Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.719201 | 6.1026 | 0 |
2 | 0.587262 | 4.9831 | 2e-06 |
3 | 0.451584 | 3.8318 | 0.000135 |
4 | 0.294616 | 2.4999 | 0.007351 |
5 | 0.211913 | 1.7981 | 0.038173 |
6 | 0.056674 | 0.4809 | 0.316025 |
7 | -7.6e-05 | -6e-04 | 0.499743 |
8 | -0.05958 | -0.5056 | 0.307357 |
9 | -0.075381 | -0.6396 | 0.262222 |
10 | -0.120412 | -1.0217 | 0.155164 |
11 | -0.140337 | -1.1908 | 0.118822 |
12 | -0.209788 | -1.7801 | 0.039639 |
13 | -0.135364 | -1.1486 | 0.12726 |
14 | -0.090048 | -0.7641 | 0.223657 |
15 | -0.072268 | -0.6132 | 0.270835 |
16 | -0.06367 | -0.5403 | 0.295343 |
17 | 0.006997 | 0.0594 | 0.476412 |
18 | 0.140249 | 1.1901 | 0.118968 |
19 | 0.130416 | 1.1066 | 0.136071 |
20 | 0.186918 | 1.5861 | 0.058555 |
21 | 0.13021 | 1.1049 | 0.136447 |
22 | 0.116929 | 0.9922 | 0.162218 |
23 | 0.054611 | 0.4634 | 0.32224 |
24 | -0.077801 | -0.6602 | 0.255628 |
25 | -0.093794 | -0.7959 | 0.214363 |
26 | -0.18626 | -1.5805 | 0.059192 |
27 | -0.204011 | -1.7311 | 0.043859 |
28 | -0.183725 | -1.559 | 0.061696 |
29 | -0.255916 | -2.1715 | 0.016594 |
30 | -0.30508 | -2.5887 | 0.005824 |
31 | -0.323669 | -2.7464 | 0.003803 |
32 | -0.342035 | -2.9023 | 0.002457 |
33 | -0.342877 | -2.9094 | 0.002407 |
34 | -0.368539 | -3.1272 | 0.001273 |
35 | -0.292485 | -2.4818 | 0.007703 |
36 | -0.175805 | -1.4918 | 0.070066 |
37 | -0.131872 | -1.119 | 0.133435 |
38 | -0.049909 | -0.4235 | 0.336598 |
39 | -0.034691 | -0.2944 | 0.384665 |
40 | -0.008619 | -0.0731 | 0.47095 |
41 | 0.0224 | 0.1901 | 0.424896 |
42 | 0.015799 | 0.1341 | 0.446865 |
43 | 0.006936 | 0.0589 | 0.476617 |
44 | -0.04958 | -0.4207 | 0.337614 |
45 | -0.039505 | -0.3352 | 0.36922 |
46 | -0.041136 | -0.3491 | 0.364034 |
47 | -0.040398 | -0.3428 | 0.366377 |
48 | -0.029752 | -0.2525 | 0.400706 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.719201 | 6.1026 | 0 |
2 | 0.145029 | 1.2306 | 0.111237 |
3 | -0.029255 | -0.2482 | 0.402329 |
4 | -0.126371 | -1.0723 | 0.143585 |
5 | 0.021078 | 0.1789 | 0.429278 |
6 | -0.176136 | -1.4946 | 0.0697 |
7 | 0.031829 | 0.2701 | 0.393938 |
8 | -0.027555 | -0.2338 | 0.407897 |
9 | 0.05042 | 0.4278 | 0.335027 |
10 | -0.108116 | -0.9174 | 0.180999 |
11 | 0.00011 | 9e-04 | 0.499627 |
12 | -0.186184 | -1.5798 | 0.059266 |
13 | 0.227554 | 1.9309 | 0.028719 |
14 | 0.009619 | 0.0816 | 0.467588 |
15 | 0.019689 | 0.1671 | 0.433892 |
16 | -0.143803 | -1.2202 | 0.113184 |
17 | 0.228698 | 1.9406 | 0.028113 |
18 | 0.122377 | 1.0384 | 0.151278 |
19 | -0.074886 | -0.6354 | 0.263581 |
20 | 0.016678 | 0.1415 | 0.443928 |
21 | -0.097726 | -0.8292 | 0.204857 |
22 | -0.023664 | -0.2008 | 0.420711 |
23 | -0.126955 | -1.0772 | 0.142483 |
24 | -0.187003 | -1.5868 | 0.058473 |
25 | 0.13515 | 1.1468 | 0.127634 |
26 | -0.075461 | -0.6403 | 0.262003 |
27 | -0.03537 | -0.3001 | 0.382474 |
28 | 0.012504 | 0.1061 | 0.457898 |
29 | -0.126911 | -1.0769 | 0.142565 |
30 | -0.058551 | -0.4968 | 0.310413 |
31 | -0.118089 | -1.002 | 0.159846 |
32 | -0.033579 | -0.2849 | 0.38826 |
33 | -0.083823 | -0.7113 | 0.23961 |
34 | -0.048156 | -0.4086 | 0.342016 |
35 | 0.090895 | 0.7713 | 0.221535 |
36 | 0.042047 | 0.3568 | 0.361151 |
37 | -0.036651 | -0.311 | 0.37835 |
38 | -0.033398 | -0.2834 | 0.388846 |
39 | -0.100798 | -0.8553 | 0.197611 |
40 | -0.052808 | -0.4481 | 0.327718 |
41 | 0.009238 | 0.0784 | 0.468868 |
42 | 0.001469 | 0.0125 | 0.495045 |
43 | -0.069132 | -0.5866 | 0.279653 |
44 | -0.003397 | -0.0288 | 0.488544 |
45 | -0.016688 | -0.1416 | 0.443895 |
46 | -0.051184 | -0.4343 | 0.332682 |
47 | 0.068812 | 0.5839 | 0.280559 |
48 | 0.025581 | 0.2171 | 0.414389 |