Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.811988 | 6.2896 | 0 |
2 | 0.659591 | 5.1092 | 2e-06 |
3 | 0.616111 | 4.7724 | 6e-06 |
4 | 0.528626 | 4.0947 | 6.4e-05 |
5 | 0.365002 | 2.8273 | 0.003185 |
6 | 0.235933 | 1.8275 | 0.036297 |
7 | 0.268913 | 2.083 | 0.020761 |
8 | 0.27149 | 2.1029 | 0.019837 |
9 | 0.188528 | 1.4603 | 0.074708 |
10 | 0.15358 | 1.1896 | 0.119439 |
11 | 0.201241 | 1.5588 | 0.062151 |
12 | 0.209096 | 1.6196 | 0.055276 |
13 | 0.101206 | 0.7839 | 0.218079 |
14 | 0.028151 | 0.2181 | 0.414063 |
15 | 0.045208 | 0.3502 | 0.363714 |
16 | 0.032624 | 0.2527 | 0.400679 |
17 | -0.045331 | -0.3511 | 0.36336 |
18 | -0.078874 | -0.611 | 0.27177 |
19 | -0.053447 | -0.414 | 0.340175 |
20 | -0.055573 | -0.4305 | 0.334199 |
21 | -0.112076 | -0.8681 | 0.194389 |
22 | -0.173479 | -1.3438 | 0.092043 |
23 | -0.130349 | -1.0097 | 0.158351 |
24 | -0.142849 | -1.1065 | 0.136463 |
25 | -0.206398 | -1.5987 | 0.057565 |
26 | -0.191988 | -1.4871 | 0.071108 |
27 | -0.114008 | -0.8831 | 0.190353 |
28 | -0.099262 | -0.7689 | 0.222489 |
29 | -0.113395 | -0.8784 | 0.191629 |
30 | -0.096289 | -0.7459 | 0.229335 |
31 | -0.060366 | -0.4676 | 0.320884 |
32 | -0.051675 | -0.4003 | 0.345188 |
33 | -0.090838 | -0.7036 | 0.242193 |
34 | -0.106151 | -0.8222 | 0.207097 |
35 | -0.105852 | -0.8199 | 0.207752 |
36 | -0.127037 | -0.984 | 0.164527 |
37 | -0.176353 | -1.366 | 0.088515 |
38 | -0.19299 | -1.4949 | 0.070092 |
39 | -0.171585 | -1.3291 | 0.094425 |
40 | -0.192536 | -1.4914 | 0.070551 |
41 | -0.238455 | -1.8471 | 0.034835 |
42 | -0.23894 | -1.8508 | 0.03456 |
43 | -0.215174 | -1.6667 | 0.05039 |
44 | -0.190027 | -1.4719 | 0.073131 |
45 | -0.168933 | -1.3085 | 0.097839 |
46 | -0.147578 | -1.1431 | 0.128762 |
47 | -0.097628 | -0.7562 | 0.226236 |
48 | -0.091506 | -0.7088 | 0.240596 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.811988 | 6.2896 | 0 |
2 | 0.00078 | 0.006 | 0.497599 |
3 | 0.235753 | 1.8261 | 0.036403 |
4 | -0.114759 | -0.8889 | 0.188797 |
5 | -0.223578 | -1.7318 | 0.044221 |
6 | -0.089478 | -0.6931 | 0.245464 |
7 | 0.345041 | 2.6727 | 0.004838 |
8 | 0.048622 | 0.3766 | 0.35389 |
9 | -0.087191 | -0.6754 | 0.251015 |
10 | -0.067491 | -0.5228 | 0.301525 |
11 | 0.07048 | 0.5459 | 0.293567 |
12 | 0.025402 | 0.1968 | 0.422339 |
13 | -0.151848 | -1.1762 | 0.122079 |
14 | -0.107609 | -0.8335 | 0.203925 |
15 | 0.040269 | 0.3119 | 0.37809 |
16 | 0.086808 | 0.6724 | 0.251952 |
17 | -0.003468 | -0.0269 | 0.48933 |
18 | -0.054413 | -0.4215 | 0.337455 |
19 | -0.119744 | -0.9275 | 0.178682 |
20 | 0.004654 | 0.036 | 0.485682 |
21 | 0.020849 | 0.1615 | 0.436122 |
22 | -0.160057 | -1.2398 | 0.109939 |
23 | 0.108092 | 0.8373 | 0.202879 |
24 | -0.095862 | -0.7425 | 0.230328 |
25 | 0.030972 | 0.2399 | 0.40561 |
26 | 0.113874 | 0.8821 | 0.190631 |
27 | 0.092887 | 0.7195 | 0.237313 |
28 | -0.173618 | -1.3448 | 0.09187 |
29 | 0.082308 | 0.6376 | 0.263095 |
30 | -0.090843 | -0.7037 | 0.24218 |
31 | 0.001888 | 0.0146 | 0.494189 |
32 | 0.095363 | 0.7387 | 0.23149 |
33 | -0.03761 | -0.2913 | 0.385904 |
34 | -0.101055 | -0.7828 | 0.21842 |
35 | -0.080177 | -0.621 | 0.26846 |
36 | 0.00727 | 0.0563 | 0.477638 |
37 | -0.051901 | -0.402 | 0.344547 |
38 | -0.019251 | -0.1491 | 0.440981 |
39 | -0.062768 | -0.4862 | 0.314299 |
40 | -0.056748 | -0.4396 | 0.330916 |
41 | -0.08206 | -0.6356 | 0.263716 |
42 | 0.059806 | 0.4633 | 0.322428 |
43 | 0.022977 | 0.178 | 0.42967 |
44 | 0.020647 | 0.1599 | 0.436737 |
45 | 0.133986 | 1.0379 | 0.151752 |
46 | -0.113449 | -0.8788 | 0.191515 |
47 | 0.000451 | 0.0035 | 0.498612 |
48 | -0.084881 | -0.6575 | 0.256691 |