Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.847479 | 6.5645 | 0 |
2 | 0.623157 | 4.827 | 5e-06 |
3 | 0.487583 | 3.7768 | 0.000184 |
4 | 0.455334 | 3.527 | 0.000406 |
5 | 0.484459 | 3.7526 | 0.000198 |
6 | 0.48037 | 3.7209 | 0.00022 |
7 | 0.393236 | 3.046 | 0.001722 |
8 | 0.241172 | 1.8681 | 0.033316 |
9 | 0.127405 | 0.9869 | 0.163833 |
10 | 0.102927 | 0.7973 | 0.214218 |
11 | 0.180337 | 1.3969 | 0.083797 |
12 | 0.208859 | 1.6178 | 0.055474 |
13 | 0.045841 | 0.3551 | 0.361885 |
14 | -0.156853 | -1.215 | 0.114567 |
15 | -0.269784 | -2.0897 | 0.020444 |
16 | -0.300147 | -2.3249 | 0.011738 |
17 | -0.280862 | -2.1756 | 0.01677 |
18 | -0.284478 | -2.2036 | 0.015702 |
19 | -0.333705 | -2.5849 | 0.006095 |
20 | -0.430339 | -3.3334 | 0.000737 |
21 | -0.488178 | -3.7814 | 0.000181 |
22 | -0.457789 | -3.546 | 0.000383 |
23 | -0.353113 | -2.7352 | 0.004093 |
24 | -0.289795 | -2.2447 | 0.014242 |
25 | -0.365859 | -2.8339 | 0.003127 |
26 | -0.459705 | -3.5609 | 0.000365 |
27 | -0.483988 | -3.749 | 0.000201 |
28 | -0.437871 | -3.3917 | 0.000617 |
29 | -0.350574 | -2.7155 | 0.004315 |
30 | -0.271034 | -2.0994 | 0.019997 |
31 | -0.23266 | -1.8022 | 0.038271 |
32 | -0.236568 | -1.8325 | 0.035924 |
33 | -0.214589 | -1.6622 | 0.050845 |
34 | -0.133688 | -1.0355 | 0.152286 |
35 | -0.011166 | -0.0865 | 0.465683 |
36 | 0.068007 | 0.5268 | 0.300145 |
37 | 0.042652 | 0.3304 | 0.371131 |
38 | 0.002906 | 0.0225 | 0.491058 |
39 | -0.002943 | -0.0228 | 0.490945 |
40 | 0.025458 | 0.1972 | 0.42217 |
41 | 0.07399 | 0.5731 | 0.284352 |
42 | 0.112112 | 0.8684 | 0.194313 |
43 | 0.121038 | 0.9376 | 0.176116 |
44 | 0.094556 | 0.7324 | 0.23338 |
45 | 0.0817 | 0.6328 | 0.264619 |
46 | 0.108389 | 0.8396 | 0.202239 |
47 | 0.152717 | 1.1829 | 0.12075 |
48 | 0.176068 | 1.3638 | 0.08886 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.847479 | 6.5645 | 0 |
2 | -0.337371 | -2.6133 | 0.00566 |
3 | 0.269177 | 2.085 | 0.020664 |
4 | 0.132376 | 1.0254 | 0.154649 |
5 | 0.15866 | 1.229 | 0.11194 |
6 | -0.083458 | -0.6465 | 0.260222 |
7 | -0.127133 | -0.9848 | 0.164345 |
8 | -0.185983 | -1.4406 | 0.077446 |
9 | 0.057014 | 0.4416 | 0.330174 |
10 | 0.027747 | 0.2149 | 0.415277 |
11 | 0.264025 | 2.0451 | 0.022617 |
12 | -0.278269 | -2.1555 | 0.017574 |
13 | -0.490763 | -3.8014 | 0.000169 |
14 | 0.094832 | 0.7346 | 0.232732 |
15 | 0.065604 | 0.5082 | 0.306599 |
16 | -0.19621 | -1.5198 | 0.066902 |
17 | -0.085988 | -0.6661 | 0.253963 |
18 | -0.13193 | -1.0219 | 0.155459 |
19 | 0.180976 | 1.4018 | 0.083058 |
20 | -0.08255 | -0.6394 | 0.262488 |
21 | 0.040059 | 0.3103 | 0.378705 |
22 | -0.033513 | -0.2596 | 0.398034 |
23 | -0.040465 | -0.3134 | 0.377517 |
24 | -0.003113 | -0.0241 | 0.490422 |
25 | -0.046798 | -0.3625 | 0.359128 |
26 | -0.055988 | -0.4337 | 0.333039 |
27 | -0.055935 | -0.4333 | 0.333186 |
28 | -0.032343 | -0.2505 | 0.401519 |
29 | 0.095724 | 0.7415 | 0.230649 |
30 | 0.01178 | 0.0913 | 0.463799 |
31 | -0.018416 | -0.1427 | 0.443521 |
32 | 0.048859 | 0.3785 | 0.353212 |
33 | 0.056512 | 0.4377 | 0.331572 |
34 | -0.060487 | -0.4685 | 0.320551 |
35 | -0.014594 | -0.113 | 0.455186 |
36 | -0.033802 | -0.2618 | 0.397174 |
37 | 0.00665 | 0.0515 | 0.479545 |
38 | -0.043572 | -0.3375 | 0.368455 |
39 | -0.12018 | -0.9309 | 0.177816 |
40 | -0.058511 | -0.4532 | 0.326011 |
41 | -0.063137 | -0.4891 | 0.313293 |
42 | -0.036121 | -0.2798 | 0.3903 |
43 | 0.011832 | 0.0917 | 0.46364 |
44 | -0.087206 | -0.6755 | 0.250977 |
45 | -0.066145 | -0.5124 | 0.305142 |
46 | 0.011036 | 0.0855 | 0.466079 |
47 | -0.05223 | -0.4046 | 0.343616 |
48 | 0.123959 | 0.9602 | 0.170408 |