Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.881879 | 6.831 | 0 |
2 | 0.767287 | 5.9434 | 0 |
3 | 0.638361 | 4.9447 | 3e-06 |
4 | 0.497797 | 3.8559 | 0.000142 |
5 | 0.379486 | 2.9395 | 0.002331 |
6 | 0.286006 | 2.2154 | 0.01527 |
7 | 0.219341 | 1.699 | 0.047249 |
8 | 0.188911 | 1.4633 | 0.074303 |
9 | 0.16955 | 1.3133 | 0.097036 |
10 | 0.156856 | 1.215 | 0.114562 |
11 | 0.155901 | 1.2076 | 0.11597 |
12 | 0.154098 | 1.1936 | 0.118659 |
13 | 0.149734 | 1.1598 | 0.125355 |
14 | 0.137555 | 1.0655 | 0.14546 |
15 | 0.12363 | 0.9576 | 0.171044 |
16 | 0.096091 | 0.7443 | 0.229794 |
17 | 0.06936 | 0.5373 | 0.296538 |
18 | 0.037125 | 0.2876 | 0.387335 |
19 | 0.009113 | 0.0706 | 0.47198 |
20 | 0.007307 | 0.0566 | 0.477526 |
21 | 0.000916 | 0.0071 | 0.497181 |
22 | 0.003101 | 0.024 | 0.490459 |
23 | 0.008705 | 0.0674 | 0.473234 |
24 | 0.000697 | 0.0054 | 0.497855 |
25 | -0.002646 | -0.0205 | 0.491859 |
26 | -0.022508 | -0.1743 | 0.431092 |
27 | -0.032999 | -0.2556 | 0.399564 |
28 | -0.056174 | -0.4351 | 0.332517 |
29 | -0.065865 | -0.5102 | 0.305895 |
30 | -0.083637 | -0.6478 | 0.259778 |
31 | -0.068877 | -0.5335 | 0.297823 |
32 | -0.061995 | -0.4802 | 0.316412 |
33 | -0.05595 | -0.4334 | 0.333143 |
34 | -0.06372 | -0.4936 | 0.311704 |
35 | -0.076478 | -0.5924 | 0.277906 |
36 | -0.101456 | -0.7859 | 0.217517 |
37 | -0.117298 | -0.9086 | 0.183603 |
38 | -0.140872 | -1.0912 | 0.139777 |
39 | -0.155731 | -1.2063 | 0.116221 |
40 | -0.165994 | -1.2858 | 0.101729 |
41 | -0.178363 | -1.3816 | 0.086109 |
42 | -0.159815 | -1.2379 | 0.110283 |
43 | -0.1401 | -1.0852 | 0.141084 |
44 | -0.124776 | -0.9665 | 0.168834 |
45 | -0.12477 | -0.9665 | 0.168845 |
46 | -0.136678 | -1.0587 | 0.146989 |
47 | -0.157088 | -1.2168 | 0.114223 |
48 | -0.193066 | -1.4955 | 0.070015 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.881879 | 6.831 | 0 |
2 | -0.046894 | -0.3632 | 0.358851 |
3 | -0.12926 | -1.0012 | 0.160365 |
4 | -0.134273 | -1.0401 | 0.151239 |
5 | 0.010297 | 0.0798 | 0.468347 |
6 | 0.040031 | 0.3101 | 0.378786 |
7 | 0.046095 | 0.3571 | 0.361154 |
8 | 0.087537 | 0.6781 | 0.25017 |
9 | -0.002497 | -0.0193 | 0.492318 |
10 | -0.019046 | -0.1475 | 0.441604 |
11 | 0.026896 | 0.2083 | 0.417835 |
12 | 0.011045 | 0.0856 | 0.466053 |
13 | 0.003288 | 0.0255 | 0.489882 |
14 | -0.024464 | -0.1895 | 0.425171 |
15 | 0.005536 | 0.0429 | 0.48297 |
16 | -0.055526 | -0.4301 | 0.334331 |
17 | -0.00418 | -0.0324 | 0.487139 |
18 | -0.029214 | -0.2263 | 0.410873 |
19 | 0.001489 | 0.0115 | 0.495419 |
20 | 0.094498 | 0.732 | 0.233516 |
21 | -0.032891 | -0.2548 | 0.399885 |
22 | 0.000365 | 0.0028 | 0.498877 |
23 | -0.015458 | -0.1197 | 0.452546 |
24 | -0.060416 | -0.468 | 0.320747 |
25 | 0.013997 | 0.1084 | 0.457013 |
26 | -0.063753 | -0.4938 | 0.311615 |
27 | 0.054024 | 0.4185 | 0.33855 |
28 | -0.07328 | -0.5676 | 0.286204 |
29 | 0.044591 | 0.3454 | 0.3655 |
30 | -0.05667 | -0.439 | 0.331133 |
31 | 0.12648 | 0.9797 | 0.165582 |
32 | -0.042932 | -0.3325 | 0.370318 |
33 | -0.029151 | -0.2258 | 0.411062 |
34 | -0.08959 | -0.694 | 0.245193 |
35 | -0.037339 | -0.2892 | 0.386702 |
36 | -0.050181 | -0.3887 | 0.349437 |
37 | 0.039254 | 0.3041 | 0.381067 |
38 | -0.037518 | -0.2906 | 0.386176 |
39 | 0.022183 | 0.1718 | 0.432074 |
40 | -0.047881 | -0.3709 | 0.356016 |
41 | -0.022462 | -0.174 | 0.43123 |
42 | 0.093382 | 0.7233 | 0.236143 |
43 | 0.007999 | 0.062 | 0.4754 |
44 | -0.044326 | -0.3433 | 0.36627 |
45 | -0.115614 | -0.8955 | 0.187038 |
46 | -0.067782 | -0.525 | 0.300746 |
47 | -0.042405 | -0.3285 | 0.37185 |
48 | -0.065289 | -0.5057 | 0.30745 |