Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.672315 | 5.7048 | 0 |
2 | 0.59183 | 5.0218 | 2e-06 |
3 | 0.508187 | 4.3121 | 2.5e-05 |
4 | 0.5219 | 4.4285 | 1.7e-05 |
5 | 0.473042 | 4.0139 | 7.2e-05 |
6 | 0.447127 | 3.794 | 0.000153 |
7 | 0.435797 | 3.6979 | 0.000211 |
8 | 0.361612 | 3.0684 | 0.001516 |
9 | 0.331652 | 2.8142 | 0.003151 |
10 | 0.226473 | 1.9217 | 0.029302 |
11 | 0.224035 | 1.901 | 0.030653 |
12 | 0.224034 | 1.901 | 0.030653 |
13 | 0.183307 | 1.5554 | 0.062117 |
14 | 0.115312 | 0.9785 | 0.165562 |
15 | 0.070213 | 0.5958 | 0.276596 |
16 | 0.075127 | 0.6375 | 0.262918 |
17 | 0.045481 | 0.3859 | 0.350348 |
18 | 0.048546 | 0.4119 | 0.34081 |
19 | 0.024633 | 0.209 | 0.417511 |
20 | -0.042868 | -0.3637 | 0.358556 |
21 | -0.032594 | -0.2766 | 0.391453 |
22 | -0.08333 | -0.7071 | 0.240899 |
23 | -0.051657 | -0.4383 | 0.331231 |
24 | -0.063057 | -0.5351 | 0.29713 |
25 | -0.080344 | -0.6817 | 0.248796 |
26 | -0.184053 | -1.5617 | 0.061367 |
27 | -0.180755 | -1.5338 | 0.064736 |
28 | -0.147547 | -1.252 | 0.107315 |
29 | -0.09699 | -0.823 | 0.206617 |
30 | -0.099721 | -0.8462 | 0.200134 |
31 | -0.12331 | -1.0463 | 0.149456 |
32 | -0.079974 | -0.6786 | 0.249783 |
33 | -0.109309 | -0.9275 | 0.178377 |
34 | -0.150348 | -1.2757 | 0.103073 |
35 | -0.177329 | -1.5047 | 0.06839 |
36 | -0.132209 | -1.1218 | 0.132831 |
37 | -0.112638 | -0.9558 | 0.171196 |
38 | -0.147637 | -1.2527 | 0.107176 |
39 | -0.147707 | -1.2533 | 0.10707 |
40 | -0.135366 | -1.1486 | 0.127258 |
41 | -0.131714 | -1.1176 | 0.13372 |
42 | -0.198496 | -1.6843 | 0.048228 |
43 | -0.18524 | -1.5718 | 0.060189 |
44 | -0.196085 | -1.6638 | 0.050246 |
45 | -0.167157 | -1.4184 | 0.080198 |
46 | -0.193044 | -1.638 | 0.052889 |
47 | -0.191631 | -1.626 | 0.054155 |
48 | -0.175903 | -1.4926 | 0.069957 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.672315 | 5.7048 | 0 |
2 | 0.255153 | 2.165 | 0.01685 |
3 | 0.078608 | 0.667 | 0.253449 |
4 | 0.190607 | 1.6174 | 0.055088 |
5 | 0.042343 | 0.3593 | 0.360214 |
6 | 0.040761 | 0.3459 | 0.365226 |
7 | 0.077581 | 0.6583 | 0.256223 |
8 | -0.086091 | -0.7305 | 0.233726 |
9 | -0.006873 | -0.0583 | 0.476829 |
10 | -0.152572 | -1.2946 | 0.099794 |
11 | 0.005825 | 0.0494 | 0.480359 |
12 | 0.06938 | 0.5887 | 0.278951 |
13 | -0.065126 | -0.5526 | 0.291122 |
14 | -0.07433 | -0.6307 | 0.265112 |
15 | -0.041543 | -0.3525 | 0.362745 |
16 | 0.032458 | 0.2754 | 0.391893 |
17 | 0.003967 | 0.0337 | 0.486621 |
18 | 0.026762 | 0.2271 | 0.410502 |
19 | -0.000219 | -0.0019 | 0.499262 |
20 | -0.13579 | -1.1522 | 0.126522 |
21 | 0.055753 | 0.4731 | 0.318793 |
22 | -0.060283 | -0.5115 | 0.305278 |
23 | 0.052889 | 0.4488 | 0.32747 |
24 | 0.011921 | 0.1012 | 0.459855 |
25 | -0.084293 | -0.7153 | 0.238384 |
26 | -0.166076 | -1.4092 | 0.08154 |
27 | 0.011983 | 0.1017 | 0.459647 |
28 | 0.076623 | 0.6502 | 0.258828 |
29 | 0.132232 | 1.122 | 0.13279 |
30 | -0.024064 | -0.2042 | 0.419389 |
31 | -0.042126 | -0.3574 | 0.3609 |
32 | 0.104904 | 0.8901 | 0.188178 |
33 | -0.018702 | -0.1587 | 0.43718 |
34 | -0.114508 | -0.9716 | 0.167243 |
35 | -0.084525 | -0.7172 | 0.23778 |
36 | -0.024454 | -0.2075 | 0.418103 |
37 | 0.009199 | 0.0781 | 0.468999 |
38 | -0.026387 | -0.2239 | 0.411734 |
39 | 0.026394 | 0.224 | 0.411712 |
40 | 0.003795 | 0.0322 | 0.4872 |
41 | -0.051928 | -0.4406 | 0.330403 |
42 | -0.151226 | -1.2832 | 0.101769 |
43 | 0.050819 | 0.4312 | 0.3338 |
44 | -0.012493 | -0.106 | 0.457934 |
45 | 0.030676 | 0.2603 | 0.39769 |
46 | -0.069213 | -0.5873 | 0.279421 |
47 | -0.008169 | -0.0693 | 0.472465 |
48 | 0.00259 | 0.022 | 0.491264 |