Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.828868 | 7.0332 | 0 |
2 | 0.618638 | 5.2493 | 1e-06 |
3 | 0.462644 | 3.9257 | 9.8e-05 |
4 | 0.391597 | 3.3228 | 0.000701 |
5 | 0.37908 | 3.2166 | 0.000972 |
6 | 0.350557 | 2.9746 | 0.001995 |
7 | 0.301093 | 2.5549 | 0.006369 |
8 | 0.264044 | 2.2405 | 0.014073 |
9 | 0.269366 | 2.2856 | 0.01261 |
10 | 0.251254 | 2.132 | 0.018211 |
11 | 0.223842 | 1.8994 | 0.030761 |
12 | 0.196119 | 1.6641 | 0.050217 |
13 | 0.105331 | 0.8938 | 0.187213 |
14 | 0.033865 | 0.2873 | 0.387335 |
15 | -0.046792 | -0.397 | 0.346255 |
16 | -0.086078 | -0.7304 | 0.233759 |
17 | -0.08647 | -0.7337 | 0.23275 |
18 | -0.087306 | -0.7408 | 0.230608 |
19 | -0.117283 | -0.9952 | 0.161492 |
20 | -0.147661 | -1.2529 | 0.107139 |
21 | -0.155362 | -1.3183 | 0.095792 |
22 | -0.125572 | -1.0655 | 0.145101 |
23 | -0.045556 | -0.3866 | 0.350111 |
24 | 0.01536 | 0.1303 | 0.448334 |
25 | -0.058788 | -0.4988 | 0.30971 |
26 | -0.134013 | -1.1371 | 0.129625 |
27 | -0.211739 | -1.7967 | 0.038291 |
28 | -0.248681 | -2.1101 | 0.019161 |
29 | -0.246525 | -2.0918 | 0.019991 |
30 | -0.254445 | -2.159 | 0.01709 |
31 | -0.269907 | -2.2902 | 0.01247 |
32 | -0.292183 | -2.4793 | 0.007754 |
33 | -0.260907 | -2.2139 | 0.015003 |
34 | -0.20406 | -1.7315 | 0.043822 |
35 | -0.129006 | -1.0947 | 0.138658 |
36 | -0.100376 | -0.8517 | 0.198596 |
37 | -0.142437 | -1.2086 | 0.115382 |
38 | -0.174739 | -1.4827 | 0.071258 |
39 | -0.216344 | -1.8357 | 0.035263 |
40 | -0.201158 | -1.7069 | 0.046076 |
41 | -0.179978 | -1.5272 | 0.06555 |
42 | -0.164314 | -1.3943 | 0.083764 |
43 | -0.159508 | -1.3535 | 0.090069 |
44 | -0.144823 | -1.2289 | 0.111563 |
45 | -0.128285 | -1.0885 | 0.139995 |
46 | -0.117647 | -0.9983 | 0.160745 |
47 | -0.07411 | -0.6288 | 0.265721 |
48 | -0.019405 | -0.1647 | 0.434837 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.828868 | 7.0332 | 0 |
2 | -0.218494 | -1.854 | 0.033919 |
3 | 0.063549 | 0.5392 | 0.295694 |
4 | 0.135152 | 1.1468 | 0.127629 |
5 | 0.099087 | 0.8408 | 0.201626 |
6 | -0.057173 | -0.4851 | 0.314528 |
7 | -0.003839 | -0.0326 | 0.487052 |
8 | 0.067057 | 0.569 | 0.285565 |
9 | 0.110224 | 0.9353 | 0.176385 |
10 | -0.114411 | -0.9708 | 0.167448 |
11 | 0.02624 | 0.2227 | 0.412217 |
12 | 0.03318 | 0.2815 | 0.38955 |
13 | -0.243992 | -2.0703 | 0.021004 |
14 | 0.023719 | 0.2013 | 0.420529 |
15 | -0.143954 | -1.2215 | 0.112942 |
16 | 0.050752 | 0.4306 | 0.334007 |
17 | -0.004177 | -0.0354 | 0.485912 |
18 | -0.05753 | -0.4882 | 0.31346 |
19 | -0.070045 | -0.5943 | 0.277071 |
20 | 0.027228 | 0.231 | 0.408972 |
21 | -0.017987 | -0.1526 | 0.439562 |
22 | 0.127116 | 1.0786 | 0.142179 |
23 | 0.144903 | 1.2295 | 0.111435 |
24 | 0.029949 | 0.2541 | 0.400061 |
25 | -0.324362 | -2.7523 | 0.003742 |
26 | 0.09495 | 0.8057 | 0.21154 |
27 | -0.119441 | -1.0135 | 0.15711 |
28 | -0.084626 | -0.7181 | 0.237516 |
29 | -0.037009 | -0.314 | 0.377204 |
30 | -0.050341 | -0.4272 | 0.33527 |
31 | -0.019587 | -0.1662 | 0.434231 |
32 | -0.159715 | -1.3552 | 0.089792 |
33 | 0.134441 | 1.1408 | 0.128873 |
34 | 0.099185 | 0.8416 | 0.201396 |
35 | 0.036111 | 0.3064 | 0.380087 |
36 | -0.093948 | -0.7972 | 0.213986 |
37 | 0.047309 | 0.4014 | 0.344647 |
38 | 0.017143 | 0.1455 | 0.442375 |
39 | -0.050033 | -0.4245 | 0.336218 |
40 | 0.002646 | 0.0224 | 0.491076 |
41 | -0.02288 | -0.1941 | 0.423304 |
42 | -0.013254 | -0.1125 | 0.455386 |
43 | -0.077709 | -0.6594 | 0.255875 |
44 | 0.021627 | 0.1835 | 0.427456 |
45 | -0.058554 | -0.4968 | 0.310405 |
46 | -0.07666 | -0.6505 | 0.258725 |
47 | -0.040217 | -0.3413 | 0.366954 |
48 | 0.182032 | 1.5446 | 0.063414 |