Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.661509 | 5.6131 | 0 |
2 | 0.626335 | 5.3146 | 1e-06 |
3 | 0.553361 | 4.6954 | 6e-06 |
4 | 0.450897 | 3.826 | 0.000137 |
5 | 0.434439 | 3.6863 | 0.000219 |
6 | 0.416622 | 3.5352 | 0.000358 |
7 | 0.305499 | 2.5922 | 0.00577 |
8 | 0.236891 | 2.0101 | 0.024085 |
9 | 0.220158 | 1.8681 | 0.032908 |
10 | 0.161886 | 1.3736 | 0.086907 |
11 | 0.116063 | 0.9848 | 0.164003 |
12 | 0.285699 | 2.4242 | 0.008926 |
13 | 0.029092 | 0.2469 | 0.402861 |
14 | 0.054868 | 0.4656 | 0.321465 |
15 | -0.003579 | -0.0304 | 0.487928 |
16 | -0.045671 | -0.3875 | 0.349752 |
17 | -0.012152 | -0.1031 | 0.459081 |
18 | 0.014667 | 0.1245 | 0.45065 |
19 | -0.020969 | -0.1779 | 0.429641 |
20 | -0.027125 | -0.2302 | 0.409309 |
21 | -0.00355 | -0.0301 | 0.488027 |
22 | -0.007215 | -0.0612 | 0.475676 |
23 | 0.012565 | 0.1066 | 0.457695 |
24 | 0.184502 | 1.5656 | 0.060919 |
25 | -0.034271 | -0.2908 | 0.38602 |
26 | -0.014935 | -0.1267 | 0.449755 |
27 | -0.062657 | -0.5317 | 0.298299 |
28 | -0.101339 | -0.8599 | 0.196352 |
29 | -0.075356 | -0.6394 | 0.26229 |
30 | -0.064116 | -0.544 | 0.294048 |
31 | -0.093557 | -0.7939 | 0.214943 |
32 | -0.102081 | -0.8662 | 0.194632 |
33 | -0.110862 | -0.9407 | 0.175003 |
34 | -0.126145 | -1.0704 | 0.144013 |
35 | -0.115076 | -0.9765 | 0.166054 |
36 | 0.016821 | 0.1427 | 0.443451 |
37 | -0.134676 | -1.1428 | 0.128461 |
38 | -0.106694 | -0.9053 | 0.184155 |
39 | -0.152995 | -1.2982 | 0.09918 |
40 | -0.167329 | -1.4198 | 0.079985 |
41 | -0.127148 | -1.0789 | 0.142119 |
42 | -0.116453 | -0.9881 | 0.163197 |
43 | -0.132076 | -1.1207 | 0.133069 |
44 | -0.127966 | -1.0858 | 0.140588 |
45 | -0.127835 | -1.0847 | 0.140833 |
46 | -0.137075 | -1.1631 | 0.124311 |
47 | -0.128954 | -1.0942 | 0.138754 |
48 | -0.043954 | -0.373 | 0.355136 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.661509 | 5.6131 | 0 |
2 | 0.335594 | 2.8476 | 0.002868 |
3 | 0.112374 | 0.9535 | 0.171758 |
4 | -0.050813 | -0.4312 | 0.333818 |
5 | 0.070631 | 0.5993 | 0.275419 |
6 | 0.098259 | 0.8338 | 0.203588 |
7 | -0.128565 | -1.0909 | 0.139474 |
8 | -0.122717 | -1.0413 | 0.150613 |
9 | 0.051127 | 0.4338 | 0.332856 |
10 | 0.008371 | 0.071 | 0.471785 |
11 | -0.073835 | -0.6265 | 0.26648 |
12 | 0.387783 | 3.2904 | 0.000775 |
13 | -0.443225 | -3.7609 | 0.000171 |
14 | -0.01548 | -0.1314 | 0.447932 |
15 | -0.036951 | -0.3135 | 0.377389 |
16 | 0.072032 | 0.6112 | 0.271491 |
17 | 0.012879 | 0.1093 | 0.456643 |
18 | 0.051301 | 0.4353 | 0.332321 |
19 | 0.062451 | 0.5299 | 0.298901 |
20 | -0.023269 | -0.1974 | 0.422018 |
21 | 0.01045 | 0.0887 | 0.464793 |
22 | 0.059372 | 0.5038 | 0.307974 |
23 | 0.050836 | 0.4314 | 0.333748 |
24 | 0.094226 | 0.7995 | 0.213305 |
25 | -0.26577 | -2.2551 | 0.013583 |
26 | -0.164336 | -1.3944 | 0.083737 |
27 | 0.044924 | 0.3812 | 0.35209 |
28 | -0.01121 | -0.0951 | 0.462243 |
29 | -0.032088 | -0.2723 | 0.393095 |
30 | 5.2e-05 | 4e-04 | 0.499823 |
31 | 0.091098 | 0.773 | 0.221029 |
32 | -0.005325 | -0.0452 | 0.482041 |
33 | -0.093845 | -0.7963 | 0.214238 |
34 | 0.046291 | 0.3928 | 0.347817 |
35 | 0.022042 | 0.187 | 0.426081 |
36 | -0.015644 | -0.1327 | 0.447384 |
37 | 0.015789 | 0.134 | 0.446898 |
38 | -0.067396 | -0.5719 | 0.284594 |
39 | -0.035325 | -0.2997 | 0.38262 |
40 | -0.009782 | -0.083 | 0.467039 |
41 | -0.001354 | -0.0115 | 0.495434 |
42 | -0.03223 | -0.2735 | 0.392635 |
43 | -0.037103 | -0.3148 | 0.3769 |
44 | 0.019624 | 0.1665 | 0.43411 |
45 | 0.00638 | 0.0541 | 0.478488 |
46 | -0.046524 | -0.3948 | 0.347089 |
47 | -0.036721 | -0.3116 | 0.378127 |
48 | -0.071595 | -0.6075 | 0.272714 |