Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84957 | 8.829 | 0 |
2 | 0.592267 | 6.155 | 0 |
3 | 0.408462 | 4.2449 | 2.3e-05 |
4 | 0.389759 | 4.0505 | 4.8e-05 |
5 | 0.488338 | 5.075 | 1e-06 |
6 | 0.55962 | 5.8157 | 0 |
7 | 0.494799 | 5.1421 | 1e-06 |
8 | 0.348173 | 3.6183 | 0.000226 |
9 | 0.244991 | 2.546 | 0.006153 |
10 | 0.249941 | 2.5975 | 0.00535 |
11 | 0.335411 | 3.4857 | 0.000355 |
12 | 0.386183 | 4.0133 | 5.5e-05 |
13 | 0.271389 | 2.8204 | 0.002855 |
14 | 0.103668 | 1.0773 | 0.141863 |
15 | -0.015874 | -0.165 | 0.434638 |
16 | -0.046272 | -0.4809 | 0.315789 |
17 | -0.017534 | -0.1822 | 0.427874 |
18 | -0.012328 | -0.1281 | 0.449149 |
19 | -0.086466 | -0.8986 | 0.185439 |
20 | -0.188594 | -1.9599 | 0.026291 |
21 | -0.246899 | -2.5658 | 0.005832 |
22 | -0.232317 | -2.4143 | 0.008723 |
23 | -0.168925 | -1.7555 | 0.041003 |
24 | -0.122967 | -1.2779 | 0.102011 |
25 | -0.194708 | -2.0235 | 0.022748 |
26 | -0.291766 | -3.0321 | 0.00152 |
27 | -0.3573 | -3.7132 | 0.000163 |
28 | -0.3654 | -3.7974 | 0.000121 |
29 | -0.33016 | -3.4311 | 0.000426 |
30 | -0.298621 | -3.1034 | 0.001221 |
31 | -0.306471 | -3.1849 | 0.000946 |
32 | -0.334594 | -3.4772 | 0.000366 |
33 | -0.342342 | -3.5577 | 0.000279 |
34 | -0.320415 | -3.3299 | 0.000595 |
35 | -0.274829 | -2.8561 | 0.002572 |
36 | -0.23547 | -2.4471 | 0.008007 |
37 | -0.265656 | -2.7608 | 0.003389 |
38 | -0.28968 | -3.0104 | 0.001624 |
39 | -0.282095 | -2.9316 | 0.002058 |
40 | -0.247697 | -2.5741 | 0.005702 |
41 | -0.210124 | -2.1837 | 0.015575 |
42 | -0.213726 | -2.2211 | 0.014215 |
43 | -0.270894 | -2.8152 | 0.002897 |
44 | -0.321546 | -3.3416 | 0.000572 |
45 | -0.306019 | -3.1802 | 0.00096 |
46 | -0.224122 | -2.3291 | 0.010856 |
47 | -0.119554 | -1.2424 | 0.108382 |
48 | -0.064176 | -0.6669 | 0.253119 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84957 | 8.829 | 0 |
2 | -0.465446 | -4.8371 | 2e-06 |
3 | 0.305195 | 3.1717 | 0.000987 |
4 | 0.326973 | 3.398 | 0.000476 |
5 | 0.164807 | 1.7127 | 0.044816 |
6 | -0.094211 | -0.9791 | 0.164866 |
7 | -0.19119 | -1.9869 | 0.024732 |
8 | 0.087626 | 0.9106 | 0.182259 |
9 | 0.132771 | 1.3798 | 0.08525 |
10 | 0.011742 | 0.122 | 0.451551 |
11 | 0.027513 | 0.2859 | 0.387744 |
12 | -0.09696 | -1.0076 | 0.157941 |
13 | -0.41396 | -4.302 | 1.9e-05 |
14 | 0.316836 | 3.2927 | 0.000671 |
15 | -0.152273 | -1.5825 | 0.058233 |
16 | -0.259056 | -2.6922 | 0.004115 |
17 | -0.082779 | -0.8603 | 0.195775 |
18 | -0.020667 | -0.2148 | 0.415173 |
19 | 0.018012 | 0.1872 | 0.425932 |
20 | -0.007387 | -0.0768 | 0.469476 |
21 | -0.102469 | -1.0649 | 0.14465 |
22 | 0.059127 | 0.6145 | 0.2701 |
23 | 0.040876 | 0.4248 | 0.335914 |
24 | 0.09065 | 0.9421 | 0.174131 |
25 | -0.217428 | -2.2596 | 0.012927 |
26 | 0.089008 | 0.925 | 0.178515 |
27 | -0.084996 | -0.8833 | 0.189516 |
28 | -0.001351 | -0.014 | 0.494411 |
29 | -0.015985 | -0.1661 | 0.434185 |
30 | -0.010218 | -0.1062 | 0.457817 |
31 | 0.044301 | 0.4604 | 0.323082 |
32 | -0.068883 | -0.7158 | 0.237815 |
33 | 0.048576 | 0.5048 | 0.30736 |
34 | -0.028141 | -0.2924 | 0.385253 |
35 | -0.068057 | -0.7073 | 0.24046 |
36 | -0.020275 | -0.2107 | 0.416756 |
37 | -0.037904 | -0.3939 | 0.347212 |
38 | 0.082039 | 0.8526 | 0.197892 |
39 | -0.009461 | -0.0983 | 0.460931 |
40 | -0.070502 | -0.7327 | 0.232671 |
41 | -0.055021 | -0.5718 | 0.284323 |
42 | -0.211181 | -2.1947 | 0.015165 |
43 | -0.094945 | -0.9867 | 0.162998 |
44 | 0.068321 | 0.71 | 0.239614 |
45 | 0.042911 | 0.4459 | 0.328265 |
46 | 0.003294 | 0.0342 | 0.486377 |
47 | -0.027018 | -0.2808 | 0.389708 |
48 | -0.097319 | -1.0114 | 0.15705 |