Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.804681 | 7.4188 | 0 |
2 | 0.465955 | 4.2959 | 2.3e-05 |
3 | 0.202438 | 1.8664 | 0.032718 |
4 | 0.083263 | 0.7677 | 0.222411 |
5 | 0.07355 | 0.6781 | 0.249777 |
6 | 0.085268 | 0.7861 | 0.216989 |
7 | 0.080011 | 0.7377 | 0.231376 |
8 | 0.081285 | 0.7494 | 0.227839 |
9 | 0.170113 | 1.5684 | 0.060256 |
10 | 0.372598 | 3.4352 | 0.000459 |
11 | 0.633728 | 5.8427 | 0 |
12 | 0.770721 | 7.1057 | 0 |
13 | 0.58248 | 5.3702 | 0 |
14 | 0.274468 | 2.5305 | 0.006617 |
15 | 0.034978 | 0.3225 | 0.373939 |
16 | -0.077873 | -0.718 | 0.237376 |
17 | -0.091889 | -0.8472 | 0.199638 |
18 | -0.084446 | -0.7786 | 0.219201 |
19 | -0.089764 | -0.8276 | 0.205112 |
20 | -0.088165 | -0.8128 | 0.20929 |
21 | -0.012633 | -0.1165 | 0.453777 |
22 | 0.153972 | 1.4195 | 0.079698 |
23 | 0.363657 | 3.3527 | 0.000598 |
24 | 0.466206 | 4.2982 | 2.3e-05 |
25 | 0.300357 | 2.7692 | 0.00345 |
26 | 0.040967 | 0.3777 | 0.353299 |
27 | -0.14909 | -1.3745 | 0.086443 |
28 | -0.228695 | -2.1085 | 0.018967 |
29 | -0.227669 | -2.099 | 0.019391 |
30 | -0.215034 | -1.9825 | 0.025326 |
31 | -0.217822 | -2.0082 | 0.023897 |
32 | -0.214703 | -1.9795 | 0.0255 |
33 | -0.150321 | -1.3859 | 0.084703 |
34 | -0.016705 | -0.154 | 0.438982 |
35 | 0.145041 | 1.3372 | 0.092361 |
36 | 0.219203 | 2.0209 | 0.023216 |
37 | 0.084233 | 0.7766 | 0.219777 |
38 | -0.119816 | -1.1046 | 0.136215 |
39 | -0.258374 | -2.3821 | 0.009723 |
40 | -0.302408 | -2.7881 | 0.003271 |
41 | -0.284914 | -2.6268 | 0.005112 |
42 | -0.262296 | -2.4183 | 0.008865 |
43 | -0.259373 | -2.3913 | 0.009498 |
44 | -0.257841 | -2.3772 | 0.009845 |
45 | -0.21538 | -1.9857 | 0.025145 |
46 | -0.122942 | -1.1335 | 0.130102 |
47 | -0.005163 | -0.0476 | 0.481072 |
48 | 0.05056 | 0.4661 | 0.321155 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.804681 | 7.4188 | 0 |
2 | -0.515072 | -4.7487 | 4e-06 |
3 | 0.188581 | 1.7386 | 0.042861 |
4 | 0.048761 | 0.4496 | 0.32709 |
5 | 0.044045 | 0.4061 | 0.342852 |
6 | -0.056649 | -0.5223 | 0.301419 |
7 | 0.032226 | 0.2971 | 0.383553 |
8 | 0.08753 | 0.807 | 0.210962 |
9 | 0.30909 | 2.8497 | 0.002745 |
10 | 0.325769 | 3.0034 | 0.001753 |
11 | 0.425097 | 3.9192 | 9e-05 |
12 | 0.035077 | 0.3234 | 0.373596 |
13 | -0.637909 | -5.8812 | 0 |
14 | 0.307953 | 2.8392 | 0.002828 |
15 | -0.182971 | -1.6869 | 0.047644 |
16 | -0.163866 | -1.5108 | 0.067278 |
17 | -0.056598 | -0.5218 | 0.301581 |
18 | -0.124049 | -1.1437 | 0.127984 |
19 | -0.041261 | -0.3804 | 0.352297 |
20 | -0.024452 | -0.2254 | 0.411089 |
21 | -0.089196 | -0.8223 | 0.20659 |
22 | -0.004918 | -0.0453 | 0.48197 |
23 | -0.052934 | -0.488 | 0.313395 |
24 | -0.004607 | -0.0425 | 0.48311 |
25 | 0.008598 | 0.0793 | 0.468503 |
26 | 0.037846 | 0.3489 | 0.364006 |
27 | 0.067418 | 0.6216 | 0.267946 |
28 | 0.007908 | 0.0729 | 0.471027 |
29 | 0.004696 | 0.0433 | 0.482783 |
30 | 0.01079 | 0.0995 | 0.460498 |
31 | -0.013133 | -0.1211 | 0.451958 |
32 | -0.005825 | -0.0537 | 0.478648 |
33 | -0.058777 | -0.5419 | 0.294654 |
34 | -0.083482 | -0.7697 | 0.221815 |
35 | -0.064217 | -0.5921 | 0.277693 |
36 | -0.019491 | -0.1797 | 0.428909 |
37 | 0.024363 | 0.2246 | 0.41141 |
38 | -0.079001 | -0.7284 | 0.234199 |
39 | -0.005267 | -0.0486 | 0.480693 |
40 | 0.031489 | 0.2903 | 0.386143 |
41 | -0.037369 | -0.3445 | 0.365652 |
42 | 0.072422 | 0.6677 | 0.253068 |
43 | -0.03708 | -0.3419 | 0.36665 |
44 | -0.039749 | -0.3665 | 0.357463 |
45 | -0.060304 | -0.556 | 0.289845 |
46 | -0.038463 | -0.3546 | 0.36188 |
47 | 0.011717 | 0.108 | 0.457113 |
48 | -0.037852 | -0.349 | 0.363984 |