Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.848975 | 6.6307 | 0 |
2 | 0.60898 | 4.7563 | 6e-06 |
3 | 0.422227 | 3.2977 | 0.000815 |
4 | 0.375606 | 2.9336 | 0.002358 |
5 | 0.423364 | 3.3066 | 0.000793 |
6 | 0.445943 | 3.4829 | 0.000462 |
7 | 0.359206 | 2.8055 | 0.003366 |
8 | 0.215075 | 1.6798 | 0.049057 |
9 | 0.106131 | 0.8289 | 0.205194 |
10 | 0.108567 | 0.8479 | 0.199893 |
11 | 0.175852 | 1.3734 | 0.08732 |
12 | 0.230093 | 1.7971 | 0.038636 |
13 | 0.181496 | 1.4175 | 0.080708 |
14 | 0.085247 | 0.6658 | 0.254025 |
15 | -0.014365 | -0.1122 | 0.455518 |
16 | -0.079779 | -0.6231 | 0.267773 |
17 | -0.116701 | -0.9115 | 0.182819 |
18 | -0.144341 | -1.1273 | 0.132006 |
19 | -0.177061 | -1.3829 | 0.08587 |
20 | -0.225148 | -1.7585 | 0.041842 |
21 | -0.27119 | -2.1181 | 0.019126 |
22 | -0.308821 | -2.412 | 0.009445 |
23 | -0.325246 | -2.5403 | 0.00682 |
24 | -0.318818 | -2.49 | 0.007756 |
25 | -0.306422 | -2.3932 | 0.009897 |
26 | -0.269955 | -2.1084 | 0.019555 |
27 | -0.241171 | -1.8836 | 0.032194 |
28 | -0.236938 | -1.8505 | 0.03454 |
29 | -0.275806 | -2.1541 | 0.017595 |
30 | -0.325721 | -2.544 | 0.006755 |
31 | -0.350458 | -2.7372 | 0.004054 |
32 | -0.356762 | -2.7864 | 0.003547 |
33 | -0.323198 | -2.5243 | 0.007106 |
34 | -0.259805 | -2.0291 | 0.023407 |
35 | -0.211302 | -1.6503 | 0.052009 |
36 | -0.180143 | -1.407 | 0.082256 |
37 | -0.15675 | -1.2243 | 0.112782 |
38 | -0.110503 | -0.8631 | 0.195743 |
39 | -0.048429 | -0.3782 | 0.353283 |
40 | 0.012919 | 0.1009 | 0.459981 |
41 | 0.035896 | 0.2804 | 0.390077 |
42 | 0.02156 | 0.1684 | 0.433419 |
43 | -0.016848 | -0.1316 | 0.447871 |
44 | -0.053211 | -0.4156 | 0.339584 |
45 | -0.049176 | -0.3841 | 0.351128 |
46 | -0.009544 | -0.0745 | 0.470411 |
47 | 0.008024 | 0.0627 | 0.475117 |
48 | 0.004306 | 0.0336 | 0.486641 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.848975 | 6.6307 | 0 |
2 | -0.400289 | -3.1264 | 0.001355 |
3 | 0.162475 | 1.269 | 0.104636 |
4 | 0.305093 | 2.3829 | 0.010155 |
5 | 0.097311 | 0.76 | 0.225085 |
6 | -0.124597 | -0.9731 | 0.167166 |
7 | -0.196909 | -1.5379 | 0.064621 |
8 | 0.027325 | 0.2134 | 0.415857 |
9 | 0.052896 | 0.4131 | 0.34048 |
10 | 0.12728 | 0.9941 | 0.162054 |
11 | -0.031845 | -0.2487 | 0.402206 |
12 | 0.016527 | 0.1291 | 0.448859 |
13 | -0.153161 | -1.1962 | 0.118118 |
14 | 0.094531 | 0.7383 | 0.231578 |
15 | -0.136885 | -1.0691 | 0.144617 |
16 | -0.186517 | -1.4567 | 0.075158 |
17 | -0.117334 | -0.9164 | 0.181532 |
18 | 0.005965 | 0.0466 | 0.481498 |
19 | 0.062534 | 0.4884 | 0.313508 |
20 | -0.125229 | -0.9781 | 0.165952 |
21 | -0.033388 | -0.2608 | 0.397575 |
22 | -0.103056 | -0.8049 | 0.212004 |
23 | 0.051452 | 0.4019 | 0.344599 |
24 | -0.027372 | -0.2138 | 0.415716 |
25 | -0.047345 | -0.3698 | 0.356415 |
26 | 0.089143 | 0.6962 | 0.244464 |
27 | -0.012665 | -0.0989 | 0.460764 |
28 | 0.00749 | 0.0585 | 0.476771 |
29 | -0.179508 | -1.402 | 0.082992 |
30 | -0.029169 | -0.2278 | 0.410276 |
31 | -0.041001 | -0.3202 | 0.374945 |
32 | -0.10649 | -0.8317 | 0.204407 |
33 | 0.109074 | 0.8519 | 0.198802 |
34 | 0.14667 | 1.1455 | 0.128233 |
35 | -0.012911 | -0.1008 | 0.460005 |
36 | 0.012361 | 0.0965 | 0.461703 |
37 | 0.063884 | 0.4989 | 0.309806 |
38 | 0.013296 | 0.1038 | 0.458817 |
39 | -0.047177 | -0.3685 | 0.3569 |
40 | -0.045704 | -0.357 | 0.361178 |
41 | -0.041856 | -0.3269 | 0.372428 |
42 | -0.008839 | -0.069 | 0.472594 |
43 | -0.052927 | -0.4134 | 0.340392 |
44 | -0.026061 | -0.2035 | 0.419694 |
45 | -0.005799 | -0.0453 | 0.48201 |
46 | -0.011821 | -0.0923 | 0.463372 |
47 | -0.163869 | -1.2799 | 0.10272 |
48 | 0.041108 | 0.3211 | 0.374631 |