Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.776689 | 6.0162 | 0 |
2 | 0.604781 | 4.6846 | 8e-06 |
3 | 0.49992 | 3.8724 | 0.000134 |
4 | 0.395059 | 3.0601 | 0.001653 |
5 | 0.290199 | 2.2479 | 0.014136 |
6 | 0.185338 | 1.4356 | 0.078152 |
7 | 0.080477 | 0.6234 | 0.267701 |
8 | -0.024383 | -0.1889 | 0.425415 |
9 | -0.129244 | -1.0011 | 0.160395 |
10 | -0.234105 | -1.8134 | 0.037389 |
11 | -0.335011 | -2.595 | 0.005937 |
12 | -0.401633 | -3.111 | 0.001426 |
13 | -0.26069 | -2.0193 | 0.023965 |
14 | -0.212958 | -1.6496 | 0.052129 |
15 | -0.165226 | -1.2798 | 0.102765 |
16 | -0.117494 | -0.9101 | 0.183205 |
17 | -0.069762 | -0.5404 | 0.29547 |
18 | -0.02203 | -0.1706 | 0.432539 |
19 | 0.025702 | 0.1991 | 0.421433 |
20 | 0.073434 | 0.5688 | 0.285801 |
21 | 0.121166 | 0.9386 | 0.175862 |
22 | 0.168898 | 1.3083 | 0.097884 |
23 | 0.21663 | 1.678 | 0.049273 |
24 | 0.230079 | 1.7822 | 0.03989 |
25 | 0.118975 | 0.9216 | 0.18022 |
26 | 0.07318 | 0.5668 | 0.286466 |
27 | 0.027384 | 0.2121 | 0.416368 |
28 | -0.018412 | -0.1426 | 0.443535 |
29 | -0.064208 | -0.4973 | 0.31038 |
30 | -0.110003 | -0.8521 | 0.198778 |
31 | -0.155799 | -1.2068 | 0.11612 |
32 | -0.201595 | -1.5615 | 0.061827 |
33 | -0.247391 | -1.9163 | 0.030048 |
34 | -0.293186 | -2.271 | 0.013374 |
35 | -0.338982 | -2.6257 | 0.005477 |
36 | -0.299735 | -2.3217 | 0.01183 |
37 | -0.168045 | -1.3017 | 0.099002 |
38 | -0.145225 | -1.1249 | 0.132554 |
39 | -0.122405 | -0.9481 | 0.17343 |
40 | -0.099585 | -0.7714 | 0.221754 |
41 | -0.076765 | -0.5946 | 0.277168 |
42 | -0.053945 | -0.4179 | 0.338773 |
43 | -0.031125 | -0.2411 | 0.405154 |
44 | -0.008305 | -0.0643 | 0.474462 |
45 | 0.014515 | 0.1124 | 0.455426 |
46 | 0.037336 | 0.2892 | 0.386713 |
47 | 0.060156 | 0.466 | 0.321464 |
48 | -0.002067 | -0.016 | 0.493638 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.776689 | 6.0162 | 0 |
2 | 0.003867 | 0.03 | 0.488102 |
3 | 0.07311 | 0.5663 | 0.286648 |
4 | -0.041796 | -0.3238 | 0.373625 |
5 | -0.051799 | -0.4012 | 0.344836 |
6 | -0.076187 | -0.5901 | 0.278656 |
7 | -0.087143 | -0.675 | 0.251132 |
8 | -0.0997 | -0.7723 | 0.221493 |
9 | -0.112117 | -0.8685 | 0.194304 |
10 | -0.127159 | -0.985 | 0.164297 |
11 | -0.135429 | -1.049 | 0.149186 |
12 | -0.070781 | -0.5483 | 0.292772 |
13 | 0.435579 | 3.374 | 0.000651 |
14 | -0.092548 | -0.7169 | 0.238116 |
15 | 0.129811 | 1.0055 | 0.159343 |
16 | -0.039002 | -0.3021 | 0.381807 |
17 | 0.014441 | 0.1119 | 0.455653 |
18 | -0.03208 | -0.2485 | 0.402302 |
19 | -0.019973 | -0.1547 | 0.438785 |
20 | -0.028719 | -0.2225 | 0.412357 |
21 | -0.01447 | -0.1121 | 0.455565 |
22 | 0.003568 | 0.0276 | 0.489021 |
23 | 0.072665 | 0.5629 | 0.287814 |
24 | 0.022523 | 0.1745 | 0.431045 |
25 | -0.09875 | -0.7649 | 0.223662 |
26 | -0.063453 | -0.4915 | 0.312432 |
27 | -0.010702 | -0.0829 | 0.467104 |
28 | -0.063632 | -0.4929 | 0.311945 |
29 | -0.018329 | -0.142 | 0.443788 |
30 | -0.046161 | -0.3576 | 0.360964 |
31 | -0.025332 | -0.1962 | 0.42255 |
32 | -0.03387 | -0.2624 | 0.396974 |
33 | -0.02575 | -0.1995 | 0.42129 |
34 | -0.040499 | -0.3137 | 0.377416 |
35 | -0.074621 | -0.578 | 0.282709 |
36 | 0.116565 | 0.9029 | 0.185093 |
37 | 0.117297 | 0.9086 | 0.183604 |
38 | -0.09421 | -0.7297 | 0.234193 |
39 | -0.02338 | -0.1811 | 0.428449 |
40 | -0.088628 | -0.6865 | 0.247519 |
41 | -0.044254 | -0.3428 | 0.366476 |
42 | -0.06639 | -0.5143 | 0.304482 |
43 | -0.042637 | -0.3303 | 0.371174 |
44 | -0.044885 | -0.3477 | 0.36465 |
45 | -0.029615 | -0.2294 | 0.409671 |
46 | 0.004771 | 0.037 | 0.485323 |
47 | 0.052181 | 0.4042 | 0.343753 |
48 | -0.057313 | -0.4439 | 0.32934 |