Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.818029 | 6.9412 | 0 |
2 | 0.520317 | 4.415 | 1.7e-05 |
3 | 0.266284 | 2.2595 | 0.01344 |
4 | 0.132461 | 1.124 | 0.13238 |
5 | 0.110081 | 0.9341 | 0.176696 |
6 | 0.109393 | 0.9282 | 0.178194 |
7 | 0.09806 | 0.8321 | 0.204061 |
8 | 0.090309 | 0.7663 | 0.223003 |
9 | 0.171411 | 1.4545 | 0.075081 |
10 | 0.352349 | 2.9898 | 0.001909 |
11 | 0.568967 | 4.8278 | 4e-06 |
12 | 0.686763 | 5.8274 | 0 |
13 | 0.515716 | 4.376 | 2e-05 |
14 | 0.252003 | 2.1383 | 0.017943 |
15 | 0.024855 | 0.2109 | 0.416778 |
16 | -0.09524 | -0.8081 | 0.210835 |
17 | -0.120154 | -1.0195 | 0.155679 |
18 | -0.121901 | -1.0344 | 0.152214 |
19 | -0.127705 | -1.0836 | 0.141076 |
20 | -0.133027 | -1.1288 | 0.131371 |
21 | -0.067435 | -0.5722 | 0.284484 |
22 | 0.0746 | 0.633 | 0.264368 |
23 | 0.240068 | 2.037 | 0.022661 |
24 | 0.329511 | 2.796 | 0.003315 |
25 | 0.193842 | 1.6448 | 0.052185 |
26 | -0.012438 | -0.1055 | 0.458121 |
27 | -0.18289 | -1.5519 | 0.062539 |
28 | -0.261016 | -2.2148 | 0.01497 |
29 | -0.262143 | -2.2244 | 0.01463 |
30 | -0.249947 | -2.1209 | 0.018689 |
31 | -0.241895 | -2.0525 | 0.021876 |
32 | -0.241196 | -2.0466 | 0.022174 |
33 | -0.189461 | -1.6076 | 0.056146 |
34 | -0.089381 | -0.7584 | 0.225337 |
35 | 0.030332 | 0.2574 | 0.398812 |
36 | 0.094012 | 0.7977 | 0.213827 |
37 | -0.007877 | -0.0668 | 0.473447 |
38 | -0.153588 | -1.3032 | 0.098323 |
39 | -0.262802 | -2.2299 | 0.014435 |
40 | -0.297053 | -2.5206 | 0.006966 |
41 | -0.274975 | -2.3332 | 0.011216 |
42 | -0.248528 | -2.1088 | 0.019219 |
43 | -0.242235 | -2.0554 | 0.021732 |
44 | -0.251658 | -2.1354 | 0.018066 |
45 | -0.224861 | -1.908 | 0.030189 |
46 | -0.160901 | -1.3653 | 0.088206 |
47 | -0.074366 | -0.631 | 0.265013 |
48 | -0.021891 | -0.1858 | 0.42658 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.818029 | 6.9412 | 0 |
2 | -0.449944 | -3.8179 | 0.000141 |
3 | 0.065207 | 0.5533 | 0.290887 |
4 | 0.11352 | 0.9633 | 0.169323 |
5 | 0.075314 | 0.6391 | 0.262407 |
6 | -0.09613 | -0.8157 | 0.208685 |
7 | 0.028952 | 0.2457 | 0.403319 |
8 | 0.078409 | 0.6653 | 0.253984 |
9 | 0.327857 | 2.782 | 0.003447 |
10 | 0.275278 | 2.3358 | 0.011145 |
11 | 0.275634 | 2.3388 | 0.011062 |
12 | 0.033068 | 0.2806 | 0.389914 |
13 | -0.644264 | -5.4668 | 0 |
14 | 0.228955 | 1.9427 | 0.027979 |
15 | -0.105773 | -0.8975 | 0.186219 |
16 | -0.088008 | -0.7468 | 0.228816 |
17 | -0.14372 | -1.2195 | 0.113317 |
18 | -0.019085 | -0.1619 | 0.435904 |
19 | 0.004874 | 0.0414 | 0.483562 |
20 | -0.021072 | -0.1788 | 0.429296 |
21 | -0.061366 | -0.5207 | 0.302083 |
22 | -0.05287 | -0.4486 | 0.327527 |
23 | -0.032837 | -0.2786 | 0.390665 |
24 | 0.068325 | 0.5798 | 0.281943 |
25 | -0.0418 | -0.3547 | 0.361933 |
26 | 0.011309 | 0.096 | 0.461911 |
27 | 0.045963 | 0.39 | 0.348842 |
28 | 0.011539 | 0.0979 | 0.461137 |
29 | 0.015585 | 0.1322 | 0.447582 |
30 | -0.051005 | -0.4328 | 0.33323 |
31 | 0.018017 | 0.1529 | 0.43946 |
32 | -0.050487 | -0.4284 | 0.334819 |
33 | -0.043239 | -0.3669 | 0.357387 |
34 | -0.122708 | -1.0412 | 0.15063 |
35 | 0.030617 | 0.2598 | 0.397883 |
36 | -0.077776 | -0.66 | 0.255695 |
37 | 0.041339 | 0.3508 | 0.363391 |
38 | -0.016146 | -0.137 | 0.445706 |
39 | 0.017268 | 0.1465 | 0.441959 |
40 | -0.023539 | -0.1997 | 0.421126 |
41 | 0.020437 | 0.1734 | 0.431406 |
42 | 0.00612 | 0.0519 | 0.479363 |
43 | -0.143119 | -1.2144 | 0.114281 |
44 | 0.016851 | 0.143 | 0.443351 |
45 | -0.048697 | -0.4132 | 0.340342 |
46 | 0.024807 | 0.2105 | 0.416938 |
47 | -0.051002 | -0.4328 | 0.333239 |
48 | 0.029796 | 0.2528 | 0.40056 |