Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.720718 | 6.1155 | 0 |
2 | 0.610073 | 5.1766 | 1e-06 |
3 | 0.632206 | 5.3644 | 0 |
4 | 0.603717 | 5.1227 | 1e-06 |
5 | 0.519002 | 4.4039 | 1.8e-05 |
6 | 0.510994 | 4.3359 | 2.3e-05 |
7 | 0.388171 | 3.2937 | 0.000768 |
8 | 0.399842 | 3.3928 | 0.000564 |
9 | 0.310961 | 2.6386 | 0.005099 |
10 | 0.188469 | 1.5992 | 0.057076 |
11 | 0.250793 | 2.1281 | 0.018378 |
12 | 0.361656 | 3.0687 | 0.001515 |
13 | 0.165701 | 1.406 | 0.08201 |
14 | 0.082355 | 0.6988 | 0.243463 |
15 | 0.06118 | 0.5191 | 0.302632 |
16 | 0.066211 | 0.5618 | 0.287991 |
17 | 0.030188 | 0.2562 | 0.399281 |
18 | 0.020309 | 0.1723 | 0.43183 |
19 | -0.048994 | -0.4157 | 0.339424 |
20 | -0.008231 | -0.0698 | 0.472257 |
21 | -0.097708 | -0.8291 | 0.204901 |
22 | -0.172529 | -1.464 | 0.073779 |
23 | -0.111124 | -0.9429 | 0.174438 |
24 | -0.029343 | -0.249 | 0.402041 |
25 | -0.16087 | -1.365 | 0.088248 |
26 | -0.212449 | -1.8027 | 0.037811 |
27 | -0.215729 | -1.8305 | 0.035655 |
28 | -0.142864 | -1.2122 | 0.114691 |
29 | -0.165524 | -1.4045 | 0.082233 |
30 | -0.155731 | -1.3214 | 0.095272 |
31 | -0.164295 | -1.3941 | 0.083789 |
32 | -0.144045 | -1.2223 | 0.112797 |
33 | -0.206656 | -1.7535 | 0.041883 |
34 | -0.235481 | -1.9981 | 0.024741 |
35 | -0.206261 | -1.7502 | 0.042174 |
36 | -0.153333 | -1.3011 | 0.098691 |
37 | -0.213402 | -1.8108 | 0.037174 |
38 | -0.29579 | -2.5099 | 0.007163 |
39 | -0.260755 | -2.2126 | 0.015049 |
40 | -0.204634 | -1.7364 | 0.043387 |
41 | -0.217831 | -1.8484 | 0.034328 |
42 | -0.201517 | -1.7099 | 0.045793 |
43 | -0.202251 | -1.7162 | 0.045216 |
44 | -0.195356 | -1.6576 | 0.05087 |
45 | -0.210589 | -1.7869 | 0.039081 |
46 | -0.221747 | -1.8816 | 0.031968 |
47 | -0.206262 | -1.7502 | 0.042173 |
48 | -0.147136 | -1.2485 | 0.107948 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.720718 | 6.1155 | 0 |
2 | 0.18861 | 1.6004 | 0.056944 |
3 | 0.301013 | 2.5542 | 0.00638 |
4 | 0.107443 | 0.9117 | 0.182488 |
5 | -0.033141 | -0.2812 | 0.389677 |
6 | 0.081387 | 0.6906 | 0.246022 |
7 | -0.24131 | -2.0476 | 0.022125 |
8 | 0.151101 | 1.2821 | 0.101954 |
9 | -0.22671 | -1.9237 | 0.029173 |
10 | -0.14839 | -1.2591 | 0.106025 |
11 | 0.266805 | 2.2639 | 0.013296 |
12 | 0.269441 | 2.2863 | 0.012591 |
13 | -0.288632 | -2.4491 | 0.008378 |
14 | -0.177172 | -1.5034 | 0.068561 |
15 | -0.135278 | -1.1479 | 0.127411 |
16 | 0.091611 | 0.7773 | 0.219751 |
17 | -0.018914 | -0.1605 | 0.436471 |
18 | 0.076872 | 0.6523 | 0.258148 |
19 | -0.005342 | -0.0453 | 0.481986 |
20 | -0.006024 | -0.0511 | 0.479688 |
21 | -0.08256 | -0.7005 | 0.242923 |
22 | -0.043862 | -0.3722 | 0.355427 |
23 | -0.00815 | -0.0692 | 0.472527 |
24 | 0.009269 | 0.0786 | 0.468765 |
25 | -0.099541 | -0.8446 | 0.200556 |
26 | -0.026849 | -0.2278 | 0.410214 |
27 | 0.043793 | 0.3716 | 0.355641 |
28 | 0.18425 | 1.5634 | 0.061171 |
29 | -0.083325 | -0.707 | 0.240913 |
30 | 0.028689 | 0.2434 | 0.404182 |
31 | -0.028911 | -0.2453 | 0.403454 |
32 | -0.182417 | -1.5479 | 0.06302 |
33 | -0.010649 | -0.0904 | 0.464128 |
34 | -0.040699 | -0.3453 | 0.365423 |
35 | -0.033821 | -0.287 | 0.387477 |
36 | -0.088409 | -0.7502 | 0.227796 |
37 | 0.101 | 0.857 | 0.197142 |
38 | -0.064832 | -0.5501 | 0.29197 |
39 | 0.116907 | 0.992 | 0.162262 |
40 | -0.081584 | -0.6923 | 0.245499 |
41 | 0.037177 | 0.3155 | 0.376664 |
42 | -0.067821 | -0.5755 | 0.28338 |
43 | -0.059518 | -0.505 | 0.307542 |
44 | -0.012979 | -0.1101 | 0.456307 |
45 | 0.021998 | 0.1867 | 0.426225 |
46 | 0.018204 | 0.1545 | 0.438839 |
47 | -0.049082 | -0.4165 | 0.339152 |
48 | -0.074276 | -0.6302 | 0.265263 |