Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.710033 | 6.5076 | 0 |
2 | 0.405198 | 3.7137 | 0.000183 |
3 | -0.011264 | -0.1032 | 0.459011 |
4 | -0.338724 | -3.1045 | 0.001299 |
5 | -0.592951 | -5.4345 | 0 |
6 | -0.663109 | -6.0775 | 0 |
7 | -0.628773 | -5.7628 | 0 |
8 | -0.377797 | -3.4626 | 0.000422 |
9 | -0.057725 | -0.5291 | 0.29908 |
10 | 0.318015 | 2.9147 | 0.002282 |
11 | 0.595228 | 5.4554 | 0 |
12 | 0.818544 | 7.5021 | 0 |
13 | 0.585549 | 5.3666 | 0 |
14 | 0.336226 | 3.0816 | 0.001392 |
15 | -0.021991 | -0.2016 | 0.420376 |
16 | -0.299672 | -2.7465 | 0.003684 |
17 | -0.518078 | -4.7483 | 4e-06 |
18 | -0.575033 | -5.2703 | 1e-06 |
19 | -0.550093 | -5.0417 | 1e-06 |
20 | -0.338402 | -3.1015 | 0.001311 |
21 | -0.070329 | -0.6446 | 0.260479 |
22 | 0.240355 | 2.2029 | 0.01517 |
23 | 0.486125 | 4.4554 | 1.3e-05 |
24 | 0.66928 | 6.1341 | 0 |
25 | 0.475706 | 4.3599 | 1.8e-05 |
26 | 0.274463 | 2.5155 | 0.006895 |
27 | -0.035381 | -0.3243 | 0.373269 |
28 | -0.256208 | -2.3482 | 0.010608 |
29 | -0.437087 | -4.006 | 6.6e-05 |
30 | -0.490975 | -4.4999 | 1.1e-05 |
31 | -0.46394 | -4.2521 | 2.7e-05 |
32 | -0.288897 | -2.6478 | 0.004837 |
33 | -0.077639 | -0.7116 | 0.23935 |
34 | 0.173409 | 1.5893 | 0.057873 |
35 | 0.367348 | 3.3668 | 0.000575 |
36 | 0.516853 | 4.737 | 4e-06 |
37 | 0.360097 | 3.3003 | 0.000709 |
38 | 0.192372 | 1.7631 | 0.040759 |
39 | -0.045625 | -0.4182 | 0.338449 |
40 | -0.211713 | -1.9404 | 0.027844 |
41 | -0.340789 | -3.1234 | 0.001227 |
42 | -0.375085 | -3.4377 | 0.000457 |
43 | -0.353256 | -3.2376 | 0.000863 |
44 | -0.208267 | -1.9088 | 0.029851 |
45 | -0.04206 | -0.3855 | 0.350427 |
46 | 0.15069 | 1.3811 | 0.085456 |
47 | 0.298026 | 2.7315 | 0.003842 |
48 | 0.40101 | 3.6753 | 0.000209 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.710033 | 6.5076 | 0 |
2 | -0.199554 | -1.8289 | 0.035478 |
3 | -0.450929 | -4.1328 | 4.2e-05 |
4 | -0.223396 | -2.0475 | 0.021869 |
5 | -0.261201 | -2.3939 | 0.009447 |
6 | -0.150761 | -1.3817 | 0.085357 |
7 | -0.244195 | -2.2381 | 0.013931 |
8 | 0.042014 | 0.3851 | 0.350581 |
9 | 0.081072 | 0.743 | 0.229766 |
10 | 0.186124 | 1.7059 | 0.045865 |
11 | 0.194663 | 1.7841 | 0.039008 |
12 | 0.473329 | 4.3381 | 2e-05 |
13 | -0.525394 | -4.8153 | 3e-06 |
14 | -0.012109 | -0.111 | 0.455947 |
15 | 0.134823 | 1.2357 | 0.110013 |
16 | 0.024969 | 0.2288 | 0.409774 |
17 | 0.012513 | 0.1147 | 0.454483 |
18 | 0.127255 | 1.1663 | 0.123395 |
19 | 0.005327 | 0.0488 | 0.480587 |
20 | -0.184134 | -1.6876 | 0.047598 |
21 | -0.065472 | -0.6001 | 0.275041 |
22 | 0.011109 | 0.1018 | 0.459572 |
23 | 0.043551 | 0.3991 | 0.345398 |
24 | 0.053212 | 0.4877 | 0.313519 |
25 | -0.079044 | -0.7245 | 0.2354 |
26 | -0.012286 | -0.1126 | 0.455307 |
27 | -0.080395 | -0.7368 | 0.231637 |
28 | 0.011819 | 0.1083 | 0.456998 |
29 | -0.005612 | -0.0514 | 0.479551 |
30 | -0.041629 | -0.3815 | 0.351885 |
31 | 0.105547 | 0.9674 | 0.168073 |
32 | -0.063399 | -0.5811 | 0.281376 |
33 | -0.157459 | -1.4431 | 0.076351 |
34 | -0.028697 | -0.263 | 0.396592 |
35 | -0.084932 | -0.7784 | 0.219257 |
36 | -0.008604 | -0.0789 | 0.468667 |
37 | -0.020223 | -0.1853 | 0.426702 |
38 | -0.073919 | -0.6775 | 0.249981 |
39 | 0.092126 | 0.8444 | 0.200436 |
40 | -0.092125 | -0.8443 | 0.200439 |
41 | -0.032436 | -0.2973 | 0.383494 |
42 | 0.014246 | 0.1306 | 0.448215 |
43 | -0.043937 | -0.4027 | 0.344099 |
44 | 0.021754 | 0.1994 | 0.421225 |
45 | 0.036557 | 0.3351 | 0.369211 |
46 | -0.016814 | -0.1541 | 0.438951 |
47 | -0.025007 | -0.2292 | 0.409638 |
48 | -0.053854 | -0.4936 | 0.311446 |