Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.65773 | 5.8829 | 0 |
2 | 0.579304 | 5.1815 | 1e-06 |
3 | 0.488904 | 4.3729 | 1.8e-05 |
4 | 0.50673 | 4.5323 | 1e-05 |
5 | 0.491502 | 4.3961 | 1.7e-05 |
6 | 0.443178 | 3.9639 | 8e-05 |
7 | 0.400631 | 3.5834 | 0.000291 |
8 | 0.337935 | 3.0226 | 0.001683 |
9 | 0.323224 | 2.891 | 0.002471 |
10 | 0.208089 | 1.8612 | 0.033194 |
11 | 0.182121 | 1.6289 | 0.053629 |
12 | 0.234892 | 2.1009 | 0.019397 |
13 | 0.162485 | 1.4533 | 0.075025 |
14 | 0.101905 | 0.9115 | 0.182393 |
15 | 0.036955 | 0.3305 | 0.370929 |
16 | 0.03859 | 0.3452 | 0.365441 |
17 | 0.007531 | 0.0674 | 0.473233 |
18 | 0.037443 | 0.3349 | 0.369288 |
19 | 0.019922 | 0.1782 | 0.429514 |
20 | -0.060646 | -0.5424 | 0.294514 |
21 | -0.022675 | -0.2028 | 0.419899 |
22 | -0.091149 | -0.8153 | 0.208672 |
23 | -0.050226 | -0.4492 | 0.327239 |
24 | -0.06846 | -0.6123 | 0.271028 |
25 | -0.089826 | -0.8034 | 0.212054 |
26 | -0.196982 | -1.7619 | 0.040957 |
27 | -0.18373 | -1.6433 | 0.052119 |
28 | -0.166928 | -1.4931 | 0.069679 |
29 | -0.099877 | -0.8933 | 0.187181 |
30 | -0.092915 | -0.8311 | 0.204208 |
31 | -0.119024 | -1.0646 | 0.145134 |
32 | -0.090145 | -0.8063 | 0.211236 |
33 | -0.100741 | -0.9011 | 0.185132 |
34 | -0.147007 | -1.3149 | 0.096154 |
35 | -0.166258 | -1.4871 | 0.070465 |
36 | -0.148472 | -1.328 | 0.093982 |
37 | -0.111473 | -0.997 | 0.160875 |
38 | -0.158507 | -1.4177 | 0.080077 |
39 | -0.167436 | -1.4976 | 0.069088 |
40 | -0.1718 | -1.5366 | 0.064166 |
41 | -0.154185 | -1.3791 | 0.085858 |
42 | -0.212997 | -1.9051 | 0.03018 |
43 | -0.215528 | -1.9277 | 0.028718 |
44 | -0.238327 | -2.1317 | 0.018052 |
45 | -0.203457 | -1.8198 | 0.036267 |
46 | -0.226162 | -2.0229 | 0.023215 |
47 | -0.236944 | -2.1193 | 0.018583 |
48 | -0.210006 | -1.8784 | 0.031988 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.65773 | 5.8829 | 0 |
2 | 0.258544 | 2.3125 | 0.011661 |
3 | 0.068632 | 0.6139 | 0.270525 |
4 | 0.192516 | 1.7219 | 0.044475 |
5 | 0.112802 | 1.0089 | 0.158025 |
6 | 0.001708 | 0.0153 | 0.493925 |
7 | 0.008205 | 0.0734 | 0.470839 |
8 | -0.051643 | -0.4619 | 0.322699 |
9 | 0.008567 | 0.0766 | 0.469557 |
10 | -0.178249 | -1.5943 | 0.057405 |
11 | -0.039062 | -0.3494 | 0.363861 |
12 | 0.173274 | 1.5498 | 0.062567 |
13 | -0.114663 | -1.0256 | 0.154092 |
14 | -0.09203 | -0.8231 | 0.206438 |
15 | -0.022858 | -0.2044 | 0.419262 |
16 | 0.013014 | 0.1164 | 0.453813 |
17 | -0.048731 | -0.4359 | 0.332056 |
18 | 0.077535 | 0.6935 | 0.245004 |
19 | 0.057025 | 0.51 | 0.305711 |
20 | -0.153564 | -1.3735 | 0.086715 |
21 | 0.065157 | 0.5828 | 0.28084 |
22 | -0.040184 | -0.3594 | 0.360115 |
23 | 0.050111 | 0.4482 | 0.327609 |
24 | -0.040122 | -0.3589 | 0.360322 |
25 | -0.077444 | -0.6927 | 0.245257 |
26 | -0.182484 | -1.6322 | 0.053285 |
27 | 0.009005 | 0.0805 | 0.468005 |
28 | 0.03746 | 0.3351 | 0.369231 |
29 | 0.187077 | 1.6733 | 0.049091 |
30 | -0.021009 | -0.1879 | 0.42571 |
31 | -0.03451 | -0.3087 | 0.379189 |
32 | 0.139105 | 1.2442 | 0.108531 |
33 | -0.044886 | -0.4015 | 0.344572 |
34 | -0.148567 | -1.3288 | 0.093842 |
35 | -0.055117 | -0.493 | 0.311687 |
36 | -0.049912 | -0.4464 | 0.328247 |
37 | -0.045862 | -0.4102 | 0.341376 |
38 | -0.034754 | -0.3108 | 0.378362 |
39 | 0.035005 | 0.3131 | 0.377512 |
40 | 0.019954 | 0.1785 | 0.429402 |
41 | -0.079747 | -0.7133 | 0.238875 |
42 | -0.181918 | -1.6271 | 0.053822 |
43 | 0.07593 | 0.6791 | 0.249505 |
44 | -0.062075 | -0.5552 | 0.29015 |
45 | 0.033275 | 0.2976 | 0.383381 |
46 | -0.019511 | -0.1745 | 0.430952 |
47 | 0.030986 | 0.2771 | 0.39119 |
48 | 0.002922 | 0.0261 | 0.489607 |