Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.799424 | 6.7833 | 0 |
2 | 0.658201 | 5.585 | 0 |
3 | 0.585141 | 4.9651 | 2e-06 |
4 | 0.518812 | 4.4023 | 1.8e-05 |
5 | 0.488768 | 4.1473 | 4.5e-05 |
6 | 0.43229 | 3.6681 | 0.000232 |
7 | 0.372447 | 3.1603 | 0.001153 |
8 | 0.31701 | 2.6899 | 0.004439 |
9 | 0.337507 | 2.8638 | 0.00274 |
10 | 0.318354 | 2.7013 | 0.004303 |
11 | 0.244254 | 2.0726 | 0.020897 |
12 | 0.225101 | 1.91 | 0.030055 |
13 | 0.170704 | 1.4485 | 0.075913 |
14 | 0.133929 | 1.1364 | 0.129773 |
15 | 0.171008 | 1.4511 | 0.075554 |
16 | 0.157546 | 1.3368 | 0.092744 |
17 | 0.157301 | 1.3347 | 0.093083 |
18 | 0.108594 | 0.9214 | 0.179946 |
19 | 0.064293 | 0.5455 | 0.293534 |
20 | 0.046425 | 0.3939 | 0.347399 |
21 | 0.031922 | 0.2709 | 0.393633 |
22 | -0.016784 | -0.1424 | 0.443573 |
23 | -0.064451 | -0.5469 | 0.293075 |
24 | -0.064696 | -0.549 | 0.292363 |
25 | -0.068307 | -0.5796 | 0.281994 |
26 | -0.069593 | -0.5905 | 0.278346 |
27 | -0.090826 | -0.7707 | 0.221707 |
28 | -0.11414 | -0.9685 | 0.168016 |
29 | -0.083547 | -0.7089 | 0.240333 |
30 | -0.071616 | -0.6077 | 0.272656 |
31 | -0.068496 | -0.5812 | 0.281458 |
32 | -0.046714 | -0.3964 | 0.346498 |
33 | -0.030377 | -0.2578 | 0.398663 |
34 | -0.031663 | -0.2687 | 0.394475 |
35 | -0.024138 | -0.2048 | 0.419146 |
36 | -0.008842 | -0.075 | 0.470202 |
37 | -0.033195 | -0.2817 | 0.389501 |
38 | -0.021265 | -0.1804 | 0.428658 |
39 | -0.026956 | -0.2287 | 0.409864 |
40 | -0.045864 | -0.3892 | 0.34915 |
41 | -0.04611 | -0.3913 | 0.348383 |
42 | -0.091451 | -0.776 | 0.220149 |
43 | -0.127981 | -1.086 | 0.14056 |
44 | -0.137038 | -1.1628 | 0.124374 |
45 | -0.120702 | -1.0242 | 0.154588 |
46 | -0.10669 | -0.9053 | 0.184164 |
47 | -0.143221 | -1.2153 | 0.114117 |
48 | -0.199698 | -1.6945 | 0.047246 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.799424 | 6.7833 | 0 |
2 | 0.052981 | 0.4496 | 0.32719 |
3 | 0.123595 | 1.0487 | 0.148902 |
4 | 0.021337 | 0.181 | 0.428419 |
5 | 0.101998 | 0.8655 | 0.194825 |
6 | -0.047299 | -0.4013 | 0.344676 |
7 | -0.015988 | -0.1357 | 0.446235 |
8 | -0.033957 | -0.2881 | 0.387035 |
9 | 0.186446 | 1.5821 | 0.059011 |
10 | -0.058891 | -0.4997 | 0.309404 |
11 | -0.117338 | -0.9956 | 0.161379 |
12 | 0.069535 | 0.59 | 0.27851 |
13 | -0.094507 | -0.8019 | 0.212619 |
14 | -0.01573 | -0.1335 | 0.447094 |
15 | 0.162273 | 1.3769 | 0.086399 |
16 | -0.048997 | -0.4158 | 0.339414 |
17 | 0.079396 | 0.6737 | 0.25133 |
18 | -0.163968 | -1.3913 | 0.084208 |
19 | -0.048487 | -0.4114 | 0.340991 |
20 | 0.030746 | 0.2609 | 0.39746 |
21 | -0.024864 | -0.211 | 0.41675 |
22 | -0.141109 | -1.1973 | 0.117549 |
23 | 0.060238 | 0.5111 | 0.305411 |
24 | -0.004176 | -0.0354 | 0.485915 |
25 | -0.010149 | -0.0861 | 0.465806 |
26 | -0.003424 | -0.029 | 0.488453 |
27 | -0.088069 | -0.7473 | 0.22866 |
28 | 0.064822 | 0.55 | 0.291999 |
29 | 0.120839 | 1.0254 | 0.154315 |
30 | -0.093559 | -0.7939 | 0.214938 |
31 | 0.077232 | 0.6553 | 0.25717 |
32 | 0.040213 | 0.3412 | 0.366967 |
33 | -0.011758 | -0.0998 | 0.460403 |
34 | -0.029165 | -0.2475 | 0.402622 |
35 | 0.024279 | 0.206 | 0.418681 |
36 | 0.002291 | 0.0194 | 0.492273 |
37 | -0.024522 | -0.2081 | 0.417879 |
38 | 0.007298 | 0.0619 | 0.475398 |
39 | -0.031059 | -0.2635 | 0.396442 |
40 | 0.022559 | 0.1914 | 0.424369 |
41 | -0.092494 | -0.7848 | 0.217561 |
42 | -0.14787 | -1.2547 | 0.106819 |
43 | 0.040521 | 0.3438 | 0.365987 |
44 | -0.009889 | -0.0839 | 0.46668 |
45 | 0.030398 | 0.2579 | 0.398596 |
46 | 0.017552 | 0.1489 | 0.441012 |
47 | -0.147792 | -1.2541 | 0.106939 |
48 | -0.139488 | -1.1836 | 0.120233 |