Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.628857 | 4.8711 | 4e-06 |
2 | 0.652339 | 5.053 | 2e-06 |
3 | 0.691974 | 5.36 | 1e-06 |
4 | 0.552611 | 4.2805 | 3.4e-05 |
5 | 0.472761 | 3.662 | 0.000265 |
6 | 0.512454 | 3.9694 | 9.8e-05 |
7 | 0.309028 | 2.3937 | 0.009911 |
8 | 0.363594 | 2.8164 | 0.003282 |
9 | 0.315053 | 2.4404 | 0.008821 |
10 | 0.200212 | 1.5508 | 0.0631 |
11 | 0.231652 | 1.7944 | 0.038896 |
12 | 0.205059 | 1.5884 | 0.058728 |
13 | 0.020122 | 0.1559 | 0.438331 |
14 | 0.121138 | 0.9383 | 0.175919 |
15 | 0.005486 | 0.0425 | 0.483122 |
16 | -0.076967 | -0.5962 | 0.276648 |
17 | -0.061511 | -0.4765 | 0.317738 |
18 | -0.132032 | -1.0227 | 0.155275 |
19 | -0.268962 | -2.0834 | 0.020743 |
20 | -0.21746 | -1.6844 | 0.048647 |
21 | -0.254164 | -1.9687 | 0.026803 |
22 | -0.350421 | -2.7143 | 0.004329 |
23 | -0.303999 | -2.3548 | 0.010912 |
24 | -0.350072 | -2.7116 | 0.00436 |
25 | -0.408613 | -3.1651 | 0.001218 |
26 | -0.3252 | -2.519 | 0.007226 |
27 | -0.402351 | -3.1166 | 0.001403 |
28 | -0.424785 | -3.2904 | 0.000839 |
29 | -0.330359 | -2.5589 | 0.00652 |
30 | -0.383041 | -2.967 | 0.002157 |
31 | -0.348339 | -2.6982 | 0.00452 |
32 | -0.223565 | -1.7317 | 0.04423 |
33 | -0.272549 | -2.1112 | 0.019467 |
34 | -0.234504 | -1.8165 | 0.037148 |
35 | -0.144315 | -1.1179 | 0.134042 |
36 | -0.179341 | -1.3892 | 0.084958 |
37 | -0.149145 | -1.1553 | 0.12628 |
38 | -0.100905 | -0.7816 | 0.21876 |
39 | -0.1588 | -1.2301 | 0.111738 |
40 | -0.07577 | -0.5869 | 0.279733 |
41 | -0.08739 | -0.6769 | 0.25053 |
42 | -0.090888 | -0.704 | 0.242074 |
43 | -0.038675 | -0.2996 | 0.382769 |
44 | -0.035617 | -0.2759 | 0.391791 |
45 | -0.034602 | -0.268 | 0.394799 |
46 | 0.026322 | 0.2039 | 0.419565 |
47 | 0.029034 | 0.2249 | 0.411411 |
48 | 0.055324 | 0.4285 | 0.334897 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.628857 | 4.8711 | 4e-06 |
2 | 0.424915 | 3.2914 | 0.000837 |
3 | 0.381211 | 2.9528 | 0.002245 |
4 | -0.029601 | -0.2293 | 0.409713 |
5 | -0.194413 | -1.5059 | 0.068667 |
6 | 0.043509 | 0.337 | 0.36864 |
7 | -0.250979 | -1.9441 | 0.02829 |
8 | 0.117155 | 0.9075 | 0.183893 |
9 | 0.041012 | 0.3177 | 0.375917 |
10 | -0.049765 | -0.3855 | 0.350625 |
11 | 0.058227 | 0.451 | 0.326798 |
12 | -0.021671 | -0.1679 | 0.433627 |
13 | -0.256591 | -1.9875 | 0.025716 |
14 | 0.018522 | 0.1435 | 0.4432 |
15 | -0.099759 | -0.7727 | 0.221359 |
16 | -0.024495 | -0.1897 | 0.425076 |
17 | -0.024809 | -0.1922 | 0.424129 |
18 | -0.051439 | -0.3984 | 0.345859 |
19 | -0.181998 | -1.4098 | 0.081888 |
20 | -0.135818 | -1.052 | 0.148499 |
21 | 0.173908 | 1.3471 | 0.091509 |
22 | -0.070827 | -0.5486 | 0.29265 |
23 | 0.020793 | 0.1611 | 0.436294 |
24 | -0.025028 | -0.1939 | 0.423467 |
25 | -0.131997 | -1.0224 | 0.155338 |
26 | 0.024313 | 0.1883 | 0.425627 |
27 | -0.044796 | -0.347 | 0.364907 |
28 | -0.052514 | -0.4068 | 0.342812 |
29 | 0.104388 | 0.8086 | 0.210975 |
30 | 0.043381 | 0.336 | 0.369013 |
31 | 0.133055 | 1.0306 | 0.153423 |
32 | 0.101102 | 0.7831 | 0.218315 |
33 | -0.00146 | -0.0113 | 0.495508 |
34 | -0.039702 | -0.3075 | 0.379753 |
35 | -0.136657 | -1.0585 | 0.147026 |
36 | 0.052671 | 0.408 | 0.342366 |
37 | -0.087068 | -0.6744 | 0.251315 |
38 | -0.086628 | -0.671 | 0.252393 |
39 | -0.02229 | -0.1727 | 0.43175 |
40 | 0.039034 | 0.3024 | 0.381712 |
41 | -0.070419 | -0.5455 | 0.293729 |
42 | 0.017912 | 0.1387 | 0.445059 |
43 | -0.065875 | -0.5103 | 0.305869 |
44 | -0.093977 | -0.7279 | 0.234741 |
45 | 0.055391 | 0.4291 | 0.334708 |
46 | -0.01412 | -0.1094 | 0.456636 |
47 | -0.020839 | -0.1614 | 0.436153 |
48 | 0.050386 | 0.3903 | 0.348853 |