Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.870657 | 7.5902 | 0 |
2 | 0.638107 | 5.5629 | 0 |
3 | 0.456975 | 3.9838 | 7.7e-05 |
4 | 0.373599 | 3.257 | 0.000842 |
5 | 0.377216 | 3.2885 | 0.000764 |
6 | 0.355276 | 3.0972 | 0.001368 |
7 | 0.233261 | 2.0335 | 0.022746 |
8 | 0.067527 | 0.5887 | 0.278908 |
9 | -0.0527 | -0.4594 | 0.323619 |
10 | -0.083632 | -0.7291 | 0.234094 |
11 | -0.043942 | -0.3831 | 0.351365 |
12 | -0.03213 | -0.2801 | 0.390081 |
13 | -0.139596 | -1.217 | 0.113691 |
14 | -0.280089 | -2.4418 | 0.00847 |
15 | -0.354368 | -3.0893 | 0.001401 |
16 | -0.360113 | -3.1394 | 0.001205 |
17 | -0.329681 | -2.8741 | 0.002626 |
18 | -0.325709 | -2.8395 | 0.002897 |
19 | -0.383332 | -3.3418 | 0.000647 |
20 | -0.458372 | -3.996 | 7.4e-05 |
21 | -0.484543 | -4.2241 | 3.3e-05 |
22 | -0.445614 | -3.8848 | 0.000109 |
23 | -0.360188 | -3.14 | 0.001203 |
24 | -0.289028 | -2.5197 | 0.006922 |
25 | -0.298508 | -2.6023 | 0.005563 |
26 | -0.324361 | -2.8277 | 0.002995 |
27 | -0.298494 | -2.6022 | 0.005565 |
28 | -0.231813 | -2.0209 | 0.023407 |
29 | -0.14359 | -1.2518 | 0.107243 |
30 | -0.075014 | -0.654 | 0.257556 |
31 | -0.056369 | -0.4914 | 0.312274 |
32 | -0.056115 | -0.4892 | 0.313056 |
33 | -0.033594 | -0.2929 | 0.385213 |
34 | 0.01815 | 0.1582 | 0.437349 |
35 | 0.096956 | 0.8452 | 0.200314 |
36 | 0.163656 | 1.4267 | 0.078879 |
37 | 0.175716 | 1.5319 | 0.064855 |
38 | 0.176484 | 1.5386 | 0.064033 |
39 | 0.206174 | 1.7974 | 0.038124 |
40 | 0.246483 | 2.1488 | 0.017418 |
41 | 0.287624 | 2.5074 | 0.007147 |
42 | 0.301862 | 2.6316 | 0.005144 |
43 | 0.273567 | 2.3849 | 0.009789 |
44 | 0.220758 | 1.9245 | 0.029016 |
45 | 0.169896 | 1.4811 | 0.071355 |
46 | 0.124644 | 1.0866 | 0.140319 |
47 | 0.082915 | 0.7228 | 0.235999 |
48 | 0.043346 | 0.3779 | 0.353287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.870657 | 7.5902 | 0 |
2 | -0.495697 | -4.3214 | 2.3e-05 |
3 | 0.315548 | 2.7509 | 0.003713 |
4 | 0.065802 | 0.5736 | 0.28395 |
5 | 0.181296 | 1.5805 | 0.059073 |
6 | -0.349603 | -3.0478 | 0.001585 |
7 | -0.161833 | -1.4108 | 0.081188 |
8 | 0.019843 | 0.173 | 0.43156 |
9 | 0.075838 | 0.6611 | 0.255261 |
10 | -0.005132 | -0.0447 | 0.482215 |
11 | 0.015959 | 0.1391 | 0.444858 |
12 | -0.192061 | -1.6743 | 0.049087 |
13 | -0.323375 | -2.8191 | 0.003068 |
14 | 0.271329 | 2.3654 | 0.010281 |
15 | -0.035212 | -0.307 | 0.379854 |
16 | -0.219399 | -1.9127 | 0.029779 |
17 | -0.202297 | -1.7636 | 0.040911 |
18 | 0.104422 | 0.9103 | 0.182763 |
19 | 0.007374 | 0.0643 | 0.474457 |
20 | -0.165146 | -1.4397 | 0.077027 |
21 | -0.039601 | -0.3452 | 0.365437 |
22 | -0.052614 | -0.4587 | 0.323887 |
23 | 0.077677 | 0.6772 | 0.250177 |
24 | -0.045036 | -0.3926 | 0.347851 |
25 | -0.15983 | -1.3934 | 0.083785 |
26 | 0.02798 | 0.2439 | 0.403973 |
27 | -0.046894 | -0.4088 | 0.341915 |
28 | 0.012807 | 0.1117 | 0.455697 |
29 | -0.02889 | -0.2519 | 0.400915 |
30 | -0.040938 | -0.3569 | 0.36108 |
31 | -0.086325 | -0.7526 | 0.227018 |
32 | 0.028581 | 0.2492 | 0.401952 |
33 | 0.007576 | 0.066 | 0.473758 |
34 | -0.088768 | -0.7739 | 0.220706 |
35 | 0.015463 | 0.1348 | 0.446562 |
36 | -0.029344 | -0.2558 | 0.399394 |
37 | 0.069454 | 0.6055 | 0.273331 |
38 | -0.016101 | -0.1404 | 0.444371 |
39 | -0.017028 | -0.1485 | 0.44119 |
40 | -0.059593 | -0.5195 | 0.302453 |
41 | 0.052056 | 0.4538 | 0.325628 |
42 | -0.076561 | -0.6674 | 0.253255 |
43 | -0.024591 | -0.2144 | 0.415412 |
44 | -0.147804 | -1.2885 | 0.100736 |
45 | -0.04826 | -0.4207 | 0.337572 |
46 | -0.11405 | -0.9943 | 0.161625 |
47 | -0.12551 | -1.0942 | 0.138668 |
48 | 0.03448 | 0.3006 | 0.382272 |