Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.673181 | 6.1698 | 0 |
2 | 0.545095 | 4.9959 | 2e-06 |
3 | 0.44164 | 4.0477 | 5.7e-05 |
4 | 0.297993 | 2.7312 | 0.003845 |
5 | 0.190296 | 1.7441 | 0.042401 |
6 | 0.098403 | 0.9019 | 0.18485 |
7 | 0.035813 | 0.3282 | 0.371776 |
8 | -0.067275 | -0.6166 | 0.269588 |
9 | -0.118423 | -1.0854 | 0.140432 |
10 | -0.161359 | -1.4789 | 0.071457 |
11 | -0.183326 | -1.6802 | 0.048316 |
12 | -0.201051 | -1.8427 | 0.034453 |
13 | -0.236215 | -2.1649 | 0.016614 |
14 | -0.229799 | -2.1061 | 0.019088 |
15 | -0.288703 | -2.646 | 0.004861 |
16 | -0.271521 | -2.4885 | 0.007401 |
17 | -0.235146 | -2.1551 | 0.017006 |
18 | -0.218617 | -2.0037 | 0.024165 |
19 | -0.194454 | -1.7822 | 0.039165 |
20 | -0.196549 | -1.8014 | 0.037614 |
21 | -0.210518 | -1.9294 | 0.028527 |
22 | -0.217014 | -1.989 | 0.02498 |
23 | -0.145053 | -1.3294 | 0.093652 |
24 | -0.086805 | -0.7956 | 0.214259 |
25 | 0.005593 | 0.0513 | 0.479618 |
26 | 0.002777 | 0.0254 | 0.489878 |
27 | -0.009319 | -0.0854 | 0.466069 |
28 | 0.001103 | 0.0101 | 0.495979 |
29 | -0.025892 | -0.2373 | 0.406499 |
30 | -0.006179 | -0.0566 | 0.477488 |
31 | 0.040659 | 0.3726 | 0.355175 |
32 | 0.030261 | 0.2773 | 0.391099 |
33 | 0.094907 | 0.8698 | 0.193433 |
34 | 0.084216 | 0.7719 | 0.221183 |
35 | 0.095471 | 0.875 | 0.192032 |
36 | 0.109077 | 0.9997 | 0.160161 |
37 | 0.105843 | 0.9701 | 0.167399 |
38 | 0.107015 | 0.9808 | 0.164751 |
39 | 0.038507 | 0.3529 | 0.362516 |
40 | 0.022665 | 0.2077 | 0.417971 |
41 | -0.048987 | -0.449 | 0.327302 |
42 | -0.041527 | -0.3806 | 0.35223 |
43 | 0.011802 | 0.1082 | 0.457059 |
44 | -0.000298 | -0.0027 | 0.498913 |
45 | -0.040318 | -0.3695 | 0.356334 |
46 | -0.056971 | -0.5222 | 0.30147 |
47 | -0.059997 | -0.5499 | 0.291929 |
48 | -0.118274 | -1.084 | 0.140733 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.673181 | 6.1698 | 0 |
2 | 0.168102 | 1.5407 | 0.063577 |
3 | 0.043686 | 0.4004 | 0.344944 |
4 | -0.101429 | -0.9296 | 0.177618 |
5 | -0.060348 | -0.5531 | 0.290832 |
6 | -0.049837 | -0.4568 | 0.324508 |
7 | -0.009774 | -0.0896 | 0.464416 |
8 | -0.119451 | -1.0948 | 0.138369 |
9 | -0.037133 | -0.3403 | 0.36723 |
10 | -0.042709 | -0.3914 | 0.348234 |
11 | -0.007651 | -0.0701 | 0.472131 |
12 | -0.036822 | -0.3375 | 0.3683 |
13 | -0.085751 | -0.7859 | 0.217062 |
14 | -0.019842 | -0.1819 | 0.428068 |
15 | -0.144223 | -1.3218 | 0.094907 |
16 | -0.001957 | -0.0179 | 0.492867 |
17 | 0.019016 | 0.1743 | 0.431031 |
18 | -0.021679 | -0.1987 | 0.421493 |
19 | -0.039303 | -0.3602 | 0.359793 |
20 | -0.087261 | -0.7998 | 0.213053 |
21 | -0.112158 | -1.0279 | 0.153463 |
22 | -0.067903 | -0.6223 | 0.267702 |
23 | 0.071158 | 0.6522 | 0.258033 |
24 | 0.044427 | 0.4072 | 0.342456 |
25 | 0.100904 | 0.9248 | 0.178858 |
26 | -0.123095 | -1.1282 | 0.131227 |
27 | -0.110591 | -1.0136 | 0.156846 |
28 | -0.064663 | -0.5926 | 0.277507 |
29 | -0.071341 | -0.6539 | 0.257496 |
30 | -0.001314 | -0.012 | 0.49521 |
31 | 0.070964 | 0.6504 | 0.258606 |
32 | -0.045995 | -0.4216 | 0.337215 |
33 | 0.118448 | 1.0856 | 0.140382 |
34 | -0.071485 | -0.6552 | 0.257075 |
35 | -0.027683 | -0.2537 | 0.400165 |
36 | -0.032941 | -0.3019 | 0.381734 |
37 | -0.053957 | -0.4945 | 0.311113 |
38 | 0.023157 | 0.2122 | 0.416219 |
39 | -0.10852 | -0.9946 | 0.161393 |
40 | 0.017825 | 0.1634 | 0.435312 |
41 | -0.117049 | -1.0728 | 0.143224 |
42 | 0.00052 | 0.0048 | 0.498104 |
43 | 0.095418 | 0.8745 | 0.192164 |
44 | -0.040774 | -0.3737 | 0.354785 |
45 | -0.120274 | -1.1023 | 0.136733 |
46 | 0.009161 | 0.084 | 0.466645 |
47 | -0.01809 | -0.1658 | 0.434358 |
48 | -0.112307 | -1.0293 | 0.153145 |