Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.689349 | 5.295 | 1e-06 |
2 | 0.656416 | 5.042 | 2e-06 |
3 | 0.579337 | 4.45 | 1.9e-05 |
4 | 0.531435 | 4.082 | 6.8e-05 |
5 | 0.368647 | 2.8316 | 0.003162 |
6 | 0.359068 | 2.7581 | 0.003865 |
7 | 0.242441 | 1.8622 | 0.033777 |
8 | 0.244857 | 1.8808 | 0.03247 |
9 | 0.161679 | 1.2419 | 0.109598 |
10 | 0.149205 | 1.1461 | 0.128197 |
11 | 0.10436 | 0.8016 | 0.213 |
12 | 0.121684 | 0.9347 | 0.176883 |
13 | 0.099113 | 0.7613 | 0.224754 |
14 | 0.097588 | 0.7496 | 0.228241 |
15 | 0.082907 | 0.6368 | 0.263353 |
16 | 0.046746 | 0.3591 | 0.360415 |
17 | 0.099484 | 0.7642 | 0.223911 |
18 | 0.090419 | 0.6945 | 0.245041 |
19 | 0.048114 | 0.3696 | 0.356513 |
20 | 0.028764 | 0.2209 | 0.41295 |
21 | 0.085088 | 0.6536 | 0.257963 |
22 | 0.0214 | 0.1644 | 0.434998 |
23 | -0.002168 | -0.0167 | 0.493386 |
24 | 0.000788 | 0.0061 | 0.497596 |
25 | 0.001478 | 0.0114 | 0.495489 |
26 | -0.02673 | -0.2053 | 0.419016 |
27 | 0.004537 | 0.0348 | 0.48616 |
28 | -0.101119 | -0.7767 | 0.220216 |
29 | -0.043553 | -0.3345 | 0.36958 |
30 | -0.101134 | -0.7768 | 0.220183 |
31 | -0.093595 | -0.7189 | 0.237516 |
32 | -0.100167 | -0.7694 | 0.222364 |
33 | -0.075675 | -0.5813 | 0.281636 |
34 | -0.116905 | -0.898 | 0.186426 |
35 | -0.082414 | -0.633 | 0.264579 |
36 | -0.127055 | -0.9759 | 0.166543 |
37 | -0.076785 | -0.5898 | 0.278788 |
38 | -0.070269 | -0.5397 | 0.295702 |
39 | -0.053638 | -0.412 | 0.340917 |
40 | -0.129053 | -0.9913 | 0.1628 |
41 | -0.125062 | -0.9606 | 0.170332 |
42 | -0.131292 | -1.0085 | 0.158673 |
43 | -0.20092 | -1.5433 | 0.064053 |
44 | -0.254988 | -1.9586 | 0.027446 |
45 | -0.280397 | -2.1538 | 0.017678 |
46 | -0.297313 | -2.2837 | 0.013003 |
47 | -0.371666 | -2.8548 | 0.002967 |
48 | -0.357704 | -2.7476 | 0.003976 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.689349 | 5.295 | 1e-06 |
2 | 0.345303 | 2.6523 | 0.005126 |
3 | 0.097469 | 0.7487 | 0.228514 |
4 | 0.053495 | 0.4109 | 0.341315 |
5 | -0.223329 | -1.7154 | 0.045757 |
6 | 0.046315 | 0.3558 | 0.361648 |
7 | -0.095953 | -0.737 | 0.232012 |
8 | 0.100987 | 0.7757 | 0.220513 |
9 | -0.024578 | -0.1888 | 0.425453 |
10 | -0.00643 | -0.0494 | 0.480389 |
11 | 0.011131 | 0.0855 | 0.466078 |
12 | 0.030773 | 0.2364 | 0.406982 |
13 | 0.058341 | 0.4481 | 0.327851 |
14 | -0.025574 | -0.1964 | 0.422473 |
15 | 0.006115 | 0.047 | 0.481348 |
16 | -0.116987 | -0.8986 | 0.186261 |
17 | 0.155958 | 1.1979 | 0.117867 |
18 | 0.020029 | 0.1538 | 0.439127 |
19 | -0.082538 | -0.634 | 0.264269 |
20 | -0.058718 | -0.451 | 0.326813 |
21 | 0.087254 | 0.6702 | 0.252669 |
22 | -0.038091 | -0.2926 | 0.385433 |
23 | -0.080877 | -0.6212 | 0.268421 |
24 | 0.047842 | 0.3675 | 0.357287 |
25 | -0.025064 | -0.1925 | 0.423999 |
26 | 0.018816 | 0.1445 | 0.442788 |
27 | 0.048969 | 0.3761 | 0.354081 |
28 | -0.212662 | -1.6335 | 0.053846 |
29 | 0.092112 | 0.7075 | 0.241013 |
30 | -0.103213 | -0.7928 | 0.215537 |
31 | 0.040136 | 0.3083 | 0.379473 |
32 | 0.064508 | 0.4955 | 0.311047 |
33 | -0.0109 | -0.0837 | 0.466778 |
34 | -0.023786 | -0.1827 | 0.427828 |
35 | -0.073045 | -0.5611 | 0.288439 |
36 | -0.021716 | -0.1668 | 0.434048 |
37 | 0.099041 | 0.7608 | 0.224917 |
38 | 0.050788 | 0.3901 | 0.348931 |
39 | -0.071915 | -0.5524 | 0.291384 |
40 | -0.15296 | -1.1749 | 0.122376 |
41 | -0.075597 | -0.5807 | 0.281837 |
42 | 0.032403 | 0.2489 | 0.402154 |
43 | -0.119572 | -0.9184 | 0.181062 |
44 | -0.126794 | -0.9739 | 0.167035 |
45 | -0.053677 | -0.4123 | 0.340805 |
46 | 0.016134 | 0.1239 | 0.450895 |
47 | -0.130337 | -1.0011 | 0.160424 |
48 | 0.032333 | 0.2484 | 0.402361 |