Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.656308 | 9.2816 | 0 |
2 | 0.527482 | 7.4597 | 0 |
3 | 0.430269 | 6.0849 | 0 |
4 | 0.38463 | 5.4395 | 0 |
5 | 0.356144 | 5.0366 | 1e-06 |
6 | 0.240267 | 3.3979 | 0.00041 |
7 | 0.181511 | 2.567 | 0.005495 |
8 | 0.122564 | 1.7333 | 0.04229 |
9 | 0.084871 | 1.2003 | 0.11573 |
10 | -0.007026 | -0.0994 | 0.460476 |
11 | -0.079827 | -1.1289 | 0.130142 |
12 | -0.258756 | -3.6594 | 0.000162 |
13 | -0.180234 | -2.5489 | 0.005778 |
14 | -0.158397 | -2.2401 | 0.013093 |
15 | -0.171915 | -2.4312 | 0.007964 |
16 | -0.21489 | -3.039 | 0.001345 |
17 | -0.204755 | -2.8957 | 0.002102 |
18 | -0.155089 | -2.1933 | 0.01472 |
19 | -0.171324 | -2.4229 | 0.008144 |
20 | -0.139293 | -1.9699 | 0.025115 |
21 | -0.114304 | -1.6165 | 0.05378 |
22 | -0.060492 | -0.8555 | 0.196653 |
23 | -0.074947 | -1.0599 | 0.14523 |
24 | -0.11656 | -1.6484 | 0.050419 |
25 | -0.061347 | -0.8676 | 0.193331 |
26 | -0.013163 | -0.1862 | 0.426255 |
27 | 0.054233 | 0.767 | 0.222001 |
28 | 0.102311 | 1.4469 | 0.074746 |
29 | 0.073527 | 1.0398 | 0.149838 |
30 | 0.045532 | 0.6439 | 0.260181 |
31 | 0.029133 | 0.412 | 0.340391 |
32 | 0.035173 | 0.4974 | 0.309721 |
33 | 0.003572 | 0.0505 | 0.479881 |
34 | -0.012851 | -0.1817 | 0.427987 |
35 | 0.00452 | 0.0639 | 0.474545 |
36 | 0.013144 | 0.1859 | 0.42636 |
37 | -0.019305 | -0.273 | 0.392564 |
38 | -0.095158 | -1.3457 | 0.089956 |
39 | -0.171674 | -2.4278 | 0.008037 |
40 | -0.116957 | -1.654 | 0.049846 |
41 | -0.090838 | -1.2846 | 0.1002 |
42 | -0.059752 | -0.845 | 0.199553 |
43 | 0.026504 | 0.3748 | 0.354095 |
44 | 0.007202 | 0.1018 | 0.45949 |
45 | 0.03015 | 0.4264 | 0.335144 |
46 | -0.026529 | -0.3752 | 0.353965 |
47 | -0.04567 | -0.6459 | 0.259552 |
48 | -0.052039 | -0.7359 | 0.231315 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.656308 | 9.2816 | 0 |
2 | 0.169943 | 2.4034 | 0.008579 |
3 | 0.056757 | 0.8027 | 0.211559 |
4 | 0.079485 | 1.1241 | 0.131162 |
5 | 0.06816 | 0.9639 | 0.168122 |
6 | -0.120325 | -1.7016 | 0.045188 |
7 | -0.021663 | -0.3064 | 0.379825 |
8 | -0.032833 | -0.4643 | 0.321459 |
9 | -0.021364 | -0.3021 | 0.381433 |
10 | -0.125745 | -1.7783 | 0.038437 |
11 | -0.07382 | -1.044 | 0.14888 |
12 | -0.301925 | -4.2699 | 1.5e-05 |
13 | 0.192717 | 2.7254 | 0.003496 |
14 | 0.045753 | 0.647 | 0.259173 |
15 | -0.020057 | -0.2837 | 0.388486 |
16 | -0.075118 | -1.0623 | 0.144683 |
17 | 0.095696 | 1.3533 | 0.088736 |
18 | -0.008665 | -0.1225 | 0.451298 |
19 | -0.050554 | -0.7149 | 0.23774 |
20 | 0.039467 | 0.5581 | 0.288685 |
21 | 0.064534 | 0.9127 | 0.181261 |
22 | -0.010869 | -0.1537 | 0.438996 |
23 | -0.088566 | -1.2525 | 0.105923 |
24 | -0.237128 | -3.3535 | 0.000477 |
25 | 0.184176 | 2.6046 | 0.004944 |
26 | 0.098137 | 1.3879 | 0.08336 |
27 | 0.074685 | 1.0562 | 0.146074 |
28 | 0.001427 | 0.0202 | 0.491957 |
29 | -0.018301 | -0.2588 | 0.398024 |
30 | -0.087844 | -1.2423 | 0.107789 |
31 | -0.096432 | -1.3638 | 0.087089 |
32 | 0.012688 | 0.1794 | 0.428891 |
33 | -0.002227 | -0.0315 | 0.487452 |
34 | 0.028017 | 0.3962 | 0.346181 |
35 | -0.012687 | -0.1794 | 0.428892 |
36 | -0.179982 | -2.5453 | 0.005836 |
37 | 0.030056 | 0.4251 | 0.335628 |
38 | -0.046869 | -0.6628 | 0.254101 |
39 | -0.089517 | -1.266 | 0.1035 |
40 | 0.189258 | 2.6765 | 0.004028 |
41 | 0.074211 | 1.0495 | 0.147607 |
42 | 0.014072 | 0.199 | 0.421228 |
43 | 0.140564 | 1.9879 | 0.024094 |
44 | -0.023939 | -0.3386 | 0.367651 |
45 | -0.044244 | -0.6257 | 0.266112 |
46 | -0.116707 | -1.6505 | 0.050207 |
47 | -0.050288 | -0.7112 | 0.238899 |
48 | -0.170572 | -2.4123 | 0.008378 |