Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.853137 | 7.2391 | 0 |
2 | 0.601934 | 5.1076 | 1e-06 |
3 | 0.419205 | 3.5571 | 0.000334 |
4 | 0.363248 | 3.0823 | 0.001455 |
5 | 0.388932 | 3.3002 | 0.000752 |
6 | 0.38221 | 3.2432 | 0.000897 |
7 | 0.289325 | 2.455 | 0.008253 |
8 | 0.139488 | 1.1836 | 0.120233 |
9 | 0.019019 | 0.1614 | 0.436121 |
10 | -0.016178 | -0.1373 | 0.445598 |
11 | 0.015987 | 0.1357 | 0.446237 |
12 | 0.014558 | 0.1235 | 0.451018 |
13 | -0.109245 | -0.927 | 0.178518 |
14 | -0.273045 | -2.3169 | 0.01168 |
15 | -0.369186 | -3.1326 | 0.001253 |
16 | -0.382434 | -3.2451 | 0.000891 |
17 | -0.355326 | -3.015 | 0.001774 |
18 | -0.358119 | -3.0387 | 0.001655 |
19 | -0.425894 | -3.6138 | 0.000278 |
20 | -0.518796 | -4.4021 | 1.8e-05 |
21 | -0.559723 | -4.7494 | 5e-06 |
22 | -0.507113 | -4.303 | 2.6e-05 |
23 | -0.384149 | -3.2596 | 0.000852 |
24 | -0.274554 | -2.3297 | 0.011316 |
25 | -0.26252 | -2.2276 | 0.014518 |
26 | -0.283126 | -2.4024 | 0.009434 |
27 | -0.263797 | -2.2384 | 0.014144 |
28 | -0.189283 | -1.6061 | 0.056313 |
29 | -0.0996 | -0.8451 | 0.200419 |
30 | -0.027999 | -0.2376 | 0.406442 |
31 | 0.019274 | 0.1635 | 0.435273 |
32 | 0.044677 | 0.3791 | 0.352867 |
33 | 0.103017 | 0.8741 | 0.192478 |
34 | 0.207977 | 1.7647 | 0.040924 |
35 | 0.336435 | 2.8547 | 0.002811 |
36 | 0.424003 | 3.5978 | 0.000293 |
37 | 0.395866 | 3.359 | 0.000627 |
38 | 0.313139 | 2.6571 | 0.004851 |
39 | 0.254208 | 2.157 | 0.017171 |
40 | 0.23908 | 2.0287 | 0.023096 |
41 | 0.254964 | 2.1634 | 0.016913 |
42 | 0.262082 | 2.2238 | 0.014648 |
43 | 0.258728 | 2.1954 | 0.01568 |
44 | 0.228541 | 1.9392 | 0.028196 |
45 | 0.194191 | 1.6478 | 0.05188 |
46 | 0.170094 | 1.4433 | 0.076638 |
47 | 0.155734 | 1.3214 | 0.095269 |
48 | 0.135941 | 1.1535 | 0.12626 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.853137 | 7.2391 | 0 |
2 | -0.462635 | -3.9256 | 9.8e-05 |
3 | 0.293518 | 2.4906 | 0.00753 |
4 | 0.162459 | 1.3785 | 0.086157 |
5 | 0.077275 | 0.6557 | 0.257054 |
6 | -0.165265 | -1.4023 | 0.082558 |
7 | -0.100163 | -0.8499 | 0.199097 |
8 | -0.102774 | -0.8721 | 0.193037 |
9 | 0.030658 | 0.2601 | 0.397747 |
10 | 0.027247 | 0.2312 | 0.408908 |
11 | 0.029319 | 0.2488 | 0.40212 |
12 | -0.210429 | -1.7855 | 0.039192 |
13 | -0.313095 | -2.6567 | 0.004856 |
14 | 0.101127 | 0.8581 | 0.196844 |
15 | 0.008704 | 0.0739 | 0.470667 |
16 | -0.174382 | -1.4797 | 0.07166 |
17 | -0.09542 | -0.8097 | 0.2104 |
18 | -0.067008 | -0.5686 | 0.285705 |
19 | -0.124536 | -1.0567 | 0.147085 |
20 | -0.060934 | -0.517 | 0.303356 |
21 | 0.017064 | 0.1448 | 0.442641 |
22 | 0.015584 | 0.1322 | 0.447583 |
23 | 0.039991 | 0.3393 | 0.367671 |
24 | 0.037046 | 0.3143 | 0.377083 |
25 | -0.105436 | -0.8947 | 0.186976 |
26 | 0.135981 | 1.1538 | 0.126192 |
27 | -0.04977 | -0.4223 | 0.337028 |
28 | -0.010685 | -0.0907 | 0.464007 |
29 | -0.103179 | -0.8755 | 0.192105 |
30 | 0.108359 | 0.9195 | 0.180464 |
31 | 0.096422 | 0.8182 | 0.207981 |
32 | -0.050123 | -0.4253 | 0.33594 |
33 | 0.145584 | 1.2353 | 0.110363 |
34 | 0.05736 | 0.4867 | 0.31397 |
35 | 0.076609 | 0.6501 | 0.258864 |
36 | -0.019565 | -0.166 | 0.434305 |
37 | -0.169981 | -1.4423 | 0.076772 |
38 | -0.031825 | -0.27 | 0.39395 |
39 | -0.106157 | -0.9008 | 0.185357 |
40 | -0.09343 | -0.7928 | 0.215255 |
41 | 0.005608 | 0.0476 | 0.481088 |
42 | -0.047722 | -0.4049 | 0.343362 |
43 | 0.175265 | 1.4872 | 0.070668 |
44 | -0.027636 | -0.2345 | 0.407633 |
45 | 0.042252 | 0.3585 | 0.360501 |
46 | -0.070122 | -0.595 | 0.276852 |
47 | 0.015091 | 0.128 | 0.449234 |
48 | -0.002911 | -0.0247 | 0.490182 |