Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.530031 | 7.4958 | 0 |
3 | 0.619105 | 8.7555 | 0 |
4 | 0.374317 | 5.2936 | 0 |
5 | 0.423664 | 5.9915 | 0 |
6 | 0.349223 | 4.9388 | 1e-06 |
7 | 0.128294 | 1.8144 | 0.035561 |
8 | 0.131238 | 1.856 | 0.032463 |
9 | 0.059818 | 0.846 | 0.199296 |
10 | -0.059098 | -0.8358 | 0.202139 |
11 | -0.081615 | -1.1542 | 0.124895 |
12 | -0.261471 | -3.6978 | 0.00014 |
13 | -0.252927 | -3.5769 | 0.000218 |
14 | -0.23726 | -3.3554 | 0.000474 |
15 | -0.298356 | -4.2194 | 1.9e-05 |
16 | -0.339111 | -4.7958 | 2e-06 |
17 | -0.300921 | -4.2557 | 1.6e-05 |
18 | -0.314691 | -4.4504 | 7e-06 |
19 | -0.377929 | -5.3447 | 0 |
20 | -0.272098 | -3.8481 | 8e-05 |
21 | -0.283815 | -4.0137 | 4.2e-05 |
22 | -0.339184 | -4.7968 | 2e-06 |
23 | -0.142645 | -2.0173 | 0.0225 |
24 | -0.255809 | -3.6177 | 0.000188 |
25 | -0.231196 | -3.2696 | 0.000634 |
26 | -0.054957 | -0.7772 | 0.218975 |
27 | -0.152802 | -2.1609 | 0.015944 |
28 | -0.068199 | -0.9645 | 0.167985 |
29 | 0.01158 | 0.1638 | 0.43504 |
30 | -0.045951 | -0.6498 | 0.25827 |
31 | 0.055083 | 0.779 | 0.218453 |
32 | 0.105572 | 1.493 | 0.068504 |
33 | 0.033883 | 0.4792 | 0.316167 |
34 | 0.120904 | 1.7098 | 0.044424 |
35 | 0.113362 | 1.6032 | 0.055236 |
36 | 0.086483 | 1.2231 | 0.111373 |
37 | 0.230882 | 3.2652 | 0.000644 |
38 | 0.157227 | 2.2235 | 0.01365 |
39 | 0.166305 | 2.3519 | 0.009825 |
40 | 0.24158 | 3.4165 | 0.000384 |
41 | 0.21286 | 3.0103 | 0.001473 |
42 | 0.155919 | 2.205 | 0.014296 |
43 | 0.220991 | 3.1253 | 0.00102 |
44 | 0.195878 | 2.7701 | 0.003066 |
45 | 0.070936 | 1.0032 | 0.15849 |
46 | 0.191066 | 2.7021 | 0.003741 |
47 | 0.064406 | 0.9108 | 0.181737 |
48 | -0.048163 | -0.6811 | 0.248287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.351736 | 4.9743 | 1e-06 |
3 | 0.400529 | 5.6643 | 0 |
4 | -0.137339 | -1.9423 | 0.026754 |
5 | 0.042046 | 0.5946 | 0.276386 |
6 | -0.091936 | -1.3002 | 0.097519 |
7 | -0.256753 | -3.631 | 0.000179 |
8 | -0.171392 | -2.4238 | 0.008123 |
9 | -0.048329 | -0.6835 | 0.247551 |
10 | -0.026522 | -0.3751 | 0.354 |
11 | -0.041831 | -0.5916 | 0.277401 |
12 | -0.24247 | -3.429 | 0.000368 |
13 | -0.001826 | -0.0258 | 0.489713 |
14 | 0.065274 | 0.9231 | 0.178529 |
15 | 0.116784 | 1.6516 | 0.050095 |
16 | -0.105061 | -1.4858 | 0.069455 |
17 | 0.051315 | 0.7257 | 0.234435 |
18 | 0.02151 | 0.3042 | 0.380646 |
19 | -0.230556 | -3.2606 | 0.000654 |
20 | -0.058079 | -0.8214 | 0.206208 |
21 | 0.035541 | 0.5026 | 0.307891 |
22 | -0.081042 | -1.1461 | 0.12656 |
23 | 0.149631 | 2.1161 | 0.017786 |
24 | -0.197565 | -2.794 | 0.002856 |
25 | -0.036107 | -0.5106 | 0.305085 |
26 | 0.088303 | 1.2488 | 0.106599 |
27 | 0.033926 | 0.4798 | 0.315953 |
28 | -0.016042 | -0.2269 | 0.410381 |
29 | 0.009659 | 0.1366 | 0.44574 |
30 | 0.044928 | 0.6354 | 0.262956 |
31 | -0.084067 | -1.1889 | 0.117946 |
32 | -0.031829 | -0.4501 | 0.326554 |
33 | -0.040927 | -0.5788 | 0.281687 |
34 | -0.039504 | -0.5587 | 0.288504 |
35 | 0.048018 | 0.6791 | 0.248938 |
36 | -0.096552 | -1.3654 | 0.086823 |
37 | 0.18995 | 2.6863 | 0.003916 |
38 | 0.057698 | 0.816 | 0.207743 |
39 | 0.095933 | 1.3567 | 0.088203 |
40 | 0.017106 | 0.2419 | 0.404546 |
41 | 0.05583 | 0.7896 | 0.215362 |
42 | -0.102188 | -1.4452 | 0.07499 |
43 | -0.081377 | -1.1508 | 0.125586 |
44 | 0.016438 | 0.2325 | 0.408204 |
45 | -0.165948 | -2.3469 | 0.009955 |
46 | 0.001044 | 0.0148 | 0.494116 |
47 | -0.08593 | -1.2152 | 0.112856 |
48 | -0.207551 | -2.9352 | 0.001862 |