Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.826672 | 7.0145 | 0 |
2 | 0.581201 | 4.9317 | 3e-06 |
3 | 0.424972 | 3.606 | 0.000285 |
4 | 0.338337 | 2.8709 | 0.002686 |
5 | 0.261377 | 2.2179 | 0.01486 |
6 | 0.190567 | 1.617 | 0.055124 |
7 | 0.120208 | 1.02 | 0.155573 |
8 | 0.098277 | 0.8339 | 0.203546 |
9 | 0.097396 | 0.8264 | 0.205644 |
10 | 0.104633 | 0.8878 | 0.188791 |
11 | 0.129808 | 1.1015 | 0.137183 |
12 | 0.173987 | 1.4763 | 0.072109 |
13 | 0.170014 | 1.4426 | 0.076732 |
14 | 0.127251 | 1.0798 | 0.141926 |
15 | 0.069145 | 0.5867 | 0.279615 |
16 | -0.006396 | -0.0543 | 0.478433 |
17 | -0.030842 | -0.2617 | 0.39715 |
18 | -0.028507 | -0.2419 | 0.404778 |
19 | -0.05953 | -0.5051 | 0.307506 |
20 | -0.094051 | -0.798 | 0.213734 |
21 | -0.048079 | -0.408 | 0.342256 |
22 | 0.006663 | 0.0565 | 0.477534 |
23 | 0.009149 | 0.0776 | 0.469167 |
24 | -0.042616 | -0.3616 | 0.359352 |
25 | -0.092821 | -0.7876 | 0.216753 |
26 | -0.095425 | -0.8097 | 0.210388 |
27 | -0.059496 | -0.5048 | 0.307605 |
28 | -0.046305 | -0.3929 | 0.347774 |
29 | -0.044806 | -0.3802 | 0.352462 |
30 | -0.065422 | -0.5551 | 0.290266 |
31 | -0.107901 | -0.9156 | 0.181475 |
32 | -0.154467 | -1.3107 | 0.097063 |
33 | -0.199972 | -1.6968 | 0.047025 |
34 | -0.228587 | -1.9396 | 0.028172 |
35 | -0.241166 | -2.0464 | 0.022186 |
36 | -0.238673 | -2.0252 | 0.023277 |
37 | -0.219246 | -1.8604 | 0.033459 |
38 | -0.19646 | -1.667 | 0.049928 |
39 | -0.175243 | -1.487 | 0.070692 |
40 | -0.157915 | -1.34 | 0.092237 |
41 | -0.12473 | -1.0584 | 0.146712 |
42 | -0.08104 | -0.6876 | 0.246942 |
43 | -0.059828 | -0.5077 | 0.306623 |
44 | -0.060196 | -0.5108 | 0.305534 |
45 | -0.069464 | -0.5894 | 0.27871 |
46 | -0.109135 | -0.926 | 0.17876 |
47 | -0.141714 | -1.2025 | 0.116558 |
48 | -0.150263 | -1.275 | 0.1032 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.826672 | 7.0145 | 0 |
2 | -0.322742 | -2.7386 | 0.003886 |
3 | 0.198302 | 1.6827 | 0.048387 |
4 | -0.014247 | -0.1209 | 0.452057 |
5 | -0.042882 | -0.3639 | 0.358512 |
6 | 0.011031 | 0.0936 | 0.462842 |
7 | -0.068169 | -0.5784 | 0.28239 |
8 | 0.135664 | 1.1511 | 0.12674 |
9 | -0.047799 | -0.4056 | 0.343125 |
10 | 0.072376 | 0.6141 | 0.270532 |
11 | 0.082484 | 0.6999 | 0.243123 |
12 | 0.063935 | 0.5425 | 0.294571 |
13 | -0.113584 | -0.9638 | 0.169187 |
14 | -0.01293 | -0.1097 | 0.45647 |
15 | -0.06389 | -0.5421 | 0.294704 |
16 | -0.132829 | -1.1271 | 0.131723 |
17 | 0.171802 | 1.4578 | 0.074624 |
18 | -0.095496 | -0.8103 | 0.210216 |
19 | -0.052464 | -0.4452 | 0.328765 |
20 | 0.0229 | 0.1943 | 0.423239 |
21 | 0.199947 | 1.6966 | 0.047045 |
22 | -0.113585 | -0.9638 | 0.169186 |
23 | -0.092747 | -0.787 | 0.216937 |
24 | -0.083744 | -0.7106 | 0.239818 |
25 | -0.024424 | -0.2072 | 0.418203 |
26 | 0.074993 | 0.6363 | 0.263286 |
27 | 0.01781 | 0.1511 | 0.440149 |
28 | 0.058313 | 0.4948 | 0.311124 |
29 | -0.019736 | -0.1675 | 0.433738 |
30 | -0.112461 | -0.9543 | 0.171571 |
31 | -0.049266 | -0.418 | 0.338583 |
32 | -0.081276 | -0.6897 | 0.246314 |
33 | -0.152508 | -1.2941 | 0.099888 |
34 | 0.026664 | 0.2263 | 0.410823 |
35 | -0.05234 | -0.4441 | 0.329143 |
36 | 0.022228 | 0.1886 | 0.425466 |
37 | 0.150674 | 1.2785 | 0.102587 |
38 | -0.042378 | -0.3596 | 0.360103 |
39 | -0.061717 | -0.5237 | 0.301051 |
40 | -0.09456 | -0.8024 | 0.21249 |
41 | 0.092323 | 0.7834 | 0.217985 |
42 | 0.000643 | 0.0055 | 0.497832 |
43 | -0.036738 | -0.3117 | 0.378072 |
44 | -0.015261 | -0.1295 | 0.448664 |
45 | 0.066308 | 0.5626 | 0.287714 |
46 | -0.108637 | -0.9218 | 0.179851 |
47 | 0.059658 | 0.5062 | 0.307127 |
48 | -0.016945 | -0.1438 | 0.443037 |