Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.620445 | 5.2647 | 1e-06 |
2 | 0.555011 | 4.7094 | 6e-06 |
3 | 0.415516 | 3.5258 | 0.000369 |
4 | 0.280346 | 2.3788 | 0.010011 |
5 | 0.26935 | 2.2855 | 0.012615 |
6 | 0.153131 | 1.2994 | 0.098984 |
7 | 0.137988 | 1.1709 | 0.122757 |
8 | 0.136295 | 1.1565 | 0.12565 |
9 | 0.146563 | 1.2436 | 0.108835 |
10 | 0.151462 | 1.2852 | 0.101421 |
11 | 0.119616 | 1.015 | 0.156757 |
12 | 0.144074 | 1.2225 | 0.112751 |
13 | 0.05964 | 0.5061 | 0.307179 |
14 | -0.044513 | -0.3777 | 0.353379 |
15 | -0.082687 | -0.7016 | 0.242589 |
16 | -0.10506 | -0.8915 | 0.187825 |
17 | -0.062087 | -0.5268 | 0.299967 |
18 | -0.034711 | -0.2945 | 0.384598 |
19 | -0.074379 | -0.6311 | 0.264977 |
20 | 0.000275 | 0.0023 | 0.499071 |
21 | 0.068796 | 0.5838 | 0.280604 |
22 | 0.036314 | 0.3081 | 0.379435 |
23 | 0.040899 | 0.347 | 0.364788 |
24 | 0.044234 | 0.3753 | 0.354255 |
25 | 0.050302 | 0.4268 | 0.33539 |
26 | 0.032737 | 0.2778 | 0.390988 |
27 | 0.03708 | 0.3146 | 0.376975 |
28 | -0.056138 | -0.4763 | 0.317635 |
29 | -0.049799 | -0.4226 | 0.336938 |
30 | -0.041889 | -0.3554 | 0.361649 |
31 | -0.098502 | -0.8358 | 0.20301 |
32 | -0.084412 | -0.7163 | 0.238073 |
33 | -0.09433 | -0.8004 | 0.213052 |
34 | -0.077794 | -0.6601 | 0.255646 |
35 | -0.098812 | -0.8384 | 0.202278 |
36 | -0.095817 | -0.813 | 0.209439 |
37 | -0.170671 | -1.4482 | 0.075952 |
38 | -0.20982 | -1.7804 | 0.039616 |
39 | -0.268795 | -2.2808 | 0.012761 |
40 | -0.340453 | -2.8888 | 0.002552 |
41 | -0.302944 | -2.5706 | 0.006111 |
42 | -0.279906 | -2.3751 | 0.010106 |
43 | -0.259047 | -2.1981 | 0.015579 |
44 | -0.231063 | -1.9606 | 0.026896 |
45 | -0.202382 | -1.7173 | 0.045114 |
46 | -0.171588 | -1.456 | 0.074873 |
47 | -0.072597 | -0.616 | 0.269916 |
48 | -0.085462 | -0.7252 | 0.23535 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.620445 | 5.2647 | 1e-06 |
2 | 0.276498 | 2.3462 | 0.010862 |
3 | -0.009114 | -0.0773 | 0.469287 |
4 | -0.100882 | -0.856 | 0.197416 |
5 | 0.101529 | 0.8615 | 0.195911 |
6 | -0.072341 | -0.6138 | 0.270629 |
7 | 0.013052 | 0.1108 | 0.45606 |
8 | 0.073677 | 0.6252 | 0.266919 |
9 | 0.080405 | 0.6823 | 0.248632 |
10 | 0.001246 | 0.0106 | 0.495796 |
11 | -0.035551 | -0.3017 | 0.381892 |
12 | 0.060502 | 0.5134 | 0.304628 |
13 | -0.112746 | -0.9567 | 0.170965 |
14 | -0.196407 | -1.6666 | 0.049972 |
15 | -0.023205 | -0.1969 | 0.422231 |
16 | 0.069568 | 0.5903 | 0.278419 |
17 | 0.072099 | 0.6118 | 0.271304 |
18 | 0.044718 | 0.3794 | 0.352739 |
19 | -0.092562 | -0.7854 | 0.217395 |
20 | 0.068517 | 0.5814 | 0.281397 |
21 | 0.134294 | 1.1395 | 0.129132 |
22 | -0.098992 | -0.84 | 0.201851 |
23 | -0.047991 | -0.4072 | 0.342529 |
24 | 0.099525 | 0.8445 | 0.200594 |
25 | 0.05802 | 0.4923 | 0.311997 |
26 | -0.053911 | -0.4574 | 0.324363 |
27 | 0.036143 | 0.3067 | 0.379986 |
28 | -0.167634 | -1.4224 | 0.079612 |
29 | -0.079888 | -0.6779 | 0.250012 |
30 | 0.022134 | 0.1878 | 0.425774 |
31 | -0.033055 | -0.2805 | 0.389956 |
32 | -0.022903 | -0.1943 | 0.423229 |
33 | -0.021513 | -0.1825 | 0.427835 |
34 | 0.032132 | 0.2726 | 0.392952 |
35 | -0.034759 | -0.2949 | 0.384445 |
36 | 0.008866 | 0.0752 | 0.47012 |
37 | -0.176649 | -1.4989 | 0.069134 |
38 | -0.138962 | -1.1791 | 0.121114 |
39 | -0.086177 | -0.7312 | 0.233505 |
40 | -0.002933 | -0.0249 | 0.490107 |
41 | 0.062394 | 0.5294 | 0.299068 |
42 | 0.002144 | 0.0182 | 0.492767 |
43 | -0.032872 | -0.2789 | 0.390551 |
44 | -0.049792 | -0.4225 | 0.336959 |
45 | -0.02026 | -0.1719 | 0.431993 |
46 | -0.017198 | -0.1459 | 0.442191 |
47 | 0.126767 | 1.0757 | 0.142836 |
48 | -0.045225 | -0.3837 | 0.351149 |