Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.845065 | 6.5458 | 0 |
2 | 0.615863 | 4.7705 | 6e-06 |
3 | 0.482206 | 3.7352 | 0.00021 |
4 | 0.452225 | 3.5029 | 0.000438 |
5 | 0.481998 | 3.7335 | 0.000211 |
6 | 0.476558 | 3.6914 | 0.000242 |
7 | 0.357755 | 2.7712 | 0.003713 |
8 | 0.197199 | 1.5275 | 0.065946 |
9 | 0.083178 | 0.6443 | 0.26092 |
10 | 0.076965 | 0.5962 | 0.276652 |
11 | 0.169549 | 1.3133 | 0.097037 |
12 | 0.203925 | 1.5796 | 0.059729 |
13 | 0.033296 | 0.2579 | 0.39868 |
14 | -0.167972 | -1.3011 | 0.099098 |
15 | -0.273666 | -2.1198 | 0.019084 |
16 | -0.301198 | -2.3331 | 0.011508 |
17 | -0.272449 | -2.1104 | 0.019502 |
18 | -0.269219 | -2.0854 | 0.020649 |
19 | -0.353774 | -2.7403 | 0.004037 |
20 | -0.459012 | -3.5555 | 0.000372 |
21 | -0.504391 | -3.907 | 0.00012 |
22 | -0.46371 | -3.5919 | 0.000331 |
23 | -0.345218 | -2.674 | 0.004821 |
24 | -0.282035 | -2.1846 | 0.016417 |
25 | -0.361558 | -2.8006 | 0.003427 |
26 | -0.451722 | -3.499 | 0.000443 |
27 | -0.466513 | -3.6136 | 0.000309 |
28 | -0.416201 | -3.2239 | 0.001024 |
29 | -0.312776 | -2.4228 | 0.009219 |
30 | -0.23591 | -1.8274 | 0.03631 |
31 | -0.225847 | -1.7494 | 0.042667 |
32 | -0.23235 | -1.7998 | 0.038462 |
33 | -0.199115 | -1.5423 | 0.064125 |
34 | -0.107492 | -0.8326 | 0.204178 |
35 | 0.021942 | 0.17 | 0.432807 |
36 | 0.095551 | 0.7401 | 0.231052 |
37 | 0.062745 | 0.486 | 0.314362 |
38 | 0.019547 | 0.1514 | 0.440081 |
39 | 0.012214 | 0.0946 | 0.462471 |
40 | 0.041236 | 0.3194 | 0.375263 |
41 | 0.099049 | 0.7672 | 0.222976 |
42 | 0.130594 | 1.0116 | 0.157901 |
43 | 0.109149 | 0.8455 | 0.200605 |
44 | 0.075906 | 0.588 | 0.279381 |
45 | 0.072349 | 0.5604 | 0.288643 |
46 | 0.110283 | 0.8542 | 0.198183 |
47 | 0.15955 | 1.2359 | 0.110661 |
48 | 0.172888 | 1.3392 | 0.092782 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.845065 | 6.5458 | 0 |
2 | -0.343773 | -2.6629 | 0.004966 |
3 | 0.291008 | 2.2541 | 0.013926 |
4 | 0.111466 | 0.8634 | 0.195676 |
5 | 0.167534 | 1.2977 | 0.099677 |
6 | -0.091347 | -0.7076 | 0.240976 |
7 | -0.253877 | -1.9665 | 0.026935 |
8 | -0.040626 | -0.3147 | 0.377045 |
9 | -0.06459 | -0.5003 | 0.309342 |
10 | 0.164702 | 1.2758 | 0.103475 |
11 | 0.195955 | 1.5179 | 0.067151 |
12 | -0.197862 | -1.5326 | 0.065312 |
13 | -0.531379 | -4.116 | 6e-05 |
14 | 0.160296 | 1.2416 | 0.1096 |
15 | -0.02791 | -0.2162 | 0.414787 |
16 | -0.195741 | -1.5162 | 0.067359 |
17 | -0.032886 | -0.2547 | 0.3999 |
18 | -0.054776 | -0.4243 | 0.336436 |
19 | 0.000643 | 0.005 | 0.49802 |
20 | 0.020688 | 0.1602 | 0.436612 |
21 | 0.054987 | 0.4259 | 0.335841 |
22 | -0.143583 | -1.1122 | 0.135247 |
23 | 0.021134 | 0.1637 | 0.435257 |
24 | -0.021194 | -0.1642 | 0.435075 |
25 | -0.041129 | -0.3186 | 0.375574 |
26 | -0.066761 | -0.5171 | 0.303483 |
27 | -0.069818 | -0.5408 | 0.29532 |
28 | 0.062534 | 0.4844 | 0.314938 |
29 | 0.015856 | 0.1228 | 0.451331 |
30 | 0.005208 | 0.0403 | 0.483977 |
31 | 0.097723 | 0.757 | 0.226018 |
32 | -0.023501 | -0.182 | 0.428083 |
33 | -0.015015 | -0.1163 | 0.4539 |
34 | 0.04196 | 0.325 | 0.373147 |
35 | -0.103929 | -0.805 | 0.211989 |
36 | -0.009175 | -0.0711 | 0.471789 |
37 | -0.014365 | -0.1113 | 0.455888 |
38 | -0.036072 | -0.2794 | 0.390444 |
39 | -0.127394 | -0.9868 | 0.163853 |
40 | -0.021067 | -0.1632 | 0.43546 |
41 | -0.067173 | -0.5203 | 0.302377 |
42 | -0.015903 | -0.1232 | 0.451185 |
43 | -0.04491 | -0.3479 | 0.364577 |
44 | -0.067942 | -0.5263 | 0.300318 |
45 | 0.012859 | 0.0996 | 0.460494 |
46 | -0.047778 | -0.3701 | 0.35631 |
47 | -0.077454 | -0.6 | 0.275398 |
48 | 0.067044 | 0.5193 | 0.302723 |