Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.836662 | 6.4808 | 0 |
2 | 0.673324 | 5.2155 | 1e-06 |
3 | 0.444305 | 3.4416 | 0.00053 |
4 | 0.23215 | 1.7982 | 0.038586 |
5 | 0.13033 | 1.0095 | 0.158387 |
6 | 0.038864 | 0.301 | 0.382212 |
7 | 0.02153 | 0.1668 | 0.434056 |
8 | 0.006459 | 0.05 | 0.48013 |
9 | -0.008611 | -0.0667 | 0.473521 |
10 | -0.048515 | -0.3758 | 0.354197 |
11 | -0.088419 | -0.6849 | 0.248025 |
12 | -0.178585 | -1.3833 | 0.085847 |
13 | -0.259124 | -2.0072 | 0.024622 |
14 | -0.327751 | -2.5388 | 0.006868 |
15 | -0.396379 | -3.0703 | 0.001605 |
16 | -0.350461 | -2.7147 | 0.004325 |
17 | -0.314566 | -2.4366 | 0.008905 |
18 | -0.190825 | -1.4781 | 0.072302 |
19 | -0.074698 | -0.5786 | 0.28251 |
20 | 0.003993 | 0.0309 | 0.487713 |
21 | 0.062761 | 0.4861 | 0.314317 |
22 | 0.037146 | 0.2877 | 0.387272 |
23 | 0.004913 | 0.0381 | 0.484885 |
24 | -0.027321 | -0.2116 | 0.416559 |
25 | -0.050643 | -0.3923 | 0.348121 |
26 | -0.073965 | -0.5729 | 0.284415 |
27 | -0.097288 | -0.7536 | 0.227022 |
28 | -0.101424 | -0.7856 | 0.217588 |
29 | -0.102342 | -0.7927 | 0.215527 |
30 | -0.092169 | -0.7139 | 0.239017 |
31 | -0.081996 | -0.6351 | 0.263877 |
32 | -0.067429 | -0.5223 | 0.301692 |
33 | -0.052862 | -0.4095 | 0.341828 |
34 | -0.042549 | -0.3296 | 0.371431 |
35 | -0.032237 | -0.2497 | 0.401834 |
36 | -0.021924 | -0.1698 | 0.43286 |
37 | -0.013784 | -0.1068 | 0.457664 |
38 | -0.003904 | -0.0302 | 0.487988 |
39 | 0.005976 | 0.0463 | 0.481616 |
40 | 0.021743 | 0.1684 | 0.43341 |
41 | 0.03751 | 0.2905 | 0.3862 |
42 | 0.053276 | 0.4127 | 0.340658 |
43 | 0.061566 | 0.4769 | 0.317587 |
44 | 0.064201 | 0.4973 | 0.310398 |
45 | 0.041539 | 0.3218 | 0.374376 |
46 | 0.018878 | 0.1462 | 0.442117 |
47 | -0.003929 | -0.0304 | 0.48791 |
48 | -0.026736 | -0.2071 | 0.418318 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.836662 | 6.4808 | 0 |
2 | -0.088932 | -0.6889 | 0.246782 |
3 | -0.3183 | -2.4655 | 0.008279 |
4 | -0.108925 | -0.8437 | 0.201086 |
5 | 0.284119 | 2.2008 | 0.015806 |
6 | -0.071593 | -0.5546 | 0.29063 |
7 | -0.01591 | -0.1232 | 0.451166 |
8 | -0.038248 | -0.2963 | 0.384024 |
9 | -0.006484 | -0.0502 | 0.480054 |
10 | -0.153021 | -1.1853 | 0.120286 |
11 | 0.03066 | 0.2375 | 0.406541 |
12 | -0.219054 | -1.6968 | 0.04746 |
13 | -0.075218 | -0.5826 | 0.28116 |
14 | -0.031353 | -0.2429 | 0.40447 |
15 | -0.095636 | -0.7408 | 0.230854 |
16 | 0.188677 | 1.4615 | 0.07455 |
17 | -0.047166 | -0.3653 | 0.35807 |
18 | 0.126152 | 0.9772 | 0.166204 |
19 | 0.005315 | 0.0412 | 0.483648 |
20 | -0.017723 | -0.1373 | 0.445635 |
21 | -0.07357 | -0.5699 | 0.285447 |
22 | -0.07104 | -0.5503 | 0.292088 |
23 | -0.02529 | -0.1959 | 0.422678 |
24 | 0.075024 | 0.5811 | 0.281663 |
25 | -0.070796 | -0.5484 | 0.292731 |
26 | -0.154794 | -1.199 | 0.117615 |
27 | -0.170107 | -1.3176 | 0.096316 |
28 | 0.105271 | 0.8154 | 0.209027 |
29 | -0.04776 | -0.3699 | 0.356363 |
30 | -0.088165 | -0.6829 | 0.248643 |
31 | 0.057711 | 0.447 | 0.328234 |
32 | -0.001401 | -0.0109 | 0.495689 |
33 | 0.120617 | 0.9343 | 0.176948 |
34 | -0.010246 | -0.0794 | 0.468504 |
35 | -0.000356 | -0.0028 | 0.498905 |
36 | -0.0028 | -0.0217 | 0.491383 |
37 | -0.064838 | -0.5022 | 0.308672 |
38 | -0.018704 | -0.1449 | 0.442645 |
39 | -0.039471 | -0.3057 | 0.380431 |
40 | -0.010453 | -0.081 | 0.467868 |
41 | -0.021967 | -0.1702 | 0.43273 |
42 | -0.052723 | -0.4084 | 0.34222 |
43 | 0.001482 | 0.0115 | 0.495439 |
44 | -0.07917 | -0.6132 | 0.271015 |
45 | -0.102234 | -0.7919 | 0.21577 |
46 | 0.053641 | 0.4155 | 0.339629 |
47 | 0.058195 | 0.4508 | 0.326887 |
48 | 0.060218 | 0.4664 | 0.321292 |