Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.737015 | 5.7089 | 0 |
2 | 0.445399 | 3.45 | 0.000516 |
3 | 0.271917 | 2.1063 | 0.019687 |
4 | 0.106581 | 0.8256 | 0.206159 |
5 | -0.063445 | -0.4914 | 0.312453 |
6 | -0.13945 | -1.0802 | 0.142193 |
7 | -0.115503 | -0.8947 | 0.187266 |
8 | -0.07707 | -0.597 | 0.276382 |
9 | -0.059945 | -0.4643 | 0.322046 |
10 | -0.027575 | -0.2136 | 0.415795 |
11 | 0.127694 | 0.9891 | 0.16329 |
12 | 0.234882 | 1.8194 | 0.036922 |
13 | 0.037186 | 0.288 | 0.387154 |
14 | -0.171146 | -1.3257 | 0.094984 |
15 | -0.276185 | -2.1393 | 0.018244 |
16 | -0.350455 | -2.7146 | 0.004326 |
17 | -0.444948 | -3.4466 | 0.000522 |
18 | -0.429746 | -3.3288 | 0.000747 |
19 | -0.31844 | -2.4666 | 0.008256 |
20 | -0.223353 | -1.7301 | 0.044378 |
21 | -0.149671 | -1.1593 | 0.125455 |
22 | -0.052092 | -0.4035 | 0.344005 |
23 | 0.09253 | 0.7167 | 0.238159 |
24 | 0.17482 | 1.3542 | 0.090383 |
25 | 0.028537 | 0.221 | 0.412904 |
26 | -0.134967 | -1.0455 | 0.150004 |
27 | -0.193549 | -1.4992 | 0.06953 |
28 | -0.229412 | -1.777 | 0.040317 |
29 | -0.286367 | -2.2182 | 0.015169 |
30 | -0.243866 | -1.889 | 0.031865 |
31 | -0.13312 | -1.0311 | 0.153307 |
32 | -0.035913 | -0.2782 | 0.390915 |
33 | 0.053289 | 0.4128 | 0.340622 |
34 | 0.14762 | 1.1435 | 0.128694 |
35 | 0.279203 | 2.1627 | 0.01728 |
36 | 0.351768 | 2.7248 | 0.004209 |
37 | 0.25848 | 2.0022 | 0.024896 |
38 | 0.157967 | 1.2236 | 0.112942 |
39 | 0.115182 | 0.8922 | 0.187925 |
40 | 0.083843 | 0.6494 | 0.259265 |
41 | 0.031949 | 0.2475 | 0.402694 |
42 | 0.036983 | 0.2865 | 0.387753 |
43 | 0.088712 | 0.6872 | 0.247314 |
44 | 0.088876 | 0.6884 | 0.246917 |
45 | 0.068741 | 0.5325 | 0.298184 |
46 | 0.072908 | 0.5647 | 0.287178 |
47 | 0.104404 | 0.8087 | 0.210939 |
48 | 0.082973 | 0.6427 | 0.261431 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.737015 | 5.7089 | 0 |
2 | -0.214077 | -1.6582 | 0.051245 |
3 | 0.071478 | 0.5537 | 0.290932 |
4 | -0.160808 | -1.2456 | 0.108875 |
5 | -0.12407 | -0.961 | 0.170193 |
6 | 0.031416 | 0.2433 | 0.404283 |
7 | 0.068789 | 0.5328 | 0.298057 |
8 | 0.007254 | 0.0562 | 0.477688 |
9 | -0.030724 | -0.238 | 0.406352 |
10 | 0.009997 | 0.0774 | 0.469266 |
11 | 0.284499 | 2.2037 | 0.015697 |
12 | -0.001849 | -0.0143 | 0.494311 |
13 | -0.532091 | -4.1216 | 5.9e-05 |
14 | -0.111422 | -0.8631 | 0.195767 |
15 | -0.057504 | -0.4454 | 0.328808 |
16 | 0.061526 | 0.4766 | 0.317696 |
17 | -0.121159 | -0.9385 | 0.175877 |
18 | -0.059387 | -0.46 | 0.323585 |
19 | -0.017551 | -0.136 | 0.446157 |
20 | 0.006091 | 0.0472 | 0.481264 |
21 | 0.073834 | 0.5719 | 0.284758 |
22 | 0.01503 | 0.1164 | 0.453852 |
23 | -0.139632 | -1.0816 | 0.141883 |
24 | -0.017556 | -0.136 | 0.446144 |
25 | -0.179582 | -1.391 | 0.084676 |
26 | -0.06011 | -0.4656 | 0.321591 |
27 | -0.013709 | -0.1062 | 0.457894 |
28 | -0.074772 | -0.5792 | 0.282318 |
29 | -0.068045 | -0.5271 | 0.300043 |
30 | -0.089141 | -0.6905 | 0.246276 |
31 | -0.075187 | -0.5824 | 0.281241 |
32 | 0.052883 | 0.4096 | 0.341768 |
33 | 0.02667 | 0.2066 | 0.418517 |
34 | -0.06687 | -0.518 | 0.303191 |
35 | 0.007957 | 0.0616 | 0.47553 |
36 | 0.021576 | 0.1671 | 0.433915 |
37 | 0.079038 | 0.6122 | 0.271351 |
38 | 0.065883 | 0.5103 | 0.305847 |
39 | -0.069681 | -0.5397 | 0.295686 |
40 | -0.015532 | -0.1203 | 0.45232 |
41 | 0.000921 | 0.0071 | 0.497165 |
42 | -0.019709 | -0.1527 | 0.439586 |
43 | -0.004423 | -0.0343 | 0.486393 |
44 | -0.2104 | -1.6297 | 0.054197 |
45 | -0.105717 | -0.8189 | 0.208047 |
46 | -0.036489 | -0.2826 | 0.389212 |
47 | -0.035623 | -0.2759 | 0.391772 |
48 | -0.062856 | -0.4869 | 0.314059 |