Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921089 | 7.075 | 0 |
2 | 0.77454 | 5.9494 | 0 |
3 | 0.569935 | 4.3778 | 2.5e-05 |
4 | 0.353015 | 2.7116 | 0.004379 |
5 | 0.151341 | 1.1625 | 0.124862 |
6 | -0.012 | -0.0922 | 0.463437 |
7 | -0.130658 | -1.0036 | 0.159834 |
8 | -0.214216 | -1.6454 | 0.0526 |
9 | -0.268526 | -2.0626 | 0.021781 |
10 | -0.304375 | -2.3379 | 0.0114 |
11 | -0.328359 | -2.5222 | 0.007191 |
12 | -0.346556 | -2.6619 | 0.004998 |
13 | -0.348111 | -2.6739 | 0.004842 |
14 | -0.337759 | -2.5944 | 0.005968 |
15 | -0.320362 | -2.4607 | 0.008405 |
16 | -0.298262 | -2.291 | 0.012776 |
17 | -0.266288 | -2.0454 | 0.022641 |
18 | -0.222204 | -1.7068 | 0.046561 |
19 | -0.170384 | -1.3087 | 0.097848 |
20 | -0.11971 | -0.9195 | 0.180786 |
21 | -0.06415 | -0.4927 | 0.312011 |
22 | -0.017482 | -0.1343 | 0.446819 |
23 | 0.025822 | 0.1983 | 0.421728 |
24 | 0.052517 | 0.4034 | 0.344058 |
25 | 0.06706 | 0.5151 | 0.304204 |
26 | 0.055321 | 0.4249 | 0.336218 |
27 | 0.031168 | 0.2394 | 0.405809 |
28 | 0.005306 | 0.0408 | 0.483814 |
29 | -0.014197 | -0.109 | 0.456767 |
30 | -0.016981 | -0.1304 | 0.448333 |
31 | -0.005614 | -0.0431 | 0.482874 |
32 | 0.02449 | 0.1881 | 0.425716 |
33 | 0.053026 | 0.4073 | 0.34263 |
34 | 0.077041 | 0.5918 | 0.278134 |
35 | 0.085734 | 0.6585 | 0.256377 |
36 | 0.0781 | 0.5999 | 0.275435 |
37 | 0.061408 | 0.4717 | 0.319445 |
38 | 0.045428 | 0.3489 | 0.364187 |
39 | 0.030203 | 0.232 | 0.408672 |
40 | 0.018071 | 0.1388 | 0.445037 |
41 | 0.003293 | 0.0253 | 0.489954 |
42 | -0.006367 | -0.0489 | 0.480581 |
43 | -0.006294 | -0.0483 | 0.480802 |
44 | -0.010652 | -0.0818 | 0.467535 |
45 | -0.01229 | -0.0944 | 0.462556 |
46 | -0.016209 | -0.1245 | 0.45067 |
47 | -0.017997 | -0.1382 | 0.445261 |
48 | -0.015987 | -0.1228 | 0.451342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921089 | 7.075 | 0 |
2 | -0.487251 | -3.7426 | 0.000207 |
3 | -0.365897 | -2.8105 | 0.003351 |
4 | 0.000658 | 0.0051 | 0.497993 |
5 | 0.060299 | 0.4632 | 0.322475 |
6 | 0.039785 | 0.3056 | 0.380493 |
7 | -0.029289 | -0.225 | 0.411389 |
8 | -0.140411 | -1.0785 | 0.142596 |
9 | -0.084757 | -0.651 | 0.258777 |
10 | -0.055406 | -0.4256 | 0.33598 |
11 | -0.051125 | -0.3927 | 0.347978 |
12 | -0.071979 | -0.5529 | 0.291216 |
13 | 0.050131 | 0.3851 | 0.350786 |
14 | -0.038157 | -0.2931 | 0.385242 |
15 | -0.13082 | -1.0048 | 0.159537 |
16 | -0.08746 | -0.6718 | 0.25217 |
17 | 0.03807 | 0.2924 | 0.385495 |
18 | 0.06986 | 0.5366 | 0.296778 |
19 | -0.020799 | -0.1598 | 0.436809 |
20 | -0.132481 | -1.0176 | 0.15651 |
21 | 0.025459 | 0.1956 | 0.422817 |
22 | -0.045027 | -0.3459 | 0.36534 |
23 | 0.0265 | 0.2036 | 0.419701 |
24 | -0.098779 | -0.7587 | 0.225516 |
25 | -0.043385 | -0.3332 | 0.370064 |
26 | -0.15343 | -1.1785 | 0.12166 |
27 | -0.019115 | -0.1468 | 0.441885 |
28 | 0.05665 | 0.4351 | 0.332526 |
29 | 0.025057 | 0.1925 | 0.42402 |
30 | 0.04185 | 0.3215 | 0.3745 |
31 | -0.043118 | -0.3312 | 0.370836 |
32 | -0.015745 | -0.1209 | 0.452076 |
33 | -0.101288 | -0.778 | 0.219836 |
34 | -0.02156 | -0.1656 | 0.434516 |
35 | 0.002128 | 0.0163 | 0.493508 |
36 | -0.034413 | -0.2643 | 0.396222 |
37 | 0.022717 | 0.1745 | 0.431039 |
38 | 0.019599 | 0.1505 | 0.440424 |
39 | -0.076632 | -0.5886 | 0.27918 |
40 | -0.046704 | -0.3587 | 0.360535 |
41 | -0.063275 | -0.486 | 0.314374 |
42 | 0.040429 | 0.3105 | 0.378621 |
43 | 0.101436 | 0.7791 | 0.219504 |
44 | -0.142683 | -1.096 | 0.138773 |
45 | -0.032976 | -0.2533 | 0.40046 |
46 | -0.038624 | -0.2967 | 0.383879 |
47 | 0.046079 | 0.3539 | 0.362322 |
48 | 0.047492 | 0.3648 | 0.358285 |