Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.741391 | 6.8353 | 0 |
2 | 0.69086 | 6.3694 | 0 |
3 | 0.613854 | 5.6595 | 0 |
4 | 0.516628 | 4.7631 | 4e-06 |
5 | 0.528243 | 4.8702 | 3e-06 |
6 | 0.428399 | 3.9496 | 8e-05 |
7 | 0.409614 | 3.7765 | 0.000147 |
8 | 0.313571 | 2.891 | 0.002437 |
9 | 0.292199 | 2.6939 | 0.004253 |
10 | 0.299762 | 2.7637 | 0.003503 |
11 | 0.204231 | 1.8829 | 0.031566 |
12 | 0.243877 | 2.2484 | 0.013568 |
13 | 0.091726 | 0.8457 | 0.200055 |
14 | 0.021705 | 0.2001 | 0.420937 |
15 | -0.015093 | -0.1392 | 0.44483 |
16 | -0.077738 | -0.7167 | 0.237758 |
17 | -0.101042 | -0.9316 | 0.177102 |
18 | -0.166063 | -1.531 | 0.064738 |
19 | -0.209123 | -1.928 | 0.028596 |
20 | -0.223938 | -2.0646 | 0.021004 |
21 | -0.209722 | -1.9335 | 0.028249 |
22 | -0.154832 | -1.4275 | 0.078553 |
23 | -0.135583 | -1.25 | 0.107363 |
24 | -0.104528 | -0.9637 | 0.168965 |
25 | -0.174542 | -1.6092 | 0.055641 |
26 | -0.204822 | -1.8884 | 0.031194 |
27 | -0.201253 | -1.8555 | 0.033498 |
28 | -0.196149 | -1.8084 | 0.03704 |
29 | -0.210291 | -1.9388 | 0.027923 |
30 | -0.19521 | -1.7997 | 0.037725 |
31 | -0.217262 | -2.0031 | 0.024179 |
32 | -0.208787 | -1.9249 | 0.028792 |
33 | -0.190846 | -1.7595 | 0.041045 |
34 | -0.215248 | -1.9845 | 0.025214 |
35 | -0.247366 | -2.2806 | 0.012537 |
36 | -0.26441 | -2.4377 | 0.008432 |
37 | -0.312514 | -2.8812 | 0.002507 |
38 | -0.295987 | -2.7289 | 0.003861 |
39 | -0.314775 | -2.9021 | 0.00236 |
40 | -0.29177 | -2.69 | 0.0043 |
41 | -0.319495 | -2.9456 | 0.002079 |
42 | -0.298489 | -2.7519 | 0.00362 |
43 | -0.294873 | -2.7186 | 0.003973 |
44 | -0.290515 | -2.6784 | 0.004439 |
45 | -0.221531 | -2.0424 | 0.022105 |
46 | -0.250417 | -2.3087 | 0.011693 |
47 | -0.217066 | -2.0013 | 0.024278 |
48 | -0.218024 | -2.0101 | 0.023797 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.741391 | 6.8353 | 0 |
2 | 0.313541 | 2.8907 | 0.002439 |
3 | 0.073375 | 0.6765 | 0.250286 |
4 | -0.066541 | -0.6135 | 0.270598 |
5 | 0.174467 | 1.6085 | 0.055716 |
6 | -0.09547 | -0.8802 | 0.19062 |
7 | 0.032745 | 0.3019 | 0.381736 |
8 | -0.141873 | -1.308 | 0.097199 |
9 | 0.077436 | 0.7139 | 0.238616 |
10 | 0.089104 | 0.8215 | 0.206831 |
11 | -0.133163 | -1.2277 | 0.111474 |
12 | 0.098347 | 0.9067 | 0.183561 |
13 | -0.272382 | -2.5112 | 0.006961 |
14 | -0.126552 | -1.1668 | 0.123287 |
15 | -0.027082 | -0.2497 | 0.401717 |
16 | 0.025697 | 0.2369 | 0.406646 |
17 | -0.108044 | -0.9961 | 0.16101 |
18 | -0.000529 | -0.0049 | 0.49806 |
19 | -0.103583 | -0.955 | 0.171145 |
20 | 0.086993 | 0.802 | 0.212384 |
21 | 0.075794 | 0.6988 | 0.243296 |
22 | 0.09514 | 0.8771 | 0.19144 |
23 | 0.145158 | 1.3383 | 0.092185 |
24 | 0.016527 | 0.1524 | 0.439626 |
25 | -0.18713 | -1.7252 | 0.044058 |
26 | -0.095652 | -0.8819 | 0.190168 |
27 | -0.026955 | -0.2485 | 0.402169 |
28 | 0.024818 | 0.2288 | 0.409784 |
29 | -0.062277 | -0.5742 | 0.283686 |
30 | 0.051475 | 0.4746 | 0.318152 |
31 | -0.056942 | -0.525 | 0.300483 |
32 | -0.052093 | -0.4803 | 0.316134 |
33 | -0.110426 | -1.0181 | 0.155766 |
34 | -0.166472 | -1.5348 | 0.064274 |
35 | -0.158255 | -1.459 | 0.07412 |
36 | -0.039823 | -0.3672 | 0.35721 |
37 | -0.040349 | -0.372 | 0.355408 |
38 | 0.100062 | 0.9225 | 0.179432 |
39 | -0.053774 | -0.4958 | 0.310668 |
40 | 0.037602 | 0.3467 | 0.364846 |
41 | 0.006188 | 0.0571 | 0.47732 |
42 | 0.089194 | 0.8223 | 0.206596 |
43 | -0.007221 | -0.0666 | 0.473539 |
44 | 0.008533 | 0.0787 | 0.468739 |
45 | 0.065607 | 0.6049 | 0.273439 |
46 | -0.121807 | -1.123 | 0.132299 |
47 | 0.028903 | 0.2665 | 0.395261 |
48 | -0.09901 | -0.9128 | 0.181957 |