Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.757811 | 6.9455 | 0 |
2 | 0.47903 | 4.3904 | 1.6e-05 |
3 | 0.326824 | 2.9954 | 0.001801 |
4 | 0.362594 | 3.3232 | 0.00066 |
5 | 0.465111 | 4.2628 | 2.6e-05 |
6 | 0.456529 | 4.1842 | 3.5e-05 |
7 | 0.393928 | 3.6104 | 0.000259 |
8 | 0.209365 | 1.9189 | 0.029199 |
9 | 0.11231 | 1.0293 | 0.153137 |
10 | 0.181465 | 1.6632 | 0.050005 |
11 | 0.366373 | 3.3579 | 0.000591 |
12 | 0.477845 | 4.3795 | 1.7e-05 |
13 | 0.312994 | 2.8686 | 0.002606 |
14 | 0.149213 | 1.3676 | 0.08755 |
15 | 0.077259 | 0.7081 | 0.240425 |
16 | 0.11284 | 1.0342 | 0.152007 |
17 | 0.183797 | 1.6845 | 0.047896 |
18 | 0.166534 | 1.5263 | 0.065345 |
19 | 0.119619 | 1.0963 | 0.138035 |
20 | -0.026003 | -0.2383 | 0.406106 |
21 | -0.119535 | -1.0956 | 0.138203 |
22 | -0.106685 | -0.9778 | 0.165494 |
23 | 0.021332 | 0.1955 | 0.422733 |
24 | 0.118271 | 1.084 | 0.140739 |
25 | 0.035204 | 0.3226 | 0.373883 |
26 | -0.036477 | -0.3343 | 0.369485 |
27 | -0.072279 | -0.6624 | 0.25475 |
28 | -0.026779 | -0.2454 | 0.40336 |
29 | 0.035707 | 0.3273 | 0.372143 |
30 | 0.063843 | 0.5851 | 0.280013 |
31 | 0.073023 | 0.6693 | 0.25258 |
32 | -0.021264 | -0.1949 | 0.422977 |
33 | -0.09932 | -0.9103 | 0.18264 |
34 | -0.094229 | -0.8636 | 0.195127 |
35 | 0.00833 | 0.0763 | 0.469661 |
36 | 0.08193 | 0.7509 | 0.227405 |
37 | 0.037196 | 0.3409 | 0.367014 |
38 | -0.014501 | -0.1329 | 0.447294 |
39 | -0.0762 | -0.6984 | 0.243433 |
40 | -0.07415 | -0.6796 | 0.249314 |
41 | -0.037877 | -0.3472 | 0.364673 |
42 | -0.00173 | -0.0159 | 0.493693 |
43 | 0.005059 | 0.0464 | 0.481564 |
44 | -0.0709 | -0.6498 | 0.258795 |
45 | -0.138135 | -1.266 | 0.104501 |
46 | -0.150764 | -1.3818 | 0.085352 |
47 | -0.08981 | -0.8231 | 0.206386 |
48 | -0.038082 | -0.349 | 0.363972 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.757811 | 6.9455 | 0 |
2 | -0.223733 | -2.0505 | 0.021714 |
3 | 0.128925 | 1.1816 | 0.120346 |
4 | 0.293772 | 2.6925 | 0.00428 |
5 | 0.169378 | 1.5524 | 0.062166 |
6 | -0.077066 | -0.7063 | 0.240972 |
7 | 0.102822 | 0.9424 | 0.17435 |
8 | -0.301816 | -2.7662 | 0.003486 |
9 | 0.074349 | 0.6814 | 0.24874 |
10 | 0.205962 | 1.8877 | 0.031261 |
11 | 0.24483 | 2.2439 | 0.013735 |
12 | 0.030866 | 0.2829 | 0.388978 |
13 | -0.315014 | -2.8872 | 0.002471 |
14 | 0.097669 | 0.8951 | 0.186633 |
15 | 0.001812 | 0.0166 | 0.493396 |
16 | -0.148842 | -1.3642 | 0.088081 |
17 | 0.003758 | 0.0344 | 0.486304 |
18 | -0.083179 | -0.7624 | 0.223993 |
19 | 0.064279 | 0.5891 | 0.278679 |
20 | -0.048235 | -0.4421 | 0.329782 |
21 | -0.104353 | -0.9564 | 0.170804 |
22 | -0.096314 | -0.8827 | 0.189949 |
23 | 0.13928 | 1.2765 | 0.102644 |
24 | 0.057588 | 0.5278 | 0.299513 |
25 | -0.048325 | -0.4429 | 0.329487 |
26 | 0.053098 | 0.4867 | 0.313885 |
27 | 0.00211 | 0.0193 | 0.492309 |
28 | 0.035273 | 0.3233 | 0.373642 |
29 | 0.005424 | 0.0497 | 0.480235 |
30 | 0.005316 | 0.0487 | 0.480629 |
31 | 0.025724 | 0.2358 | 0.407095 |
32 | -0.008949 | -0.082 | 0.467413 |
33 | 0.007061 | 0.0647 | 0.474278 |
34 | 0.028787 | 0.2638 | 0.396275 |
35 | -0.006156 | -0.0564 | 0.47757 |
36 | -0.005624 | -0.0515 | 0.479506 |
37 | 0.034097 | 0.3125 | 0.377716 |
38 | -0.055504 | -0.5087 | 0.306149 |
39 | -0.100833 | -0.9241 | 0.179028 |
40 | -0.017592 | -0.1612 | 0.436147 |
41 | -0.015726 | -0.1441 | 0.442869 |
42 | -0.046251 | -0.4239 | 0.336363 |
43 | -0.067141 | -0.6154 | 0.269991 |
44 | 0.030412 | 0.2787 | 0.39057 |
45 | -0.013574 | -0.1244 | 0.450646 |
46 | -0.028385 | -0.2601 | 0.397693 |
47 | -0.04206 | -0.3855 | 0.350426 |
48 | 0.014823 | 0.1359 | 0.44613 |