Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.541733 | 5.3902 | 0 |
2 | 0.418884 | 4.1678 | 3.3e-05 |
3 | 0.397955 | 3.9596 | 7.1e-05 |
4 | 0.324047 | 3.2242 | 0.000856 |
5 | 0.237164 | 2.3598 | 0.010124 |
6 | 0.171794 | 1.7093 | 0.045261 |
7 | 0.190228 | 1.8927 | 0.030656 |
8 | 0.061202 | 0.609 | 0.271976 |
9 | -0.048505 | -0.4826 | 0.315214 |
10 | -0.10673 | -1.062 | 0.14542 |
11 | -0.043271 | -0.4305 | 0.333867 |
12 | -0.072305 | -0.7194 | 0.236787 |
13 | -0.126124 | -1.2549 | 0.106232 |
14 | -0.144314 | -1.4359 | 0.077091 |
15 | -0.129653 | -1.29 | 0.100023 |
16 | -0.187901 | -1.8696 | 0.032248 |
17 | -0.098558 | -0.9806 | 0.16458 |
18 | -0.067436 | -0.671 | 0.251897 |
19 | 0.027725 | 0.2759 | 0.391616 |
20 | -0.03228 | -0.3212 | 0.374374 |
21 | -0.034463 | -0.3429 | 0.366201 |
22 | 0.013843 | 0.1377 | 0.445365 |
23 | -0.087323 | -0.8688 | 0.193516 |
24 | -0.049589 | -0.4934 | 0.31141 |
25 | 0.039769 | 0.3957 | 0.346589 |
26 | 0.108795 | 1.0825 | 0.140831 |
27 | 0.035289 | 0.3511 | 0.363121 |
28 | 0.029498 | 0.2935 | 0.384876 |
29 | -0.010111 | -0.1006 | 0.460034 |
30 | 0.04794 | 0.477 | 0.317209 |
31 | 0.02474 | 0.2462 | 0.403033 |
32 | 0.075812 | 0.7543 | 0.226223 |
33 | 0.075394 | 0.7502 | 0.227468 |
34 | 0.037854 | 0.3766 | 0.353623 |
35 | -0.03063 | -0.3048 | 0.380591 |
36 | -0.070847 | -0.7049 | 0.241257 |
37 | -0.040108 | -0.3991 | 0.345349 |
38 | -0.111095 | -1.1054 | 0.135836 |
39 | -0.098105 | -0.9761 | 0.16569 |
40 | -0.13255 | -1.3189 | 0.09513 |
41 | -0.219039 | -2.1794 | 0.015837 |
42 | -0.221483 | -2.2037 | 0.014931 |
43 | -0.209096 | -2.0805 | 0.020032 |
44 | -0.200894 | -1.9989 | 0.024182 |
45 | -0.212468 | -2.114 | 0.018513 |
46 | -0.235451 | -2.3427 | 0.010573 |
47 | -0.175829 | -1.7495 | 0.041654 |
48 | -0.231121 | -2.2996 | 0.011785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.541733 | 5.3902 | 0 |
2 | 0.177502 | 1.7661 | 0.040229 |
3 | 0.168286 | 1.6744 | 0.048601 |
4 | 0.036858 | 0.3667 | 0.357299 |
5 | -0.028418 | -0.2828 | 0.388978 |
6 | -0.039018 | -0.3882 | 0.349341 |
7 | 0.072425 | 0.7206 | 0.236422 |
8 | -0.134489 | -1.3382 | 0.091956 |
9 | -0.138835 | -1.3814 | 0.085134 |
10 | -0.111345 | -1.1079 | 0.1353 |
11 | 0.101962 | 1.0145 | 0.156406 |
12 | 0.009349 | 0.093 | 0.463039 |
13 | -0.042787 | -0.4257 | 0.335617 |
14 | -0.075045 | -0.7467 | 0.228512 |
15 | 0.010133 | 0.1008 | 0.459948 |
16 | -0.07595 | -0.7557 | 0.225814 |
17 | 0.14135 | 1.4064 | 0.081366 |
18 | -0.01112 | -0.1106 | 0.456062 |
19 | 0.143534 | 1.4281 | 0.078199 |
20 | -0.101563 | -1.0105 | 0.157351 |
21 | 0.009397 | 0.0935 | 0.462848 |
22 | -0.015673 | -0.1559 | 0.438199 |
23 | -0.15387 | -1.531 | 0.064481 |
24 | -0.028139 | -0.28 | 0.390039 |
25 | 0.134512 | 1.3384 | 0.09192 |
26 | 0.10686 | 1.0632 | 0.145128 |
27 | -0.004211 | -0.0419 | 0.483331 |
28 | -0.034831 | -0.3466 | 0.364827 |
29 | -0.117545 | -1.1696 | 0.122494 |
30 | 0.083384 | 0.8297 | 0.204365 |
31 | -0.005067 | -0.0504 | 0.479944 |
32 | 0.087165 | 0.8673 | 0.193943 |
33 | -0.041281 | -0.4107 | 0.341074 |
34 | -0.001035 | -0.0103 | 0.495904 |
35 | -0.048352 | -0.4811 | 0.315754 |
36 | -0.08985 | -0.894 | 0.186745 |
37 | -0.065834 | -0.655 | 0.256979 |
38 | -0.12496 | -1.2433 | 0.108339 |
39 | -0.010127 | -0.1008 | 0.459972 |
40 | 0.041995 | 0.4178 | 0.338484 |
41 | -0.12493 | -1.243 | 0.108394 |
42 | 0.059182 | 0.5889 | 0.278649 |
43 | -0.057907 | -0.5762 | 0.282905 |
44 | -0.032982 | -0.3282 | 0.37174 |
45 | -0.0895 | -0.8905 | 0.187675 |
46 | -0.053524 | -0.5326 | 0.297766 |
47 | 0.016935 | 0.1685 | 0.433265 |
48 | -0.030449 | -0.303 | 0.381275 |