Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.696554 | 5.9105 | 0 |
2 | 0.655606 | 5.563 | 0 |
3 | 0.686259 | 5.8231 | 0 |
4 | 0.561276 | 4.7626 | 5e-06 |
5 | 0.591035 | 5.0151 | 2e-06 |
6 | 0.478006 | 4.056 | 6.2e-05 |
7 | 0.408436 | 3.4657 | 0.000448 |
8 | 0.422523 | 3.5852 | 0.000305 |
9 | 0.307892 | 2.6126 | 0.005466 |
10 | 0.222103 | 1.8846 | 0.03176 |
11 | 0.248807 | 2.1112 | 0.019114 |
12 | 0.235888 | 2.0016 | 0.02455 |
13 | 0.070903 | 0.6016 | 0.274655 |
14 | 0.077726 | 0.6595 | 0.25583 |
15 | -0.028068 | -0.2382 | 0.406214 |
16 | -0.034759 | -0.2949 | 0.384444 |
17 | -0.018256 | -0.1549 | 0.438665 |
18 | -0.144582 | -1.2268 | 0.111944 |
19 | -0.136668 | -1.1597 | 0.125007 |
20 | -0.157899 | -1.3398 | 0.092258 |
21 | -0.216689 | -1.8387 | 0.035044 |
22 | -0.237008 | -2.0111 | 0.024031 |
23 | -0.238089 | -2.0203 | 0.023539 |
24 | -0.216453 | -1.8367 | 0.035194 |
25 | -0.252484 | -2.1424 | 0.017772 |
26 | -0.270379 | -2.2942 | 0.012348 |
27 | -0.314006 | -2.6644 | 0.004756 |
28 | -0.23038 | -1.9548 | 0.027242 |
29 | -0.225481 | -1.9133 | 0.029845 |
30 | -0.312731 | -2.6536 | 0.004897 |
31 | -0.295523 | -2.5076 | 0.007206 |
32 | -0.308801 | -2.6203 | 0.005355 |
33 | -0.333163 | -2.827 | 0.00304 |
34 | -0.332509 | -2.8214 | 0.003087 |
35 | -0.321828 | -2.7308 | 0.00397 |
36 | -0.303332 | -2.5739 | 0.006058 |
37 | -0.332448 | -2.8209 | 0.003092 |
38 | -0.337375 | -2.8627 | 0.002749 |
39 | -0.343274 | -2.9128 | 0.002384 |
40 | -0.273911 | -2.3242 | 0.01147 |
41 | -0.267716 | -2.2716 | 0.013049 |
42 | -0.2728 | -2.3148 | 0.01174 |
43 | -0.229294 | -1.9456 | 0.027802 |
44 | -0.217816 | -1.8482 | 0.034338 |
45 | -0.168173 | -1.427 | 0.078952 |
46 | -0.106296 | -0.902 | 0.185044 |
47 | -0.103332 | -0.8768 | 0.191757 |
48 | -0.046409 | -0.3938 | 0.347449 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.696554 | 5.9105 | 0 |
2 | 0.331029 | 2.8089 | 0.003198 |
3 | 0.327627 | 2.78 | 0.003465 |
4 | -0.071414 | -0.606 | 0.273222 |
5 | 0.157946 | 1.3402 | 0.092194 |
6 | -0.189313 | -1.6064 | 0.056284 |
7 | -0.057032 | -0.4839 | 0.314951 |
8 | 0.009273 | 0.0787 | 0.46875 |
9 | -0.083809 | -0.7111 | 0.239645 |
10 | -0.179345 | -1.5218 | 0.06622 |
11 | 0.120412 | 1.0217 | 0.155165 |
12 | 0.159513 | 1.3535 | 0.090064 |
13 | -0.32568 | -2.7635 | 0.003628 |
14 | 0.026552 | 0.2253 | 0.41119 |
15 | -0.214963 | -1.824 | 0.036149 |
16 | 0.122525 | 1.0397 | 0.150989 |
17 | -0.014407 | -0.1222 | 0.451521 |
18 | 0.059647 | 0.5061 | 0.307158 |
19 | -0.144592 | -1.2269 | 0.111928 |
20 | 0.004964 | 0.0421 | 0.483258 |
21 | 0.028183 | 0.2391 | 0.405839 |
22 | -0.13165 | -1.1171 | 0.133836 |
23 | 0.062628 | 0.5314 | 0.298384 |
24 | 0.040706 | 0.3454 | 0.3654 |
25 | 0.032158 | 0.2729 | 0.392866 |
26 | -0.123943 | -1.0517 | 0.14823 |
27 | 0.012554 | 0.1065 | 0.457731 |
28 | 0.036371 | 0.3086 | 0.379252 |
29 | 0.011664 | 0.099 | 0.460718 |
30 | -0.154324 | -1.3095 | 0.097268 |
31 | -0.139734 | -1.1857 | 0.119822 |
32 | -0.032861 | -0.2788 | 0.390586 |
33 | -0.108088 | -0.9172 | 0.181061 |
34 | 0.039282 | 0.3333 | 0.36993 |
35 | 0.027879 | 0.2366 | 0.406834 |
36 | -0.012306 | -0.1044 | 0.458563 |
37 | -0.147426 | -1.2509 | 0.107502 |
38 | 0.076238 | 0.6469 | 0.259876 |
39 | -0.046317 | -0.393 | 0.347735 |
40 | -0.009291 | -0.0788 | 0.468689 |
41 | 0.032086 | 0.2723 | 0.3931 |
42 | 0.074155 | 0.6292 | 0.265597 |
43 | 0.00381 | 0.0323 | 0.487149 |
44 | 0.031156 | 0.2644 | 0.396127 |
45 | 0.080746 | 0.6852 | 0.247723 |
46 | 0.034593 | 0.2935 | 0.384981 |
47 | -0.051617 | -0.438 | 0.331354 |
48 | 0.015411 | 0.1308 | 0.448161 |