Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.680406 | 5.7734 | 0 |
2 | 0.470972 | 3.9963 | 7.7e-05 |
3 | 0.355913 | 3.02 | 0.001748 |
4 | 0.192715 | 1.6352 | 0.053182 |
5 | 0.118085 | 1.002 | 0.159854 |
6 | 0.080865 | 0.6862 | 0.247407 |
7 | 0.159105 | 1.3501 | 0.090614 |
8 | 0.276988 | 2.3503 | 0.01075 |
9 | 0.333161 | 2.827 | 0.00304 |
10 | 0.373994 | 3.1734 | 0.001108 |
11 | 0.336957 | 2.8592 | 0.002776 |
12 | 0.382487 | 3.2455 | 0.00089 |
13 | 0.276942 | 2.3499 | 0.010761 |
14 | 0.157731 | 1.3384 | 0.09249 |
15 | 0.068393 | 0.5803 | 0.281749 |
16 | -0.009043 | -0.0767 | 0.469524 |
17 | -0.02003 | -0.17 | 0.432758 |
18 | -0.01297 | -0.1101 | 0.456336 |
19 | -0.023067 | -0.1957 | 0.422687 |
20 | -0.041622 | -0.3532 | 0.362495 |
21 | -0.118339 | -1.0041 | 0.159336 |
22 | -0.167356 | -1.4201 | 0.079953 |
23 | -0.121069 | -1.0273 | 0.153858 |
24 | -0.065138 | -0.5527 | 0.291085 |
25 | -0.085177 | -0.7227 | 0.236088 |
26 | -0.048837 | -0.4144 | 0.339907 |
27 | -0.036642 | -0.3109 | 0.378382 |
28 | -0.134969 | -1.1453 | 0.127948 |
29 | -0.231054 | -1.9606 | 0.0269 |
30 | -0.275137 | -2.3346 | 0.011178 |
31 | -0.321944 | -2.7318 | 0.003959 |
32 | -0.327546 | -2.7793 | 0.003472 |
33 | -0.322596 | -2.7373 | 0.003899 |
34 | -0.30683 | -2.6035 | 0.005599 |
35 | -0.181233 | -1.5378 | 0.064239 |
36 | -0.126351 | -1.0721 | 0.143623 |
37 | -0.08204 | -0.6961 | 0.244295 |
38 | -0.065909 | -0.5593 | 0.288861 |
39 | -0.104207 | -0.8842 | 0.189759 |
40 | -0.114244 | -0.9694 | 0.167797 |
41 | -0.198534 | -1.6846 | 0.048197 |
42 | -0.288163 | -2.4451 | 0.008463 |
43 | -0.264801 | -2.2469 | 0.013856 |
44 | -0.184375 | -1.5645 | 0.061046 |
45 | -0.111143 | -0.9431 | 0.174396 |
46 | -0.093729 | -0.7953 | 0.214522 |
47 | -0.016842 | -0.1429 | 0.443382 |
48 | 0.019057 | 0.1617 | 0.435995 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.680406 | 5.7734 | 0 |
2 | 0.014931 | 0.1267 | 0.449766 |
3 | 0.056033 | 0.4755 | 0.31795 |
4 | -0.136399 | -1.1574 | 0.125471 |
5 | 0.0384 | 0.3258 | 0.372747 |
6 | 0.00745 | 0.0632 | 0.474885 |
7 | 0.221362 | 1.8783 | 0.032193 |
8 | 0.181297 | 1.5384 | 0.064173 |
9 | 0.083121 | 0.7053 | 0.241449 |
10 | 0.060549 | 0.5138 | 0.304492 |
11 | -0.046605 | -0.3955 | 0.346838 |
12 | 0.225954 | 1.9173 | 0.029585 |
13 | -0.142151 | -1.2062 | 0.115847 |
14 | -0.006911 | -0.0586 | 0.476701 |
15 | -0.150736 | -1.279 | 0.102496 |
16 | -0.031323 | -0.2658 | 0.395582 |
17 | -0.0401 | -0.3403 | 0.367325 |
18 | 0.006046 | 0.0513 | 0.479615 |
19 | -0.122404 | -1.0386 | 0.151226 |
20 | -0.193578 | -1.6426 | 0.052417 |
21 | -0.241163 | -2.0463 | 0.022188 |
22 | -0.172116 | -1.4605 | 0.074257 |
23 | 0.186785 | 1.5849 | 0.058683 |
24 | 0.06712 | 0.5695 | 0.285385 |
25 | -0.039542 | -0.3355 | 0.369103 |
26 | -0.013446 | -0.1141 | 0.454739 |
27 | -0.000219 | -0.0019 | 0.499261 |
28 | -0.113896 | -0.9664 | 0.16853 |
29 | -0.015349 | -0.1302 | 0.448369 |
30 | 0.050907 | 0.432 | 0.333529 |
31 | -0.055135 | -0.4678 | 0.320657 |
32 | -0.004221 | -0.0358 | 0.485764 |
33 | -0.026007 | -0.2207 | 0.412983 |
34 | 0.021216 | 0.18 | 0.42882 |
35 | 0.147436 | 1.251 | 0.107486 |
36 | -0.099412 | -0.8435 | 0.200862 |
37 | 0.072775 | 0.6175 | 0.269421 |
38 | -0.059145 | -0.5019 | 0.308647 |
39 | 0.037558 | 0.3187 | 0.375443 |
40 | 0.15394 | 1.3062 | 0.097817 |
41 | -0.000974 | -0.0083 | 0.496714 |
42 | -0.183811 | -1.5597 | 0.06161 |
43 | -0.049789 | -0.4225 | 0.336968 |
44 | 0.131203 | 1.1133 | 0.134642 |
45 | 0.092461 | 0.7846 | 0.217643 |
46 | 0.044823 | 0.3803 | 0.352407 |
47 | -0.092592 | -0.7857 | 0.21732 |
48 | -0.048498 | -0.4115 | 0.340958 |