Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.861607 | 6.674 | 0 |
2 | 0.660603 | 5.117 | 2e-06 |
3 | 0.5539 | 4.2905 | 3.3e-05 |
4 | 0.553281 | 4.2857 | 3.4e-05 |
5 | 0.616338 | 4.7741 | 6e-06 |
6 | 0.643786 | 4.9867 | 3e-06 |
7 | 0.567855 | 4.3986 | 2.3e-05 |
8 | 0.451496 | 3.4973 | 0.000446 |
9 | 0.381443 | 2.9546 | 0.002233 |
10 | 0.396901 | 3.0744 | 0.001586 |
11 | 0.491888 | 3.8101 | 0.000165 |
12 | 0.545192 | 4.223 | 4.2e-05 |
13 | 0.419387 | 3.2486 | 0.000951 |
14 | 0.237848 | 1.8424 | 0.035182 |
15 | 0.120919 | 0.9366 | 0.176351 |
16 | 0.083568 | 0.6473 | 0.259949 |
17 | 0.101205 | 0.7839 | 0.218082 |
18 | 0.100037 | 0.7749 | 0.220726 |
19 | 0.035569 | 0.2755 | 0.391934 |
20 | -0.054069 | -0.4188 | 0.338422 |
21 | -0.113733 | -0.881 | 0.190925 |
22 | -0.10719 | -0.8303 | 0.204832 |
23 | -0.034624 | -0.2682 | 0.394735 |
24 | 0.001469 | 0.0114 | 0.49548 |
25 | -0.099995 | -0.7746 | 0.220822 |
26 | -0.231215 | -1.791 | 0.03917 |
27 | -0.313629 | -2.4294 | 0.009068 |
28 | -0.3349 | -2.5941 | 0.00595 |
29 | -0.312104 | -2.4175 | 0.00934 |
30 | -0.303146 | -2.3482 | 0.01109 |
31 | -0.326522 | -2.5292 | 0.007039 |
32 | -0.365854 | -2.8339 | 0.003128 |
33 | -0.386185 | -2.9914 | 0.002013 |
34 | -0.361171 | -2.7976 | 0.003455 |
35 | -0.288724 | -2.2364 | 0.014526 |
36 | -0.235875 | -1.8271 | 0.036331 |
37 | -0.270285 | -2.0936 | 0.020264 |
38 | -0.32838 | -2.5436 | 0.006783 |
39 | -0.360458 | -2.7921 | 0.003507 |
40 | -0.358462 | -2.7766 | 0.003658 |
41 | -0.331643 | -2.5689 | 0.006354 |
42 | -0.301512 | -2.3355 | 0.011439 |
43 | -0.282979 | -2.1919 | 0.016138 |
44 | -0.280368 | -2.1717 | 0.01692 |
45 | -0.272598 | -2.1115 | 0.01945 |
46 | -0.24496 | -1.8975 | 0.031291 |
47 | -0.196279 | -1.5204 | 0.066835 |
48 | -0.156303 | -1.2107 | 0.115376 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.861607 | 6.674 | 0 |
2 | -0.317365 | -2.4583 | 0.008432 |
3 | 0.334619 | 2.5919 | 0.005984 |
4 | 0.184696 | 1.4306 | 0.078859 |
5 | 0.250979 | 1.9441 | 0.02829 |
6 | -0.02979 | -0.2308 | 0.409147 |
7 | -0.161357 | -1.2499 | 0.108101 |
8 | -0.005803 | -0.0449 | 0.482149 |
9 | 0.019613 | 0.1519 | 0.43988 |
10 | 0.116511 | 0.9025 | 0.185202 |
11 | 0.238995 | 1.8513 | 0.034528 |
12 | -0.087979 | -0.6815 | 0.249093 |
13 | -0.483869 | -3.748 | 0.000201 |
14 | 0.020513 | 0.1589 | 0.437144 |
15 | -0.130797 | -1.0131 | 0.157529 |
16 | -0.162818 | -1.2612 | 0.106062 |
17 | -0.112892 | -0.8745 | 0.192678 |
18 | -0.051364 | -0.3979 | 0.346072 |
19 | 0.071367 | 0.5528 | 0.291225 |
20 | 0.012997 | 0.1007 | 0.460072 |
21 | 0.015078 | 0.1168 | 0.453707 |
22 | 0.073872 | 0.5722 | 0.284659 |
23 | 0.067295 | 0.5213 | 0.302052 |
24 | -0.063455 | -0.4915 | 0.312425 |
25 | -0.149701 | -1.1596 | 0.125407 |
26 | 0.093573 | 0.7248 | 0.235693 |
27 | -0.112501 | -0.8714 | 0.193497 |
28 | -0.039822 | -0.3085 | 0.379402 |
29 | -0.052416 | -0.406 | 0.343088 |
30 | -0.010591 | -0.082 | 0.467446 |
31 | 0.096459 | 0.7472 | 0.22894 |
32 | -0.060378 | -0.4677 | 0.320853 |
33 | 0.051226 | 0.3968 | 0.346463 |
34 | -0.013304 | -0.103 | 0.459134 |
35 | -0.006126 | -0.0475 | 0.481154 |
36 | 0.072325 | 0.5602 | 0.288706 |
37 | 0.057615 | 0.4463 | 0.3285 |
38 | 0.013992 | 0.1084 | 0.457027 |
39 | -0.01472 | -0.114 | 0.454801 |
40 | -0.018522 | -0.1435 | 0.443199 |
41 | -0.059927 | -0.4642 | 0.322094 |
42 | 0.042531 | 0.3294 | 0.371484 |
43 | -0.070751 | -0.548 | 0.29285 |
44 | -0.055129 | -0.427 | 0.335444 |
45 | 0.010987 | 0.0851 | 0.46623 |
46 | -0.095499 | -0.7397 | 0.231175 |
47 | -0.078893 | -0.6111 | 0.271721 |
48 | -0.00793 | -0.0614 | 0.475611 |