Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.684696 | 6.9151 | 0 |
2 | 0.585517 | 5.9134 | 0 |
3 | 0.43078 | 4.3507 | 1.6e-05 |
4 | 0.335986 | 3.3933 | 0.000492 |
5 | 0.252438 | 2.5495 | 0.006138 |
6 | 0.204208 | 2.0624 | 0.020855 |
7 | 0.128638 | 1.2992 | 0.098405 |
8 | 0.131599 | 1.3291 | 0.093393 |
9 | 0.074772 | 0.7552 | 0.225948 |
10 | 0.026232 | 0.2649 | 0.395798 |
11 | -0.051246 | -0.5176 | 0.302943 |
12 | -0.159177 | -1.6076 | 0.055506 |
13 | -0.205 | -2.0704 | 0.020471 |
14 | -0.161923 | -1.6353 | 0.05253 |
15 | -0.103388 | -1.0442 | 0.149438 |
16 | -0.048516 | -0.49 | 0.312598 |
17 | -0.057902 | -0.5848 | 0.279994 |
18 | -0.018815 | -0.19 | 0.424837 |
19 | -0.053236 | -0.5377 | 0.295991 |
20 | -0.09746 | -0.9843 | 0.16365 |
21 | -0.088429 | -0.8931 | 0.186955 |
22 | -0.148438 | -1.4991 | 0.068462 |
23 | -0.12897 | -1.3025 | 0.097833 |
24 | -0.090674 | -0.9158 | 0.180976 |
25 | -0.083879 | -0.8471 | 0.199451 |
26 | -0.081469 | -0.8228 | 0.206271 |
27 | -0.11725 | -1.1842 | 0.11955 |
28 | -0.212181 | -2.1429 | 0.017249 |
29 | -0.23847 | -2.4084 | 0.008908 |
30 | -0.196597 | -1.9855 | 0.024885 |
31 | -0.224003 | -2.2623 | 0.012899 |
32 | -0.222075 | -2.2428 | 0.013535 |
33 | -0.230188 | -2.3248 | 0.011032 |
34 | -0.192941 | -1.9486 | 0.027045 |
35 | -0.141181 | -1.4259 | 0.078482 |
36 | -0.134059 | -1.3539 | 0.089375 |
37 | -0.110121 | -1.1122 | 0.13434 |
38 | -0.081953 | -0.8277 | 0.204892 |
39 | -0.031947 | -0.3226 | 0.373813 |
40 | 0.016306 | 0.1647 | 0.434761 |
41 | 0.10617 | 1.0723 | 0.143066 |
42 | 0.09534 | 0.9629 | 0.168941 |
43 | 0.12987 | 1.3116 | 0.096295 |
44 | 0.119917 | 1.2111 | 0.114327 |
45 | 0.190557 | 1.9245 | 0.028537 |
46 | 0.23035 | 2.3264 | 0.010987 |
47 | 0.232037 | 2.3435 | 0.010523 |
48 | 0.300614 | 3.0361 | 0.001521 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.684696 | 6.9151 | 0 |
2 | 0.219711 | 2.219 | 0.014352 |
3 | -0.064233 | -0.6487 | 0.258987 |
4 | -0.00993 | -0.1003 | 0.460154 |
5 | -0.001768 | -0.0179 | 0.492893 |
6 | 0.022582 | 0.2281 | 0.410025 |
7 | -0.058985 | -0.5957 | 0.276342 |
8 | 0.074271 | 0.7501 | 0.22746 |
9 | -0.048249 | -0.4873 | 0.313549 |
10 | -0.076192 | -0.7695 | 0.221686 |
11 | -0.098875 | -0.9986 | 0.160178 |
12 | -0.166037 | -1.6769 | 0.048313 |
13 | -0.027648 | -0.2792 | 0.390318 |
14 | 0.141075 | 1.4248 | 0.078635 |
15 | 0.128205 | 1.2948 | 0.099155 |
16 | 0.037451 | 0.3782 | 0.35302 |
17 | -0.097139 | -0.9811 | 0.164444 |
18 | 0.032986 | 0.3331 | 0.369857 |
19 | -0.085307 | -0.8616 | 0.195475 |
20 | -0.105384 | -1.0643 | 0.144847 |
21 | 0.077268 | 0.7804 | 0.218491 |
22 | -0.103801 | -1.0483 | 0.148481 |
23 | 0.000421 | 0.0042 | 0.498309 |
24 | 0.023788 | 0.2403 | 0.405309 |
25 | -0.062896 | -0.6352 | 0.263356 |
26 | -0.051779 | -0.5229 | 0.301073 |
27 | -0.048019 | -0.485 | 0.314368 |
28 | -0.12355 | -1.2478 | 0.107482 |
29 | -0.052565 | -0.5309 | 0.298327 |
30 | 0.16267 | 1.6429 | 0.051743 |
31 | -0.076541 | -0.773 | 0.220648 |
32 | -0.142071 | -1.4349 | 0.077194 |
33 | -0.064512 | -0.6515 | 0.25808 |
34 | 0.01251 | 0.1263 | 0.449854 |
35 | 0.063158 | 0.6379 | 0.262496 |
36 | -0.005917 | -0.0598 | 0.476233 |
37 | 0.05868 | 0.5926 | 0.277368 |
38 | 0.040802 | 0.4121 | 0.340572 |
39 | 0.000711 | 0.0072 | 0.497141 |
40 | -0.020498 | -0.207 | 0.418204 |
41 | 0.076261 | 0.7702 | 0.22148 |
42 | -0.084641 | -0.8548 | 0.197323 |
43 | 0.084792 | 0.8564 | 0.196903 |
44 | -0.004923 | -0.0497 | 0.480222 |
45 | 0.073883 | 0.7462 | 0.228636 |
46 | 0.126502 | 1.2776 | 0.102144 |
47 | 0.002143 | 0.0216 | 0.491387 |
48 | 0.129602 | 1.3089 | 0.096752 |