Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.288204 | 5.0825 | 0 |
2 | 0.542231 | 9.5623 | 0 |
3 | 0.323085 | 5.6977 | 0 |
4 | 0.217539 | 3.8363 | 7.6e-05 |
5 | 0.089863 | 1.5848 | 0.057019 |
6 | -0.049998 | -0.8817 | 0.189302 |
7 | -0.254184 | -4.4826 | 5e-06 |
8 | -0.345103 | -6.086 | 0 |
9 | -0.472542 | -8.3334 | 0 |
10 | -0.510554 | -9.0037 | 0 |
11 | -0.548411 | -9.6713 | 0 |
12 | -0.509747 | -8.9895 | 0 |
13 | -0.442934 | -7.8112 | 0 |
14 | -0.378982 | -6.6834 | 0 |
15 | -0.143029 | -2.5223 | 0.006078 |
16 | -0.179023 | -3.1571 | 0.000875 |
17 | 0.175027 | 3.0866 | 0.001103 |
18 | 0.16385 | 2.8895 | 0.002065 |
19 | 0.336578 | 5.9356 | 0 |
20 | 0.45068 | 7.9478 | 0 |
21 | 0.505872 | 8.9211 | 0 |
22 | 0.501757 | 8.8486 | 0 |
23 | 0.505294 | 8.911 | 0 |
24 | 0.433844 | 7.6509 | 0 |
25 | 0.30546 | 5.3869 | 0 |
26 | 0.239518 | 4.224 | 1.6e-05 |
27 | 0.093748 | 1.6533 | 0.049643 |
28 | -0.138144 | -2.4362 | 0.007702 |
29 | -0.140684 | -2.481 | 0.006815 |
30 | -0.371576 | -6.5528 | 0 |
31 | -0.420803 | -7.4209 | 0 |
32 | -0.461377 | -8.1365 | 0 |
33 | -0.515222 | -9.086 | 0 |
34 | -0.448651 | -7.912 | 0 |
35 | -0.425144 | -7.4975 | 0 |
36 | -0.315673 | -5.567 | 0 |
37 | -0.204404 | -3.6047 | 0.000182 |
38 | -0.068685 | -1.2113 | 0.113354 |
39 | 0.077108 | 1.3598 | 0.087436 |
40 | 0.219039 | 3.8628 | 6.8e-05 |
41 | 0.296717 | 5.2327 | 0 |
42 | 0.410728 | 7.2433 | 0 |
43 | 0.422544 | 7.4516 | 0 |
44 | 0.545348 | 9.6173 | 0 |
45 | 0.374694 | 6.6078 | 0 |
46 | 0.48056 | 8.4748 | 0 |
47 | 0.271777 | 4.7928 | 1e-06 |
48 | 0.172844 | 3.0481 | 0.00125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.288204 | 5.0825 | 0 |
2 | 0.500764 | 8.8311 | 0 |
3 | 0.146645 | 2.5861 | 0.00508 |
4 | -0.160025 | -2.8221 | 0.002539 |
5 | -0.228768 | -4.0344 | 3.4e-05 |
6 | -0.217718 | -3.8395 | 7.5e-05 |
7 | -0.332808 | -5.8691 | 0 |
8 | -0.321528 | -5.6702 | 0 |
9 | -0.287142 | -5.0638 | 0 |
10 | -0.222679 | -3.927 | 5.3e-05 |
11 | -0.20366 | -3.5916 | 0.000191 |
12 | -0.154358 | -2.7221 | 0.003426 |
13 | -0.073157 | -1.2901 | 0.098979 |
14 | -0.120504 | -2.1251 | 0.017183 |
15 | 0.101752 | 1.7944 | 0.036858 |
16 | -0.129753 | -2.2882 | 0.011398 |
17 | 0.055868 | 0.9852 | 0.162636 |
18 | 0.020842 | 0.3675 | 0.356731 |
19 | -0.082705 | -1.4585 | 0.072854 |
20 | -0.023768 | -0.4192 | 0.337695 |
21 | 0.055108 | 0.9718 | 0.165942 |
22 | 0.02422 | 0.4271 | 0.33479 |
23 | -0.014573 | -0.257 | 0.398674 |
24 | 0.058892 | 1.0386 | 0.149906 |
25 | -0.046923 | -0.8275 | 0.204296 |
26 | 0.012176 | 0.2147 | 0.415059 |
27 | 0.096642 | 1.7043 | 0.044662 |
28 | -0.129967 | -2.292 | 0.011287 |
29 | 0.034907 | 0.6156 | 0.269306 |
30 | -0.019028 | -0.3356 | 0.368712 |
31 | -0.027993 | -0.4937 | 0.310947 |
32 | -0.045353 | -0.7998 | 0.212214 |
33 | 0.026723 | 0.4713 | 0.31889 |
34 | 0.060963 | 1.0751 | 0.141585 |
35 | -0.011274 | -0.1988 | 0.421266 |
36 | 0.029333 | 0.5173 | 0.302661 |
37 | -0.004733 | -0.0835 | 0.466766 |
38 | -0.020581 | -0.3629 | 0.358445 |
39 | -0.006756 | -0.1191 | 0.452617 |
40 | 0.071132 | 1.2544 | 0.105315 |
41 | -0.047668 | -0.8406 | 0.200598 |
42 | -0.028125 | -0.496 | 0.310124 |
43 | -0.041061 | -0.7241 | 0.234769 |
44 | 0.056709 | 1.0001 | 0.159026 |
45 | -0.007845 | -0.1383 | 0.445027 |
46 | 0.095571 | 1.6854 | 0.046455 |
47 | 0.055074 | 0.9712 | 0.166093 |
48 | -0.070758 | -1.2478 | 0.106515 |