Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.595467 | 5.0527 | 2e-06 |
2 | 0.450851 | 3.8256 | 0.000138 |
3 | 0.522695 | 4.4352 | 1.6e-05 |
4 | 0.489946 | 4.1573 | 4.4e-05 |
5 | 0.363619 | 3.0854 | 0.001442 |
6 | 0.362213 | 3.0735 | 0.001494 |
7 | 0.200086 | 1.6978 | 0.046933 |
8 | 0.209191 | 1.775 | 0.040059 |
9 | 0.049337 | 0.4186 | 0.338363 |
10 | -0.127731 | -1.0838 | 0.141027 |
11 | -0.03852 | -0.3269 | 0.372364 |
12 | 0.112407 | 0.9538 | 0.171687 |
13 | -0.175163 | -1.4863 | 0.070782 |
14 | -0.300007 | -2.5456 | 0.006525 |
15 | -0.248164 | -2.1057 | 0.019357 |
16 | -0.243521 | -2.0663 | 0.021197 |
17 | -0.282441 | -2.3966 | 0.009573 |
18 | -0.28718 | -2.4368 | 0.008645 |
19 | -0.347677 | -2.9501 | 0.002141 |
20 | -0.295958 | -2.5113 | 0.007137 |
21 | -0.408367 | -3.4651 | 0.000448 |
22 | -0.467151 | -3.9639 | 8.6e-05 |
23 | -0.322655 | -2.7378 | 0.003894 |
24 | -0.209831 | -1.7805 | 0.039608 |
25 | -0.321313 | -2.7264 | 0.004017 |
26 | -0.381944 | -3.2409 | 0.000903 |
27 | -0.307375 | -2.6082 | 0.005531 |
28 | -0.171721 | -1.4571 | 0.074718 |
29 | -0.133593 | -1.1336 | 0.130367 |
30 | -0.074952 | -0.636 | 0.2634 |
31 | -0.042403 | -0.3598 | 0.360025 |
32 | 0.048315 | 0.41 | 0.341525 |
33 | 0.031678 | 0.2688 | 0.394429 |
34 | 0.022815 | 0.1936 | 0.423521 |
35 | 0.125388 | 1.064 | 0.145453 |
36 | 0.25342 | 2.1503 | 0.017444 |
37 | 0.167324 | 1.4198 | 0.079992 |
38 | 0.095457 | 0.81 | 0.210311 |
39 | 0.120097 | 1.0191 | 0.155794 |
40 | 0.170567 | 1.4473 | 0.076075 |
41 | 0.128781 | 1.0927 | 0.139075 |
42 | 0.136498 | 1.1582 | 0.1253 |
43 | 0.099926 | 0.8479 | 0.199651 |
44 | 0.101749 | 0.8634 | 0.195401 |
45 | 0.055902 | 0.4743 | 0.318346 |
46 | 0.022539 | 0.1913 | 0.424433 |
47 | 0.041238 | 0.3499 | 0.363711 |
48 | 0.141879 | 1.2039 | 0.11629 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.595467 | 5.0527 | 2e-06 |
2 | 0.149158 | 1.2656 | 0.10486 |
3 | 0.325569 | 2.7625 | 0.003637 |
4 | 0.113015 | 0.959 | 0.170393 |
5 | -0.047058 | -0.3993 | 0.345427 |
6 | 0.059383 | 0.5039 | 0.307941 |
7 | -0.271309 | -2.3021 | 0.012111 |
8 | 0.089667 | 0.7608 | 0.224617 |
9 | -0.338944 | -2.876 | 0.002647 |
10 | -0.24535 | -2.0819 | 0.020455 |
11 | 0.161125 | 1.3672 | 0.087909 |
12 | 0.309051 | 2.6224 | 0.005325 |
13 | -0.209217 | -1.7753 | 0.04004 |
14 | -0.257296 | -2.1832 | 0.01614 |
15 | -0.068943 | -0.585 | 0.280189 |
16 | 0.007431 | 0.0631 | 0.474948 |
17 | 0.041546 | 0.3525 | 0.362736 |
18 | -0.059347 | -0.5036 | 0.308048 |
19 | -0.107993 | -0.9164 | 0.181271 |
20 | -0.068747 | -0.5833 | 0.280746 |
21 | -0.119584 | -1.0147 | 0.156823 |
22 | 0.033806 | 0.2869 | 0.387525 |
23 | -0.03097 | -0.2628 | 0.396733 |
24 | -0.049257 | -0.418 | 0.33861 |
25 | 0.049069 | 0.4164 | 0.339192 |
26 | -0.112288 | -0.9528 | 0.171941 |
27 | -0.007259 | -0.0616 | 0.475527 |
28 | 0.105304 | 0.8935 | 0.187273 |
29 | 0.05584 | 0.4738 | 0.318532 |
30 | 0.118096 | 1.0021 | 0.159831 |
31 | -0.103487 | -0.8781 | 0.1914 |
32 | 0.038088 | 0.3232 | 0.373746 |
33 | 0.033213 | 0.2818 | 0.389445 |
34 | -0.080601 | -0.6839 | 0.24811 |
35 | -0.119886 | -1.0173 | 0.156216 |
36 | -0.050971 | -0.4325 | 0.333333 |
37 | -0.017063 | -0.1448 | 0.442644 |
38 | 0.018054 | 0.1532 | 0.439337 |
39 | 0.00085 | 0.0072 | 0.497131 |
40 | -0.136477 | -1.158 | 0.125336 |
41 | -0.13813 | -1.1721 | 0.122516 |
42 | 0.041171 | 0.3493 | 0.363924 |
43 | 0.02523 | 0.2141 | 0.415542 |
44 | 0.001666 | 0.0141 | 0.494378 |
45 | -0.074137 | -0.6291 | 0.265645 |
46 | 0.065338 | 0.5544 | 0.290507 |
47 | -0.013682 | -0.1161 | 0.45395 |
48 | 0.019495 | 0.1654 | 0.434537 |