Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.624723 | 5.301 | 1e-06 |
2 | 0.572301 | 4.8561 | 3e-06 |
3 | 0.553012 | 4.6925 | 6e-06 |
4 | 0.434421 | 3.6862 | 0.000219 |
5 | 0.424753 | 3.6041 | 0.000287 |
6 | 0.411695 | 3.4933 | 0.00041 |
7 | 0.27704 | 2.3508 | 0.010739 |
8 | 0.218902 | 1.8574 | 0.033669 |
9 | 0.201296 | 1.708 | 0.045968 |
10 | 0.07883 | 0.6689 | 0.25285 |
11 | 0.022845 | 0.1939 | 0.423419 |
12 | 0.186556 | 1.583 | 0.058905 |
13 | -0.059106 | -0.5015 | 0.308763 |
14 | -0.036386 | -0.3087 | 0.379202 |
15 | -0.039241 | -0.333 | 0.370062 |
16 | -0.085859 | -0.7285 | 0.234325 |
17 | -0.043849 | -0.3721 | 0.355467 |
18 | -0.015044 | -0.1277 | 0.44939 |
19 | -0.073385 | -0.6227 | 0.267728 |
20 | -0.072351 | -0.6139 | 0.270601 |
21 | -0.038494 | -0.3266 | 0.372445 |
22 | -0.082835 | -0.7029 | 0.2422 |
23 | -0.06709 | -0.5693 | 0.28547 |
24 | 0.106442 | 0.9032 | 0.184717 |
25 | -0.115205 | -0.9775 | 0.165786 |
26 | -0.095357 | -0.8091 | 0.210553 |
27 | -0.084265 | -0.715 | 0.238458 |
28 | -0.111754 | -0.9483 | 0.173084 |
29 | -0.07198 | -0.6108 | 0.271636 |
30 | -0.048136 | -0.4084 | 0.34208 |
31 | -0.081867 | -0.6947 | 0.244752 |
32 | -0.070451 | -0.5978 | 0.275925 |
33 | -0.06143 | -0.5212 | 0.301897 |
34 | -0.086498 | -0.734 | 0.232678 |
35 | -0.058368 | -0.4953 | 0.31096 |
36 | 0.105731 | 0.8972 | 0.186312 |
37 | -0.039178 | -0.3324 | 0.370264 |
38 | -0.024442 | -0.2074 | 0.418141 |
39 | -0.045902 | -0.3895 | 0.349033 |
40 | -0.066571 | -0.5649 | 0.286957 |
41 | -0.038499 | -0.3267 | 0.37243 |
42 | -0.044839 | -0.3805 | 0.352358 |
43 | -0.088672 | -0.7524 | 0.227129 |
44 | -0.091434 | -0.7758 | 0.22019 |
45 | -0.091961 | -0.7803 | 0.21888 |
46 | -0.133566 | -1.1333 | 0.130414 |
47 | -0.143815 | -1.2203 | 0.113165 |
48 | -0.06704 | -0.5689 | 0.285612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.624723 | 5.301 | 1e-06 |
2 | 0.298533 | 2.5331 | 0.006742 |
3 | 0.208355 | 1.7679 | 0.040653 |
4 | -0.041944 | -0.3559 | 0.361475 |
5 | 0.068134 | 0.5781 | 0.282488 |
6 | 0.07676 | 0.6513 | 0.258452 |
7 | -0.143942 | -1.2214 | 0.112961 |
8 | -0.103236 | -0.876 | 0.191975 |
9 | 0.011128 | 0.0944 | 0.462517 |
10 | -0.123929 | -1.0516 | 0.148256 |
11 | -0.106847 | -0.9066 | 0.183814 |
12 | 0.358377 | 3.0409 | 0.001644 |
13 | -0.326897 | -2.7738 | 0.003526 |
14 | 0.010723 | 0.091 | 0.463879 |
15 | -0.002154 | -0.0183 | 0.492736 |
16 | 0.100406 | 0.852 | 0.198526 |
17 | -0.009534 | -0.0809 | 0.467875 |
18 | 0.029854 | 0.2533 | 0.400372 |
19 | 0.018193 | 0.1544 | 0.438873 |
20 | -0.066235 | -0.562 | 0.287922 |
21 | -0.004593 | -0.039 | 0.48451 |
22 | 0.014624 | 0.1241 | 0.450795 |
23 | 0.035414 | 0.3005 | 0.382331 |
24 | 0.122803 | 1.042 | 0.150446 |
25 | -0.263555 | -2.2363 | 0.014214 |
26 | -0.107601 | -0.913 | 0.182138 |
27 | 0.03664 | 0.3109 | 0.378389 |
28 | 0.05796 | 0.4918 | 0.312177 |
29 | -0.038491 | -0.3266 | 0.372455 |
30 | 0.019872 | 0.1686 | 0.433285 |
31 | 0.105085 | 0.8917 | 0.187768 |
32 | -0.017029 | -0.1445 | 0.442756 |
33 | -0.078393 | -0.6652 | 0.254029 |
34 | 0.091184 | 0.7737 | 0.220814 |
35 | 0.060634 | 0.5145 | 0.304241 |
36 | 0.041598 | 0.353 | 0.36257 |
37 | -0.048158 | -0.4086 | 0.342012 |
38 | -0.095638 | -0.8115 | 0.209871 |
39 | -0.103812 | -0.8809 | 0.190659 |
40 | -0.043699 | -0.3708 | 0.355939 |
41 | -0.026599 | -0.2257 | 0.411038 |
42 | -0.040686 | -0.3452 | 0.365464 |
43 | -0.005287 | -0.0449 | 0.482171 |
44 | 0.002771 | 0.0235 | 0.490654 |
45 | 0.007121 | 0.0604 | 0.475991 |
46 | -0.002318 | -0.0197 | 0.49218 |
47 | -0.006553 | -0.0556 | 0.477906 |
48 | -0.096037 | -0.8149 | 0.208907 |