Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.695553 | 5.902 | 0 |
2 | 0.493364 | 4.1863 | 4e-05 |
3 | 0.419773 | 3.5619 | 0.000329 |
4 | 0.358589 | 3.0427 | 0.001635 |
5 | 0.233806 | 1.9839 | 0.02554 |
6 | 0.141127 | 1.1975 | 0.117519 |
7 | 0.12927 | 1.0969 | 0.138172 |
8 | 0.056326 | 0.4779 | 0.31707 |
9 | -0.019944 | -0.1692 | 0.433044 |
10 | -0.002941 | -0.025 | 0.49008 |
11 | 0.018959 | 0.1609 | 0.436323 |
12 | -0.020744 | -0.176 | 0.430387 |
13 | -0.072973 | -0.6192 | 0.26887 |
14 | -0.058723 | -0.4983 | 0.309902 |
15 | -0.127455 | -1.0815 | 0.141544 |
16 | -0.229117 | -1.9441 | 0.027894 |
17 | -0.239007 | -2.028 | 0.023129 |
18 | -0.145349 | -1.2333 | 0.110733 |
19 | -0.099645 | -0.8455 | 0.200313 |
20 | -0.096719 | -0.8207 | 0.207267 |
21 | -0.078639 | -0.6673 | 0.253366 |
22 | -0.029948 | -0.2541 | 0.400064 |
23 | -0.053362 | -0.4528 | 0.326031 |
24 | -0.062027 | -0.5263 | 0.300142 |
25 | -0.017097 | -0.1451 | 0.442531 |
26 | 0.030724 | 0.2607 | 0.397533 |
27 | -0.064687 | -0.5489 | 0.292389 |
28 | -0.120113 | -1.0192 | 0.155761 |
29 | -0.025806 | -0.219 | 0.413645 |
30 | -0.018946 | -0.1608 | 0.436366 |
31 | -0.009459 | -0.0803 | 0.468127 |
32 | 0.018846 | 0.1599 | 0.436699 |
33 | 0.06818 | 0.5785 | 0.282356 |
34 | 0.056279 | 0.4775 | 0.317212 |
35 | 0.059397 | 0.504 | 0.307899 |
36 | 0.117142 | 0.994 | 0.16178 |
37 | 0.148305 | 1.2584 | 0.106155 |
38 | 0.152809 | 1.2966 | 0.09945 |
39 | 0.147914 | 1.2551 | 0.106753 |
40 | 0.153542 | 1.3028 | 0.098389 |
41 | 0.093092 | 0.7899 | 0.216087 |
42 | 0.028489 | 0.2417 | 0.404834 |
43 | 0.006924 | 0.0587 | 0.476657 |
44 | 0.00604 | 0.0513 | 0.479633 |
45 | -0.004667 | -0.0396 | 0.484261 |
46 | -0.005317 | -0.0451 | 0.482069 |
47 | -0.021588 | -0.1832 | 0.427586 |
48 | -0.053501 | -0.454 | 0.325607 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.695553 | 5.902 | 0 |
2 | 0.018539 | 0.1573 | 0.437721 |
3 | 0.135805 | 1.1523 | 0.126495 |
4 | 0.030043 | 0.2549 | 0.399753 |
5 | -0.111134 | -0.943 | 0.174416 |
6 | -0.032383 | -0.2748 | 0.392138 |
7 | 0.060734 | 0.5153 | 0.303944 |
8 | -0.107106 | -0.9088 | 0.183237 |
9 | -0.042466 | -0.3603 | 0.359825 |
10 | 0.088275 | 0.749 | 0.228137 |
11 | 0.012024 | 0.102 | 0.459511 |
12 | -0.05186 | -0.44 | 0.33061 |
13 | -0.055109 | -0.4676 | 0.320735 |
14 | 0.012858 | 0.1091 | 0.45671 |
15 | -0.171132 | -1.4521 | 0.075409 |
16 | -0.122395 | -1.0386 | 0.151243 |
17 | 0.011559 | 0.0981 | 0.46107 |
18 | 0.137065 | 1.163 | 0.124328 |
19 | 0.058939 | 0.5001 | 0.309261 |
20 | 0.02494 | 0.2116 | 0.416501 |
21 | -0.041537 | -0.3525 | 0.362764 |
22 | 0.012432 | 0.1055 | 0.45814 |
23 | -0.090124 | -0.7647 | 0.223467 |
24 | -0.024845 | -0.2108 | 0.416813 |
25 | 0.030293 | 0.257 | 0.398937 |
26 | 0.082537 | 0.7003 | 0.242984 |
27 | -0.156942 | -1.3317 | 0.09358 |
28 | -0.044478 | -0.3774 | 0.353491 |
29 | 0.164348 | 1.3945 | 0.083721 |
30 | -0.077663 | -0.659 | 0.256001 |
31 | 0.063762 | 0.541 | 0.295076 |
32 | -0.026886 | -0.2281 | 0.410095 |
33 | -0.006741 | -0.0572 | 0.477274 |
34 | 0.006419 | 0.0545 | 0.478357 |
35 | 0.113534 | 0.9634 | 0.169294 |
36 | 0.035507 | 0.3013 | 0.382032 |
37 | 0.048533 | 0.4118 | 0.340848 |
38 | 0.067709 | 0.5745 | 0.2837 |
39 | -0.027631 | -0.2345 | 0.40765 |
40 | -0.060286 | -0.5115 | 0.305268 |
41 | -0.07007 | -0.5946 | 0.276998 |
42 | -0.020449 | -0.1735 | 0.431366 |
43 | -0.086593 | -0.7348 | 0.232433 |
44 | -0.008628 | -0.0732 | 0.470921 |
45 | 0.054508 | 0.4625 | 0.322552 |
46 | 0.10126 | 0.8592 | 0.196537 |
47 | -0.043966 | -0.3731 | 0.355099 |
48 | -0.056526 | -0.4796 | 0.316468 |