Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.86866 | 6.7286 | 0 |
2 | 0.764235 | 5.9197 | 0 |
3 | 0.638374 | 4.9448 | 3e-06 |
4 | 0.569702 | 4.4129 | 2.2e-05 |
5 | 0.492069 | 3.8115 | 0.000164 |
6 | 0.410301 | 3.1782 | 0.001172 |
7 | 0.282432 | 2.1877 | 0.016299 |
8 | 0.1913 | 1.4818 | 0.071813 |
9 | 0.072148 | 0.5589 | 0.289169 |
10 | -0.037604 | -0.2913 | 0.38592 |
11 | -0.163381 | -1.2655 | 0.105284 |
12 | -0.262643 | -2.0344 | 0.023168 |
13 | -0.260211 | -2.0156 | 0.024164 |
14 | -0.256829 | -1.9894 | 0.025611 |
15 | -0.263257 | -2.0392 | 0.022922 |
16 | -0.326799 | -2.5314 | 0.007 |
17 | -0.371985 | -2.8814 | 0.002742 |
18 | -0.390858 | -3.0276 | 0.001815 |
19 | -0.340102 | -2.6344 | 0.005354 |
20 | -0.296075 | -2.2934 | 0.012672 |
21 | -0.25152 | -1.9483 | 0.028032 |
22 | -0.216674 | -1.6783 | 0.04924 |
23 | -0.156225 | -1.2101 | 0.115491 |
24 | -0.125899 | -0.9752 | 0.166685 |
25 | -0.096704 | -0.7491 | 0.228372 |
26 | -0.09039 | -0.7002 | 0.243268 |
27 | -0.050637 | -0.3922 | 0.34814 |
28 | 0.030891 | 0.2393 | 0.405852 |
29 | 0.082425 | 0.6385 | 0.262802 |
30 | 0.119313 | 0.9242 | 0.179544 |
31 | 0.11175 | 0.8656 | 0.195075 |
32 | 0.087827 | 0.6803 | 0.249463 |
33 | 0.076756 | 0.5946 | 0.277189 |
34 | 0.072227 | 0.5595 | 0.288962 |
35 | 0.051401 | 0.3981 | 0.345967 |
36 | 0.021356 | 0.1654 | 0.434582 |
37 | -0.005961 | -0.0462 | 0.481662 |
38 | -0.022901 | -0.1774 | 0.429899 |
39 | -0.051076 | -0.3956 | 0.34689 |
40 | -0.097775 | -0.7574 | 0.2259 |
41 | -0.111055 | -0.8602 | 0.196543 |
42 | -0.124496 | -0.9643 | 0.169373 |
43 | -0.120345 | -0.9322 | 0.177488 |
44 | -0.12671 | -0.9815 | 0.165145 |
45 | -0.130004 | -1.007 | 0.158987 |
46 | -0.14744 | -1.1421 | 0.128982 |
47 | -0.132547 | -1.0267 | 0.154341 |
48 | -0.115998 | -0.8985 | 0.186252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.86866 | 6.7286 | 0 |
2 | 0.039376 | 0.305 | 0.38071 |
3 | -0.136915 | -1.0605 | 0.146575 |
4 | 0.145941 | 1.1305 | 0.131391 |
5 | -0.042504 | -0.3292 | 0.371563 |
6 | -0.105424 | -0.8166 | 0.208692 |
7 | -0.215507 | -1.6693 | 0.050133 |
8 | 0.041124 | 0.3185 | 0.375587 |
9 | -0.17272 | -1.3379 | 0.092991 |
10 | -0.170139 | -1.3179 | 0.096275 |
11 | -0.128131 | -0.9925 | 0.162471 |
12 | -0.050477 | -0.391 | 0.348594 |
13 | 0.377171 | 2.9216 | 0.002451 |
14 | -0.024446 | -0.1894 | 0.425227 |
15 | -0.080351 | -0.6224 | 0.268019 |
16 | -0.201452 | -1.5604 | 0.061957 |
17 | -0.002837 | -0.022 | 0.491269 |
18 | 0.000177 | 0.0014 | 0.499456 |
19 | 0.074077 | 0.5738 | 0.284124 |
20 | 0.077338 | 0.5991 | 0.275696 |
21 | -0.100337 | -0.7772 | 0.220044 |
22 | 0.04933 | 0.3821 | 0.351864 |
23 | 0.010892 | 0.0844 | 0.466523 |
24 | -0.075922 | -0.5881 | 0.279338 |
25 | 0.069849 | 0.541 | 0.295239 |
26 | -0.051903 | -0.402 | 0.344542 |
27 | 0.006771 | 0.0524 | 0.479172 |
28 | 0.065148 | 0.5046 | 0.307833 |
29 | -0.119075 | -0.9223 | 0.18002 |
30 | 0.076426 | 0.592 | 0.27804 |
31 | 0.035551 | 0.2754 | 0.391987 |
32 | -0.107311 | -0.8312 | 0.20457 |
33 | -0.112302 | -0.8699 | 0.193915 |
34 | -0.038229 | -0.2961 | 0.38408 |
35 | -0.006749 | -0.0523 | 0.479241 |
36 | -0.164752 | -1.2762 | 0.103407 |
37 | 0.121978 | 0.9448 | 0.174265 |
38 | -0.020435 | -0.1583 | 0.43738 |
39 | 0.034212 | 0.265 | 0.395956 |
40 | 0.020106 | 0.1557 | 0.43838 |
41 | 0.087355 | 0.6766 | 0.250615 |
42 | -0.011133 | -0.0862 | 0.465783 |
43 | -0.149967 | -1.1616 | 0.124991 |
44 | -0.045978 | -0.3561 | 0.361492 |
45 | -0.007692 | -0.0596 | 0.476343 |
46 | 0.022848 | 0.177 | 0.430059 |
47 | 0.033317 | 0.2581 | 0.398616 |
48 | -0.009642 | -0.0747 | 0.470355 |