Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.797825 | 9.8686 | 0 |
2 | 0.458802 | 5.6751 | 0 |
3 | 0.187054 | 2.3137 | 0.011007 |
4 | 0.061405 | 0.7595 | 0.224349 |
5 | 0.049645 | 0.6141 | 0.270038 |
6 | 0.055703 | 0.689 | 0.245929 |
7 | 0.036655 | 0.4534 | 0.325452 |
8 | 0.030665 | 0.3793 | 0.352494 |
9 | 0.131957 | 1.6322 | 0.052345 |
10 | 0.363487 | 4.4961 | 7e-06 |
11 | 0.654016 | 8.0897 | 0 |
12 | 0.812393 | 10.0487 | 0 |
13 | 0.605443 | 7.4889 | 0 |
14 | 0.280594 | 3.4708 | 0.000337 |
15 | 0.017588 | 0.2175 | 0.414035 |
16 | -0.106666 | -1.3194 | 0.094506 |
17 | -0.126777 | -1.5681 | 0.059456 |
18 | -0.131102 | -1.6216 | 0.05347 |
19 | -0.152309 | -1.884 | 0.030734 |
20 | -0.157292 | -1.9456 | 0.026768 |
21 | -0.060853 | -0.7527 | 0.226389 |
22 | 0.154879 | 1.9158 | 0.028631 |
23 | 0.422156 | 5.2218 | 0 |
24 | 0.561894 | 6.9502 | 0 |
25 | 0.371579 | 4.5962 | 4e-06 |
26 | 0.082894 | 1.0253 | 0.153409 |
27 | -0.144548 | -1.788 | 0.03788 |
28 | -0.243109 | -3.0071 | 0.001542 |
29 | -0.25135 | -3.109 | 0.001119 |
30 | -0.247673 | -3.0636 | 0.001293 |
31 | -0.258472 | -3.1971 | 0.000843 |
32 | -0.254795 | -3.1516 | 0.000977 |
33 | -0.15792 | -1.9534 | 0.0263 |
34 | 0.043548 | 0.5387 | 0.295452 |
35 | 0.290278 | 3.5905 | 0.000222 |
36 | 0.416543 | 5.1524 | 0 |
37 | 0.246088 | 3.0439 | 0.001375 |
38 | -0.010664 | -0.1319 | 0.447614 |
39 | -0.210361 | -2.602 | 0.005089 |
40 | -0.292841 | -3.6222 | 0.000198 |
41 | -0.297029 | -3.674 | 0.000165 |
42 | -0.291694 | -3.6081 | 0.000209 |
43 | -0.302115 | -3.737 | 0.000131 |
44 | -0.298717 | -3.6949 | 0.000153 |
45 | -0.209768 | -2.5947 | 0.005194 |
46 | -0.029556 | -0.3656 | 0.357589 |
47 | 0.189637 | 2.3457 | 0.010138 |
48 | 0.301205 | 3.7257 | 0.000137 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.797825 | 9.8686 | 0 |
2 | -0.488954 | -6.048 | 0 |
3 | 0.116173 | 1.437 | 0.076383 |
4 | 0.086272 | 1.0671 | 0.143797 |
5 | 0.029996 | 0.371 | 0.355565 |
6 | -0.080021 | -0.9898 | 0.161917 |
7 | -0.005068 | -0.0627 | 0.475047 |
8 | 0.11108 | 1.374 | 0.085729 |
9 | 0.319193 | 3.9482 | 6e-05 |
10 | 0.359022 | 4.4409 | 9e-06 |
11 | 0.443912 | 5.4909 | 0 |
12 | 0.157229 | 1.9448 | 0.026815 |
13 | -0.774402 | -9.5788 | 0 |
14 | 0.315013 | 3.8965 | 7.3e-05 |
15 | -0.241831 | -2.9913 | 0.00162 |
16 | -0.112019 | -1.3856 | 0.083943 |
17 | -0.119502 | -1.4782 | 0.070711 |
18 | -0.102738 | -1.2708 | 0.102865 |
19 | 0.064958 | 0.8035 | 0.211472 |
20 | -0.078591 | -0.9721 | 0.166262 |
21 | -0.038144 | -0.4718 | 0.318866 |
22 | 0.087206 | 1.0787 | 0.141215 |
23 | -0.04465 | -0.5523 | 0.290779 |
24 | 0.062743 | 0.7761 | 0.219446 |
25 | 0.008155 | 0.1009 | 0.459895 |
26 | 0.087362 | 1.0806 | 0.140786 |
27 | 0.109693 | 1.3568 | 0.088417 |
28 | -0.043604 | -0.5394 | 0.295214 |
29 | 0.067977 | 0.8408 | 0.200876 |
30 | 0.050016 | 0.6187 | 0.268529 |
31 | -0.053431 | -0.6609 | 0.254835 |
32 | 0.0068 | 0.0841 | 0.466539 |
33 | -0.068293 | -0.8447 | 0.199787 |
34 | -0.078156 | -0.9667 | 0.167599 |
35 | 0.019499 | 0.2412 | 0.404864 |
36 | -0.088949 | -1.1002 | 0.136479 |
37 | -0.00013 | -0.0016 | 0.499358 |
38 | -0.115677 | -1.4308 | 0.077257 |
39 | -0.027116 | -0.3354 | 0.36889 |
40 | -0.036475 | -0.4512 | 0.326253 |
41 | -0.049823 | -0.6163 | 0.269315 |
42 | -0.012862 | -0.1591 | 0.436901 |
43 | -0.099238 | -1.2275 | 0.11076 |
44 | 0.040647 | 0.5028 | 0.307921 |
45 | -0.037076 | -0.4586 | 0.323585 |
46 | -0.048589 | -0.601 | 0.274361 |
47 | 0.001824 | 0.0226 | 0.491016 |
48 | 0.079045 | 0.9777 | 0.164875 |