Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.467303 | 4.1535 | 4.1e-05 |
2 | 0.345271 | 3.0688 | 0.001472 |
3 | 0.047389 | 0.4212 | 0.337376 |
4 | 0.070365 | 0.6254 | 0.266751 |
5 | -0.045368 | -0.4032 | 0.34393 |
6 | 0.045359 | 0.4032 | 0.343961 |
7 | -0.029667 | -0.2637 | 0.396355 |
8 | -0.012729 | -0.1131 | 0.455105 |
9 | 0.080976 | 0.7197 | 0.236907 |
10 | 0.046593 | 0.4141 | 0.339952 |
11 | -0.072319 | -0.6428 | 0.261113 |
12 | -0.141771 | -1.2601 | 0.105674 |
13 | -0.095138 | -0.8456 | 0.200164 |
14 | -0.05066 | -0.4503 | 0.326871 |
15 | -0.014235 | -0.1265 | 0.449821 |
16 | -0.022847 | -0.2031 | 0.419803 |
17 | -0.073743 | -0.6554 | 0.257043 |
18 | -0.09362 | -0.8321 | 0.203928 |
19 | 0.027895 | 0.2479 | 0.402414 |
20 | -0.053559 | -0.476 | 0.31768 |
21 | -0.098334 | -0.874 | 0.19238 |
22 | -0.089094 | -0.7919 | 0.215401 |
23 | 0.016319 | 0.145 | 0.442523 |
24 | 0.100835 | 0.8962 | 0.186424 |
25 | 0.108472 | 0.9641 | 0.168963 |
26 | 0.056329 | 0.5007 | 0.309 |
27 | -0.097228 | -0.8642 | 0.195052 |
28 | 0.050185 | 0.4461 | 0.328388 |
29 | 0.085722 | 0.7619 | 0.22419 |
30 | 0.151106 | 1.3431 | 0.091549 |
31 | 0.029208 | 0.2596 | 0.397922 |
32 | 0.050055 | 0.4449 | 0.328804 |
33 | -0.09409 | -0.8363 | 0.202757 |
34 | -0.097489 | -0.8665 | 0.19442 |
35 | -0.17798 | -1.5819 | 0.058831 |
36 | -0.18856 | -1.676 | 0.04885 |
37 | -0.18368 | -1.6326 | 0.053268 |
38 | -0.091802 | -0.816 | 0.208491 |
39 | -0.060987 | -0.5421 | 0.294649 |
40 | -0.046507 | -0.4134 | 0.340231 |
41 | -0.090965 | -0.8085 | 0.210611 |
42 | -0.073367 | -0.6521 | 0.258113 |
43 | -0.017899 | -0.1591 | 0.437003 |
44 | 0.005998 | 0.0533 | 0.47881 |
45 | -0.012153 | -0.108 | 0.457129 |
46 | -0.084575 | -0.7517 | 0.227227 |
47 | -0.082265 | -0.7312 | 0.233414 |
48 | -0.036233 | -0.322 | 0.374134 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.467303 | 4.1535 | 4.1e-05 |
2 | 0.162353 | 1.443 | 0.076484 |
3 | -0.215013 | -1.9111 | 0.029811 |
4 | 0.09027 | 0.8023 | 0.212382 |
5 | -0.058365 | -0.5188 | 0.30269 |
6 | 0.069128 | 0.6144 | 0.27035 |
7 | -0.044302 | -0.3938 | 0.347408 |
8 | -0.04324 | -0.3843 | 0.350886 |
9 | 0.193411 | 1.7191 | 0.044758 |
10 | -0.084032 | -0.7469 | 0.228672 |
11 | -0.187485 | -1.6664 | 0.049797 |
12 | -0.035512 | -0.3156 | 0.376554 |
13 | 0.070227 | 0.6242 | 0.26715 |
14 | 0.042175 | 0.3749 | 0.354384 |
15 | -0.062696 | -0.5573 | 0.289464 |
16 | -0.030224 | -0.2686 | 0.394454 |
17 | -0.030772 | -0.2735 | 0.39259 |
18 | -0.062683 | -0.5571 | 0.289503 |
19 | 0.135875 | 1.2077 | 0.115387 |
20 | -0.11723 | -1.042 | 0.150303 |
21 | -0.095919 | -0.8525 | 0.198244 |
22 | 0.077545 | 0.6892 | 0.246348 |
23 | 0.063107 | 0.5609 | 0.288223 |
24 | 0.109723 | 0.9752 | 0.16621 |
25 | -0.078485 | -0.6976 | 0.243742 |
26 | -0.023775 | -0.2113 | 0.416591 |
27 | -0.097065 | -0.8627 | 0.195447 |
28 | 0.165014 | 1.4667 | 0.073217 |
29 | 0.099875 | 0.8877 | 0.188696 |
30 | 0.006657 | 0.0592 | 0.476484 |
31 | -0.072013 | -0.6401 | 0.261991 |
32 | -0.041939 | -0.3728 | 0.355161 |
33 | -0.147449 | -1.3106 | 0.096902 |
34 | -0.074653 | -0.6635 | 0.25446 |
35 | -0.041809 | -0.3716 | 0.355591 |
36 | 0.01218 | 0.1083 | 0.457031 |
37 | -0.006247 | -0.0555 | 0.477931 |
38 | -0.125118 | -1.1121 | 0.13474 |
39 | -0.043285 | -0.3847 | 0.350736 |
40 | 0.063819 | 0.5672 | 0.28608 |
41 | -0.027746 | -0.2466 | 0.402923 |
42 | 0.000773 | 0.0069 | 0.497267 |
43 | 0.069664 | 0.6192 | 0.268787 |
44 | -0.022209 | -0.1974 | 0.422012 |
45 | -0.056379 | -0.5011 | 0.308846 |
46 | -0.050838 | -0.4519 | 0.326303 |
47 | -0.053293 | -0.4737 | 0.318517 |
48 | 0.011366 | 0.101 | 0.459894 |