | 1.6057 | 0.056359 |
17 | 0.125597 | 1.0657 | 0.145054 |
18 | 0.220564 | 1.8715 | 0.032666 |
19 | 0.084191 | 0.7144 | 0.238651 |
20 | 0.095047 | 0.8065 | 0.211304 |
21 | 0.131283 | 1.114 | 0.134497 |
22 | 0.031229 | 0.265 | 0.39589 |
23 | 0.039968 | 0.3391 | 0.367745 |
24 | 0.214973 | 1.8241 | 0.036143 |
25 | -0.017819 | -0.1512 | 0.440121 |
26 | -0.039012 | -0.331 | 0.370792 |
27 | -0.052236 | -0.4432 | 0.329463 |
28 | -0.116776 | -0.9909 | 0.162532 |
29 | -0.154558 | -1.3115 | 0.096933 |
30 | -0.069617 | -0.5907 | 0.278279 |
31 | -0.171092 | -1.4518 | 0.075456 |
32 | -0.146242 | -1.2409 | 0.109334 |
33 | -0.127702 | -1.0836 | 0.141082 |
34 | -0.206253 | -1.7501 | 0.04218 |
35 | -0.188098 | -1.5961 | 0.057428 |
36 | -0.037178 | -0.3155 | 0.376661 |
37 | -0.216792 | -1.8395 | 0.034979 |
38 | -0.225118 | -1.9102 | 0.030046 |
39 | -0.220365 | -1.8699 | 0.032784 |
40 | -0.261227 | -2.2166 | 0.014906 |
41 | -0.272174 | -2.3095 | 0.011894 |
42 | -0.200477 | -1.7011 | 0.046619 |
43 | -0.282151 | -2.3941 | 0.009633 |
44 | -0.243193 | -2.0636 | 0.021333 |
45 | -0.224676 | -1.9064 | 0.030292 |
46 | -0.285694 | -2.4242 | 0.008927 |
47 | -0.262113 | -2.2241 | 0.014639 |
48 | -0.142295 | -1.2074 | 0.115612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.58382 | 4.9539 | 2e-06 |
2 | 0.297661 | 2.5257 | 0.006873 |
3 | 0.300719 | 2.5517 | 0.006422 |
4 | 0.096589 | 0.8196 | 0.20758 |
5 | -0.003503 | -0.0297 | 0.488185 |
6 | 0.239417 | 2.0315 | 0.022947 |
7 | -0.127672 | -1.0833 | 0.141137 |
8 | 0.09189 | 0.7797 | 0.219058 |
9 | 0.047671 | 0.4045 | 0.34352 |
10 | -0.073595 | -0.6245 | 0.267144 |
11 | 0.091895 | 0.7798 | 0.219046 |
12 | 0.429865 | 3.6475 | 0.000249 |
13 | -0.402599 | -3.4162 | 0.000524 |
14 | -0.204555 | -1.7357 | 0.043447 |
15 | -0.162078 | -1.3753 | 0.086655 |
16 | -0.042474 | -0.3604 | 0.3598 |
17 | -0.046614 | -0.3955 | 0.346811 |
18 | 0.022024 | 0.1869 | 0.426141 |
19 | 0.015869 | 0.1347 | 0.446631 |
20 | -0.048304 | -0.4099 | 0.341559 |
21 | 0.070039 | 0.5943 | 0.277087 |
22 | -0.038755 | -0.3288 | 0.371614 |
23 | -0.047785 | -0.4055 | 0.343167 |
24 | 0.054716 | 0.4643 | 0.321925 |
25 | -0.01756 | -0.149 | 0.440983 |
26 | -0.016641 | -0.1412 | 0.444052 |
27 | -0.11528 | -0.9782 | 0.16563 |
28 | -0.069223 | -0.5874 | 0.279393 |
29 | -0.021402 | -0.1816 | 0.428201 |
30 | -0.028155 | -0.2389 | 0.405931 |
31 | 0.048379 | 0.4105 | 0.341325 |
32 | 0.022023 | 0.1869 | 0.426142 |
33 | -0.066536 | -0.5646 | 0.287058 |
34 | -0.003441 | -0.0292 | 0.488393 |
35 | -0.003463 | -0.0294 | 0.48832 |
36 | 0.063403 | 0.538 | 0.29612 |
37 | -0.057778 | -0.4903 | 0.312721 |
38 | -0.036917 | -0.3133 | 0.377497 |
39 | 0.02055 | 0.1744 | 0.43103 |
40 | 0.004589 | 0.0389 | 0.484523 |
41 | 0.030453 | 0.2584 | 0.398418 |
42 | -0.068 | -0.577 | 0.28287 |
43 | -0.060306 | -0.5117 | 0.305208 |
44 | -0.008342 | -0.0708 | 0.471882 |
45 | -0.006148 | -0.0522 | 0.479271 |
46 | 0.001417 | 0.012 | 0.495222 |
47 | -0.046066 | -0.3909 | 0.348519 |
48 | -0.019878 | -0.1687 | 0.433266 |