Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.701528 | 6.0348 | 0 |
2 | 0.549934 | 4.7307 | 5e-06 |
3 | 0.424549 | 3.6521 | 0.000241 |
4 | 0.355696 | 3.0598 | 0.001542 |
5 | 0.322709 | 2.7761 | 0.003482 |
6 | 0.336891 | 2.898 | 0.002469 |
7 | 0.358649 | 3.0852 | 0.00143 |
8 | 0.357673 | 3.0768 | 0.001466 |
9 | 0.343408 | 2.9541 | 0.002101 |
10 | 0.235202 | 2.0233 | 0.023328 |
11 | 0.111674 | 0.9607 | 0.169928 |
12 | 0.058315 | 0.5016 | 0.308702 |
13 | 0.009327 | 0.0802 | 0.468132 |
14 | 0.010307 | 0.0887 | 0.464796 |
15 | 0.012254 | 0.1054 | 0.458167 |
16 | -0.034359 | -0.2956 | 0.384195 |
17 | -0.059846 | -0.5148 | 0.304109 |
18 | -0.072982 | -0.6278 | 0.266028 |
19 | -0.093779 | -0.8067 | 0.211206 |
20 | -0.207598 | -1.7858 | 0.039112 |
21 | -0.213005 | -1.8323 | 0.035462 |
22 | -0.192853 | -1.659 | 0.050676 |
23 | -0.224955 | -1.9351 | 0.028397 |
24 | -0.256517 | -2.2066 | 0.015221 |
25 | -0.292924 | -2.5198 | 0.006949 |
26 | -0.316046 | -2.7187 | 0.00408 |
27 | -0.345853 | -2.9751 | 0.001977 |
28 | -0.39629 | -3.409 | 0.000529 |
29 | -0.414931 | -3.5694 | 0.000316 |
30 | -0.360156 | -3.0982 | 0.001376 |
31 | -0.318502 | -2.7399 | 0.003849 |
32 | -0.301962 | -2.5976 | 0.005661 |
33 | -0.292345 | -2.5148 | 0.00704 |
34 | -0.296965 | -2.5546 | 0.006344 |
35 | -0.288868 | -2.4849 | 0.007609 |
36 | -0.232452 | -1.9996 | 0.024606 |
37 | -0.197437 | -1.6984 | 0.046815 |
38 | -0.190578 | -1.6394 | 0.052686 |
39 | -0.1578 | -1.3574 | 0.089383 |
40 | -0.098173 | -0.8445 | 0.200552 |
41 | -0.092618 | -0.7967 | 0.214077 |
42 | -0.133347 | -1.1471 | 0.127519 |
43 | -0.131455 | -1.1308 | 0.130891 |
44 | -0.090941 | -0.7823 | 0.218266 |
45 | -0.030071 | -0.2587 | 0.398302 |
46 | 0.030492 | 0.2623 | 0.396909 |
47 | 0.052374 | 0.4505 | 0.326821 |
48 | 0.052168 | 0.4488 | 0.327454 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.701528 | 6.0348 | 0 |
2 | 0.113797 | 0.9789 | 0.165405 |
3 | 0.005637 | 0.0485 | 0.480727 |
4 | 0.0547 | 0.4706 | 0.319673 |
5 | 0.069748 | 0.6 | 0.275172 |
6 | 0.120501 | 1.0366 | 0.151652 |
7 | 0.101047 | 0.8692 | 0.193763 |
8 | 0.042981 | 0.3697 | 0.356318 |
9 | 0.030366 | 0.2612 | 0.397324 |
10 | -0.152422 | -1.3112 | 0.096925 |
11 | -0.155234 | -1.3354 | 0.092923 |
12 | -0.00801 | -0.0689 | 0.472625 |
13 | -0.06238 | -0.5366 | 0.296574 |
14 | 0.00425 | 0.0366 | 0.485467 |
15 | -0.020994 | -0.1806 | 0.428589 |
16 | -0.124122 | -1.0677 | 0.144554 |
17 | -0.017566 | -0.1511 | 0.440152 |
18 | 0.028173 | 0.2424 | 0.404589 |
19 | 0.021829 | 0.1878 | 0.425781 |
20 | -0.18527 | -1.5938 | 0.057627 |
21 | 0.023132 | 0.199 | 0.42141 |
22 | 0.053689 | 0.4618 | 0.322772 |
23 | -0.115302 | -0.9919 | 0.162248 |
24 | -0.093792 | -0.8068 | 0.211176 |
25 | -0.058757 | -0.5054 | 0.307375 |
26 | -0.045567 | -0.392 | 0.348099 |
27 | -0.090896 | -0.7819 | 0.218378 |
28 | -0.145987 | -1.2558 | 0.106565 |
29 | -0.028334 | -0.2437 | 0.404053 |
30 | 0.092977 | 0.7998 | 0.213188 |
31 | -0.017921 | -0.1542 | 0.43895 |
32 | -0.01536 | -0.1321 | 0.447621 |
33 | -0.008788 | -0.0756 | 0.469973 |
34 | -0.007628 | -0.0656 | 0.473928 |
35 | 0.054875 | 0.4721 | 0.31914 |
36 | 0.077746 | 0.6688 | 0.252853 |
37 | 0.005173 | 0.0445 | 0.482314 |
38 | -0.052468 | -0.4513 | 0.326529 |
39 | 0.000684 | 0.0059 | 0.49766 |
40 | 0.019424 | 0.1671 | 0.433876 |
41 | -0.078877 | -0.6785 | 0.249776 |
42 | -0.116119 | -0.9989 | 0.160552 |
43 | -0.009418 | -0.081 | 0.467823 |
44 | 0.012159 | 0.1046 | 0.45849 |
45 | -0.003443 | -0.0296 | 0.488226 |
46 | 0.060482 | 0.5203 | 0.302208 |
47 | 0.033788 | 0.2907 | 0.386064 |
48 | -0.060931 | -0.5241 | 0.300872 |