Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.824342 | 6.9948 | 0 |
2 | 0.572011 | 4.8537 | 3e-06 |
3 | 0.347941 | 2.9524 | 0.002128 |
4 | 0.195109 | 1.6556 | 0.051082 |
5 | 0.145595 | 1.2354 | 0.110346 |
6 | 0.144709 | 1.2279 | 0.111743 |
7 | 0.157675 | 1.3379 | 0.092567 |
8 | 0.187421 | 1.5903 | 0.058072 |
9 | 0.292972 | 2.4859 | 0.007621 |
10 | 0.438879 | 3.724 | 0.000193 |
11 | 0.604422 | 5.1287 | 1e-06 |
12 | 0.68572 | 5.8185 | 0 |
13 | 0.547501 | 4.6457 | 7e-06 |
14 | 0.327394 | 2.778 | 0.003485 |
15 | 0.127823 | 1.0846 | 0.140855 |
16 | -6.8e-05 | -6e-04 | 0.499772 |
17 | -0.048016 | -0.4074 | 0.34245 |
18 | -0.054062 | -0.4587 | 0.323905 |
19 | -0.041054 | -0.3484 | 0.364295 |
20 | -0.018128 | -0.1538 | 0.439091 |
21 | 0.064466 | 0.547 | 0.29303 |
22 | 0.17812 | 1.5114 | 0.067532 |
23 | 0.299336 | 2.54 | 0.006623 |
24 | 0.347965 | 2.9526 | 0.002126 |
25 | 0.238057 | 2.02 | 0.023554 |
26 | 0.041656 | 0.3535 | 0.362388 |
27 | -0.138138 | -1.1721 | 0.122503 |
28 | -0.240321 | -2.0392 | 0.022551 |
29 | -0.280841 | -2.383 | 0.009906 |
30 | -0.26681 | -2.264 | 0.013295 |
31 | -0.240473 | -2.0405 | 0.022485 |
32 | -0.205715 | -1.7456 | 0.042577 |
33 | -0.15011 | -1.2737 | 0.103429 |
34 | -0.059567 | -0.5054 | 0.307396 |
35 | 0.030509 | 0.2589 | 0.398235 |
36 | 0.07464 | 0.6333 | 0.264259 |
37 | 0.015381 | 0.1305 | 0.448263 |
38 | -0.13279 | -1.1268 | 0.131793 |
39 | -0.268691 | -2.2799 | 0.012788 |
40 | -0.3398 | -2.8833 | 0.002593 |
41 | -0.361552 | -3.0679 | 0.001519 |
42 | -0.352871 | -2.9942 | 0.001885 |
43 | -0.316611 | -2.6865 | 0.00448 |
44 | -0.267237 | -2.2676 | 0.013179 |
45 | -0.218853 | -1.857 | 0.033699 |
46 | -0.148003 | -1.2559 | 0.106615 |
47 | -0.079902 | -0.678 | 0.249975 |
48 | -0.062619 | -0.5313 | 0.298409 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.824342 | 6.9948 | 0 |
2 | -0.335547 | -2.8472 | 0.002872 |
3 | -0.018313 | -0.1554 | 0.438474 |
4 | 0.034059 | 0.289 | 0.386706 |
5 | 0.146479 | 1.2429 | 0.108965 |
6 | -0.002997 | -0.0254 | 0.489892 |
7 | 0.022636 | 0.1921 | 0.424113 |
8 | 0.099255 | 0.8422 | 0.201231 |
9 | 0.333377 | 2.8288 | 0.003024 |
10 | 0.200133 | 1.6982 | 0.046896 |
11 | 0.303106 | 2.5719 | 0.006088 |
12 | 0.032079 | 0.2722 | 0.393122 |
13 | -0.420076 | -3.5645 | 0.000326 |
14 | -0.06068 | -0.5149 | 0.304105 |
15 | -0.00109 | -0.0092 | 0.496323 |
16 | -0.038823 | -0.3294 | 0.371394 |
17 | -0.124374 | -1.0553 | 0.147397 |
18 | -0.135054 | -1.146 | 0.127801 |
19 | -0.014275 | -0.1211 | 0.451964 |
20 | -0.050003 | -0.4243 | 0.33631 |
21 | 0.0087 | 0.0738 | 0.470678 |
22 | -0.035008 | -0.297 | 0.383642 |
23 | -0.006592 | -0.0559 | 0.477773 |
24 | 0.007367 | 0.0625 | 0.475163 |
25 | -0.051935 | -0.4407 | 0.330381 |
26 | -0.100793 | -0.8553 | 0.197624 |
27 | -0.018917 | -0.1605 | 0.43646 |
28 | 0.014608 | 0.124 | 0.450849 |
29 | -0.065878 | -0.559 | 0.288951 |
30 | 0.023097 | 0.196 | 0.422587 |
31 | -0.049912 | -0.4235 | 0.33659 |
32 | 0.008921 | 0.0757 | 0.469935 |
33 | -0.124775 | -1.0588 | 0.146626 |
34 | 0.043035 | 0.3652 | 0.35803 |
35 | -0.043844 | -0.372 | 0.355483 |
36 | 0.068565 | 0.5818 | 0.281263 |
37 | 0.036027 | 0.3057 | 0.380358 |
38 | -0.03665 | -0.311 | 0.378354 |
39 | 0.025324 | 0.2149 | 0.415235 |
40 | 0.045325 | 0.3846 | 0.350835 |
41 | -0.019352 | -0.1642 | 0.435015 |
42 | -0.092037 | -0.781 | 0.218693 |
43 | 0.044748 | 0.3797 | 0.352642 |
44 | 0.053461 | 0.4536 | 0.32573 |
45 | -0.06807 | -0.5776 | 0.28267 |
46 | -0.06158 | -0.5225 | 0.301454 |
47 | -0.032811 | -0.2784 | 0.390746 |
48 | -0.110052 | -0.9338 | 0.176759 |