Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.844413 | 6.5408 | 0 |
2 | 0.674552 | 5.2251 | 1e-06 |
3 | 0.546214 | 4.231 | 4e-05 |
4 | 0.469067 | 3.6334 | 0.000291 |
5 | 0.41458 | 3.2113 | 0.001062 |
6 | 0.351052 | 2.7192 | 0.004272 |
7 | 0.294369 | 2.2802 | 0.013083 |
8 | 0.245127 | 1.8987 | 0.031205 |
9 | 0.23221 | 1.7987 | 0.038549 |
10 | 0.181136 | 1.4031 | 0.082875 |
11 | 0.142724 | 1.1055 | 0.13667 |
12 | 0.125078 | 0.9689 | 0.168254 |
13 | 0.040476 | 0.3135 | 0.377485 |
14 | -0.016044 | -0.1243 | 0.450757 |
15 | -0.096349 | -0.7463 | 0.229196 |
16 | -0.155476 | -1.2043 | 0.1166 |
17 | -0.164912 | -1.2774 | 0.103191 |
18 | -0.179146 | -1.3877 | 0.085187 |
19 | -0.202578 | -1.5692 | 0.060935 |
20 | -0.219903 | -1.7034 | 0.046838 |
21 | -0.218074 | -1.6892 | 0.048187 |
22 | -0.188934 | -1.4635 | 0.074279 |
23 | -0.09885 | -0.7657 | 0.223433 |
24 | -0.022265 | -0.1725 | 0.431825 |
25 | -0.080322 | -0.6222 | 0.268094 |
26 | -0.157049 | -1.2165 | 0.11428 |
27 | -0.228817 | -1.7724 | 0.040702 |
28 | -0.247665 | -1.9184 | 0.029911 |
29 | -0.234335 | -1.8151 | 0.03725 |
30 | -0.236524 | -1.8321 | 0.03595 |
31 | -0.222955 | -1.727 | 0.044657 |
32 | -0.207211 | -1.6051 | 0.056867 |
33 | -0.187984 | -1.4561 | 0.075287 |
34 | -0.190234 | -1.4735 | 0.072915 |
35 | -0.181008 | -1.4021 | 0.083021 |
36 | -0.163441 | -1.266 | 0.105202 |
37 | -0.164064 | -1.2708 | 0.104347 |
38 | -0.146588 | -1.1355 | 0.130348 |
39 | -0.16133 | -1.2497 | 0.10814 |
40 | -0.147512 | -1.1426 | 0.128868 |
41 | -0.133094 | -1.0309 | 0.153352 |
42 | -0.126669 | -0.9812 | 0.165223 |
43 | -0.123034 | -0.953 | 0.172203 |
44 | -0.11264 | -0.8725 | 0.193205 |
45 | -0.093052 | -0.7208 | 0.236923 |
46 | -0.081824 | -0.6338 | 0.264308 |
47 | -0.048695 | -0.3772 | 0.353681 |
48 | -0.003689 | -0.0286 | 0.488649 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.844413 | 6.5408 | 0 |
2 | -0.134097 | -1.0387 | 0.151553 |
3 | 0.047785 | 0.3701 | 0.356292 |
4 | 0.083441 | 0.6463 | 0.260264 |
5 | 0.020979 | 0.1625 | 0.435727 |
6 | -0.049116 | -0.3804 | 0.352478 |
7 | 0.014832 | 0.1149 | 0.45446 |
8 | -0.006999 | -0.0542 | 0.478473 |
9 | 0.093254 | 0.7223 | 0.236446 |
10 | -0.157372 | -1.219 | 0.113808 |
11 | 0.059863 | 0.4637 | 0.322271 |
12 | 0.038909 | 0.3014 | 0.38208 |
13 | -0.286037 | -2.2156 | 0.015261 |
14 | 0.095284 | 0.7381 | 0.231676 |
15 | -0.185084 | -1.4337 | 0.078431 |
16 | -0.020299 | -0.1572 | 0.437794 |
17 | 0.12143 | 0.9406 | 0.175343 |
18 | -0.154378 | -1.1958 | 0.118238 |
19 | 0.017323 | 0.1342 | 0.446854 |
20 | 0.027967 | 0.2166 | 0.414615 |
21 | -0.093752 | -0.7262 | 0.235269 |
22 | 0.245487 | 1.9015 | 0.031018 |
23 | 0.12851 | 0.9954 | 0.161761 |
24 | -0.017984 | -0.1393 | 0.444839 |
25 | -0.297982 | -2.3082 | 0.012227 |
26 | -0.140019 | -1.0846 | 0.141222 |
27 | 0.02019 | 0.1564 | 0.438124 |
28 | -0.009604 | -0.0744 | 0.470473 |
29 | -0.031277 | -0.2423 | 0.404697 |
30 | 0.01497 | 0.116 | 0.454038 |
31 | 0.01038 | 0.0804 | 0.468091 |
32 | -0.074528 | -0.5773 | 0.282952 |
33 | -0.025888 | -0.2005 | 0.420873 |
34 | -0.025029 | -0.1939 | 0.423464 |
35 | -0.033378 | -0.2585 | 0.398435 |
36 | 0.014871 | 0.1152 | 0.454339 |
37 | 0.028349 | 0.2196 | 0.413469 |
38 | 0.06462 | 0.5005 | 0.309262 |
39 | 0.012205 | 0.0945 | 0.462497 |
40 | -0.008435 | -0.0653 | 0.474061 |
41 | -0.144447 | -1.1189 | 0.133826 |
42 | 0.008607 | 0.0667 | 0.473532 |
43 | -0.012215 | -0.0946 | 0.462469 |
44 | 0.059887 | 0.4639 | 0.322204 |
45 | 0.006411 | 0.0497 | 0.480279 |
46 | -0.132353 | -1.0252 | 0.154692 |
47 | -0.074376 | -0.5761 | 0.283347 |
48 | 0.06135 | 0.4752 | 0.318179 |