Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.444316 | 4.5529 | 7e-06 |
2 | 0.464102 | 4.7556 | 3e-06 |
3 | 0.489042 | 5.0112 | 1e-06 |
4 | 0.287102 | 2.9419 | 0.002007 |
5 | 0.223687 | 2.2921 | 0.011947 |
6 | 0.230484 | 2.3618 | 0.010016 |
7 | 0.182156 | 1.8665 | 0.032378 |
8 | 0.273389 | 2.8014 | 0.003029 |
9 | 0.350132 | 3.5878 | 0.000254 |
10 | 0.276766 | 2.836 | 0.002741 |
11 | 0.349819 | 3.5846 | 0.000257 |
12 | 0.43811 | 4.4893 | 9e-06 |
13 | 0.25201 | 2.5823 | 0.005596 |
14 | 0.231626 | 2.3735 | 0.00972 |
15 | 0.241431 | 2.4739 | 0.007483 |
16 | 0.030545 | 0.313 | 0.377453 |
17 | 0.080787 | 0.8278 | 0.204826 |
18 | -0.010839 | -0.1111 | 0.455887 |
19 | -0.002915 | -0.0299 | 0.488112 |
20 | 0.008168 | 0.0837 | 0.466727 |
21 | 0.120872 | 1.2386 | 0.109133 |
22 | 0.026408 | 0.2706 | 0.393615 |
23 | 0.151128 | 1.5486 | 0.062244 |
24 | 0.142517 | 1.4604 | 0.073587 |
25 | 0.067269 | 0.6893 | 0.246077 |
26 | -8.6e-05 | -9e-04 | 0.499651 |
27 | -0.040518 | -0.4152 | 0.339428 |
28 | -0.133289 | -1.3658 | 0.087459 |
29 | -0.164428 | -1.6849 | 0.04749 |
30 | -0.19265 | -1.9741 | 0.0255 |
31 | -0.242644 | -2.4864 | 0.007241 |
32 | -0.065932 | -0.6756 | 0.250389 |
33 | -0.112274 | -1.1505 | 0.126283 |
34 | -0.098739 | -1.0118 | 0.156987 |
35 | -0.076055 | -0.7793 | 0.218768 |
36 | -0.019814 | -0.203 | 0.41975 |
37 | -0.139462 | -1.4291 | 0.077978 |
38 | -0.190753 | -1.9546 | 0.026643 |
39 | -0.207718 | -2.1285 | 0.017819 |
40 | -0.229424 | -2.3509 | 0.010298 |
41 | -0.301612 | -3.0906 | 0.001279 |
42 | -0.267865 | -2.7448 | 0.003562 |
43 | -0.230379 | -2.3607 | 0.010044 |
44 | -0.203651 | -2.0868 | 0.019664 |
45 | -0.216955 | -2.2231 | 0.014175 |
46 | -0.095722 | -0.9809 | 0.164457 |
47 | -0.122599 | -1.2563 | 0.105904 |
48 | -0.093242 | -0.9554 | 0.170772 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.444316 | 4.5529 | 7e-06 |
2 | 0.332284 | 3.4049 | 0.000469 |
3 | 0.285327 | 2.9237 | 0.002119 |
4 | -0.081303 | -0.8331 | 0.203336 |
5 | -0.116334 | -1.1921 | 0.117961 |
6 | 0.015208 | 0.1558 | 0.438231 |
7 | 0.074645 | 0.7649 | 0.223028 |
8 | 0.232684 | 2.3843 | 0.009453 |
9 | 0.253902 | 2.6017 | 0.005307 |
10 | -0.00196 | -0.0201 | 0.492009 |
11 | -0.011548 | -0.1183 | 0.453016 |
12 | 0.149967 | 1.5367 | 0.063687 |
13 | -0.079976 | -0.8195 | 0.207176 |
14 | -0.109283 | -1.1198 | 0.132673 |
15 | -0.013061 | -0.1338 | 0.446895 |
16 | -0.186236 | -1.9083 | 0.029539 |
17 | -0.022442 | -0.23 | 0.409283 |
18 | -0.128374 | -1.3154 | 0.095614 |
19 | 0.017967 | 0.1841 | 0.427142 |
20 | -0.08463 | -0.8672 | 0.193904 |
21 | 0.130235 | 1.3345 | 0.092461 |
22 | -0.059283 | -0.6075 | 0.272427 |
23 | 0.066861 | 0.6851 | 0.24739 |
24 | -0.014465 | -0.1482 | 0.441227 |
25 | 0.025966 | 0.2661 | 0.395352 |
26 | -0.15052 | -1.5424 | 0.062996 |
27 | -0.082693 | -0.8473 | 0.199364 |
28 | -0.028401 | -0.291 | 0.385802 |
29 | -0.033451 | -0.3428 | 0.366229 |
30 | -0.025913 | -0.2655 | 0.395561 |
31 | -0.100912 | -1.034 | 0.151746 |
32 | 0.157311 | 1.612 | 0.054987 |
33 | -0.019401 | -0.1988 | 0.4214 |
34 | -0.007071 | -0.0725 | 0.471187 |
35 | -0.141417 | -1.4491 | 0.075146 |
36 | 0.03669 | 0.376 | 0.353854 |
37 | -0.029293 | -0.3002 | 0.382322 |
38 | -0.107597 | -1.1025 | 0.136373 |
39 | 0.019994 | 0.2049 | 0.41903 |
40 | 0.018507 | 0.1896 | 0.424977 |
41 | -0.014097 | -0.1444 | 0.442712 |
42 | -0.036003 | -0.3689 | 0.356466 |
43 | 0.138299 | 1.4171 | 0.079701 |
44 | -0.107682 | -1.1034 | 0.136185 |
45 | -0.100277 | -1.0275 | 0.153265 |
46 | 0.127131 | 1.3027 | 0.097763 |
47 | 0.021537 | 0.2207 | 0.412884 |
48 | 0.043052 | 0.4412 | 0.330004 |