Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.647356 | 5.493 | 0 |
2 | 0.511669 | 4.3417 | 2.3e-05 |
3 | 0.407855 | 3.4608 | 0.000455 |
4 | 0.263845 | 2.2388 | 0.01413 |
5 | 0.15446 | 1.3106 | 0.097073 |
6 | 0.188012 | 1.5953 | 0.057509 |
7 | 0.023891 | 0.2027 | 0.419963 |
8 | 0.052105 | 0.4421 | 0.329863 |
9 | 0.059018 | 0.5008 | 0.309024 |
10 | -0.008347 | -0.0708 | 0.471865 |
11 | -0.000839 | -0.0071 | 0.49717 |
12 | 0.092271 | 0.7829 | 0.218114 |
13 | -0.042899 | -0.364 | 0.358459 |
14 | -0.189998 | -1.6122 | 0.055648 |
15 | -0.256795 | -2.179 | 0.016303 |
16 | -0.35129 | -2.9808 | 0.00196 |
17 | -0.432434 | -3.6693 | 0.000232 |
18 | -0.370421 | -3.1431 | 0.001214 |
19 | -0.410335 | -3.4818 | 0.000425 |
20 | -0.35198 | -2.9866 | 0.001927 |
21 | -0.267297 | -2.2681 | 0.013162 |
22 | -0.202311 | -1.7167 | 0.04517 |
23 | -0.199818 | -1.6955 | 0.04715 |
24 | -0.062828 | -0.5331 | 0.297799 |
25 | -0.124106 | -1.0531 | 0.147914 |
26 | -0.127287 | -1.0801 | 0.141859 |
27 | -0.12902 | -1.0948 | 0.138634 |
28 | -0.166852 | -1.4158 | 0.080575 |
29 | -0.23299 | -1.977 | 0.025937 |
30 | -0.0903 | -0.7662 | 0.223025 |
31 | -0.031066 | -0.2636 | 0.396419 |
32 | 0.043458 | 0.3688 | 0.356697 |
33 | 0.12058 | 1.0232 | 0.154831 |
34 | 0.136942 | 1.162 | 0.124539 |
35 | 0.125631 | 1.066 | 0.144989 |
36 | 0.178015 | 1.5105 | 0.067646 |
37 | 0.129584 | 1.0996 | 0.137594 |
38 | 0.07345 | 0.6232 | 0.267547 |
39 | 0.083608 | 0.7094 | 0.240172 |
40 | 0.028275 | 0.2399 | 0.405535 |
41 | -0.047336 | -0.4017 | 0.344561 |
42 | -0.014935 | -0.1267 | 0.449755 |
43 | 0.047569 | 0.4036 | 0.343838 |
44 | 0.063634 | 0.5399 | 0.295449 |
45 | 0.082568 | 0.7006 | 0.242903 |
46 | 0.06641 | 0.5635 | 0.287419 |
47 | 0.019802 | 0.168 | 0.433517 |
48 | 0.055771 | 0.4732 | 0.31874 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.647356 | 5.493 | 0 |
2 | 0.159399 | 1.3525 | 0.090217 |
3 | 0.046335 | 0.3932 | 0.34768 |
4 | -0.095119 | -0.8071 | 0.21113 |
5 | -0.065234 | -0.5535 | 0.290809 |
6 | 0.168861 | 1.4328 | 0.078116 |
7 | -0.225681 | -1.915 | 0.029735 |
8 | 0.127742 | 1.0839 | 0.141007 |
9 | 0.01977 | 0.1678 | 0.433622 |
10 | -0.084177 | -0.7143 | 0.238686 |
11 | 0.051082 | 0.4334 | 0.332993 |
12 | 0.111868 | 0.9492 | 0.17284 |
13 | -0.184303 | -1.5639 | 0.061117 |
14 | -0.346224 | -2.9378 | 0.002219 |
15 | -0.077072 | -0.654 | 0.257604 |
16 | -0.044599 | -0.3784 | 0.35311 |
17 | -0.172334 | -1.4623 | 0.074005 |
18 | 0.026009 | 0.2207 | 0.412977 |
19 | -0.036767 | -0.312 | 0.377978 |
20 | 0.037849 | 0.3212 | 0.374509 |
21 | -0.047596 | -0.4039 | 0.343754 |
22 | 0.116975 | 0.9926 | 0.162123 |
23 | -0.069992 | -0.5939 | 0.27722 |
24 | 0.003424 | 0.0291 | 0.488452 |
25 | -0.113839 | -0.966 | 0.168649 |
26 | 0.034729 | 0.2947 | 0.384541 |
27 | -0.020947 | -0.1777 | 0.429714 |
28 | -0.144887 | -1.2294 | 0.111461 |
29 | -0.090309 | -0.7663 | 0.223003 |
30 | 0.133352 | 1.1315 | 0.130794 |
31 | 0.118946 | 1.0093 | 0.158108 |
32 | -0.046368 | -0.3934 | 0.347576 |
33 | -0.059003 | -0.5007 | 0.309071 |
34 | -0.065865 | -0.5589 | 0.288987 |
35 | -0.057332 | -0.4865 | 0.314051 |
36 | -0.062483 | -0.5302 | 0.298807 |
37 | -0.005734 | -0.0487 | 0.480666 |
38 | -0.058988 | -0.5005 | 0.309115 |
39 | -0.029331 | -0.2489 | 0.40208 |
40 | -0.020893 | -0.1773 | 0.429893 |
41 | 0.020624 | 0.175 | 0.430786 |
42 | -0.084054 | -0.7132 | 0.239006 |
43 | 0.030831 | 0.2616 | 0.397185 |
44 | -0.063268 | -0.5368 | 0.296515 |
45 | -0.067046 | -0.5689 | 0.285596 |
46 | -0.075285 | -0.6388 | 0.262484 |
47 | -0.004982 | -0.0423 | 0.483199 |
48 | 0.037269 | 0.3162 | 0.376368 |