Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.45329 | 3.8463 | 0.000128 |
2 | 0.305969 | 2.5962 | 0.005709 |
3 | 0.19258 | 1.6341 | 0.053302 |
4 | 0.261022 | 2.2148 | 0.014968 |
5 | 0.166377 | 1.4118 | 0.081164 |
6 | 0.050293 | 0.4268 | 0.335417 |
7 | 0.020803 | 0.1765 | 0.43019 |
8 | -0.044739 | -0.3796 | 0.352672 |
9 | -0.00676 | -0.0574 | 0.477208 |
10 | -0.073515 | -0.6238 | 0.267365 |
11 | -0.072692 | -0.6168 | 0.269651 |
12 | -0.058771 | -0.4987 | 0.309761 |
13 | -0.067286 | -0.5709 | 0.28491 |
14 | -0.131664 | -1.1172 | 0.133809 |
15 | -0.175657 | -1.4905 | 0.070231 |
16 | -0.13326 | -1.1307 | 0.130958 |
17 | -0.118355 | -1.0043 | 0.159305 |
18 | -0.110778 | -0.94 | 0.175184 |
19 | -0.198912 | -1.6878 | 0.047886 |
20 | -0.173889 | -1.4755 | 0.072219 |
21 | -0.126196 | -1.0708 | 0.143916 |
22 | -0.055177 | -0.4682 | 0.32053 |
23 | -0.058524 | -0.4966 | 0.310494 |
24 | -0.028399 | -0.241 | 0.405129 |
25 | -0.004564 | -0.0387 | 0.484608 |
26 | 0.031031 | 0.2633 | 0.396532 |
27 | 0.029312 | 0.2487 | 0.402144 |
28 | 0.096167 | 0.816 | 0.208594 |
29 | 0.162796 | 1.3814 | 0.085719 |
30 | 0.099391 | 0.8434 | 0.20091 |
31 | 0.102146 | 0.8667 | 0.194482 |
32 | 0.110673 | 0.9391 | 0.175411 |
33 | 0.190443 | 1.616 | 0.055238 |
34 | 0.136842 | 1.1611 | 0.12471 |
35 | 0.100871 | 0.8559 | 0.197442 |
36 | 0.076039 | 0.6452 | 0.260421 |
37 | 0.078102 | 0.6627 | 0.254814 |
38 | 0.019734 | 0.1674 | 0.433744 |
39 | -0.014087 | -0.1195 | 0.452594 |
40 | -0.025691 | -0.218 | 0.414025 |
41 | -0.049324 | -0.4185 | 0.338404 |
42 | -0.05614 | -0.4764 | 0.31763 |
43 | -0.010464 | -0.0888 | 0.464749 |
44 | -0.045865 | -0.3892 | 0.349146 |
45 | -0.060844 | -0.5163 | 0.303621 |
46 | -0.051461 | -0.4367 | 0.331831 |
47 | -0.091192 | -0.7738 | 0.220794 |
48 | -0.081777 | -0.6939 | 0.244987 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.45329 | 3.8463 | 0.000128 |
2 | 0.126486 | 1.0733 | 0.143368 |
3 | 0.018029 | 0.153 | 0.43942 |
4 | 0.179793 | 1.5256 | 0.065746 |
5 | -0.026107 | -0.2215 | 0.412655 |
6 | -0.102235 | -0.8675 | 0.194276 |
7 | -4e-04 | -0.0034 | 0.498649 |
8 | -0.097673 | -0.8288 | 0.204982 |
9 | 0.030532 | 0.2591 | 0.398158 |
10 | -0.054311 | -0.4608 | 0.323151 |
11 | -0.022187 | -0.1883 | 0.4256 |
12 | 0.034374 | 0.2917 | 0.385688 |
13 | -0.04136 | -0.3509 | 0.363325 |
14 | -0.099681 | -0.8458 | 0.200227 |
15 | -0.07626 | -0.6471 | 0.259817 |
16 | -0.013791 | -0.117 | 0.453584 |
17 | -0.016522 | -0.1402 | 0.444448 |
18 | -0.011313 | -0.096 | 0.461895 |
19 | -0.118462 | -1.0052 | 0.159087 |
20 | -0.028441 | -0.2413 | 0.404994 |
21 | 0.003583 | 0.0304 | 0.487915 |
22 | 0.030524 | 0.259 | 0.398185 |
23 | 0.004459 | 0.0378 | 0.484961 |
24 | 0.033074 | 0.2806 | 0.389896 |
25 | -0.002748 | -0.0233 | 0.49073 |
26 | 0.018845 | 0.1599 | 0.436702 |
27 | -0.019605 | -0.1664 | 0.434173 |
28 | 0.085289 | 0.7237 | 0.235798 |
29 | 0.093913 | 0.7969 | 0.21407 |
30 | -0.070332 | -0.5968 | 0.27626 |
31 | 0.032173 | 0.273 | 0.392819 |
32 | 0.040357 | 0.3424 | 0.366509 |
33 | 0.072952 | 0.619 | 0.26893 |
34 | -0.022011 | -0.1868 | 0.426183 |
35 | -0.023706 | -0.2012 | 0.420572 |
36 | 0.008009 | 0.068 | 0.473005 |
37 | 0.010214 | 0.0867 | 0.465588 |
38 | -0.089397 | -0.7586 | 0.225297 |
39 | -0.012207 | -0.1036 | 0.458895 |
40 | -0.013316 | -0.113 | 0.455175 |
41 | -0.036174 | -0.3069 | 0.379886 |
42 | -0.001973 | -0.0167 | 0.493345 |
43 | 0.107558 | 0.9127 | 0.182234 |
44 | -0.030234 | -0.2565 | 0.399131 |
45 | -0.023442 | -0.1989 | 0.421446 |
46 | 0.003734 | 0.0317 | 0.487404 |
47 | -0.066628 | -0.5654 | 0.286795 |
48 | 0.044043 | 0.3737 | 0.354856 |