Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.757368 | 6.4265 | 0 |
2 | 0.568907 | 4.8273 | 4e-06 |
3 | 0.382849 | 3.2486 | 0.000882 |
4 | 0.131215 | 1.1134 | 0.134621 |
5 | 0.000232 | 0.002 | 0.499216 |
6 | -0.105859 | -0.8982 | 0.186025 |
7 | -0.147583 | -1.2523 | 0.10726 |
8 | -0.140342 | -1.1908 | 0.118813 |
9 | -0.028438 | -0.2413 | 0.405001 |
10 | 0.05736 | 0.4867 | 0.31397 |
11 | 0.054462 | 0.4621 | 0.322692 |
12 | 0.11284 | 0.9575 | 0.170765 |
13 | 0.026601 | 0.2257 | 0.411031 |
14 | -0.085305 | -0.7238 | 0.235755 |
15 | -0.156885 | -1.3312 | 0.09366 |
16 | -0.313451 | -2.6597 | 0.004817 |
17 | -0.375196 | -3.1836 | 0.001074 |
18 | -0.38422 | -3.2602 | 0.000851 |
19 | -0.362669 | -3.0774 | 0.001477 |
20 | -0.278708 | -2.3649 | 0.010366 |
21 | -0.174627 | -1.4818 | 0.071384 |
22 | -0.056208 | -0.4769 | 0.317424 |
23 | 0.04131 | 0.3505 | 0.363484 |
24 | 0.08149 | 0.6915 | 0.245748 |
25 | 0.093865 | 0.7965 | 0.214189 |
26 | 0.087262 | 0.7404 | 0.23072 |
27 | 0.057731 | 0.4899 | 0.31286 |
28 | 0.010015 | 0.085 | 0.466255 |
29 | -0.030841 | -0.2617 | 0.397151 |
30 | -0.051596 | -0.4378 | 0.33142 |
31 | -0.079804 | -0.6772 | 0.250238 |
32 | -0.043741 | -0.3712 | 0.355807 |
33 | 0.032869 | 0.2789 | 0.390558 |
34 | 0.087696 | 0.7441 | 0.229612 |
35 | 0.181709 | 1.5418 | 0.063747 |
36 | 0.238279 | 2.0219 | 0.023454 |
37 | 0.209632 | 1.7788 | 0.039748 |
38 | 0.198935 | 1.688 | 0.047868 |
39 | 0.113517 | 0.9632 | 0.16933 |
40 | 0.024249 | 0.2058 | 0.41878 |
41 | -0.028688 | -0.2434 | 0.404185 |
42 | -0.087283 | -0.7406 | 0.230665 |
43 | -0.122175 | -1.0367 | 0.151674 |
44 | -0.115492 | -0.98 | 0.165189 |
45 | -0.06788 | -0.576 | 0.283212 |
46 | -0.057734 | -0.4899 | 0.31285 |
47 | -0.044377 | -0.3765 | 0.353809 |
48 | -0.008996 | -0.0763 | 0.469682 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.757368 | 6.4265 | 0 |
2 | -0.01102 | -0.0935 | 0.46288 |
3 | -0.104201 | -0.8842 | 0.189772 |
4 | -0.288591 | -2.4488 | 0.008385 |
5 | 0.057562 | 0.4884 | 0.313366 |
6 | -0.038336 | -0.3253 | 0.372953 |
7 | 0.058096 | 0.493 | 0.31177 |
8 | -0.018259 | -0.1549 | 0.438655 |
9 | 0.245954 | 2.087 | 0.020215 |
10 | -0.018244 | -0.1548 | 0.438704 |
11 | -0.182078 | -1.545 | 0.063368 |
12 | 0.064085 | 0.5438 | 0.294136 |
13 | -0.199728 | -1.6947 | 0.047223 |
14 | -0.107867 | -0.9153 | 0.18155 |
15 | -0.046818 | -0.3973 | 0.346173 |
16 | -0.159616 | -1.3544 | 0.089924 |
17 | 0.018561 | 0.1575 | 0.437649 |
18 | -0.012366 | -0.1049 | 0.458363 |
19 | -0.041864 | -0.3552 | 0.361729 |
20 | 0.033006 | 0.2801 | 0.390114 |
21 | -0.014495 | -0.123 | 0.451227 |
22 | 0.002795 | 0.0237 | 0.490574 |
23 | 0.097661 | 0.8287 | 0.205013 |
24 | -0.15827 | -1.343 | 0.091751 |
25 | 0.049809 | 0.4226 | 0.336909 |
26 | 0.112289 | 0.9528 | 0.171939 |
27 | -0.076023 | -0.6451 | 0.260464 |
28 | 0.018507 | 0.157 | 0.437829 |
29 | -0.036767 | -0.312 | 0.37798 |
30 | -0.049803 | -0.4226 | 0.336925 |
31 | -0.056179 | -0.4767 | 0.317511 |
32 | -0.021249 | -0.1803 | 0.428709 |
33 | 0.104505 | 0.8868 | 0.189081 |
34 | 0.059271 | 0.5029 | 0.308274 |
35 | 0.01281 | 0.1087 | 0.456872 |
36 | 0.06419 | 0.5447 | 0.293831 |
37 | -0.116479 | -0.9884 | 0.163145 |
38 | -0.005002 | -0.0424 | 0.483131 |
39 | -0.05887 | -0.4995 | 0.309464 |
40 | -0.005097 | -0.0432 | 0.482812 |
41 | 0.070613 | 0.5992 | 0.27547 |
42 | -0.003453 | -0.0293 | 0.488352 |
43 | -0.033744 | -0.2863 | 0.387723 |
44 | 0.0463 | 0.3929 | 0.347787 |
45 | -0.055719 | -0.4728 | 0.318895 |
46 | -0.085321 | -0.724 | 0.235713 |
47 | -0.06845 | -0.5808 | 0.281589 |
48 | -0.018805 | -0.1596 | 0.436836 |