Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.832984 | 6.5058 | 0 |
2 | 0.570993 | 4.4596 | 1.8e-05 |
3 | 0.280832 | 2.1934 | 0.016051 |
4 | 0.034709 | 0.2711 | 0.393621 |
5 | -0.127918 | -0.9991 | 0.160853 |
6 | -0.215637 | -1.6842 | 0.048629 |
7 | -0.24307 | -1.8984 | 0.031186 |
8 | -0.256487 | -2.0032 | 0.024801 |
9 | -0.268654 | -2.0983 | 0.020016 |
10 | -0.282034 | -2.2028 | 0.0157 |
11 | -0.28828 | -2.2515 | 0.013982 |
12 | -0.297646 | -2.3247 | 0.011717 |
13 | -0.264834 | -2.0684 | 0.021424 |
14 | -0.216516 | -1.691 | 0.047966 |
15 | -0.135344 | -1.0571 | 0.147323 |
16 | -0.073083 | -0.5708 | 0.285116 |
17 | -0.02491 | -0.1946 | 0.423194 |
18 | -0.003987 | -0.0311 | 0.487629 |
19 | 0.021566 | 0.1684 | 0.433398 |
20 | 0.05195 | 0.4057 | 0.343175 |
21 | 0.072287 | 0.5646 | 0.287215 |
22 | 0.079779 | 0.6231 | 0.267772 |
23 | 0.086384 | 0.6747 | 0.251214 |
24 | 0.094061 | 0.7346 | 0.232686 |
25 | 0.084534 | 0.6602 | 0.255796 |
26 | 0.082738 | 0.6462 | 0.260286 |
27 | 0.056061 | 0.4379 | 0.33152 |
28 | 0.019912 | 0.1555 | 0.438464 |
29 | -0.01406 | -0.1098 | 0.456458 |
30 | -0.024608 | -0.1922 | 0.424113 |
31 | -0.012125 | -0.0947 | 0.462432 |
32 | -0.010293 | -0.0804 | 0.468094 |
33 | 0.003837 | 0.03 | 0.488096 |
34 | 0.011255 | 0.0879 | 0.465121 |
35 | 0.008458 | 0.0661 | 0.473774 |
36 | 0.015599 | 0.1218 | 0.451716 |
37 | 0.016963 | 0.1325 | 0.447518 |
38 | 0.011442 | 0.0894 | 0.464543 |
39 | -0.004041 | -0.0316 | 0.487463 |
40 | -0.019641 | -0.1534 | 0.439296 |
41 | -0.01283 | -0.1002 | 0.460254 |
42 | -0.005699 | -0.0445 | 0.48232 |
43 | -0.007163 | -0.0559 | 0.477784 |
44 | -0.007641 | -0.0597 | 0.476305 |
45 | -0.016618 | -0.1298 | 0.448578 |
46 | -0.010668 | -0.0833 | 0.466934 |
47 | -0.009665 | -0.0755 | 0.470038 |
48 | -0.025431 | -0.1986 | 0.42161 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.832984 | 6.5058 | 0 |
2 | -0.401351 | -3.1347 | 0.001323 |
3 | -0.200023 | -1.5622 | 0.061704 |
4 | -0.032845 | -0.2565 | 0.399203 |
5 | 0.018092 | 0.1413 | 0.444049 |
6 | -0.046002 | -0.3593 | 0.36031 |
7 | -0.038762 | -0.3027 | 0.381558 |
8 | -0.133501 | -1.0427 | 0.150607 |
9 | -0.091452 | -0.7143 | 0.238895 |
10 | -0.071404 | -0.5577 | 0.28955 |
11 | -0.056016 | -0.4375 | 0.331646 |
12 | -0.136815 | -1.0686 | 0.144739 |
13 | 0.05317 | 0.4153 | 0.339699 |
14 | -0.088384 | -0.6903 | 0.246311 |
15 | 0.035815 | 0.2797 | 0.390317 |
16 | -0.145325 | -1.135 | 0.130402 |
17 | -0.028023 | -0.2189 | 0.413742 |
18 | -0.093735 | -0.7321 | 0.233456 |
19 | 0.070574 | 0.5512 | 0.291756 |
20 | -0.034794 | -0.2717 | 0.393366 |
21 | -0.067255 | -0.5253 | 0.300647 |
22 | -0.08924 | -0.697 | 0.24423 |
23 | 0.041477 | 0.3239 | 0.373543 |
24 | -0.021387 | -0.167 | 0.433947 |
25 | -0.050576 | -0.395 | 0.347106 |
26 | 0.002722 | 0.0213 | 0.491554 |
27 | -0.089219 | -0.6968 | 0.244281 |
28 | -0.066068 | -0.516 | 0.303857 |
29 | 0.019812 | 0.1547 | 0.43877 |
30 | -0.000432 | -0.0034 | 0.498659 |
31 | 0.021762 | 0.17 | 0.4328 |
32 | -0.118851 | -0.9283 | 0.178467 |
33 | 0.077215 | 0.6031 | 0.274349 |
34 | -0.057117 | -0.4461 | 0.328554 |
35 | -0.016613 | -0.1298 | 0.448594 |
36 | 0.039649 | 0.3097 | 0.378933 |
37 | -0.032076 | -0.2505 | 0.401514 |
38 | -0.025126 | -0.1962 | 0.422536 |
39 | -0.048941 | -0.3822 | 0.351805 |
40 | -0.003603 | -0.0281 | 0.488821 |
41 | 0.051694 | 0.4037 | 0.343908 |
42 | -0.025909 | -0.2024 | 0.420157 |
43 | -0.04386 | -0.3426 | 0.366555 |
44 | -0.001538 | -0.012 | 0.495226 |
45 | -0.008674 | -0.0677 | 0.473105 |
46 | 0.030798 | 0.2405 | 0.405358 |
47 | -0.041946 | -0.3276 | 0.372164 |
48 | -0.082975 | -0.6481 | 0.259692 |