Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.819104 | 7.5072 | 0 |
2 | 0.521646 | 4.781 | 4e-06 |
3 | 0.270738 | 2.4814 | 0.007541 |
4 | 0.13533 | 1.2403 | 0.109156 |
5 | 0.101059 | 0.9262 | 0.178492 |
6 | 0.085702 | 0.7855 | 0.217195 |
7 | 0.065223 | 0.5978 | 0.275798 |
8 | 0.067623 | 0.6198 | 0.268543 |
9 | 0.164197 | 1.5049 | 0.068051 |
10 | 0.352468 | 3.2304 | 0.000883 |
11 | 0.576046 | 5.2795 | 0 |
12 | 0.692197 | 6.3441 | 0 |
13 | 0.513782 | 4.7089 | 5e-06 |
14 | 0.241049 | 2.2093 | 0.01494 |
15 | 0.013076 | 0.1198 | 0.452448 |
16 | -0.106962 | -0.9803 | 0.16487 |
17 | -0.136528 | -1.2513 | 0.10715 |
18 | -0.151368 | -1.3873 | 0.084509 |
19 | -0.168807 | -1.5471 | 0.062794 |
20 | -0.163247 | -1.4962 | 0.069176 |
21 | -0.078961 | -0.7237 | 0.235634 |
22 | 0.080338 | 0.7363 | 0.231796 |
23 | 0.262578 | 2.4066 | 0.009148 |
24 | 0.357973 | 3.2809 | 0.000754 |
25 | 0.21238 | 1.9465 | 0.027469 |
26 | -0.006871 | -0.063 | 0.474968 |
27 | -0.184709 | -1.6929 | 0.047091 |
28 | -0.264825 | -2.4272 | 0.008677 |
29 | -0.27492 | -2.5197 | 0.00682 |
30 | -0.27205 | -2.4934 | 0.007308 |
31 | -0.270102 | -2.4755 | 0.007656 |
32 | -0.253621 | -2.3245 | 0.011257 |
33 | -0.179058 | -1.6411 | 0.052259 |
34 | -0.053848 | -0.4935 | 0.311466 |
35 | 0.087972 | 0.8063 | 0.211181 |
36 | 0.159243 | 1.4595 | 0.074081 |
37 | 0.043354 | 0.3973 | 0.346059 |
38 | -0.12799 | -1.173 | 0.122046 |
39 | -0.25688 | -2.3543 | 0.010444 |
40 | -0.304819 | -2.7937 | 0.003226 |
41 | -0.299588 | -2.7458 | 0.003691 |
42 | -0.288929 | -2.6481 | 0.004833 |
43 | -0.289937 | -2.6573 | 0.004713 |
44 | -0.281054 | -2.5759 | 0.005874 |
45 | -0.225592 | -2.0676 | 0.020878 |
46 | -0.134416 | -1.2319 | 0.110704 |
47 | -0.030088 | -0.2758 | 0.391703 |
48 | 0.02499 | 0.229 | 0.409698 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.819104 | 7.5072 | 0 |
2 | -0.453658 | -4.1578 | 3.9e-05 |
3 | 0.081153 | 0.7438 | 0.229544 |
4 | 0.090817 | 0.8323 | 0.203787 |
5 | 0.049798 | 0.4564 | 0.324638 |
6 | -0.095967 | -0.8796 | 0.190805 |
7 | 0.032027 | 0.2935 | 0.384919 |
8 | 0.112338 | 1.0296 | 0.153078 |
9 | 0.305725 | 2.802 | 0.003152 |
10 | 0.260137 | 2.3842 | 0.009685 |
11 | 0.322072 | 2.9518 | 0.002047 |
12 | 0.012446 | 0.1141 | 0.454727 |
13 | -0.677333 | -6.2079 | 0 |
14 | 0.191913 | 1.7589 | 0.041117 |
15 | -0.092164 | -0.8447 | 0.20034 |
16 | -0.111463 | -1.0216 | 0.154957 |
17 | -0.037201 | -0.341 | 0.366994 |
18 | -0.011663 | -0.1069 | 0.457565 |
19 | -0.01145 | -0.1049 | 0.458336 |
20 | -0.049066 | -0.4497 | 0.327043 |
21 | -0.065524 | -0.6005 | 0.274883 |
22 | 0.03551 | 0.3255 | 0.372824 |
23 | -0.073043 | -0.6695 | 0.252521 |
24 | 0.101082 | 0.9264 | 0.178437 |
25 | -0.067541 | -0.619 | 0.268788 |
26 | 0.05916 | 0.5422 | 0.294553 |
27 | 0.007637 | 0.07 | 0.472184 |
28 | 0.013898 | 0.1274 | 0.449472 |
29 | -0.079449 | -0.7282 | 0.234271 |
30 | 0.089482 | 0.8201 | 0.207235 |
31 | -0.029411 | -0.2696 | 0.39408 |
32 | -0.051637 | -0.4733 | 0.318627 |
33 | -0.062909 | -0.5766 | 0.282887 |
34 | -0.053382 | -0.4893 | 0.312967 |
35 | -0.011286 | -0.1034 | 0.458929 |
36 | -0.072011 | -0.66 | 0.255532 |
37 | 0.035374 | 0.3242 | 0.373292 |
38 | -0.025746 | -0.236 | 0.407018 |
39 | 0.023675 | 0.217 | 0.414374 |
40 | -0.062516 | -0.573 | 0.284098 |
41 | 0.012208 | 0.1119 | 0.455588 |
42 | -0.071736 | -0.6575 | 0.256338 |
43 | -0.099508 | -0.912 | 0.182187 |
44 | 0.003408 | 0.0312 | 0.487579 |
45 | -0.012442 | -0.114 | 0.454743 |
46 | -0.074851 | -0.686 | 0.247293 |
47 | 0.001118 | 0.0102 | 0.495925 |
48 | 0.005496 | 0.0504 | 0.479974 |