Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.692228 | 5.8737 | 0 |
2 | 0.576048 | 4.8879 | 3e-06 |
3 | 0.414493 | 3.5171 | 0.00038 |
4 | 0.320091 | 2.7161 | 0.004133 |
5 | 0.246243 | 2.0894 | 0.020101 |
6 | 0.192584 | 1.6341 | 0.053298 |
7 | 0.199362 | 1.6916 | 0.047519 |
8 | 0.205533 | 1.744 | 0.042713 |
9 | 0.283494 | 2.4055 | 0.00936 |
10 | 0.29992 | 2.5449 | 0.006537 |
11 | 0.342477 | 2.906 | 0.00243 |
12 | 0.36411 | 3.0896 | 0.001424 |
13 | 0.324681 | 2.755 | 0.003714 |
14 | 0.217943 | 1.8493 | 0.034259 |
15 | 0.149524 | 1.2688 | 0.104308 |
16 | 0.06237 | 0.5292 | 0.299139 |
17 | -0.030448 | -0.2584 | 0.398435 |
18 | -0.047249 | -0.4009 | 0.344832 |
19 | -0.120139 | -1.0194 | 0.15571 |
20 | -0.081925 | -0.6952 | 0.244596 |
21 | 0.076418 | 0.6484 | 0.259386 |
22 | 0.076188 | 0.6465 | 0.260013 |
23 | 0.112454 | 0.9542 | 0.171587 |
24 | 0.108804 | 0.9232 | 0.179485 |
25 | 0.065284 | 0.554 | 0.290664 |
26 | 0.002795 | 0.0237 | 0.490573 |
27 | -0.05788 | -0.4911 | 0.312415 |
28 | -0.095101 | -0.807 | 0.211174 |
29 | -0.15733 | -1.335 | 0.093043 |
30 | -0.143411 | -1.2169 | 0.113812 |
31 | -0.127089 | -1.0784 | 0.14223 |
32 | -0.076904 | -0.6526 | 0.258061 |
33 | 0.002157 | 0.0183 | 0.492726 |
34 | 0.043984 | 0.3732 | 0.355041 |
35 | 0.059589 | 0.5056 | 0.307331 |
36 | 0.11193 | 0.9498 | 0.172707 |
37 | 0.061285 | 0.52 | 0.302323 |
38 | -0.011591 | -0.0984 | 0.460961 |
39 | -0.040717 | -0.3455 | 0.365363 |
40 | -0.101751 | -0.8634 | 0.195396 |
41 | -0.150926 | -1.2806 | 0.102214 |
42 | -0.16579 | -1.4068 | 0.081898 |
43 | -0.178584 | -1.5153 | 0.067033 |
44 | -0.123806 | -1.0505 | 0.148494 |
45 | -0.064448 | -0.5469 | 0.293084 |
46 | -0.056344 | -0.4781 | 0.317015 |
47 | -0.061538 | -0.5222 | 0.301577 |
48 | -0.076532 | -0.6494 | 0.259075 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.692228 | 5.8737 | 0 |
2 | 0.185993 | 1.5782 | 0.059452 |
3 | -0.07726 | -0.6556 | 0.257093 |
4 | 0.003682 | 0.0312 | 0.487582 |
5 | 0.019174 | 0.1627 | 0.435605 |
6 | 0.004542 | 0.0385 | 0.484682 |
7 | 0.097831 | 0.8301 | 0.204606 |
8 | 0.063665 | 0.5402 | 0.295359 |
9 | 0.171061 | 1.4515 | 0.075491 |
10 | 0.039675 | 0.3367 | 0.368677 |
11 | 0.078451 | 0.6657 | 0.253871 |
12 | 0.085132 | 0.7224 | 0.236203 |
13 | -0.044539 | -0.3779 | 0.3533 |
14 | -0.159335 | -1.352 | 0.090303 |
15 | -0.019671 | -0.1669 | 0.433953 |
16 | -0.071431 | -0.6061 | 0.273174 |
17 | -0.12839 | -1.0894 | 0.1398 |
18 | 0.01141 | 0.0968 | 0.461571 |
19 | -0.143161 | -1.2148 | 0.114213 |
20 | 0.024275 | 0.206 | 0.418693 |
21 | 0.31404 | 2.6647 | 0.004752 |
22 | -0.145094 | -1.2312 | 0.111134 |
23 | -0.026364 | -0.2237 | 0.411811 |
24 | 0.05039 | 0.4276 | 0.33512 |
25 | -0.126025 | -1.0694 | 0.14424 |
26 | -0.013157 | -0.1116 | 0.455711 |
27 | 0.005969 | 0.0506 | 0.479874 |
28 | -0.007703 | -0.0654 | 0.474034 |
29 | -0.009153 | -0.0777 | 0.469155 |
30 | 0.01757 | 0.1491 | 0.440952 |
31 | 0.059024 | 0.5008 | 0.309007 |
32 | 0.067797 | 0.5753 | 0.283448 |
33 | -0.014103 | -0.1197 | 0.452539 |
34 | -0.021074 | -0.1788 | 0.42929 |
35 | 0.042926 | 0.3642 | 0.358372 |
36 | 0.055257 | 0.4689 | 0.320288 |
37 | -0.090298 | -0.7662 | 0.223029 |
38 | -0.070283 | -0.5964 | 0.2764 |
39 | -0.001449 | -0.0123 | 0.495114 |
40 | 0.056495 | 0.4794 | 0.316563 |
41 | -0.062178 | -0.5276 | 0.299701 |
42 | -0.127726 | -1.0838 | 0.141038 |
43 | -0.030862 | -0.2619 | 0.397084 |
44 | 0.046703 | 0.3963 | 0.346532 |
45 | -0.030859 | -0.2618 | 0.397094 |
46 | -0.107051 | -0.9084 | 0.183361 |
47 | -0.026632 | -0.226 | 0.41093 |
48 | -0.05793 | -0.4915 | 0.312267 |