Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.785978 | 6.0882 | 0 |
2 | 0.568044 | 4.4 | 2.3e-05 |
3 | 0.402202 | 3.1154 | 0.001408 |
4 | 0.248183 | 1.9224 | 0.029652 |
5 | 0.053132 | 0.4116 | 0.341066 |
6 | -0.129745 | -1.005 | 0.159467 |
7 | -0.288857 | -2.2375 | 0.014491 |
8 | -0.317676 | -2.4607 | 0.008381 |
9 | -0.32482 | -2.516 | 0.007281 |
10 | -0.358052 | -2.7735 | 0.00369 |
11 | -0.37504 | -2.905 | 0.002567 |
12 | -0.327073 | -2.5335 | 0.006962 |
13 | -0.247368 | -1.9161 | 0.03006 |
14 | -0.164463 | -1.2739 | 0.103801 |
15 | -0.120606 | -0.9342 | 0.17697 |
16 | -0.056317 | -0.4362 | 0.332118 |
17 | 0.022532 | 0.1745 | 0.431018 |
18 | 0.031045 | 0.2405 | 0.405391 |
19 | 0.027869 | 0.2159 | 0.41491 |
20 | 0.016971 | 0.1315 | 0.447927 |
21 | -0.014834 | -0.1149 | 0.454453 |
22 | -0.035073 | -0.2717 | 0.393402 |
23 | -0.092467 | -0.7163 | 0.238308 |
24 | -0.135279 | -1.0479 | 0.149452 |
25 | -0.141176 | -1.0935 | 0.139262 |
26 | -0.116919 | -0.9056 | 0.184373 |
27 | -0.081706 | -0.6329 | 0.264605 |
28 | -0.032799 | -0.2541 | 0.40016 |
29 | 0.010953 | 0.0848 | 0.466336 |
30 | 0.07477 | 0.5792 | 0.282324 |
31 | 0.177874 | 1.3778 | 0.08669 |
32 | 0.205613 | 1.5927 | 0.058245 |
33 | 0.206174 | 1.597 | 0.057758 |
34 | 0.200953 | 1.5566 | 0.062415 |
35 | 0.214189 | 1.6591 | 0.051157 |
36 | 0.224199 | 1.7366 | 0.043792 |
37 | 0.202928 | 1.5719 | 0.06062 |
38 | 0.122215 | 0.9467 | 0.173801 |
39 | 0.070289 | 0.5445 | 0.294074 |
40 | -0.00751 | -0.0582 | 0.476903 |
41 | -0.096131 | -0.7446 | 0.229701 |
42 | -0.19979 | -1.5476 | 0.063493 |
43 | -0.264651 | -2.05 | 0.022372 |
44 | -0.294251 | -2.2793 | 0.013111 |
45 | -0.26675 | -2.0662 | 0.021565 |
46 | -0.239054 | -1.8517 | 0.034495 |
47 | -0.193692 | -1.5003 | 0.069386 |
48 | -0.107474 | -0.8325 | 0.204218 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.785978 | 6.0882 | 0 |
2 | -0.130068 | -1.0075 | 0.15887 |
3 | -0.000289 | -0.0022 | 0.49911 |
4 | -0.093341 | -0.723 | 0.236239 |
5 | -0.22489 | -1.742 | 0.043317 |
6 | -0.139321 | -1.0792 | 0.142415 |
7 | -0.162166 | -1.2561 | 0.106969 |
8 | 0.15163 | 1.1745 | 0.122413 |
9 | -0.053437 | -0.4139 | 0.340203 |
10 | -0.126641 | -0.981 | 0.165277 |
11 | -0.078326 | -0.6067 | 0.273166 |
12 | -0.020825 | -0.1613 | 0.436196 |
13 | 0.011289 | 0.0874 | 0.465306 |
14 | -0.000696 | -0.0054 | 0.497857 |
15 | -0.054274 | -0.4204 | 0.337845 |
16 | 0.025966 | 0.2011 | 0.420636 |
17 | -0.02318 | -0.1796 | 0.429055 |
18 | -0.190375 | -1.4746 | 0.072769 |
19 | 0.01051 | 0.0814 | 0.467693 |
20 | -0.059397 | -0.4601 | 0.323559 |
21 | -0.091854 | -0.7115 | 0.239765 |
22 | -0.025668 | -0.1988 | 0.421537 |
23 | -0.170475 | -1.3205 | 0.095842 |
24 | -0.001851 | -0.0143 | 0.494304 |
25 | -0.074707 | -0.5787 | 0.282487 |
26 | 0.003926 | 0.0304 | 0.48792 |
27 | 0.041168 | 0.3189 | 0.37546 |
28 | -0.022645 | -0.1754 | 0.430675 |
29 | -0.034653 | -0.2684 | 0.394647 |
30 | -0.020091 | -0.1556 | 0.438427 |
31 | 0.135817 | 1.052 | 0.148502 |
32 | -0.117754 | -0.9121 | 0.182678 |
33 | -0.012718 | -0.0985 | 0.460926 |
34 | -0.04721 | -0.3657 | 0.357942 |
35 | 0.085689 | 0.6637 | 0.254698 |
36 | 0.048743 | 0.3776 | 0.353543 |
37 | 0.004891 | 0.0379 | 0.484952 |
38 | -0.03853 | -0.2985 | 0.383194 |
39 | -0.020905 | -0.1619 | 0.435954 |
40 | -0.121508 | -0.9412 | 0.175189 |
41 | -0.087555 | -0.6782 | 0.250127 |
42 | -0.052044 | -0.4031 | 0.344143 |
43 | 0.001396 | 0.0108 | 0.495704 |
44 | -0.040592 | -0.3144 | 0.377145 |
45 | 0.009527 | 0.0738 | 0.470708 |
46 | -0.00937 | -0.0726 | 0.471192 |
47 | -0.020775 | -0.1609 | 0.436348 |
48 | 0.012202 | 0.0945 | 0.462507 |