Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.710826 | 5.506 | 0 |
2 | 0.530366 | 4.1082 | 6.1e-05 |
3 | 0.500779 | 3.879 | 0.000132 |
4 | 0.437355 | 3.3877 | 0.000625 |
5 | 0.34191 | 2.6484 | 0.005159 |
6 | 0.202075 | 1.5653 | 0.06139 |
7 | 0.193109 | 1.4958 | 0.069972 |
8 | 0.180526 | 1.3983 | 0.083579 |
9 | 0.118216 | 0.9157 | 0.181746 |
10 | 0.027932 | 0.2164 | 0.414719 |
11 | 0.029456 | 0.2282 | 0.410146 |
12 | 0.124628 | 0.9654 | 0.169118 |
13 | 0.015321 | 0.1187 | 0.452965 |
14 | -0.001872 | -0.0145 | 0.49424 |
15 | 0.069719 | 0.54 | 0.295583 |
16 | 0.094439 | 0.7315 | 0.233653 |
17 | 0.073606 | 0.5701 | 0.285353 |
18 | 0.001145 | 0.0089 | 0.496475 |
19 | 0.036244 | 0.2807 | 0.389935 |
20 | -0.002488 | -0.0193 | 0.492344 |
21 | -0.051707 | -0.4005 | 0.345099 |
22 | -0.117794 | -0.9124 | 0.182597 |
23 | -0.079189 | -0.6134 | 0.270967 |
24 | 0.041825 | 0.324 | 0.373543 |
25 | -0.024132 | -0.1869 | 0.426175 |
26 | -0.03865 | -0.2994 | 0.382841 |
27 | 0.026061 | 0.2019 | 0.420353 |
28 | 0.075216 | 0.5826 | 0.281166 |
29 | 0.070264 | 0.5443 | 0.29414 |
30 | -0.006271 | -0.0486 | 0.480711 |
31 | 0.029983 | 0.2322 | 0.408568 |
32 | 0.024169 | 0.1872 | 0.426064 |
33 | 0.032116 | 0.2488 | 0.402194 |
34 | -0.023141 | -0.1793 | 0.429172 |
35 | -0.055414 | -0.4292 | 0.334646 |
36 | -0.030146 | -0.2335 | 0.408079 |
37 | -0.112428 | -0.8709 | 0.19365 |
38 | -0.121504 | -0.9412 | 0.175196 |
39 | -0.076695 | -0.5941 | 0.277347 |
40 | -0.079127 | -0.6129 | 0.271124 |
41 | -0.075904 | -0.588 | 0.279386 |
42 | -0.086153 | -0.6673 | 0.253556 |
43 | -0.04934 | -0.3822 | 0.351837 |
44 | -0.076588 | -0.5932 | 0.277623 |
45 | -0.089286 | -0.6916 | 0.245927 |
46 | -0.145174 | -1.1245 | 0.132637 |
47 | -0.212563 | -1.6465 | 0.052444 |
48 | -0.233265 | -1.8069 | 0.037899 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.710826 | 5.506 | 0 |
2 | 0.050719 | 0.3929 | 0.347904 |
3 | 0.216534 | 1.6773 | 0.049346 |
4 | 0.003437 | 0.0266 | 0.489424 |
5 | -0.03518 | -0.2725 | 0.393085 |
6 | -0.172852 | -1.3389 | 0.092825 |
7 | 0.121553 | 0.9415 | 0.175101 |
8 | -0.011022 | -0.0854 | 0.466123 |
9 | -0.007627 | -0.0591 | 0.476544 |
10 | -0.124975 | -0.9681 | 0.168452 |
11 | 0.084385 | 0.6536 | 0.257919 |
12 | 0.164054 | 1.2708 | 0.104361 |
13 | -0.229707 | -1.7793 | 0.040127 |
14 | 0.130121 | 1.0079 | 0.158772 |
15 | 0.06402 | 0.4959 | 0.310891 |
16 | 0.012679 | 0.0982 | 0.461046 |
17 | -0.043771 | -0.339 | 0.367879 |
18 | -0.056055 | -0.4342 | 0.33285 |
19 | 0.029748 | 0.2304 | 0.409272 |
20 | -0.171699 | -1.33 | 0.09428 |
21 | 0.030243 | 0.2343 | 0.407789 |
22 | -0.092669 | -0.7178 | 0.23783 |
23 | 0.152654 | 1.1825 | 0.120845 |
24 | 0.113227 | 0.8771 | 0.191978 |
25 | -0.041308 | -0.32 | 0.375052 |
26 | 0.007932 | 0.0614 | 0.475607 |
27 | 0.029487 | 0.2284 | 0.410054 |
28 | 0.05091 | 0.3944 | 0.34736 |
29 | -0.032116 | -0.2488 | 0.402193 |
30 | -0.085798 | -0.6646 | 0.254431 |
31 | -0.015963 | -0.1237 | 0.451003 |
32 | -0.060703 | -0.4702 | 0.319958 |
33 | 0.093012 | 0.7205 | 0.237018 |
34 | -0.072297 | -0.56 | 0.288779 |
35 | -0.025063 | -0.1941 | 0.423362 |
36 | -0.079181 | -0.6133 | 0.270988 |
37 | 0.016282 | 0.1261 | 0.450029 |
38 | 0.049643 | 0.3845 | 0.350972 |
39 | 0.067584 | 0.5235 | 0.301276 |
40 | -0.103984 | -0.8055 | 0.211868 |
41 | 0.039506 | 0.306 | 0.380328 |
42 | -0.006999 | -0.0542 | 0.478473 |
43 | -0.058578 | -0.4537 | 0.325827 |
44 | -0.08155 | -0.6317 | 0.264995 |
45 | -0.013111 | -0.1016 | 0.459722 |
46 | -0.094978 | -0.7357 | 0.232391 |
47 | -0.148626 | -1.1513 | 0.127098 |
48 | -0.112104 | -0.8684 | 0.19433 |