Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.877894 | 6.8001 | 0 |
2 | 0.685067 | 5.3065 | 1e-06 |
3 | 0.46351 | 3.5903 | 0.000333 |
4 | 0.280695 | 2.1743 | 0.01682 |
5 | 0.134563 | 1.0423 | 0.150723 |
6 | 0.009847 | 0.0763 | 0.469727 |
7 | -0.118075 | -0.9146 | 0.18203 |
8 | -0.212243 | -1.644 | 0.0527 |
9 | -0.274286 | -2.1246 | 0.018874 |
10 | -0.264647 | -2.0499 | 0.022374 |
11 | -0.204444 | -1.5836 | 0.059269 |
12 | -0.118633 | -0.9189 | 0.180907 |
13 | -0.074789 | -0.5793 | 0.282273 |
14 | -0.083191 | -0.6444 | 0.260887 |
15 | -0.134396 | -1.041 | 0.15102 |
16 | -0.18919 | -1.4655 | 0.074008 |
17 | -0.226541 | -1.7548 | 0.042201 |
18 | -0.269906 | -2.0907 | 0.0204 |
19 | -0.30769 | -2.3834 | 0.010169 |
20 | -0.322056 | -2.4946 | 0.00769 |
21 | -0.329466 | -2.552 | 0.006637 |
22 | -0.31083 | -2.4077 | 0.009573 |
23 | -0.267207 | -2.0698 | 0.021393 |
24 | -0.211708 | -1.6399 | 0.053131 |
25 | -0.163598 | -1.2672 | 0.104986 |
26 | -0.107829 | -0.8352 | 0.203448 |
27 | -0.067792 | -0.5251 | 0.30072 |
28 | -0.021744 | -0.1684 | 0.433408 |
29 | 0.026812 | 0.2077 | 0.41809 |
30 | 0.067082 | 0.5196 | 0.302621 |
31 | 0.096332 | 0.7462 | 0.229235 |
32 | 0.128478 | 0.9952 | 0.161821 |
33 | 0.152435 | 1.1808 | 0.121179 |
34 | 0.18967 | 1.4692 | 0.073505 |
35 | 0.208851 | 1.6178 | 0.055481 |
36 | 0.223174 | 1.7287 | 0.044503 |
37 | 0.214734 | 1.6633 | 0.050731 |
38 | 0.176971 | 1.3708 | 0.08777 |
39 | 0.134784 | 1.044 | 0.150329 |
40 | 0.088963 | 0.6891 | 0.246707 |
41 | 0.048426 | 0.3751 | 0.354452 |
42 | 0.000797 | 0.0062 | 0.497546 |
43 | -0.036148 | -0.28 | 0.39022 |
44 | -0.060299 | -0.4671 | 0.321068 |
45 | -0.063837 | -0.4945 | 0.311387 |
46 | -0.05642 | -0.437 | 0.33183 |
47 | -0.043708 | -0.3386 | 0.368062 |
48 | -0.036141 | -0.2799 | 0.390242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.877894 | 6.8001 | 0 |
2 | -0.373447 | -2.8927 | 0.002657 |
3 | -0.175633 | -1.3604 | 0.089388 |
4 | 0.089792 | 0.6955 | 0.244705 |
5 | -0.053038 | -0.4108 | 0.341332 |
6 | -0.134093 | -1.0387 | 0.15156 |
7 | -0.171904 | -1.3316 | 0.094021 |
8 | 0.072471 | 0.5614 | 0.288323 |
9 | -0.026861 | -0.2081 | 0.417941 |
10 | 0.134278 | 1.0401 | 0.15123 |
11 | 0.058777 | 0.4553 | 0.325273 |
12 | 0.002098 | 0.0163 | 0.493543 |
13 | -0.208837 | -1.6176 | 0.055493 |
14 | -0.156348 | -1.2111 | 0.11531 |
15 | -0.084262 | -0.6527 | 0.258225 |
16 | -0.061545 | -0.4767 | 0.317643 |
17 | -0.014885 | -0.1153 | 0.454298 |
18 | -0.190333 | -1.4743 | 0.072812 |
19 | 0.028012 | 0.217 | 0.414479 |
20 | 0.104329 | 0.8081 | 0.211104 |
21 | -0.114593 | -0.8876 | 0.189142 |
22 | -0.070907 | -0.5492 | 0.292438 |
23 | -0.036329 | -0.2814 | 0.389685 |
24 | -0.105334 | -0.8159 | 0.208887 |
25 | -0.180926 | -1.4014 | 0.083117 |
26 | 0.100418 | 0.7778 | 0.219861 |
27 | -0.056603 | -0.4384 | 0.331319 |
28 | 0.000455 | 0.0035 | 0.498598 |
29 | 0.038209 | 0.296 | 0.38414 |
30 | -0.013069 | -0.1012 | 0.459851 |
31 | -0.001192 | -0.0092 | 0.496333 |
32 | 0.019189 | 0.1486 | 0.441169 |
33 | -0.045991 | -0.3562 | 0.361455 |
34 | -0.001887 | -0.0146 | 0.494192 |
35 | -0.055129 | -0.427 | 0.335444 |
36 | 0.017744 | 0.1374 | 0.445571 |
37 | -0.062199 | -0.4818 | 0.315854 |
38 | -0.101015 | -0.7825 | 0.218512 |
39 | 0.07621 | 0.5903 | 0.278596 |
40 | -0.11403 | -0.8833 | 0.190307 |
41 | -0.025006 | -0.1937 | 0.423535 |
42 | -0.093192 | -0.7219 | 0.236593 |
43 | 0.014875 | 0.1152 | 0.454327 |
44 | -0.013492 | -0.1045 | 0.458557 |
45 | 0.009791 | 0.0758 | 0.469898 |
46 | -0.098987 | -0.7667 | 0.223119 |
47 | -0.042968 | -0.3328 | 0.370212 |
48 | -0.003848 | -0.0298 | 0.48816 |