Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.489165 | 9.722 | 0 |
2 | 0.234319 | 4.657 | 2e-06 |
3 | -0.008227 | -0.1635 | 0.435104 |
4 | -0.318019 | -6.3205 | 0 |
5 | -0.527909 | -10.492 | 0 |
6 | -0.648699 | -12.8926 | 0 |
7 | -0.525403 | -10.4422 | 0 |
8 | -0.322827 | -6.4161 | 0 |
9 | 0.001245 | 0.0247 | 0.490135 |
10 | 0.285559 | 5.6754 | 0 |
11 | 0.545112 | 10.8339 | 0 |
12 | 0.732608 | 14.5603 | 0 |
13 | 0.518902 | 10.313 | 0 |
14 | 0.217221 | 4.3172 | 1e-05 |
15 | -0.001784 | -0.0355 | 0.485869 |
16 | -0.306914 | -6.0998 | 0 |
17 | -0.561838 | -11.1663 | 0 |
18 | -0.592213 | -11.77 | 0 |
19 | -0.519333 | -10.3215 | 0 |
20 | -0.291077 | -5.785 | 0 |
21 | 0.007007 | 0.1393 | 0.444661 |
22 | 0.282668 | 5.6179 | 0 |
23 | 0.551495 | 10.9608 | 0 |
24 | 0.655946 | 13.0367 | 0 |
25 | 0.537814 | 10.6888 | 0 |
26 | 0.171137 | 3.4013 | 0.00037 |
27 | -0.026947 | -0.5356 | 0.29628 |
28 | -0.29676 | -5.898 | 0 |
29 | -0.552259 | -10.9759 | 0 |
30 | -0.562716 | -11.1838 | 0 |
31 | -0.487309 | -9.6851 | 0 |
32 | -0.264174 | -5.2504 | 0 |
33 | 0.027002 | 0.5367 | 0.295905 |
34 | 0.305441 | 6.0705 | 0 |
35 | 0.545148 | 10.8346 | 0 |
36 | 0.632733 | 12.5753 | 0 |
37 | 0.487943 | 9.6977 | 0 |
38 | 0.19991 | 3.9731 | 4.2e-05 |
39 | -0.061645 | -1.2252 | 0.110621 |
40 | -0.315064 | -6.2618 | 0 |
41 | -0.489349 | -9.7256 | 0 |
42 | -0.578344 | -11.4944 | 0 |
43 | -0.438217 | -8.7094 | 0 |
44 | -0.225128 | -4.4743 | 5e-06 |
45 | 0.01132 | 0.225 | 0.411056 |
46 | 0.302443 | 6.0109 | 0 |
47 | 0.505916 | 10.0549 | 0 |
48 | 0.623341 | 12.3887 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.489165 | 9.722 | 0 |
2 | -0.006525 | -0.1297 | 0.448441 |
3 | -0.158283 | -3.1458 | 0.000891 |
4 | -0.341523 | -6.7876 | 0 |
5 | -0.340743 | -6.7721 | 0 |
6 | -0.40697 | -8.0884 | 0 |
7 | -0.269787 | -5.3619 | 0 |
8 | -0.285039 | -5.665 | 0 |
9 | -0.145109 | -2.884 | 0.002071 |
10 | -0.133746 | -2.6582 | 0.004088 |
11 | 0.051601 | 1.0255 | 0.152867 |
12 | 0.3476 | 6.9084 | 0 |
13 | 0.130566 | 2.5949 | 0.004906 |
14 | -0.065322 | -1.2982 | 0.09748 |
15 | 0.045842 | 0.9111 | 0.1814 |
16 | -0.01366 | -0.2715 | 0.393078 |
17 | -0.104277 | -2.0725 | 0.019435 |
18 | 0.025611 | 0.509 | 0.305515 |
19 | -0.047767 | -0.9493 | 0.171513 |
20 | -0.026547 | -0.5276 | 0.299036 |
21 | -0.046026 | -0.9147 | 0.180442 |
22 | -0.107467 | -2.1359 | 0.016652 |
23 | -0.009047 | -0.1798 | 0.428698 |
24 | 0.047595 | 0.9459 | 0.172382 |
25 | 0.117894 | 2.3431 | 0.00981 |
26 | -0.15744 | -3.1291 | 0.000942 |
27 | -0.040863 | -0.8121 | 0.208603 |
28 | -0.043229 | -0.8592 | 0.195388 |
29 | -0.061044 | -1.2132 | 0.112884 |
30 | 0.006619 | 0.1316 | 0.447701 |
31 | 0.005137 | 0.1021 | 0.459366 |
32 | -0.008358 | -0.1661 | 0.434078 |
33 | -0.001422 | -0.0283 | 0.488736 |
34 | -0.038574 | -0.7666 | 0.221874 |
35 | 0.013245 | 0.2632 | 0.39625 |
36 | 0.066035 | 1.3124 | 0.095071 |
37 | 0.037202 | 0.7394 | 0.230058 |
38 | 0.053726 | 1.0678 | 0.143134 |
39 | -0.013988 | -0.278 | 0.39058 |
40 | -0.04365 | -0.8675 | 0.19309 |
41 | 0.124104 | 2.4665 | 0.007034 |
42 | -0.014634 | -0.2909 | 0.385658 |
43 | 0.067008 | 1.3318 | 0.091855 |
44 | 0.114096 | 2.2676 | 0.011946 |
45 | -0.060887 | -1.2101 | 0.11348 |
46 | -0.063611 | -1.2642 | 0.103445 |
47 | -0.05232 | -1.0398 | 0.149527 |
48 | 0.053166 | 1.0566 | 0.145659 |