Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.576417 | 5.9903 | 0 |
2 | 0.571686 | 5.9411 | 0 |
3 | 0.641295 | 6.6645 | 0 |
4 | 0.495522 | 5.1496 | 1e-06 |
5 | 0.478133 | 4.9689 | 1e-06 |
6 | 0.472728 | 4.9127 | 2e-06 |
7 | 0.445921 | 4.6341 | 5e-06 |
8 | 0.45205 | 4.6978 | 4e-06 |
9 | 0.517875 | 5.3819 | 0 |
10 | 0.451392 | 4.691 | 4e-06 |
11 | 0.454412 | 4.7224 | 4e-06 |
12 | 0.546768 | 5.6822 | 0 |
13 | 0.364171 | 3.7846 | 0.000127 |
14 | 0.382252 | 3.9725 | 6.4e-05 |
15 | 0.380929 | 3.9587 | 6.8e-05 |
16 | 0.23659 | 2.4587 | 0.007766 |
17 | 0.267298 | 2.7778 | 0.003227 |
18 | 0.24148 | 2.5095 | 0.006787 |
19 | 0.18123 | 1.8834 | 0.031168 |
20 | 0.169957 | 1.7662 | 0.04009 |
21 | 0.242519 | 2.5203 | 0.006593 |
22 | 0.16135 | 1.6768 | 0.048237 |
23 | 0.200481 | 2.0835 | 0.019785 |
24 | 0.212059 | 2.2038 | 0.014831 |
25 | 0.101103 | 1.0507 | 0.147872 |
26 | 0.077733 | 0.8078 | 0.210483 |
27 | 0.03419 | 0.3553 | 0.361523 |
28 | -0.041627 | -0.4326 | 0.333083 |
29 | -0.050385 | -0.5236 | 0.30081 |
30 | -0.093739 | -0.9742 | 0.166075 |
31 | -0.148546 | -1.5437 | 0.062789 |
32 | -0.058219 | -0.605 | 0.273215 |
33 | -0.052992 | -0.5507 | 0.291486 |
34 | -0.113941 | -1.1841 | 0.119484 |
35 | -0.124717 | -1.2961 | 0.098853 |
36 | -0.065566 | -0.6814 | 0.248545 |
37 | -0.179927 | -1.8699 | 0.032106 |
38 | -0.22971 | -2.3872 | 0.009357 |
39 | -0.227813 | -2.3675 | 0.009844 |
40 | -0.259912 | -2.7011 | 0.004013 |
41 | -0.295405 | -3.0699 | 0.001354 |
42 | -0.290302 | -3.0169 | 0.001592 |
43 | -0.251505 | -2.6137 | 0.005117 |
44 | -0.257232 | -2.6732 | 0.004339 |
45 | -0.276186 | -2.8702 | 0.002468 |
46 | -0.216644 | -2.2514 | 0.013191 |
47 | -0.256232 | -2.6628 | 0.004467 |
48 | -0.241344 | -2.5081 | 0.006812 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.576417 | 5.9903 | 0 |
2 | 0.358565 | 3.7263 | 0.000156 |
3 | 0.383645 | 3.987 | 6.1e-05 |
4 | 0.003219 | 0.0335 | 0.486689 |
5 | 0.008892 | 0.0924 | 0.463273 |
6 | 0.013819 | 0.1436 | 0.443038 |
7 | 0.07843 | 0.8151 | 0.208413 |
8 | 0.100151 | 1.0408 | 0.150147 |
9 | 0.223488 | 2.3226 | 0.011039 |
10 | 0.014969 | 0.1556 | 0.438336 |
11 | 0.005239 | 0.0544 | 0.47834 |
12 | 0.155033 | 1.6111 | 0.055033 |
13 | -0.19414 | -2.0176 | 0.023058 |
14 | -0.065188 | -0.6775 | 0.249782 |
15 | -0.070333 | -0.7309 | 0.233204 |
16 | -0.157695 | -1.6388 | 0.052081 |
17 | -0.034696 | -0.3606 | 0.359561 |
18 | -0.051719 | -0.5375 | 0.296021 |
19 | -0.062016 | -0.6445 | 0.260312 |
20 | -0.103854 | -1.0793 | 0.141433 |
21 | 0.08293 | 0.8618 | 0.195343 |
22 | -0.021602 | -0.2245 | 0.411399 |
23 | 0.091307 | 0.9489 | 0.172398 |
24 | -0.003788 | -0.0394 | 0.484336 |
25 | -0.037626 | -0.391 | 0.348276 |
26 | -0.154269 | -1.6032 | 0.055904 |
27 | -0.120152 | -1.2487 | 0.107245 |
28 | -0.041733 | -0.4337 | 0.332684 |
29 | -0.035093 | -0.3647 | 0.358026 |
30 | -0.063256 | -0.6574 | 0.256168 |
31 | -0.102425 | -1.0644 | 0.144755 |
32 | 0.125645 | 1.3057 | 0.097208 |
33 | 0.060697 | 0.6308 | 0.264759 |
34 | 0.033228 | 0.3453 | 0.365264 |
35 | -0.170301 | -1.7698 | 0.039789 |
36 | 0.075049 | 0.7799 | 0.218568 |
37 | -0.049035 | -0.5096 | 0.305689 |
38 | -0.086988 | -0.904 | 0.184003 |
39 | -0.027282 | -0.2835 | 0.388659 |
40 | 0.057054 | 0.5929 | 0.277238 |
41 | -0.026515 | -0.2756 | 0.391708 |
42 | -0.003247 | -0.0337 | 0.486574 |
43 | 0.177946 | 1.8493 | 0.033577 |
44 | -0.03645 | -0.3788 | 0.352789 |
45 | -0.101928 | -1.0593 | 0.14592 |
46 | 0.062616 | 0.6507 | 0.258302 |
47 | -0.009345 | -0.0971 | 0.461406 |
48 | 0.000239 | 0.0025 | 0.499013 |