Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.859014 | 7.873 | 0 |
2 | 0.649288 | 5.9508 | 0 |
3 | 0.522641 | 4.7901 | 4e-06 |
4 | 0.49877 | 4.5713 | 8e-06 |
5 | 0.536138 | 4.9138 | 2e-06 |
6 | 0.540901 | 4.9574 | 2e-06 |
7 | 0.44812 | 4.1071 | 4.6e-05 |
8 | 0.320754 | 2.9398 | 0.002121 |
9 | 0.246701 | 2.2611 | 0.01317 |
10 | 0.268443 | 2.4603 | 0.007965 |
11 | 0.370912 | 3.3995 | 0.000517 |
12 | 0.412091 | 3.7769 | 0.000148 |
13 | 0.240895 | 2.2078 | 0.014991 |
14 | 0.019523 | 0.1789 | 0.42921 |
15 | -0.114375 | -1.0483 | 0.148763 |
16 | -0.152292 | -1.3958 | 0.08323 |
17 | -0.133494 | -1.2235 | 0.112283 |
18 | -0.141058 | -1.2928 | 0.09981 |
19 | -0.229452 | -2.103 | 0.019231 |
20 | -0.344613 | -3.1584 | 0.001102 |
21 | -0.405228 | -3.714 | 0.000183 |
22 | -0.369958 | -3.3907 | 0.000532 |
23 | -0.258072 | -2.3653 | 0.010161 |
24 | -0.190669 | -1.7475 | 0.042102 |
25 | -0.291485 | -2.6715 | 0.004534 |
26 | -0.422372 | -3.8711 | 0.000107 |
27 | -0.469475 | -4.3028 | 2.3e-05 |
28 | -0.440659 | -4.0387 | 5.9e-05 |
29 | -0.365845 | -3.353 | 6e-04 |
30 | -0.314625 | -2.8836 | 0.002496 |
31 | -0.333533 | -3.0569 | 0.001499 |
32 | -0.371383 | -3.4038 | 0.00051 |
33 | -0.355155 | -3.255 | 0.000818 |
34 | -0.272636 | -2.4987 | 0.007206 |
35 | -0.137765 | -1.2626 | 0.105106 |
36 | -0.055746 | -0.5109 | 0.305372 |
37 | -0.109076 | -0.9997 | 0.160164 |
38 | -0.183082 | -1.678 | 0.048535 |
39 | -0.193621 | -1.7746 | 0.039796 |
40 | -0.149852 | -1.3734 | 0.086639 |
41 | -0.069196 | -0.6342 | 0.263839 |
42 | -0.015516 | -0.1422 | 0.443628 |
43 | -0.022806 | -0.209 | 0.41747 |
44 | -0.045097 | -0.4133 | 0.340213 |
45 | -0.02743 | -0.2514 | 0.401059 |
46 | 0.041005 | 0.3758 | 0.354001 |
47 | 0.138967 | 1.2737 | 0.10315 |
48 | 0.192761 | 1.7667 | 0.040457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.859014 | 7.873 | 0 |
2 | -0.338109 | -3.0988 | 0.001321 |
3 | 0.287573 | 2.6356 | 0.005 |
4 | 0.161199 | 1.4774 | 0.071652 |
5 | 0.172997 | 1.5855 | 0.058301 |
6 | -0.074015 | -0.6784 | 0.249705 |
7 | -0.196434 | -1.8003 | 0.037698 |
8 | -0.000249 | -0.0023 | 0.499093 |
9 | 0.049249 | 0.4514 | 0.326443 |
10 | 0.155778 | 1.4277 | 0.078539 |
11 | 0.229285 | 2.1014 | 0.0193 |
12 | -0.188214 | -1.725 | 0.044102 |
13 | -0.648315 | -5.9419 | 0 |
14 | 0.062056 | 0.5687 | 0.285522 |
15 | -0.009434 | -0.0865 | 0.465652 |
16 | -0.141679 | -1.2985 | 0.098833 |
17 | -0.093223 | -0.8544 | 0.197656 |
18 | -0.013411 | -0.1229 | 0.451233 |
19 | 0.018767 | 0.172 | 0.431926 |
20 | -0.03495 | -0.3203 | 0.37476 |
21 | 0.005419 | 0.0497 | 0.480252 |
22 | 0.036801 | 0.3373 | 0.368372 |
23 | 0.006226 | 0.0571 | 0.477314 |
24 | 0.087042 | 0.7978 | 0.213632 |
25 | -0.053232 | -0.4879 | 0.313452 |
26 | 0.111293 | 1.02 | 0.155324 |
27 | 0.014525 | 0.1331 | 0.447207 |
28 | -0.075053 | -0.6879 | 0.246713 |
29 | 0.032393 | 0.2969 | 0.383644 |
30 | 0.019671 | 0.1803 | 0.42868 |
31 | 0.017596 | 0.1613 | 0.436134 |
32 | 0.048813 | 0.4474 | 0.327875 |
33 | 0.076047 | 0.697 | 0.243869 |
34 | -0.148215 | -1.3584 | 0.088985 |
35 | -0.037229 | -0.3412 | 0.366899 |
36 | -0.078534 | -0.7198 | 0.236829 |
37 | 0.014863 | 0.1362 | 0.445985 |
38 | -0.073258 | -0.6714 | 0.251899 |
39 | -0.139322 | -1.2769 | 0.102577 |
40 | -0.000746 | -0.0068 | 0.49728 |
41 | 0.042342 | 0.3881 | 0.349472 |
42 | -0.057767 | -0.5294 | 0.298946 |
43 | 0.013917 | 0.1276 | 0.449404 |
44 | 0.003679 | 0.0337 | 0.486592 |
45 | -0.023939 | -0.2194 | 0.413432 |
46 | 0.05569 | 0.5104 | 0.305551 |
47 | -0.012874 | -0.118 | 0.453178 |
48 | 0.123048 | 1.1278 | 0.131318 |