Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.81374 | 6.3032 | 0 |
2 | 0.635235 | 4.9205 | 4e-06 |
3 | 0.503199 | 3.8978 | 0.000124 |
4 | 0.371411 | 2.8769 | 0.002777 |
5 | 0.273483 | 2.1184 | 0.019146 |
6 | 0.225034 | 1.7431 | 0.043219 |
7 | 0.181276 | 1.4042 | 0.082714 |
8 | 0.124759 | 0.9664 | 0.168867 |
9 | 0.070961 | 0.5497 | 0.292297 |
10 | 0.004794 | 0.0371 | 0.485249 |
11 | -0.057474 | -0.4452 | 0.328892 |
12 | -0.146956 | -1.1383 | 0.129757 |
13 | -0.212843 | -1.6487 | 0.05222 |
14 | -0.242941 | -1.8818 | 0.032357 |
15 | -0.258121 | -1.9994 | 0.02505 |
16 | -0.256978 | -1.9905 | 0.025546 |
17 | -0.249605 | -1.9334 | 0.028952 |
18 | -0.247176 | -1.9146 | 0.030156 |
19 | -0.254638 | -1.9724 | 0.026588 |
20 | -0.251883 | -1.9511 | 0.027861 |
21 | -0.227959 | -1.7658 | 0.041262 |
22 | -0.219261 | -1.6984 | 0.047308 |
23 | -0.230692 | -1.7869 | 0.0395 |
24 | -0.238673 | -1.8487 | 0.034711 |
25 | -0.228362 | -1.7689 | 0.040998 |
26 | -0.240271 | -1.8611 | 0.033813 |
27 | -0.247781 | -1.9193 | 0.029853 |
28 | -0.22739 | -1.7614 | 0.041637 |
29 | -0.219146 | -1.6975 | 0.047392 |
30 | -0.200261 | -1.5512 | 0.063054 |
31 | -0.172114 | -1.3332 | 0.093754 |
32 | -0.138822 | -1.0753 | 0.143271 |
33 | -0.122682 | -0.9503 | 0.172889 |
34 | -0.11057 | -0.8565 | 0.197572 |
35 | -0.083579 | -0.6474 | 0.259921 |
36 | -0.057926 | -0.4487 | 0.327634 |
37 | -0.018746 | -0.1452 | 0.442517 |
38 | 0.057325 | 0.444 | 0.329306 |
39 | 0.160062 | 1.2398 | 0.109931 |
40 | 0.178814 | 1.3851 | 0.085577 |
41 | 0.20124 | 1.5588 | 0.062152 |
42 | 0.229218 | 1.7755 | 0.040442 |
43 | 0.227314 | 1.7608 | 0.041687 |
44 | 0.197234 | 1.5278 | 0.065912 |
45 | 0.155095 | 1.2014 | 0.117166 |
46 | 0.138026 | 1.0691 | 0.144643 |
47 | 0.12384 | 0.9593 | 0.170638 |
48 | 0.107601 | 0.8335 | 0.203941 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.81374 | 6.3032 | 0 |
2 | -0.079737 | -0.6176 | 0.269576 |
3 | 0.029645 | 0.2296 | 0.409581 |
4 | -0.085953 | -0.6658 | 0.254048 |
5 | 0.018452 | 0.1429 | 0.443414 |
6 | 0.066739 | 0.517 | 0.303542 |
7 | -0.017441 | -0.1351 | 0.446495 |
8 | -0.060107 | -0.4656 | 0.321597 |
9 | -0.039701 | -0.3075 | 0.379755 |
10 | -0.079927 | -0.6191 | 0.269092 |
11 | -0.036464 | -0.2825 | 0.389285 |
12 | -0.159987 | -1.2393 | 0.110039 |
13 | -0.028039 | -0.2172 | 0.4144 |
14 | -0.004305 | -0.0333 | 0.486756 |
15 | -0.016642 | -0.1289 | 0.448932 |
16 | -0.007923 | -0.0614 | 0.475633 |
17 | -0.035203 | -0.2727 | 0.393017 |
18 | -0.032224 | -0.2496 | 0.401874 |
19 | -0.042591 | -0.3299 | 0.371308 |
20 | -0.008902 | -0.069 | 0.472628 |
21 | 0.03544 | 0.2745 | 0.392315 |
22 | -0.0707 | -0.5476 | 0.292987 |
23 | -0.08903 | -0.6896 | 0.246544 |
24 | -0.064122 | -0.4967 | 0.310612 |
25 | -0.007982 | -0.0618 | 0.475452 |
26 | -0.105566 | -0.8177 | 0.20838 |
27 | -0.060757 | -0.4706 | 0.319808 |
28 | -0.001206 | -0.0093 | 0.49629 |
29 | -0.06744 | -0.5224 | 0.301663 |
30 | -0.000399 | -0.0031 | 0.498771 |
31 | -0.032668 | -0.253 | 0.40055 |
32 | -0.009238 | -0.0716 | 0.471596 |
33 | -0.049059 | -0.38 | 0.35264 |
34 | -0.035228 | -0.2729 | 0.392943 |
35 | 0.013727 | 0.1063 | 0.457839 |
36 | -0.034661 | -0.2685 | 0.394626 |
37 | 0.027487 | 0.2129 | 0.416058 |
38 | 0.100448 | 0.7781 | 0.219795 |
39 | 0.113407 | 0.8784 | 0.191602 |
40 | -0.157781 | -1.2222 | 0.113213 |
41 | 0.04161 | 0.3223 | 0.374169 |
42 | 0.017092 | 0.1324 | 0.447558 |
43 | -0.019201 | -0.1487 | 0.441132 |
44 | -0.082301 | -0.6375 | 0.263113 |
45 | -0.102908 | -0.7971 | 0.214262 |
46 | 0.016281 | 0.1261 | 0.450031 |
47 | -0.013766 | -0.1066 | 0.457718 |
48 | -0.042789 | -0.3314 | 0.370733 |