Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.796682 | 6.713 | 0 |
2 | 0.581752 | 4.9019 | 3e-06 |
3 | 0.432976 | 3.6483 | 0.00025 |
4 | 0.305865 | 2.5773 | 0.006018 |
5 | 0.237431 | 2.0006 | 0.024629 |
6 | 0.237465 | 2.0009 | 0.024613 |
7 | 0.217525 | 1.8329 | 0.035505 |
8 | 0.231803 | 1.9532 | 0.027368 |
9 | 0.275416 | 2.3207 | 0.01159 |
10 | 0.310283 | 2.6145 | 0.005452 |
11 | 0.283555 | 2.3893 | 0.00977 |
12 | 0.158735 | 1.3375 | 0.09266 |
13 | 0.025926 | 0.2185 | 0.41385 |
14 | -0.052597 | -0.4432 | 0.329488 |
15 | -0.063008 | -0.5309 | 0.298568 |
16 | -0.02165 | -0.1824 | 0.427884 |
17 | 0.044665 | 0.3764 | 0.353886 |
18 | 0.065925 | 0.5555 | 0.290151 |
19 | 0.122332 | 1.0308 | 0.153069 |
20 | 0.085163 | 0.7176 | 0.237679 |
21 | 0.00055 | 0.0046 | 0.498158 |
22 | -0.066647 | -0.5616 | 0.288087 |
23 | -0.140488 | -1.1838 | 0.120226 |
24 | -0.197841 | -1.667 | 0.049957 |
25 | -0.176622 | -1.4882 | 0.070558 |
26 | -0.152332 | -1.2836 | 0.101732 |
27 | -0.142253 | -1.1986 | 0.117326 |
28 | -0.116358 | -0.9804 | 0.165097 |
29 | -0.072943 | -0.6146 | 0.270381 |
30 | -0.069574 | -0.5862 | 0.279785 |
31 | -0.134859 | -1.1363 | 0.129817 |
32 | -0.212575 | -1.7912 | 0.038762 |
33 | -0.238193 | -2.007 | 0.024276 |
34 | -0.221233 | -1.8641 | 0.033218 |
35 | -0.158564 | -1.3361 | 0.092894 |
36 | -0.090972 | -0.7665 | 0.222946 |
37 | -0.073559 | -0.6198 | 0.268681 |
38 | -0.071745 | -0.6045 | 0.273708 |
39 | -0.055856 | -0.4707 | 0.319666 |
40 | -0.044996 | -0.3791 | 0.352858 |
41 | -0.063291 | -0.5333 | 0.297745 |
42 | -0.111478 | -0.9393 | 0.175373 |
43 | -0.150043 | -1.2643 | 0.105132 |
44 | -0.145482 | -1.2259 | 0.112152 |
45 | -0.112614 | -0.9489 | 0.172944 |
46 | -0.08364 | -0.7048 | 0.241633 |
47 | -0.075073 | -0.6326 | 0.264521 |
48 | -0.100487 | -0.8467 | 0.199999 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.796682 | 6.713 | 0 |
2 | -0.14495 | -1.2214 | 0.112994 |
3 | 0.049785 | 0.4195 | 0.33806 |
4 | -0.05921 | -0.4989 | 0.30969 |
5 | 0.082048 | 0.6913 | 0.245801 |
6 | 0.120158 | 1.0125 | 0.157377 |
7 | -0.051526 | -0.4342 | 0.332742 |
8 | 0.132533 | 1.1167 | 0.133935 |
9 | 0.092186 | 0.7768 | 0.219936 |
10 | 0.075918 | 0.6397 | 0.262215 |
11 | -0.091772 | -0.7733 | 0.22096 |
12 | -0.249099 | -2.0989 | 0.019689 |
13 | -0.056392 | -0.4752 | 0.318063 |
14 | 0.009167 | 0.0772 | 0.469324 |
15 | 0.089752 | 0.7563 | 0.225997 |
16 | 0.058619 | 0.4939 | 0.311439 |
17 | 0.055933 | 0.4713 | 0.319437 |
18 | -0.058687 | -0.4945 | 0.311239 |
19 | 0.143059 | 1.2054 | 0.116018 |
20 | -0.281345 | -2.3707 | 0.010237 |
21 | -0.079879 | -0.6731 | 0.251543 |
22 | 0.013489 | 0.1137 | 0.454915 |
23 | -0.001247 | -0.0105 | 0.495821 |
24 | 0.050626 | 0.4266 | 0.335487 |
25 | -0.001491 | -0.0126 | 0.495005 |
26 | -0.069028 | -0.5816 | 0.281325 |
27 | -0.100824 | -0.8496 | 0.199212 |
28 | -0.034437 | -0.2902 | 0.386265 |
29 | 0.094964 | 0.8002 | 0.213139 |
30 | -0.041233 | -0.3474 | 0.364645 |
31 | -0.080162 | -0.6755 | 0.250791 |
32 | -0.014365 | -0.121 | 0.452 |
33 | 0.087736 | 0.7393 | 0.231089 |
34 | 0.010386 | 0.0875 | 0.465256 |
35 | 0.043641 | 0.3677 | 0.357085 |
36 | -0.103324 | -0.8706 | 0.193446 |
37 | 0.015998 | 0.1348 | 0.446576 |
38 | -0.020906 | -0.1762 | 0.430334 |
39 | 0.050734 | 0.4275 | 0.335156 |
40 | 0.028681 | 0.2417 | 0.404867 |
41 | -0.07081 | -0.5967 | 0.276319 |
42 | -0.021268 | -0.1792 | 0.429144 |
43 | 0.043059 | 0.3628 | 0.358907 |
44 | -0.045688 | -0.385 | 0.350704 |
45 | -0.060442 | -0.5093 | 0.306062 |
46 | -0.08589 | -0.7237 | 0.235807 |
47 | 0.013134 | 0.1107 | 0.456096 |
48 | -0.048011 | -0.4045 | 0.343514 |