Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.815161 | 6.9169 | 0 |
2 | 0.591248 | 5.0169 | 2e-06 |
3 | 0.446684 | 3.7902 | 0.000155 |
4 | 0.337379 | 2.8628 | 0.002748 |
5 | 0.261698 | 2.2206 | 0.014763 |
6 | 0.209344 | 1.7763 | 0.03995 |
7 | 0.179959 | 1.527 | 0.065571 |
8 | 0.114405 | 0.9708 | 0.167459 |
9 | 0.03201 | 0.2716 | 0.39335 |
10 | -0.021448 | -0.182 | 0.428051 |
11 | -0.010694 | -0.0907 | 0.463975 |
12 | 0.015082 | 0.128 | 0.449262 |
13 | 0.009393 | 0.0797 | 0.468347 |
14 | -0.037518 | -0.3183 | 0.375571 |
15 | -0.071742 | -0.6088 | 0.272302 |
16 | -0.089947 | -0.7632 | 0.223911 |
17 | -0.04918 | -0.4173 | 0.338847 |
18 | 0.019813 | 0.1681 | 0.43348 |
19 | 0.081208 | 0.6891 | 0.246496 |
20 | 0.141269 | 1.1987 | 0.117286 |
21 | 0.178767 | 1.5169 | 0.066837 |
22 | 0.22269 | 1.8896 | 0.03142 |
23 | 0.262245 | 2.2252 | 0.0146 |
24 | 0.254876 | 2.1627 | 0.016943 |
25 | 0.245985 | 2.0873 | 0.020203 |
26 | 0.21432 | 1.8186 | 0.036569 |
27 | 0.137989 | 1.1709 | 0.122756 |
28 | 0.056569 | 0.48 | 0.31634 |
29 | -0.018322 | -0.1555 | 0.438443 |
30 | -0.102081 | -0.8662 | 0.194634 |
31 | -0.166119 | -1.4096 | 0.081487 |
32 | -0.207632 | -1.7618 | 0.041173 |
33 | -0.200737 | -1.7033 | 0.046411 |
34 | -0.17544 | -1.4887 | 0.070472 |
35 | -0.14677 | -1.2454 | 0.108514 |
36 | -0.094494 | -0.8018 | 0.212651 |
37 | -0.08479 | -0.7195 | 0.23709 |
38 | -0.097869 | -0.8304 | 0.204516 |
39 | -0.102994 | -0.8739 | 0.19253 |
40 | -0.076641 | -0.6503 | 0.258777 |
41 | -0.033253 | -0.2822 | 0.389316 |
42 | -0.010356 | -0.0879 | 0.465111 |
43 | -0.047428 | -0.4024 | 0.344278 |
44 | -0.070066 | -0.5945 | 0.277011 |
45 | -0.038485 | -0.3266 | 0.372476 |
46 | 0.005905 | 0.0501 | 0.480088 |
47 | 0.022717 | 0.1928 | 0.423845 |
48 | 0.049065 | 0.4163 | 0.339203 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.815161 | 6.9169 | 0 |
2 | -0.218292 | -1.8523 | 0.034043 |
3 | 0.117226 | 0.9947 | 0.161608 |
4 | -0.048603 | -0.4124 | 0.340632 |
5 | 0.044217 | 0.3752 | 0.354308 |
6 | -0.001074 | -0.0091 | 0.496376 |
7 | 0.043005 | 0.3649 | 0.358124 |
8 | -0.142719 | -1.211 | 0.114926 |
9 | -0.040598 | -0.3445 | 0.365742 |
10 | -0.003137 | -0.0266 | 0.489417 |
11 | 0.12515 | 1.0619 | 0.145908 |
12 | -0.011186 | -0.0949 | 0.462321 |
13 | -0.049832 | -0.4228 | 0.336836 |
14 | -0.124824 | -1.0592 | 0.146532 |
15 | 0.045099 | 0.3827 | 0.351544 |
16 | -0.020458 | -0.1736 | 0.431338 |
17 | 0.185009 | 1.5698 | 0.060417 |
18 | 0.003009 | 0.0255 | 0.48985 |
19 | 0.055461 | 0.4706 | 0.319675 |
20 | 0.062883 | 0.5336 | 0.297638 |
21 | 0.073478 | 0.6235 | 0.267468 |
22 | 0.109167 | 0.9263 | 0.17869 |
23 | 0.041761 | 0.3544 | 0.362055 |
24 | -0.135856 | -1.1528 | 0.126407 |
25 | 0.070332 | 0.5968 | 0.27626 |
26 | -0.086328 | -0.7325 | 0.233114 |
27 | -0.051152 | -0.434 | 0.33278 |
28 | -0.06829 | -0.5795 | 0.282045 |
29 | -0.091555 | -0.7769 | 0.21989 |
30 | -0.188528 | -1.5997 | 0.057021 |
31 | 0.029337 | 0.2489 | 0.40206 |
32 | -0.072342 | -0.6138 | 0.270627 |
33 | 0.152716 | 1.2958 | 0.099585 |
34 | -0.038102 | -0.3233 | 0.3737 |
35 | 0.085446 | 0.725 | 0.23539 |
36 | 0.095523 | 0.8105 | 0.21015 |
37 | -0.046518 | -0.3947 | 0.347109 |
38 | -0.017431 | -0.1479 | 0.441414 |
39 | 0.049859 | 0.4231 | 0.336754 |
40 | -0.036845 | -0.3126 | 0.37773 |
41 | 0.064974 | 0.5513 | 0.291561 |
42 | -0.098315 | -0.8342 | 0.203454 |
43 | -0.239727 | -2.0341 | 0.022811 |
44 | 0.024721 | 0.2098 | 0.417221 |
45 | 0.042039 | 0.3567 | 0.361175 |
46 | -0.021667 | -0.1839 | 0.427322 |
47 | -0.050678 | -0.43 | 0.334234 |
48 | 0.006671 | 0.0566 | 0.477509 |