Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.552116 | 5.4935 | 0 |
2 | 0.501859 | 4.9934 | 1e-06 |
3 | 0.387853 | 3.8591 | 0.000101 |
4 | 0.307069 | 3.0553 | 0.001445 |
5 | 0.269524 | 2.6817 | 0.004291 |
6 | 0.143556 | 1.4284 | 0.078168 |
7 | 0.144421 | 1.437 | 0.07694 |
8 | 0.023602 | 0.2348 | 0.407411 |
9 | -0.023347 | -0.2323 | 0.408393 |
10 | -0.092954 | -0.9249 | 0.17864 |
11 | -0.070005 | -0.6965 | 0.243861 |
12 | -0.067907 | -0.6757 | 0.250413 |
13 | -0.124839 | -1.2421 | 0.108561 |
14 | -0.171121 | -1.7026 | 0.045887 |
15 | -0.13734 | -1.3665 | 0.087436 |
16 | -0.16271 | -1.6189 | 0.05432 |
17 | -0.058896 | -0.586 | 0.279602 |
18 | -0.039928 | -0.3973 | 0.346008 |
19 | 0.028236 | 0.2809 | 0.389669 |
20 | -0.018466 | -0.1837 | 0.427297 |
21 | -0.032773 | -0.3261 | 0.372524 |
22 | 0.028061 | 0.2792 | 0.390335 |
23 | -0.05434 | -0.5407 | 0.294973 |
24 | -0.006661 | -0.0663 | 0.473648 |
25 | 0.041555 | 0.4135 | 0.340079 |
26 | 0.107723 | 1.0718 | 0.143201 |
27 | 0.044258 | 0.4404 | 0.330316 |
28 | 0.084925 | 0.845 | 0.200075 |
29 | 0.013303 | 0.1324 | 0.447484 |
30 | 0.10508 | 1.0455 | 0.149162 |
31 | 0.060374 | 0.6007 | 0.274702 |
32 | 0.08057 | 0.8017 | 0.212335 |
33 | 0.049654 | 0.4941 | 0.311181 |
34 | 0.013711 | 0.1364 | 0.445881 |
35 | -0.027821 | -0.2768 | 0.391248 |
36 | -0.089773 | -0.8932 | 0.186951 |
37 | -0.073407 | -0.7304 | 0.233439 |
38 | -0.122682 | -1.2207 | 0.112555 |
39 | -0.132825 | -1.3216 | 0.094675 |
40 | -0.183799 | -1.8288 | 0.035222 |
41 | -0.2291 | -2.2795 | 0.012391 |
42 | -0.218634 | -2.1754 | 0.015991 |
43 | -0.223305 | -2.2219 | 0.014285 |
44 | -0.214149 | -2.1308 | 0.017793 |
45 | -0.218972 | -2.1787 | 0.015862 |
46 | -0.23427 | -2.331 | 0.010892 |
47 | -0.187386 | -1.8645 | 0.032609 |
48 | -0.23474 | -2.3356 | 0.010764 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.552116 | 5.4935 | 0 |
2 | 0.283424 | 2.82 | 0.002901 |
3 | 0.051333 | 0.5108 | 0.30533 |
4 | -0.001762 | -0.0175 | 0.493023 |
5 | 0.039397 | 0.392 | 0.347953 |
6 | -0.108348 | -1.078 | 0.141816 |
7 | 0.031392 | 0.3123 | 0.377716 |
8 | -0.111282 | -1.1072 | 0.135437 |
9 | -0.068996 | -0.6865 | 0.247002 |
10 | -0.078175 | -0.7778 | 0.219261 |
11 | 0.061977 | 0.6167 | 0.269435 |
12 | 0.026818 | 0.2668 | 0.395076 |
13 | -0.067886 | -0.6755 | 0.250479 |
14 | -0.115946 | -1.1537 | 0.12571 |
15 | 0.052156 | 0.5189 | 0.30248 |
16 | -0.046348 | -0.4612 | 0.322849 |
17 | 0.144816 | 1.4409 | 0.076384 |
18 | 0.037263 | 0.3708 | 0.355802 |
19 | 0.073199 | 0.7283 | 0.234069 |
20 | -0.108329 | -1.0779 | 0.141857 |
21 | -0.041013 | -0.4081 | 0.34205 |
22 | 0.037398 | 0.3721 | 0.355307 |
23 | -0.11793 | -1.1734 | 0.121727 |
24 | -0.02859 | -0.2845 | 0.388325 |
25 | 0.156618 | 1.5583 | 0.061173 |
26 | 0.125305 | 1.2468 | 0.107712 |
27 | -0.077104 | -0.7672 | 0.222401 |
28 | 0.051596 | 0.5134 | 0.304417 |
29 | -0.146563 | -1.4583 | 0.073963 |
30 | 0.106175 | 1.0564 | 0.146672 |
31 | -0.025789 | -0.2566 | 0.399012 |
32 | 0.085109 | 0.8468 | 0.199568 |
33 | -0.067395 | -0.6706 | 0.252029 |
34 | -0.017826 | -0.1774 | 0.42979 |
35 | -0.087803 | -0.8736 | 0.192218 |
36 | -0.058607 | -0.5831 | 0.280564 |
37 | -0.117507 | -1.1692 | 0.122569 |
38 | -0.002604 | -0.0259 | 0.489691 |
39 | -0.034505 | -0.3433 | 0.366042 |
40 | 0.031208 | 0.3105 | 0.378411 |
41 | -0.090156 | -0.897 | 0.185938 |
42 | 0.051424 | 0.5117 | 0.305014 |
43 | -0.103623 | -1.031 | 0.152517 |
44 | -0.0429 | -0.4268 | 0.335209 |
45 | -0.098195 | -0.977 | 0.165469 |
46 | 0.026698 | 0.2656 | 0.395535 |
47 | -0.029971 | -0.2982 | 0.383084 |
48 | -0.054741 | -0.5447 | 0.293605 |