Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.69806 | 6.3978 | 0 |
2 | 0.59882 | 5.4883 | 0 |
3 | 0.665902 | 6.1031 | 0 |
4 | 0.497038 | 4.5554 | 9e-06 |
5 | 0.441199 | 4.0437 | 5.8e-05 |
6 | 0.476007 | 4.3627 | 1.8e-05 |
7 | 0.266752 | 2.4448 | 0.008291 |
8 | 0.203326 | 1.8635 | 0.032942 |
9 | 0.170777 | 1.5652 | 0.060648 |
10 | 0.003467 | 0.0318 | 0.487363 |
11 | 0.02675 | 0.2452 | 0.403464 |
12 | 0.122575 | 1.1234 | 0.132231 |
13 | -0.088827 | -0.8141 | 0.208941 |
14 | -0.12294 | -1.1268 | 0.131526 |
15 | -0.086329 | -0.7912 | 0.215522 |
16 | -0.151578 | -1.3892 | 0.084216 |
17 | -0.117873 | -1.0803 | 0.141544 |
18 | -0.06277 | -0.5753 | 0.283314 |
19 | -0.126071 | -1.1555 | 0.125589 |
20 | -0.104029 | -0.9534 | 0.17155 |
21 | -0.097302 | -0.8918 | 0.187526 |
22 | -0.146897 | -1.3463 | 0.090908 |
23 | -0.041786 | -0.383 | 0.351354 |
24 | 0.055762 | 0.5111 | 0.305322 |
25 | -9.8e-05 | -9e-04 | 0.499641 |
26 | -0.020088 | -0.1841 | 0.427186 |
27 | 0.026128 | 0.2395 | 0.405662 |
28 | 0.033181 | 0.3041 | 0.380897 |
29 | 0.029237 | 0.268 | 0.394693 |
30 | 0.034505 | 0.3162 | 0.3763 |
31 | 0.018792 | 0.1722 | 0.431836 |
32 | -0.067355 | -0.6173 | 0.269346 |
33 | -0.098565 | -0.9034 | 0.184459 |
34 | -0.120192 | -1.1016 | 0.136896 |
35 | -0.151026 | -1.3842 | 0.084986 |
36 | -0.117249 | -1.0746 | 0.142815 |
37 | -0.171358 | -1.5705 | 0.060026 |
38 | -0.277761 | -2.5457 | 0.006366 |
39 | -0.21454 | -1.9663 | 0.026284 |
40 | -0.208076 | -1.907 | 0.029966 |
41 | -0.252463 | -2.3139 | 0.011559 |
42 | -0.188187 | -1.7248 | 0.044124 |
43 | -0.173898 | -1.5938 | 0.057369 |
44 | -0.26923 | -2.4675 | 0.007817 |
45 | -0.225879 | -2.0702 | 0.020752 |
46 | -0.20051 | -1.8377 | 0.034821 |
47 | -0.216878 | -1.9877 | 0.02505 |
48 | -0.123138 | -1.1286 | 0.131144 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.69806 | 6.3978 | 0 |
2 | 0.217534 | 1.9937 | 0.024713 |
3 | 0.382781 | 3.5082 | 0.000364 |
4 | -0.200303 | -1.8358 | 0.034962 |
5 | 0.053258 | 0.4881 | 0.31337 |
6 | 0.061303 | 0.5618 | 0.287857 |
7 | -0.29513 | -2.7049 | 0.004135 |
8 | -0.02423 | -0.2221 | 0.4124 |
9 | -0.163173 | -1.4955 | 0.069265 |
10 | -0.103306 | -0.9468 | 0.173224 |
11 | 0.149164 | 1.3671 | 0.087619 |
12 | 0.286335 | 2.6243 | 0.005156 |
13 | -0.256658 | -2.3523 | 0.010498 |
14 | -0.082288 | -0.7542 | 0.226426 |
15 | -0.079387 | -0.7276 | 0.234443 |
16 | 0.162482 | 1.4892 | 0.070094 |
17 | 0.013438 | 0.1232 | 0.451138 |
18 | -0.009682 | -0.0887 | 0.464752 |
19 | 0.044966 | 0.4121 | 0.340649 |
20 | -0.049802 | -0.4564 | 0.324623 |
21 | -0.007243 | -0.0664 | 0.473614 |
22 | -0.051647 | -0.4734 | 0.318596 |
23 | 0.119173 | 1.0922 | 0.138926 |
24 | 0.070468 | 0.6459 | 0.260068 |
25 | 0.104186 | 0.9549 | 0.17119 |
26 | -0.209129 | -1.9167 | 0.029338 |
27 | 0.034973 | 0.3205 | 0.374681 |
28 | 0.006278 | 0.0575 | 0.477126 |
29 | -0.091549 | -0.8391 | 0.20191 |
30 | -0.123317 | -1.1302 | 0.130801 |
31 | -0.013039 | -0.1195 | 0.452581 |
32 | -0.175774 | -1.611 | 0.055466 |
33 | 0.047299 | 0.4335 | 0.332882 |
34 | 0.067577 | 0.6194 | 0.26868 |
35 | -0.106524 | -0.9763 | 0.165857 |
36 | 0.061499 | 0.5636 | 0.287249 |
37 | -0.120876 | -1.1079 | 0.135544 |
38 | 0.052766 | 0.4836 | 0.314961 |
39 | 0.06528 | 0.5983 | 0.275625 |
40 | -0.008724 | -0.08 | 0.468231 |
41 | -0.022013 | -0.2018 | 0.420299 |
42 | 0.001296 | 0.0119 | 0.495276 |
43 | -0.048877 | -0.448 | 0.327665 |
44 | -0.114677 | -1.051 | 0.14813 |
45 | -0.044955 | -0.412 | 0.340686 |
46 | 0.013368 | 0.1225 | 0.451391 |
47 | 0.047038 | 0.4311 | 0.333746 |
48 | -0.038548 | -0.3533 | 0.362373 |