Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.771089 | 6.5429 | 0 |
2 | 0.565419 | 4.7977 | 4e-06 |
3 | 0.319701 | 2.7128 | 0.004171 |
4 | 0.172626 | 1.4648 | 0.073666 |
5 | 0.023811 | 0.202 | 0.420227 |
6 | -0.00479 | -0.0406 | 0.483845 |
7 | 0.013621 | 0.1156 | 0.454155 |
8 | 0.085332 | 0.7241 | 0.235686 |
9 | 0.123428 | 1.0473 | 0.149227 |
10 | 0.254412 | 2.1588 | 0.017101 |
11 | 0.375021 | 3.1822 | 0.001079 |
12 | 0.418946 | 3.5549 | 0.000336 |
13 | 0.329935 | 2.7996 | 0.003282 |
14 | 0.209583 | 1.7784 | 0.039782 |
15 | 0.02708 | 0.2298 | 0.409456 |
16 | -0.082293 | -0.6983 | 0.243626 |
17 | -0.163202 | -1.3848 | 0.085193 |
18 | -0.170304 | -1.4451 | 0.076387 |
19 | -0.178616 | -1.5156 | 0.066999 |
20 | -0.167314 | -1.4197 | 0.080004 |
21 | -0.112556 | -0.9551 | 0.17137 |
22 | 0.000871 | 0.0074 | 0.497061 |
23 | 0.057516 | 0.488 | 0.313502 |
24 | 0.102577 | 0.8704 | 0.193488 |
25 | 0.125075 | 1.0613 | 0.146051 |
26 | 0.087841 | 0.7454 | 0.229242 |
27 | -0.024942 | -0.2116 | 0.416493 |
28 | -0.086553 | -0.7344 | 0.232537 |
29 | -0.125529 | -1.0651 | 0.145184 |
30 | -0.114614 | -0.9725 | 0.16702 |
31 | -0.139733 | -1.1857 | 0.119825 |
32 | -0.092326 | -0.7834 | 0.217977 |
33 | -0.034472 | -0.2925 | 0.385371 |
34 | 0.075618 | 0.6416 | 0.261573 |
35 | 0.129457 | 1.0985 | 0.137827 |
36 | 0.225762 | 1.9157 | 0.02969 |
37 | 0.184514 | 1.5656 | 0.060908 |
38 | 0.114729 | 0.9735 | 0.166781 |
39 | -0.008501 | -0.0721 | 0.471347 |
40 | -0.112578 | -0.9553 | 0.171322 |
41 | -0.190537 | -1.6168 | 0.055152 |
42 | -0.220879 | -1.8742 | 0.032478 |
43 | -0.203 | -1.7225 | 0.044635 |
44 | -0.174069 | -1.477 | 0.072014 |
45 | -0.153845 | -1.3054 | 0.097954 |
46 | -0.097732 | -0.8293 | 0.204843 |
47 | -0.02353 | -0.1997 | 0.421155 |
48 | 0.044239 | 0.3754 | 0.35424 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.771089 | 6.5429 | 0 |
2 | -0.071925 | -0.6103 | 0.271791 |
3 | -0.228564 | -1.9394 | 0.028184 |
4 | 0.062068 | 0.5267 | 0.300023 |
5 | -0.114926 | -0.9752 | 0.166368 |
6 | 0.125289 | 1.0631 | 0.145642 |
7 | 0.099351 | 0.843 | 0.201004 |
8 | 0.062335 | 0.5289 | 0.29924 |
9 | -0.009433 | -0.08 | 0.468213 |
10 | 0.276465 | 2.3459 | 0.01087 |
11 | 0.182985 | 1.5527 | 0.062443 |
12 | -0.082341 | -0.6987 | 0.243499 |
13 | -0.167364 | -1.4201 | 0.079943 |
14 | -0.070067 | -0.5945 | 0.277008 |
15 | -0.155277 | -1.3176 | 0.095913 |
16 | 0.089924 | 0.763 | 0.223969 |
17 | 0.011739 | 0.0996 | 0.460467 |
18 | -0.106921 | -0.9073 | 0.183649 |
19 | -0.097863 | -0.8304 | 0.20453 |
20 | -0.06903 | -0.5857 | 0.279942 |
21 | 0.076139 | 0.6461 | 0.260147 |
22 | 0.099182 | 0.8416 | 0.201402 |
23 | -0.111218 | -0.9437 | 0.174234 |
24 | -0.035453 | -0.3008 | 0.382207 |
25 | 0.164459 | 1.3955 | 0.083581 |
26 | 0.025996 | 0.2206 | 0.41302 |
27 | -0.108931 | -0.9243 | 0.179206 |
28 | 0.067932 | 0.5764 | 0.283065 |
29 | -0.032018 | -0.2717 | 0.393323 |
30 | 0.049939 | 0.4237 | 0.336508 |
31 | 0.038482 | 0.3265 | 0.372484 |
32 | 0.044822 | 0.3803 | 0.352411 |
33 | -0.043413 | -0.3684 | 0.35684 |
34 | 0.171246 | 1.4531 | 0.075274 |
35 | -0.012774 | -0.1084 | 0.456993 |
36 | 0.058648 | 0.4976 | 0.310126 |
37 | -0.19214 | -1.6304 | 0.053696 |
38 | -0.120177 | -1.0197 | 0.155633 |
39 | 0.011745 | 0.0997 | 0.460446 |
40 | -0.094197 | -0.7993 | 0.213376 |
41 | -0.016869 | -0.1431 | 0.44329 |
42 | -0.088955 | -0.7548 | 0.226413 |
43 | 0.032574 | 0.2764 | 0.391515 |
44 | -0.147485 | -1.2514 | 0.107411 |
45 | -0.019452 | -0.1651 | 0.434682 |
46 | -0.012897 | -0.1094 | 0.456583 |
47 | -0.0599 | -0.5083 | 0.30641 |
48 | 0.088885 | 0.7542 | 0.22659 |