Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.605762 | 8.2837 | 0 |
2 | 0.484606 | 6.6269 | 0 |
3 | 0.53055 | 7.2552 | 0 |
4 | 0.486007 | 6.646 | 0 |
5 | 0.471147 | 6.4428 | 0 |
6 | 0.417076 | 5.7034 | 0 |
7 | 0.440128 | 6.0187 | 0 |
8 | 0.457042 | 6.25 | 0 |
9 | 0.47537 | 6.5006 | 0 |
10 | 0.460653 | 6.2993 | 0 |
11 | 0.488711 | 6.683 | 0 |
12 | 0.648134 | 8.8631 | 0 |
13 | 0.413869 | 5.6596 | 0 |
14 | 0.355331 | 4.8591 | 1e-06 |
15 | 0.373534 | 5.108 | 0 |
16 | 0.342619 | 4.6852 | 3e-06 |
17 | 0.330177 | 4.5151 | 6e-06 |
18 | 0.287644 | 3.9335 | 5.9e-05 |
19 | 0.273786 | 3.744 | 0.000121 |
20 | 0.275173 | 3.7629 | 0.000112 |
21 | 0.292961 | 4.0062 | 4.4e-05 |
22 | 0.254225 | 3.4765 | 0.000316 |
23 | 0.306029 | 4.1849 | 2.2e-05 |
24 | 0.475313 | 6.4998 | 0 |
25 | 0.281011 | 3.8428 | 8.3e-05 |
26 | 0.240573 | 3.2898 | 0.000599 |
27 | 0.266729 | 3.6475 | 0.000172 |
28 | 0.238884 | 3.2667 | 0.000647 |
29 | 0.210381 | 2.8769 | 0.002241 |
30 | 0.169157 | 2.3132 | 0.0109 |
31 | 0.154699 | 2.1155 | 0.017857 |
32 | 0.171242 | 2.3417 | 0.010124 |
33 | 0.202083 | 2.7634 | 0.003146 |
34 | 0.156194 | 2.1359 | 0.016993 |
35 | 0.214578 | 2.9343 | 0.001881 |
36 | 0.362654 | 4.9592 | 1e-06 |
37 | 0.186813 | 2.5546 | 0.005713 |
38 | 0.147864 | 2.022 | 0.022301 |
39 | 0.170091 | 2.326 | 0.010546 |
40 | 0.158919 | 2.1732 | 0.015512 |
41 | 0.118159 | 1.6158 | 0.053911 |
42 | 0.068611 | 0.9382 | 0.174667 |
43 | 0.073644 | 1.0071 | 0.157601 |
44 | 0.076388 | 1.0446 | 0.148781 |
45 | 0.107978 | 1.4766 | 0.070736 |
46 | 0.090665 | 1.2398 | 0.108296 |
47 | 0.123971 | 1.6953 | 0.045844 |
48 | 0.253957 | 3.4728 | 0.00032 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.605762 | 8.2837 | 0 |
2 | 0.185859 | 2.5416 | 0.005923 |
3 | 0.292822 | 4.0043 | 4.5e-05 |
4 | 0.099791 | 1.3646 | 0.087007 |
5 | 0.12867 | 1.7595 | 0.04006 |
6 | -0.005018 | -0.0686 | 0.472681 |
7 | 0.123592 | 1.6901 | 0.046338 |
8 | 0.088977 | 1.2167 | 0.112618 |
9 | 0.145858 | 1.9946 | 0.023771 |
10 | 0.054526 | 0.7456 | 0.228413 |
11 | 0.139834 | 1.9122 | 0.02869 |
12 | 0.368842 | 5.0438 | 1e-06 |
13 | -0.295593 | -4.0422 | 3.9e-05 |
14 | -0.041588 | -0.5687 | 0.285118 |
15 | -0.14494 | -1.982 | 0.024471 |
16 | -0.014447 | -0.1976 | 0.421799 |
17 | -0.06662 | -0.911 | 0.181729 |
18 | -0.009358 | -0.128 | 0.449154 |
19 | -0.107334 | -1.4678 | 0.071923 |
20 | -0.05761 | -0.7878 | 0.215905 |
21 | -0.025955 | -0.3549 | 0.361523 |
22 | -0.094333 | -1.29 | 0.099324 |
23 | 0.130172 | 1.7801 | 0.038344 |
24 | 0.270557 | 3.6998 | 0.000142 |
25 | -0.021279 | -0.291 | 0.385694 |
26 | 0.038242 | 0.523 | 0.300813 |
27 | -0.00917 | -0.1254 | 0.450173 |
28 | -0.00678 | -0.0927 | 0.463115 |
29 | -0.053912 | -0.7372 | 0.230951 |
30 | 0.009245 | 0.1264 | 0.449766 |
31 | -0.038982 | -0.5331 | 0.29731 |
32 | 0.008974 | 0.1227 | 0.451232 |
33 | -0.001512 | -0.0207 | 0.491764 |
34 | -0.102836 | -1.4063 | 0.080654 |
35 | 0.020223 | 0.2765 | 0.391216 |
36 | 0.090064 | 1.2316 | 0.109822 |
37 | -0.040873 | -0.5589 | 0.288441 |
38 | -0.019803 | -0.2708 | 0.393424 |
39 | -0.00829 | -0.1134 | 0.454932 |
40 | 0.014601 | 0.1997 | 0.420982 |
41 | -0.068939 | -0.9427 | 0.173517 |
42 | -0.041733 | -0.5707 | 0.284447 |
43 | 0.011358 | 0.1553 | 0.438367 |
44 | -0.035341 | -0.4833 | 0.314729 |
45 | 0.028829 | 0.3942 | 0.34693 |
46 | 0.049635 | 0.6787 | 0.24907 |
47 | -0.00919 | -0.1257 | 0.450063 |
48 | 0.072846 | 0.9961 | 0.160232 |