Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.804102 | 6.823 | 0 |
2 | 0.664281 | 5.6366 | 0 |
3 | 0.590327 | 5.0091 | 2e-06 |
4 | 0.525579 | 4.4597 | 1.5e-05 |
5 | 0.494531 | 4.1962 | 3.8e-05 |
6 | 0.439074 | 3.7257 | 0.000192 |
7 | 0.380125 | 3.2255 | 0.000946 |
8 | 0.325889 | 2.7653 | 0.00361 |
9 | 0.344824 | 2.9259 | 0.002296 |
10 | 0.323714 | 2.7468 | 0.003799 |
11 | 0.250627 | 2.1266 | 0.018439 |
12 | 0.228881 | 1.9421 | 0.028018 |
13 | 0.173362 | 1.471 | 0.072821 |
14 | 0.134786 | 1.1437 | 0.128268 |
15 | 0.169906 | 1.4417 | 0.076861 |
16 | 0.156529 | 1.3282 | 0.094154 |
17 | 0.155684 | 1.321 | 0.095339 |
18 | 0.106767 | 0.906 | 0.183992 |
19 | 0.062168 | 0.5275 | 0.299731 |
20 | 0.045189 | 0.3834 | 0.351263 |
21 | 0.031028 | 0.2633 | 0.396543 |
22 | -0.018095 | -0.1535 | 0.439202 |
23 | -0.065473 | -0.5556 | 0.290119 |
24 | -0.065768 | -0.5581 | 0.289269 |
25 | -0.069575 | -0.5904 | 0.278398 |
26 | -0.071614 | -0.6077 | 0.272661 |
27 | -0.092969 | -0.7889 | 0.21639 |
28 | -0.115333 | -0.9786 | 0.16552 |
29 | -0.085545 | -0.7259 | 0.235135 |
30 | -0.073734 | -0.6257 | 0.266761 |
31 | -0.070541 | -0.5986 | 0.275672 |
32 | -0.04993 | -0.4237 | 0.336536 |
33 | -0.034472 | -0.2925 | 0.385372 |
34 | -0.03539 | -0.3003 | 0.38241 |
35 | -0.027757 | -0.2355 | 0.407233 |
36 | -0.012836 | -0.1089 | 0.456786 |
37 | -0.036058 | -0.306 | 0.380258 |
38 | -0.024462 | -0.2076 | 0.418076 |
39 | -0.031157 | -0.2644 | 0.396124 |
40 | -0.050069 | -0.4248 | 0.336108 |
41 | -0.050409 | -0.4277 | 0.335061 |
42 | -0.095102 | -0.807 | 0.211173 |
43 | -0.131181 | -1.1131 | 0.134682 |
44 | -0.139089 | -1.1802 | 0.120902 |
45 | -0.122704 | -1.0412 | 0.150638 |
46 | -0.109465 | -0.9288 | 0.178038 |
47 | -0.145381 | -1.2336 | 0.110683 |
48 | -0.201734 | -1.7118 | 0.045622 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.804102 | 6.823 | 0 |
2 | 0.050085 | 0.425 | 0.336056 |
3 | 0.121002 | 1.0267 | 0.15399 |
4 | 0.026127 | 0.2217 | 0.41259 |
5 | 0.098032 | 0.8318 | 0.204128 |
6 | -0.043985 | -0.3732 | 0.355037 |
7 | -0.016124 | -0.1368 | 0.445779 |
8 | -0.029854 | -0.2533 | 0.40037 |
9 | 0.183149 | 1.5541 | 0.062276 |
10 | -0.063463 | -0.5385 | 0.295947 |
11 | -0.116052 | -0.9847 | 0.164026 |
12 | 0.065776 | 0.5581 | 0.289244 |
13 | -0.097625 | -0.8284 | 0.205097 |
14 | -0.01909 | -0.162 | 0.435886 |
15 | 0.166629 | 1.4139 | 0.080851 |
16 | -0.051989 | -0.4411 | 0.330217 |
17 | 0.079396 | 0.6737 | 0.251331 |
18 | -0.166105 | -1.4094 | 0.081504 |
19 | -0.047383 | -0.4021 | 0.344417 |
20 | 0.037069 | 0.3145 | 0.377009 |
21 | -0.028623 | -0.2429 | 0.404398 |
22 | -0.141423 | -1.2 | 0.117034 |
23 | 0.062431 | 0.5297 | 0.298959 |
24 | -0.003502 | -0.0297 | 0.488189 |
25 | -0.012673 | -0.1075 | 0.457332 |
26 | -0.004962 | -0.0421 | 0.483268 |
27 | -0.087133 | -0.7393 | 0.23105 |
28 | 0.069099 | 0.5863 | 0.279745 |
29 | 0.120812 | 1.0251 | 0.154369 |
30 | -0.096586 | -0.8196 | 0.207586 |
31 | 0.082946 | 0.7038 | 0.241908 |
32 | 0.035143 | 0.2982 | 0.383205 |
33 | -0.016602 | -0.1409 | 0.444182 |
34 | -0.022811 | -0.1936 | 0.423535 |
35 | 0.022986 | 0.195 | 0.422954 |
36 | 0.000605 | 0.0051 | 0.497959 |
37 | -0.025121 | -0.2132 | 0.415901 |
38 | 0.005395 | 0.0458 | 0.481807 |
39 | -0.032118 | -0.2725 | 0.392998 |
40 | 0.018726 | 0.1589 | 0.437097 |
41 | -0.095201 | -0.8078 | 0.210931 |
42 | -0.144192 | -1.2235 | 0.112563 |
43 | 0.044519 | 0.3778 | 0.353361 |
44 | -0.009187 | -0.078 | 0.469041 |
45 | 0.029951 | 0.2541 | 0.400056 |
46 | 0.015168 | 0.1287 | 0.448974 |
47 | -0.149701 | -1.2703 | 0.104042 |
48 | -0.137237 | -1.1645 | 0.124034 |