Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.796509 | 9.1858 | 0 |
2 | 0.455465 | 5.2527 | 0 |
3 | 0.177574 | 2.0479 | 0.02127 |
4 | 0.042857 | 0.4943 | 0.310972 |
5 | 0.029134 | 0.336 | 0.368703 |
6 | 0.038361 | 0.4424 | 0.32946 |
7 | 0.032192 | 0.3713 | 0.355519 |
8 | 0.035173 | 0.4056 | 0.342832 |
9 | 0.141308 | 1.6296 | 0.052771 |
10 | 0.369757 | 4.2642 | 1.9e-05 |
11 | 0.654101 | 7.5435 | 0 |
12 | 0.806878 | 9.3054 | 0 |
13 | 0.600228 | 6.9222 | 0 |
14 | 0.280862 | 3.2391 | 0.000757 |
15 | 0.017058 | 0.1967 | 0.422175 |
16 | -0.115891 | -1.3365 | 0.09183 |
17 | -0.138836 | -1.6011 | 0.055859 |
18 | -0.142176 | -1.6397 | 0.05172 |
19 | -0.154816 | -1.7854 | 0.038236 |
20 | -0.152619 | -1.7601 | 0.040346 |
21 | -0.05261 | -0.6067 | 0.272534 |
22 | 0.15769 | 1.8186 | 0.035614 |
23 | 0.412438 | 4.7565 | 3e-06 |
24 | 0.538018 | 6.2047 | 0 |
25 | 0.341981 | 3.9439 | 6.5e-05 |
26 | 0.055818 | 0.6437 | 0.26043 |
27 | -0.176199 | -2.032 | 0.022071 |
28 | -0.288904 | -3.3318 | 0.000559 |
29 | -0.307875 | -3.5506 | 0.000266 |
30 | -0.309688 | -3.5715 | 0.000247 |
31 | -0.317049 | -3.6564 | 0.000184 |
32 | -0.310877 | -3.5852 | 0.000236 |
33 | -0.213716 | -2.4647 | 0.007494 |
34 | -0.01852 | -0.2136 | 0.415599 |
35 | 0.213551 | 2.4628 | 0.007532 |
36 | 0.323341 | 3.729 | 0.000142 |
37 | 0.149103 | 1.7195 | 0.043921 |
38 | -0.101382 | -1.1692 | 0.122207 |
39 | -0.301051 | -3.4719 | 0.000349 |
40 | -0.389692 | -4.4941 | 8e-06 |
41 | -0.397343 | -4.5824 | 5e-06 |
42 | -0.389058 | -4.4868 | 8e-06 |
43 | -0.388513 | -4.4805 | 8e-06 |
44 | -0.377763 | -4.3566 | 1.3e-05 |
45 | -0.28484 | -3.2849 | 0.000652 |
46 | -0.107855 | -1.2438 | 0.107872 |
47 | 0.098685 | 1.1381 | 0.128564 |
48 | 0.198503 | 2.2892 | 0.01182 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.796509 | 9.1858 | 0 |
2 | -0.489533 | -5.6456 | 0 |
3 | 0.097548 | 1.125 | 0.131311 |
4 | 0.078742 | 0.9081 | 0.182736 |
5 | 0.046419 | 0.5353 | 0.296657 |
6 | -0.09133 | -1.0533 | 0.147063 |
7 | 0.022111 | 0.255 | 0.39956 |
8 | 0.087074 | 1.0042 | 0.158556 |
9 | 0.337223 | 3.889 | 7.9e-05 |
10 | 0.341416 | 3.9374 | 6.6e-05 |
11 | 0.44516 | 5.1338 | 0 |
12 | 0.138075 | 1.5924 | 0.056839 |
13 | -0.731225 | -8.4329 | 0 |
14 | 0.34794 | 4.0126 | 5e-05 |
15 | -0.224709 | -2.5915 | 0.005312 |
16 | -0.159998 | -1.8452 | 0.033618 |
17 | -0.148528 | -1.7129 | 0.04453 |
18 | -0.17798 | -2.0526 | 0.021038 |
19 | 0.001083 | 0.0125 | 0.495028 |
20 | -0.023362 | -0.2694 | 0.39401 |
21 | -0.077732 | -0.8964 | 0.185817 |
22 | 0.047617 | 0.5491 | 0.291915 |
23 | -0.08211 | -0.9469 | 0.172693 |
24 | 0.064824 | 0.7476 | 0.228015 |
25 | -0.031313 | -0.3611 | 0.359294 |
26 | 0.053779 | 0.6202 | 0.268091 |
27 | 0.06049 | 0.6976 | 0.24332 |
28 | -0.055258 | -0.6373 | 0.262522 |
29 | -0.023536 | -0.2714 | 0.393239 |
30 | 0.083734 | 0.9657 | 0.167982 |
31 | -0.077806 | -0.8973 | 0.185589 |
32 | -0.0544 | -0.6274 | 0.265745 |
33 | -0.034508 | -0.398 | 0.345647 |
34 | -0.089491 | -1.0321 | 0.151959 |
35 | 0.00489 | 0.0564 | 0.477555 |
36 | -0.044657 | -0.515 | 0.3037 |
37 | -0.023361 | -0.2694 | 0.394016 |
38 | -0.093497 | -1.0783 | 0.141434 |
39 | 0.023942 | 0.2761 | 0.391444 |
40 | 0.036318 | 0.4188 | 0.338006 |
41 | -0.024276 | -0.28 | 0.389968 |
42 | 0.03001 | 0.3461 | 0.364912 |
43 | -0.062786 | -0.7241 | 0.235144 |
44 | 0.012086 | 0.1394 | 0.444678 |
45 | -0.01575 | -0.1816 | 0.428072 |
46 | -0.083635 | -0.9645 | 0.168268 |
47 | -0.033199 | -0.3829 | 0.351213 |
48 | 0.046816 | 0.5399 | 0.295081 |