Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.74341 | 6.308 | 0 |
2 | 0.478332 | 4.0588 | 6.2e-05 |
3 | 0.377906 | 3.2066 | 0.001002 |
4 | 0.359886 | 3.0537 | 0.001583 |
5 | 0.443621 | 3.7642 | 0.000169 |
6 | 0.499314 | 4.2368 | 3.3e-05 |
7 | 0.380818 | 3.2313 | 0.000929 |
8 | 0.256152 | 2.1735 | 0.016515 |
9 | 0.202148 | 1.7153 | 0.045297 |
10 | 0.194304 | 1.6487 | 0.051781 |
11 | 0.336475 | 2.8551 | 0.002809 |
12 | 0.446268 | 3.7867 | 0.000157 |
13 | 0.289882 | 2.4597 | 0.008153 |
14 | 0.100182 | 0.8501 | 0.199052 |
15 | 0.053452 | 0.4536 | 0.325757 |
16 | 0.057641 | 0.4891 | 0.313128 |
17 | 0.158944 | 1.3487 | 0.090833 |
18 | 0.21091 | 1.7896 | 0.038859 |
19 | 0.089822 | 0.7622 | 0.224226 |
20 | -0.087866 | -0.7456 | 0.229179 |
21 | -0.185239 | -1.5718 | 0.06019 |
22 | -0.242961 | -2.0616 | 0.021429 |
23 | -0.155281 | -1.3176 | 0.095907 |
24 | -0.090242 | -0.7657 | 0.22317 |
25 | -0.195386 | -1.6579 | 0.050844 |
26 | -0.304008 | -2.5796 | 0.005966 |
27 | -0.318603 | -2.7034 | 0.004278 |
28 | -0.257026 | -2.1809 | 0.016228 |
29 | -0.147547 | -1.252 | 0.107315 |
30 | -0.071293 | -0.6049 | 0.273561 |
31 | -0.132063 | -1.1206 | 0.133092 |
32 | -0.248154 | -2.1057 | 0.019361 |
33 | -0.27065 | -2.2965 | 0.012279 |
34 | -0.23839 | -2.0228 | 0.023404 |
35 | -0.160386 | -1.3609 | 0.088892 |
36 | -0.091991 | -0.7806 | 0.218807 |
37 | -0.183729 | -1.559 | 0.061692 |
38 | -0.28853 | -2.4483 | 0.008396 |
39 | -0.311414 | -2.6424 | 0.005046 |
40 | -0.276709 | -2.348 | 0.010814 |
41 | -0.198892 | -1.6877 | 0.047902 |
42 | -0.118084 | -1.002 | 0.159856 |
43 | -0.145629 | -1.2357 | 0.110292 |
44 | -0.180162 | -1.5287 | 0.065357 |
45 | -0.137634 | -1.1679 | 0.123357 |
46 | -0.083056 | -0.7047 | 0.24162 |
47 | -0.020053 | -0.1702 | 0.432682 |
48 | 0.042575 | 0.3613 | 0.359482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.74341 | 6.308 | 0 |
2 | -0.16615 | -1.4098 | 0.081448 |
3 | 0.199417 | 1.6921 | 0.047475 |
4 | 0.080604 | 0.684 | 0.248101 |
5 | 0.295613 | 2.5084 | 0.007191 |
6 | 0.072133 | 0.6121 | 0.271209 |
7 | -0.182084 | -1.545 | 0.063361 |
8 | 0.016636 | 0.1412 | 0.444068 |
9 | -0.011269 | -0.0956 | 0.462042 |
10 | 0.006014 | 0.051 | 0.479721 |
11 | 0.297972 | 2.5284 | 0.006826 |
12 | 0.062974 | 0.5343 | 0.297373 |
13 | -0.320792 | -2.722 | 0.004066 |
14 | -0.093446 | -0.7929 | 0.215217 |
15 | 0.108228 | 0.9183 | 0.180752 |
16 | -0.071848 | -0.6097 | 0.272005 |
17 | 0.054724 | 0.4644 | 0.321898 |
18 | -0.040281 | -0.3418 | 0.366749 |
19 | -0.09525 | -0.8082 | 0.210812 |
20 | -0.236597 | -2.0076 | 0.02422 |
21 | -0.042668 | -0.362 | 0.359188 |
22 | -0.168664 | -1.4312 | 0.078355 |
23 | -0.006276 | -0.0532 | 0.47884 |
24 | -0.110498 | -0.9376 | 0.17579 |
25 | -0.003556 | -0.0302 | 0.488007 |
26 | 0.012447 | 0.1056 | 0.45809 |
27 | 0.018648 | 0.1582 | 0.437357 |
28 | 0.123708 | 1.0497 | 0.148684 |
29 | -0.034867 | -0.2959 | 0.384095 |
30 | 0.050247 | 0.4264 | 0.335559 |
31 | 0.058357 | 0.4952 | 0.310993 |
32 | -0.044143 | -0.3746 | 0.354541 |
33 | 0.173366 | 1.4711 | 0.072816 |
34 | 0.019179 | 0.1627 | 0.43559 |
35 | -0.036509 | -0.3098 | 0.37881 |
36 | 0.019929 | 0.1691 | 0.433096 |
37 | -0.082819 | -0.7027 | 0.242241 |
38 | -0.019683 | -0.167 | 0.433912 |
39 | -0.058075 | -0.4928 | 0.311833 |
40 | -0.053807 | -0.4566 | 0.324679 |
41 | -0.04104 | -0.3482 | 0.36434 |
42 | -0.019595 | -0.1663 | 0.434206 |
43 | -0.008814 | -0.0748 | 0.470294 |
44 | 0.093711 | 0.7952 | 0.214567 |
45 | 0.000993 | 0.0084 | 0.49665 |
46 | -0.066255 | -0.5622 | 0.287864 |
47 | -0.065548 | -0.5562 | 0.289902 |
48 | 0.047588 | 0.4038 | 0.34378 |