Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84218 | 7.4855 | 0 |
2 | 0.581739 | 5.1706 | 1e-06 |
3 | 0.402692 | 3.5792 | 0.000296 |
4 | 0.369905 | 3.2878 | 0.000754 |
5 | 0.437995 | 3.893 | 0.000103 |
6 | 0.472785 | 4.2022 | 3.4e-05 |
7 | 0.365171 | 3.2457 | 0.00086 |
8 | 0.184764 | 1.6422 | 0.05226 |
9 | 0.04513 | 0.4011 | 0.344705 |
10 | 0.019136 | 0.1701 | 0.432688 |
11 | 0.083151 | 0.7391 | 0.23103 |
12 | 0.107225 | 0.953 | 0.171739 |
13 | -0.034366 | -0.3054 | 0.380414 |
14 | -0.218176 | -1.9392 | 0.028024 |
15 | -0.329953 | -2.9327 | 0.002198 |
16 | -0.358218 | -3.1839 | 0.00104 |
17 | -0.329702 | -2.9305 | 0.002212 |
18 | -0.324594 | -2.8851 | 0.002521 |
19 | -0.417791 | -3.7134 | 0.00019 |
20 | -0.532433 | -4.7324 | 5e-06 |
21 | -0.581989 | -5.1728 | 1e-06 |
22 | -0.540707 | -4.8059 | 4e-06 |
23 | -0.434182 | -3.8591 | 0.000116 |
24 | -0.367522 | -3.2666 | 0.000806 |
25 | -0.423937 | -3.768 | 0.000158 |
26 | -0.491385 | -4.3675 | 1.9e-05 |
27 | -0.478119 | -4.2496 | 2.9e-05 |
28 | -0.370394 | -3.2921 | 0.000744 |
29 | -0.218045 | -1.938 | 0.028096 |
30 | -0.113865 | -1.0121 | 0.157302 |
31 | -0.122708 | -1.0907 | 0.139371 |
32 | -0.162737 | -1.4464 | 0.076006 |
33 | -0.143273 | -1.2734 | 0.103298 |
34 | -0.033358 | -0.2965 | 0.383817 |
35 | 0.128732 | 1.1442 | 0.127998 |
36 | 0.240464 | 2.1373 | 0.017834 |
37 | 0.213721 | 1.8996 | 0.030568 |
38 | 0.148616 | 1.3209 | 0.095169 |
39 | 0.130853 | 1.1631 | 0.124155 |
40 | 0.185956 | 1.6528 | 0.051169 |
41 | 0.286287 | 2.5446 | 0.006445 |
42 | 0.358304 | 3.1847 | 0.001037 |
43 | 0.34787 | 3.0919 | 0.001374 |
44 | 0.294391 | 2.6166 | 0.005319 |
45 | 0.258048 | 2.2936 | 0.012236 |
46 | 0.260441 | 2.3149 | 0.011609 |
47 | 0.291684 | 2.5925 | 0.005673 |
48 | 0.305719 | 2.7173 | 0.004043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84218 | 7.4855 | 0 |
2 | -0.438644 | -3.8988 | 0.000101 |
3 | 0.286536 | 2.5468 | 0.006407 |
4 | 0.219064 | 1.9471 | 0.027539 |
5 | 0.160379 | 1.4255 | 0.078979 |
6 | -0.120484 | -1.0709 | 0.14374 |
7 | -0.28111 | -2.4986 | 0.007273 |
8 | 0.021299 | 0.1893 | 0.425167 |
9 | -0.020884 | -0.1856 | 0.42661 |
10 | 0.058791 | 0.5225 | 0.301376 |
11 | 0.016542 | 0.147 | 0.441741 |
12 | -0.186192 | -1.6549 | 0.050955 |
13 | -0.390735 | -3.4729 | 0.000419 |
14 | 0.223838 | 1.9895 | 0.025053 |
15 | -0.043928 | -0.3904 | 0.348631 |
16 | -0.279522 | -2.4844 | 0.007545 |
17 | -0.109707 | -0.9751 | 0.166244 |
18 | -0.030497 | -0.2711 | 0.393523 |
19 | -0.130096 | -1.1563 | 0.125518 |
20 | 0.008564 | 0.0761 | 0.469758 |
21 | -0.014397 | -0.128 | 0.449251 |
22 | -0.096165 | -0.8547 | 0.197641 |
23 | 0.02386 | 0.2121 | 0.416297 |
24 | -0.034591 | -0.3074 | 0.379655 |
25 | -0.142603 | -1.2675 | 0.104353 |
26 | 0.046769 | 0.4157 | 0.33938 |
27 | 0.036356 | 0.3231 | 0.373721 |
28 | 0.127164 | 1.1303 | 0.130894 |
29 | -0.061967 | -0.5508 | 0.291672 |
30 | -0.046389 | -0.4123 | 0.340613 |
31 | 0.008481 | 0.0754 | 0.470051 |
32 | 0.038963 | 0.3463 | 0.365015 |
33 | 0.006794 | 0.0604 | 0.476002 |
34 | 0.047604 | 0.4231 | 0.336679 |
35 | -0.038472 | -0.3419 | 0.366651 |
36 | -0.005621 | -0.05 | 0.48014 |
37 | -0.080331 | -0.714 | 0.238666 |
38 | 0.005048 | 0.0449 | 0.482164 |
39 | -0.122416 | -1.0881 | 0.139939 |
40 | -0.061877 | -0.55 | 0.291944 |
41 | -0.016316 | -0.145 | 0.442533 |
42 | 0.039847 | 0.3542 | 0.362078 |
43 | 0.061364 | 0.5454 | 0.293504 |
44 | -0.118398 | -1.0523 | 0.147925 |
45 | -0.020562 | -0.1828 | 0.427726 |
46 | -0.084627 | -0.7522 | 0.227088 |
47 | -0.019173 | -0.1704 | 0.432559 |
48 | 0.082921 | 0.737 | 0.231648 |