Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.851873 | 6.6533 | 0 |
2 | 0.631712 | 4.9338 | 3e-06 |
3 | 0.498858 | 3.8962 | 0.000123 |
4 | 0.462024 | 3.6085 | 0.000311 |
5 | 0.487997 | 3.8114 | 0.000162 |
6 | 0.483454 | 3.7759 | 0.000182 |
7 | 0.399486 | 3.1201 | 0.00138 |
8 | 0.278093 | 2.172 | 0.016877 |
9 | 0.171724 | 1.3412 | 0.092412 |
10 | 0.144404 | 1.1278 | 0.131903 |
11 | 0.202386 | 1.5807 | 0.059561 |
12 | 0.218955 | 1.7101 | 0.046166 |
13 | 0.0548 | 0.428 | 0.335079 |
14 | -0.139961 | -1.0931 | 0.139317 |
15 | -0.255812 | -1.998 | 0.025093 |
16 | -0.295174 | -2.3054 | 0.012281 |
17 | -0.279659 | -2.1842 | 0.016401 |
18 | -0.291931 | -2.2801 | 0.013057 |
19 | -0.346693 | -2.7078 | 0.004388 |
20 | -0.409615 | -3.1992 | 0.001094 |
21 | -0.461387 | -3.6035 | 0.000316 |
22 | -0.444766 | -3.4737 | 0.000475 |
23 | -0.351735 | -2.7471 | 0.003946 |
24 | -0.299637 | -2.3402 | 0.011279 |
25 | -0.372636 | -2.9104 | 0.002517 |
26 | -0.462906 | -3.6154 | 0.000305 |
27 | -0.492097 | -3.8434 | 0.000146 |
28 | -0.456689 | -3.5669 | 0.000355 |
29 | -0.373704 | -2.9187 | 0.002458 |
30 | -0.309476 | -2.4171 | 0.009325 |
31 | -0.268472 | -2.0968 | 0.020081 |
32 | -0.245411 | -1.9167 | 0.02998 |
33 | -0.222321 | -1.7364 | 0.043773 |
34 | -0.15274 | -1.1929 | 0.118757 |
35 | -0.040543 | -0.3167 | 0.376294 |
36 | 0.034024 | 0.2657 | 0.395668 |
37 | 0.016507 | 0.1289 | 0.448921 |
38 | -0.016439 | -0.1284 | 0.44913 |
39 | -0.019564 | -0.1528 | 0.439531 |
40 | 0.00978 | 0.0764 | 0.469682 |
41 | 0.05768 | 0.4505 | 0.326975 |
42 | 0.087396 | 0.6826 | 0.248728 |
43 | 0.102638 | 0.8016 | 0.212939 |
44 | 0.104627 | 0.8172 | 0.208508 |
45 | 0.097401 | 0.7607 | 0.224876 |
46 | 0.115509 | 0.9022 | 0.185263 |
47 | 0.150083 | 1.1722 | 0.12284 |
48 | 0.169515 | 1.324 | 0.095229 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.851873 | 6.6533 | 0 |
2 | -0.342587 | -2.6757 | 0.004781 |
3 | 0.281684 | 2.2 | 0.015802 |
4 | 0.104558 | 0.8166 | 0.208661 |
5 | 0.183441 | 1.4327 | 0.078521 |
6 | -0.105369 | -0.823 | 0.206868 |
7 | -0.110327 | -0.8617 | 0.196119 |
8 | -0.069015 | -0.539 | 0.295916 |
9 | -0.073003 | -0.5702 | 0.285328 |
10 | 0.129358 | 1.0103 | 0.158166 |
11 | 0.13958 | 1.0902 | 0.139966 |
12 | -0.190305 | -1.4863 | 0.071171 |
13 | -0.54826 | -4.2821 | 3.3e-05 |
14 | 0.184358 | 1.4399 | 0.077507 |
15 | -0.08753 | -0.6836 | 0.248398 |
16 | -0.133697 | -1.0442 | 0.150255 |
17 | -0.087721 | -0.6851 | 0.247932 |
18 | -0.074584 | -0.5825 | 0.281183 |
19 | 0.083748 | 0.6541 | 0.257755 |
20 | -0.014496 | -0.1132 | 0.455115 |
21 | 0.015075 | 0.1177 | 0.45333 |
22 | -0.011552 | -0.0902 | 0.464201 |
23 | 0.068907 | 0.5382 | 0.296206 |
24 | -0.084534 | -0.6602 | 0.255796 |
25 | -0.050139 | -0.3916 | 0.348361 |
26 | -0.027744 | -0.2167 | 0.414589 |
27 | -0.064909 | -0.507 | 0.307007 |
28 | -0.019163 | -0.1497 | 0.440761 |
29 | -0.001693 | -0.0132 | 0.494747 |
30 | 0.052134 | 0.4072 | 0.34265 |
31 | 0.021042 | 0.1643 | 0.435001 |
32 | -0.045946 | -0.3588 | 0.360473 |
33 | 0.128309 | 1.0021 | 0.160122 |
34 | -0.043578 | -0.3404 | 0.367378 |
35 | -0.045668 | -0.3567 | 0.36128 |
36 | 0.032836 | 0.2565 | 0.399229 |
37 | -0.045134 | -0.3525 | 0.362837 |
38 | 0.00618 | 0.0483 | 0.480832 |
39 | -0.141067 | -1.1018 | 0.137445 |
40 | -0.031246 | -0.244 | 0.40401 |
41 | -0.11592 | -0.9054 | 0.184418 |
42 | -0.001331 | -0.0104 | 0.495869 |
43 | -0.086786 | -0.6778 | 0.250224 |
44 | 0.007468 | 0.0583 | 0.476839 |
45 | -0.059816 | -0.4672 | 0.321018 |
46 | -0.064265 | -0.5019 | 0.308763 |
47 | -0.016061 | -0.1254 | 0.450293 |
48 | 0.093226 | 0.7281 | 0.234664 |