Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.843155 | 7.1544 | 0 |
2 | 0.580995 | 4.9299 | 3e-06 |
3 | 0.347247 | 2.9465 | 0.002164 |
4 | 0.17734 | 1.5048 | 0.068377 |
5 | 0.060858 | 0.5164 | 0.303578 |
6 | -0.005429 | -0.0461 | 0.481693 |
7 | -0.039325 | -0.3337 | 0.369794 |
8 | -0.072688 | -0.6168 | 0.269665 |
9 | -0.070392 | -0.5973 | 0.276093 |
10 | -0.022124 | -0.1877 | 0.425807 |
11 | 0.055822 | 0.4737 | 0.318585 |
12 | 0.075677 | 0.6421 | 0.261411 |
13 | -0.056986 | -0.4835 | 0.31509 |
14 | -0.212193 | -1.8005 | 0.037984 |
15 | -0.316576 | -2.6862 | 0.004483 |
16 | -0.356651 | -3.0263 | 0.001716 |
17 | -0.337975 | -2.8678 | 0.002709 |
18 | -0.283454 | -2.4052 | 0.009368 |
19 | -0.225771 | -1.9157 | 0.029686 |
20 | -0.194188 | -1.6477 | 0.051882 |
21 | -0.140401 | -1.1913 | 0.118716 |
22 | -0.043117 | -0.3659 | 0.35777 |
23 | 0.08661 | 0.7349 | 0.232392 |
24 | 0.148828 | 1.2628 | 0.10536 |
25 | 0.05106 | 0.4333 | 0.33306 |
26 | -0.102902 | -0.8732 | 0.192741 |
27 | -0.224904 | -1.9084 | 0.030165 |
28 | -0.296229 | -2.5136 | 0.007094 |
29 | -0.324324 | -2.752 | 0.003745 |
30 | -0.291245 | -2.4713 | 0.007915 |
31 | -0.230331 | -1.9544 | 0.027268 |
32 | -0.187457 | -1.5906 | 0.058038 |
33 | -0.132174 | -1.1215 | 0.132894 |
34 | -0.052249 | -0.4433 | 0.329423 |
35 | 0.040145 | 0.3406 | 0.367181 |
36 | 0.090294 | 0.7662 | 0.223039 |
37 | 0.057525 | 0.4881 | 0.313477 |
38 | 0.00933 | 0.0792 | 0.468561 |
39 | -0.013164 | -0.1117 | 0.455684 |
40 | -0.003341 | -0.0284 | 0.48873 |
41 | 0.032835 | 0.2786 | 0.39067 |
42 | 0.106018 | 0.8996 | 0.185669 |
43 | 0.171577 | 1.4559 | 0.074886 |
44 | 0.203819 | 1.7295 | 0.044006 |
45 | 0.237106 | 2.0119 | 0.023986 |
46 | 0.276142 | 2.3431 | 0.010944 |
47 | 0.312437 | 2.6511 | 0.00493 |
48 | 0.307783 | 2.6116 | 0.00548 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.843155 | 7.1544 | 0 |
2 | -0.449398 | -3.8133 | 0.000143 |
3 | 0.069978 | 0.5938 | 0.277259 |
4 | -0.026823 | -0.2276 | 0.4103 |
5 | -0.037569 | -0.3188 | 0.375408 |
6 | 0.026176 | 0.2221 | 0.412428 |
7 | -0.02971 | -0.2521 | 0.40084 |
8 | -0.085502 | -0.7255 | 0.235245 |
9 | 0.143818 | 1.2203 | 0.11316 |
10 | 0.058844 | 0.4993 | 0.309542 |
11 | 0.072036 | 0.6112 | 0.271482 |
12 | -0.215667 | -1.83 | 0.035695 |
13 | -0.460695 | -3.9091 | 0.000104 |
14 | 0.213808 | 1.8142 | 0.036905 |
15 | -0.055426 | -0.4703 | 0.319778 |
16 | -0.029728 | -0.2522 | 0.400784 |
17 | 0.062649 | 0.5316 | 0.298321 |
18 | -0.137598 | -1.1676 | 0.123418 |
19 | 0.036866 | 0.3128 | 0.377662 |
20 | -0.002679 | -0.0227 | 0.490963 |
21 | 0.011502 | 0.0976 | 0.46126 |
22 | 0.13112 | 1.1126 | 0.134792 |
23 | 0.041248 | 0.35 | 0.36368 |
24 | -0.17002 | -1.4427 | 0.076726 |
25 | -0.276531 | -2.3464 | 0.010855 |
26 | -0.082602 | -0.7009 | 0.242813 |
27 | 0.018959 | 0.1609 | 0.436323 |
28 | -0.115129 | -0.9769 | 0.165944 |
29 | -0.159973 | -1.3574 | 0.089444 |
30 | 0.076319 | 0.6476 | 0.259656 |
31 | -0.010707 | -0.0908 | 0.463932 |
32 | -0.020681 | -0.1755 | 0.430597 |
33 | -0.049142 | -0.417 | 0.338967 |
34 | -0.140021 | -1.1881 | 0.119345 |
35 | -0.002889 | -0.0245 | 0.490257 |
36 | 0.118456 | 1.0051 | 0.159099 |
37 | 0.038569 | 0.3273 | 0.372206 |
38 | 0.026548 | 0.2253 | 0.411203 |
39 | -0.069509 | -0.5898 | 0.278585 |
40 | -0.023192 | -0.1968 | 0.422273 |
41 | -0.008704 | -0.0739 | 0.470664 |
42 | -0.036301 | -0.308 | 0.379476 |
43 | 0.009271 | 0.0787 | 0.468759 |
44 | 0.090027 | 0.7639 | 0.223711 |
45 | -0.011181 | -0.0949 | 0.462338 |
46 | -0.060098 | -0.5099 | 0.305824 |
47 | -0.04216 | -0.3577 | 0.360793 |
48 | 0.004178 | 0.0355 | 0.485909 |