Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.35405 | 4.0523 | 4.3e-05 |
2 | 0.152026 | 1.74 | 0.042103 |
3 | 0.143102 | 1.6379 | 0.051924 |
4 | 0.096816 | 1.1081 | 0.134923 |
5 | 0.110857 | 1.2688 | 0.103378 |
6 | 0.120674 | 1.3812 | 0.084787 |
7 | 0.05734 | 0.6563 | 0.256395 |
8 | 0.082245 | 0.9413 | 0.174131 |
9 | 0.0262 | 0.2999 | 0.382375 |
10 | -0.091271 | -1.0446 | 0.149056 |
11 | 0.000469 | 0.0054 | 0.497861 |
12 | 0.07231 | 0.8276 | 0.204694 |
13 | 0.101266 | 1.159 | 0.124275 |
14 | 0.07685 | 0.8796 | 0.190348 |
15 | -0.081913 | -0.9375 | 0.175103 |
16 | -0.010017 | -0.1147 | 0.454448 |
17 | -0.064801 | -0.7417 | 0.229804 |
18 | -0.193982 | -2.2202 | 0.014061 |
19 | -0.131048 | -1.4999 | 0.068021 |
20 | -0.025774 | -0.295 | 0.384231 |
21 | -0.048812 | -0.5587 | 0.288669 |
22 | 0.001191 | 0.0136 | 0.494572 |
23 | 0.005028 | 0.0576 | 0.477097 |
24 | -0.017929 | -0.2052 | 0.418863 |
25 | 0.07567 | 0.8661 | 0.194015 |
26 | 0.104205 | 1.1927 | 0.117575 |
27 | 0.027949 | 0.3199 | 0.37478 |
28 | 0.068055 | 0.7789 | 0.218716 |
29 | 0.125765 | 1.4395 | 0.076204 |
30 | 0.080585 | 0.9223 | 0.179025 |
31 | 0.02154 | 0.2465 | 0.402828 |
32 | 0.019597 | 0.2243 | 0.411437 |
33 | 0.093716 | 1.0726 | 0.142704 |
34 | 0.083879 | 0.96 | 0.169401 |
35 | 0.048135 | 0.5509 | 0.291311 |
36 | 0.036321 | 0.4157 | 0.33915 |
37 | 0.037683 | 0.4313 | 0.333478 |
38 | 0.057673 | 0.6601 | 0.255176 |
39 | 0.012359 | 0.1415 | 0.443866 |
40 | 0.018891 | 0.2162 | 0.414579 |
41 | 0.033298 | 0.3811 | 0.35187 |
42 | 0.00122 | 0.014 | 0.494442 |
43 | 0.020083 | 0.2299 | 0.40928 |
44 | -0.004826 | -0.0552 | 0.478016 |
45 | -0.009478 | -0.1085 | 0.456892 |
46 | -0.031057 | -0.3555 | 0.361409 |
47 | -0.027024 | -0.3093 | 0.37879 |
48 | -0.055762 | -0.6382 | 0.262222 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.35405 | 4.0523 | 4.3e-05 |
2 | 0.030497 | 0.3491 | 0.363803 |
3 | 0.091689 | 1.0494 | 0.147956 |
4 | 0.018213 | 0.2085 | 0.417596 |
5 | 0.067824 | 0.7763 | 0.219491 |
6 | 0.056108 | 0.6422 | 0.260939 |
7 | -0.019433 | -0.2224 | 0.412168 |
8 | 0.052877 | 0.6052 | 0.273044 |
9 | -0.042515 | -0.4866 | 0.313676 |
10 | -0.12269 | -1.4042 | 0.081306 |
11 | 0.056656 | 0.6485 | 0.258913 |
12 | 0.068818 | 0.7877 | 0.216161 |
13 | 0.077215 | 0.8838 | 0.189221 |
14 | 0.010578 | 0.1211 | 0.451912 |
15 | -0.142969 | -1.6364 | 0.052083 |
16 | 0.058005 | 0.6639 | 0.253961 |
17 | -0.105532 | -1.2079 | 0.114636 |
18 | -0.166876 | -1.91 | 0.029161 |
19 | -0.030431 | -0.3483 | 0.364088 |
20 | 0.048594 | 0.5562 | 0.289519 |
21 | -0.001028 | -0.0118 | 0.495317 |
22 | 0.069505 | 0.7955 | 0.213875 |
23 | 0.066831 | 0.7649 | 0.222849 |
24 | 0.009909 | 0.1134 | 0.45494 |
25 | 0.058982 | 0.6751 | 0.250406 |
26 | 0.079634 | 0.9115 | 0.181865 |
27 | -0.05098 | -0.5835 | 0.280282 |
28 | 0.010219 | 0.117 | 0.453536 |
29 | 0.099656 | 1.1406 | 0.128055 |
30 | 0.019058 | 0.2181 | 0.413834 |
31 | -0.003588 | -0.0411 | 0.48365 |
32 | 0.012151 | 0.1391 | 0.444802 |
33 | 0.061424 | 0.703 | 0.241641 |
34 | -0.00814 | -0.0932 | 0.462955 |
35 | -0.013817 | -0.1581 | 0.437292 |
36 | -0.049586 | -0.5675 | 0.285658 |
37 | -0.029366 | -0.3361 | 0.368664 |
38 | 0.024846 | 0.2844 | 0.388286 |
39 | -0.050159 | -0.5741 | 0.283444 |
40 | 0.041407 | 0.4739 | 0.318172 |
41 | 0.034195 | 0.3914 | 0.348075 |
42 | -0.064325 | -0.7362 | 0.231453 |
43 | 0.076102 | 0.871 | 0.192666 |
44 | 0.037054 | 0.4241 | 0.336094 |
45 | -0.028223 | -0.323 | 0.373594 |
46 | -0.060199 | -0.689 | 0.246017 |
47 | 0.030913 | 0.3538 | 0.362024 |
48 | -0.019053 | -0.2181 | 0.413858 |