Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.873075 | 8.0019 | 0 |
2 | 0.657545 | 6.0265 | 0 |
3 | 0.500759 | 4.5895 | 8e-06 |
4 | 0.453388 | 4.1554 | 3.9e-05 |
5 | 0.47699 | 4.3717 | 1.8e-05 |
6 | 0.474827 | 4.3519 | 1.9e-05 |
7 | 0.393294 | 3.6046 | 0.000265 |
8 | 0.264514 | 2.4243 | 0.008741 |
9 | 0.162782 | 1.4919 | 0.069733 |
10 | 0.132797 | 1.2171 | 0.113486 |
11 | 0.164491 | 1.5076 | 0.067707 |
12 | 0.16773 | 1.5373 | 0.063993 |
13 | 0.057111 | 0.5234 | 0.301027 |
14 | -0.087547 | -0.8024 | 0.212297 |
15 | -0.176194 | -1.6148 | 0.055047 |
16 | -0.201939 | -1.8508 | 0.033856 |
17 | -0.194725 | -1.7847 | 0.038961 |
18 | -0.217739 | -1.9956 | 0.024608 |
19 | -0.292851 | -2.684 | 0.00438 |
20 | -0.385371 | -3.532 | 0.000336 |
21 | -0.437675 | -4.0114 | 6.5e-05 |
22 | -0.413767 | -3.7922 | 0.00014 |
23 | -0.32543 | -2.9826 | 0.00187 |
24 | -0.253949 | -2.3275 | 0.011173 |
25 | -0.274089 | -2.5121 | 0.006958 |
26 | -0.318444 | -2.9186 | 0.002256 |
27 | -0.317222 | -2.9074 | 0.00233 |
28 | -0.25575 | -2.344 | 0.01072 |
29 | -0.169247 | -1.5512 | 0.06231 |
30 | -0.104329 | -0.9562 | 0.170859 |
31 | -0.086068 | -0.7888 | 0.216217 |
32 | -0.089433 | -0.8197 | 0.207363 |
33 | -0.058657 | -0.5376 | 0.296139 |
34 | 0.031148 | 0.2855 | 0.38799 |
35 | 0.155584 | 1.4259 | 0.078795 |
36 | 0.246652 | 2.2606 | 0.013185 |
37 | 0.231547 | 2.1222 | 0.018385 |
38 | 0.167462 | 1.5348 | 0.064294 |
39 | 0.124411 | 1.1402 | 0.128712 |
40 | 0.121577 | 1.1143 | 0.134171 |
41 | 0.146095 | 1.339 | 0.092094 |
42 | 0.169432 | 1.5529 | 0.062107 |
43 | 0.183474 | 1.6816 | 0.048184 |
44 | 0.176196 | 1.6149 | 0.055046 |
45 | 0.174584 | 1.6001 | 0.056667 |
46 | 0.188035 | 1.7234 | 0.044251 |
47 | 0.215427 | 1.9744 | 0.02581 |
48 | 0.22845 | 2.0938 | 0.019647 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.873075 | 8.0019 | 0 |
2 | -0.440455 | -4.0368 | 6e-05 |
3 | 0.304584 | 2.7916 | 0.003246 |
4 | 0.184133 | 1.6876 | 0.047599 |
5 | 0.091211 | 0.836 | 0.202775 |
6 | -0.13893 | -1.2733 | 0.10321 |
7 | -0.125074 | -1.1463 | 0.127458 |
8 | -0.041034 | -0.3761 | 0.3539 |
9 | 0.03098 | 0.2839 | 0.38858 |
10 | 0.038335 | 0.3513 | 0.363104 |
11 | 0.072629 | 0.6657 | 0.253726 |
12 | -0.194561 | -1.7832 | 0.039085 |
13 | -0.32877 | -3.0132 | 0.001708 |
14 | 0.181491 | 1.6634 | 0.04998 |
15 | 0.004285 | 0.0393 | 0.484383 |
16 | -0.209058 | -1.916 | 0.029381 |
17 | -0.052635 | -0.4824 | 0.315385 |
18 | -0.072901 | -0.6681 | 0.252935 |
19 | -0.039187 | -0.3592 | 0.360191 |
20 | -0.060986 | -0.5589 | 0.288843 |
21 | 0.019758 | 0.1811 | 0.428368 |
22 | 0.07669 | 0.7029 | 0.24204 |
23 | 0.07239 | 0.6635 | 0.254424 |
24 | -0.021525 | -0.1973 | 0.422044 |
25 | -0.085338 | -0.7821 | 0.218166 |
26 | 0.150575 | 1.38 | 0.085618 |
27 | -0.000387 | -0.0035 | 0.49859 |
28 | 0.040707 | 0.3731 | 0.355013 |
29 | -0.037351 | -0.3423 | 0.36648 |
30 | 0.090042 | 0.8252 | 0.205785 |
31 | 0.002667 | 0.0244 | 0.49028 |
32 | 0.026598 | 0.2438 | 0.403999 |
33 | 0.148643 | 1.3623 | 0.088366 |
34 | 0.054531 | 0.4998 | 0.309268 |
35 | -0.019935 | -0.1827 | 0.427734 |
36 | 0.043411 | 0.3979 | 0.345869 |
37 | -0.162456 | -1.4889 | 0.070125 |
38 | -0.051845 | -0.4752 | 0.31795 |
39 | -0.127425 | -1.1679 | 0.123082 |
40 | -0.115098 | -1.0549 | 0.14725 |
41 | -0.052192 | -0.4784 | 0.316822 |
42 | 0.047501 | 0.4354 | 0.33221 |
43 | 0.162521 | 1.4895 | 0.070047 |
44 | -0.043941 | -0.4027 | 0.344086 |
45 | 0.066948 | 0.6136 | 0.270574 |
46 | -0.008426 | -0.0772 | 0.469314 |
47 | 0.04336 | 0.3974 | 0.346041 |
48 | 0.013603 | 0.1247 | 0.45054 |