Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.753414 | 8.2532 | 0 |
2 | 0.663684 | 7.2703 | 0 |
3 | 0.583982 | 6.3972 | 0 |
4 | 0.474389 | 5.1967 | 0 |
5 | 0.417055 | 4.5686 | 6e-06 |
6 | 0.271679 | 2.9761 | 0.001766 |
7 | 0.216375 | 2.3703 | 0.009684 |
8 | 0.127676 | 1.3986 | 0.082252 |
9 | 0.072092 | 0.7897 | 0.215621 |
10 | 0.034853 | 0.3818 | 0.351646 |
11 | 0.027292 | 0.299 | 0.382738 |
12 | 0.116039 | 1.2711 | 0.103069 |
13 | 0.052385 | 0.5738 | 0.283573 |
14 | 0.047671 | 0.5222 | 0.301242 |
15 | 0.053611 | 0.5873 | 0.279059 |
16 | 0.071661 | 0.785 | 0.217 |
17 | 0.102877 | 1.127 | 0.131003 |
18 | 0.052126 | 0.571 | 0.28453 |
19 | 0.082016 | 0.8984 | 0.185376 |
20 | 0.068249 | 0.7476 | 0.228074 |
21 | 0.037718 | 0.4132 | 0.340104 |
22 | -0.000279 | -0.0031 | 0.498781 |
23 | 0.003553 | 0.0389 | 0.484507 |
24 | 0.034741 | 0.3806 | 0.352099 |
25 | -0.039375 | -0.4313 | 0.3335 |
26 | -0.048544 | -0.5318 | 0.297933 |
27 | -0.093565 | -1.025 | 0.153724 |
28 | -0.096658 | -1.0588 | 0.145902 |
29 | -0.115373 | -1.2638 | 0.104367 |
30 | -0.129552 | -1.4192 | 0.079221 |
31 | -0.101799 | -1.1152 | 0.133506 |
32 | -0.120191 | -1.3166 | 0.095237 |
33 | -0.105438 | -1.155 | 0.125189 |
34 | -0.122671 | -1.3438 | 0.090775 |
35 | -0.085509 | -0.9367 | 0.175397 |
36 | 6.1e-05 | 7e-04 | 0.499734 |
37 | -0.012293 | -0.1347 | 0.446551 |
38 | -0.016414 | -0.1798 | 0.428804 |
39 | -0.011506 | -0.126 | 0.449953 |
40 | 0.01589 | 0.1741 | 0.431055 |
41 | 0.05866 | 0.6426 | 0.260858 |
42 | 0.12205 | 1.337 | 0.091878 |
43 | 0.159218 | 1.7441 | 0.041847 |
44 | 0.162459 | 1.7797 | 0.038832 |
45 | 0.162102 | 1.7757 | 0.039156 |
46 | 0.156914 | 1.7189 | 0.044105 |
47 | 0.188318 | 2.0629 | 0.020639 |
48 | 0.178303 | 1.9532 | 0.026561 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.753414 | 8.2532 | 0 |
2 | 0.222151 | 2.4335 | 0.008213 |
3 | 0.067302 | 0.7373 | 0.231204 |
4 | -0.075972 | -0.8322 | 0.203466 |
5 | 0.031171 | 0.3415 | 0.366678 |
6 | -0.205324 | -2.2492 | 0.013162 |
7 | 0.030872 | 0.3382 | 0.367906 |
8 | -0.080626 | -0.8832 | 0.189444 |
9 | 0.024664 | 0.2702 | 0.393744 |
10 | -0.00901 | -0.0987 | 0.46077 |
11 | 0.113935 | 1.2481 | 0.107212 |
12 | 0.240884 | 2.6387 | 0.004713 |
13 | -0.166513 | -1.8241 | 0.035316 |
14 | -0.054999 | -0.6025 | 0.273996 |
15 | -0.016859 | -0.1847 | 0.426897 |
16 | 0.067835 | 0.7431 | 0.229437 |
17 | 0.004904 | 0.0537 | 0.478625 |
18 | -0.063917 | -0.7002 | 0.242585 |
19 | 0.062447 | 0.6841 | 0.247623 |
20 | 0.007312 | 0.0801 | 0.468144 |
21 | -0.055019 | -0.6027 | 0.273922 |
22 | -0.078587 | -0.8609 | 0.19551 |
23 | 0.091566 | 1.0031 | 0.158927 |
24 | 0.004889 | 0.0536 | 0.478691 |
25 | -0.123978 | -1.3581 | 0.088489 |
26 | 0.022075 | 0.2418 | 0.404667 |
27 | -0.06503 | -0.7124 | 0.238809 |
28 | -0.004954 | -0.0543 | 0.478405 |
29 | -0.090605 | -0.9925 | 0.161468 |
30 | 0.121201 | 1.3277 | 0.0934 |
31 | 0.006043 | 0.0662 | 0.473667 |
32 | -0.054416 | -0.5961 | 0.276116 |
33 | 0.012582 | 0.1378 | 0.445303 |
34 | 0.004765 | 0.0522 | 0.479228 |
35 | 0.026445 | 0.2897 | 0.386277 |
36 | 0.087532 | 0.9589 | 0.169778 |
37 | -0.005278 | -0.0578 | 0.476997 |
38 | -0.108866 | -1.1926 | 0.117695 |
39 | 0.020663 | 0.2264 | 0.410655 |
40 | 0.022685 | 0.2485 | 0.402086 |
41 | 0.148111 | 1.6225 | 0.053664 |
42 | 0.194643 | 2.1322 | 0.017514 |
43 | -0.027174 | -0.2977 | 0.383231 |
44 | -0.023372 | -0.256 | 0.399184 |
45 | -0.062728 | -0.6872 | 0.246657 |
46 | 0.04394 | 0.4813 | 0.315577 |
47 | 0.017464 | 0.1913 | 0.424302 |
48 | -0.098449 | -1.0785 | 0.141496 |