Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.692944 | 5.8798 | 0 |
2 | 0.578725 | 4.9106 | 3e-06 |
3 | 0.621639 | 5.2748 | 1e-06 |
4 | 0.611561 | 5.1893 | 1e-06 |
5 | 0.502682 | 4.2654 | 3e-05 |
6 | 0.540345 | 4.585 | 9e-06 |
7 | 0.436026 | 3.6998 | 0.000209 |
8 | 0.420453 | 3.5677 | 0.000323 |
9 | 0.345777 | 2.934 | 0.002243 |
10 | 0.253678 | 2.1525 | 0.017354 |
11 | 0.323519 | 2.7452 | 0.003816 |
12 | 0.440802 | 3.7403 | 0.000183 |
13 | 0.193601 | 1.6428 | 0.052396 |
14 | 0.094365 | 0.8007 | 0.212966 |
15 | 0.120111 | 1.0192 | 0.155765 |
16 | 0.1377 | 1.1684 | 0.123246 |
17 | 0.046967 | 0.3985 | 0.34571 |
18 | 0.078334 | 0.6647 | 0.254187 |
19 | 0.017612 | 0.1494 | 0.440811 |
20 | 0.008697 | 0.0738 | 0.470688 |
21 | -0.082455 | -0.6997 | 0.243198 |
22 | -0.098818 | -0.8385 | 0.202263 |
23 | -0.038758 | -0.3289 | 0.371604 |
24 | 0.029754 | 0.2525 | 0.400699 |
25 | -0.097403 | -0.8265 | 0.205628 |
26 | -0.157316 | -1.3349 | 0.093062 |
27 | -0.105519 | -0.8954 | 0.186789 |
28 | -0.036399 | -0.3089 | 0.379163 |
29 | -0.100125 | -0.8496 | 0.199185 |
30 | -0.063749 | -0.5409 | 0.295115 |
31 | -0.057132 | -0.4848 | 0.314652 |
32 | -0.095727 | -0.8123 | 0.209656 |
33 | -0.156388 | -1.327 | 0.094351 |
34 | -0.146595 | -1.2439 | 0.108786 |
35 | -0.126002 | -1.0692 | 0.144284 |
36 | -0.06438 | -0.5463 | 0.293281 |
37 | -0.137321 | -1.1652 | 0.123891 |
38 | -0.212882 | -1.8064 | 0.03752 |
39 | -0.142005 | -1.205 | 0.116084 |
40 | -0.079663 | -0.676 | 0.250616 |
41 | -0.162324 | -1.3774 | 0.086334 |
42 | -0.117878 | -1.0002 | 0.160274 |
43 | -0.119453 | -1.0136 | 0.157086 |
44 | -0.182511 | -1.5487 | 0.062924 |
45 | -0.223636 | -1.8976 | 0.030878 |
46 | -0.201907 | -1.7132 | 0.045486 |
47 | -0.212345 | -1.8018 | 0.037881 |
48 | -0.164117 | -1.3926 | 0.084017 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.692944 | 5.8798 | 0 |
2 | 0.189589 | 1.6087 | 0.056028 |
3 | 0.329785 | 2.7983 | 0.003293 |
4 | 0.157332 | 1.335 | 0.09304 |
5 | -0.063185 | -0.5361 | 0.296757 |
6 | 0.181244 | 1.5379 | 0.064227 |
7 | -0.215115 | -1.8253 | 0.036051 |
8 | 0.101478 | 0.8611 | 0.196028 |
9 | -0.189789 | -1.6104 | 0.055842 |
10 | -0.160245 | -1.3597 | 0.08908 |
11 | 0.303141 | 2.5722 | 0.006084 |
12 | 0.230401 | 1.955 | 0.027232 |
13 | -0.375693 | -3.1879 | 0.001061 |
14 | -0.190744 | -1.6185 | 0.054962 |
15 | -0.15357 | -1.3031 | 0.098349 |
16 | 0.208884 | 1.7724 | 0.040276 |
17 | -0.003481 | -0.0295 | 0.488259 |
18 | 0.019934 | 0.1691 | 0.433077 |
19 | -0.011831 | -0.1004 | 0.460156 |
20 | -0.027612 | -0.2343 | 0.407711 |
21 | -0.054182 | -0.4598 | 0.323539 |
22 | 0.00664 | 0.0563 | 0.477614 |
23 | -0.052031 | -0.4415 | 0.330089 |
24 | 0.040745 | 0.3457 | 0.365276 |
25 | 0.134725 | 1.1432 | 0.128375 |
26 | -0.040581 | -0.3443 | 0.365797 |
27 | 0.028895 | 0.2452 | 0.403507 |
28 | 0.031059 | 0.2635 | 0.396443 |
29 | -0.082926 | -0.7036 | 0.241961 |
30 | 0.0402 | 0.3411 | 0.367009 |
31 | -0.037016 | -0.3141 | 0.377179 |
32 | -0.1176 | -0.9979 | 0.160843 |
33 | 0.058196 | 0.4938 | 0.311471 |
34 | -0.164843 | -1.3987 | 0.083092 |
35 | -0.016975 | -0.144 | 0.442936 |
36 | 0.059863 | 0.508 | 0.306519 |
37 | 0.00469 | 0.0398 | 0.484182 |
38 | -0.00106 | -0.009 | 0.496423 |
39 | 0.027191 | 0.2307 | 0.409093 |
40 | -0.020485 | -0.1738 | 0.431245 |
41 | -0.038671 | -0.3281 | 0.371883 |
42 | -0.001503 | -0.0128 | 0.49493 |
43 | -0.138112 | -1.1719 | 0.122547 |
44 | -0.017236 | -0.1463 | 0.442066 |
45 | -0.038537 | -0.327 | 0.37231 |
46 | 0.038884 | 0.3299 | 0.3712 |
47 | -0.01293 | -0.1097 | 0.45647 |
48 | -0.095419 | -0.8097 | 0.210402 |