Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.820529 | 6.3558 | 0 |
2 | 0.651853 | 5.0492 | 2e-06 |
3 | 0.471906 | 3.6554 | 0.000271 |
4 | 0.331419 | 2.5672 | 0.006382 |
5 | 0.235112 | 1.8212 | 0.036784 |
6 | 0.170411 | 1.32 | 0.095925 |
7 | 0.081349 | 0.6301 | 0.265501 |
8 | 0.028533 | 0.221 | 0.412916 |
9 | 0.056833 | 0.4402 | 0.330679 |
10 | 0.098052 | 0.7595 | 0.22526 |
11 | 0.149431 | 1.1575 | 0.125831 |
12 | 0.161715 | 1.2526 | 0.107599 |
13 | 0.05406 | 0.4187 | 0.338448 |
14 | -0.04577 | -0.3545 | 0.362091 |
15 | -0.11078 | -0.8581 | 0.197126 |
16 | -0.148806 | -1.1526 | 0.126814 |
17 | -0.173881 | -1.3469 | 0.091542 |
18 | -0.188138 | -1.4573 | 0.075123 |
19 | -0.2187 | -1.694 | 0.047721 |
20 | -0.226292 | -1.7529 | 0.042368 |
21 | -0.153681 | -1.1904 | 0.119287 |
22 | -0.065416 | -0.5067 | 0.307107 |
23 | 0.036406 | 0.282 | 0.389457 |
24 | 0.0744 | 0.5763 | 0.283284 |
25 | 0.037803 | 0.2928 | 0.385336 |
26 | -0.016017 | -0.1241 | 0.450839 |
27 | -0.073815 | -0.5718 | 0.284808 |
28 | -0.112398 | -0.8706 | 0.193713 |
29 | -0.124871 | -0.9672 | 0.168651 |
30 | -0.122984 | -0.9526 | 0.172299 |
31 | -0.110691 | -0.8574 | 0.197316 |
32 | -0.076991 | -0.5964 | 0.276585 |
33 | 0.006233 | 0.0483 | 0.480828 |
34 | 0.089861 | 0.6961 | 0.244538 |
35 | 0.142712 | 1.1054 | 0.136691 |
36 | 0.13963 | 1.0816 | 0.141886 |
37 | 0.109278 | 0.8465 | 0.20033 |
38 | 0.054918 | 0.4254 | 0.336037 |
39 | 0.025612 | 0.1984 | 0.421705 |
40 | -0.005301 | -0.0411 | 0.483693 |
41 | -0.005083 | -0.0394 | 0.484362 |
42 | -0.005925 | -0.0459 | 0.481772 |
43 | -0.032034 | -0.2481 | 0.402438 |
44 | -0.050634 | -0.3922 | 0.348145 |
45 | -0.037888 | -0.2935 | 0.385084 |
46 | -0.043661 | -0.3382 | 0.368199 |
47 | -0.050436 | -0.3907 | 0.348709 |
48 | -0.082747 | -0.641 | 0.261996 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.820529 | 6.3558 | 0 |
2 | -0.065544 | -0.5077 | 0.306761 |
3 | -0.135969 | -1.0532 | 0.148233 |
4 | -0.000524 | -0.0041 | 0.498387 |
5 | 0.0373 | 0.2889 | 0.386818 |
6 | 0.01023 | 0.0792 | 0.468552 |
7 | -0.144068 | -1.1159 | 0.134447 |
8 | 0.035006 | 0.2712 | 0.3936 |
9 | 0.230866 | 1.7883 | 0.03939 |
10 | 0.036157 | 0.2801 | 0.390194 |
11 | 0.007006 | 0.0543 | 0.478452 |
12 | -0.062187 | -0.4817 | 0.315886 |
13 | -0.317634 | -2.4604 | 0.008388 |
14 | -0.032301 | -0.2502 | 0.401641 |
15 | 0.060994 | 0.4725 | 0.319158 |
16 | 0.009404 | 0.0728 | 0.471086 |
17 | -0.035801 | -0.2773 | 0.391247 |
18 | -0.014639 | -0.1134 | 0.455047 |
19 | -0.012154 | -0.0941 | 0.462654 |
20 | -0.044685 | -0.3461 | 0.36523 |
21 | 0.097375 | 0.7543 | 0.226821 |
22 | 0.079444 | 0.6154 | 0.270318 |
23 | 0.096987 | 0.7513 | 0.227718 |
24 | -0.067733 | -0.5247 | 0.300877 |
25 | -0.10799 | -0.8365 | 0.203099 |
26 | -0.057497 | -0.4454 | 0.328827 |
27 | -0.130562 | -1.0113 | 0.15796 |
28 | -0.006019 | -0.0466 | 0.481483 |
29 | 0.121906 | 0.9443 | 0.174407 |
30 | 0.083126 | 0.6439 | 0.261049 |
31 | 0.078788 | 0.6103 | 0.271987 |
32 | -0.027272 | -0.2113 | 0.416703 |
33 | 0.001385 | 0.0107 | 0.495737 |
34 | -0.026579 | -0.2059 | 0.418791 |
35 | -0.100713 | -0.7801 | 0.219193 |
36 | -0.00241 | -0.0187 | 0.492584 |
37 | 0.107133 | 0.8298 | 0.204957 |
38 | -0.01016 | -0.0787 | 0.468768 |
39 | 0.04453 | 0.3449 | 0.365678 |
40 | -0.071366 | -0.5528 | 0.291226 |
41 | 0.041 | 0.3176 | 0.375952 |
42 | 0.00802 | 0.0621 | 0.475337 |
43 | -0.126797 | -0.9822 | 0.16498 |
44 | -0.05147 | -0.3987 | 0.345771 |
45 | 0.011233 | 0.087 | 0.465477 |
46 | -0.122581 | -0.9495 | 0.173086 |
47 | -0.028195 | -0.2184 | 0.413929 |
48 | -0.038978 | -0.3019 | 0.381877 |