Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.571134 | 4.8798 | 3e-06 |
2 | 0.416495 | 3.5585 | 0.00033 |
3 | 0.547621 | 4.6789 | 6e-06 |
4 | 0.493062 | 4.2127 | 3.6e-05 |
5 | 0.383393 | 3.2757 | 0.000807 |
6 | 0.406703 | 3.4749 | 0.000432 |
7 | 0.241106 | 2.06 | 0.021481 |
8 | 0.252536 | 2.1577 | 0.017122 |
9 | 0.127002 | 1.0851 | 0.140722 |
10 | -0.041508 | -0.3546 | 0.361939 |
11 | 0.080121 | 0.6846 | 0.247896 |
12 | 0.278422 | 2.3788 | 0.009992 |
13 | -0.033095 | -0.2828 | 0.38908 |
14 | -0.138145 | -1.1803 | 0.120853 |
15 | -0.054378 | -0.4646 | 0.321797 |
16 | -0.019809 | -0.1693 | 0.433033 |
17 | -0.070817 | -0.6051 | 0.273507 |
18 | -0.05024 | -0.4292 | 0.334503 |
19 | -0.096394 | -0.8236 | 0.206428 |
20 | -0.077412 | -0.6614 | 0.255217 |
21 | -0.181804 | -1.5533 | 0.062334 |
22 | -0.233414 | -1.9943 | 0.024928 |
23 | -0.113379 | -0.9687 | 0.167944 |
24 | 0.010062 | 0.086 | 0.465863 |
25 | -0.14781 | -1.2629 | 0.105324 |
26 | -0.275134 | -2.3507 | 0.01072 |
27 | -0.159505 | -1.3628 | 0.088566 |
28 | -0.08497 | -0.726 | 0.235085 |
29 | -0.189291 | -1.6173 | 0.055063 |
30 | -0.138799 | -1.1859 | 0.119753 |
31 | -0.134272 | -1.1472 | 0.127518 |
32 | -0.212848 | -1.8186 | 0.036539 |
33 | -0.257804 | -2.2027 | 0.015388 |
34 | -0.25484 | -2.1774 | 0.016344 |
35 | -0.227051 | -1.9399 | 0.028126 |
36 | -0.11385 | -0.9727 | 0.166948 |
37 | -0.206296 | -1.7626 | 0.041077 |
38 | -0.338693 | -2.8938 | 0.002508 |
39 | -0.198328 | -1.6945 | 0.047215 |
40 | -0.152692 | -1.3046 | 0.098063 |
41 | -0.235645 | -2.0134 | 0.023882 |
42 | -0.150841 | -1.2888 | 0.100771 |
43 | -0.131134 | -1.1204 | 0.133106 |
44 | -0.214126 | -1.8295 | 0.035705 |
45 | -0.198167 | -1.6931 | 0.047346 |
46 | -0.163869 | -1.4001 | 0.082861 |
47 | -0.134045 | -1.1453 | 0.127918 |
48 | -0.0405 | -0.346 | 0.365158 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.571134 | 4.8798 | 3e-06 |
2 | 0.134016 | 1.145 | 0.127967 |
3 | 0.400609 | 3.4228 | 0.00051 |
4 | 0.08914 | 0.7616 | 0.224372 |
5 | 0.025764 | 0.2201 | 0.413193 |
6 | 0.071625 | 0.612 | 0.271232 |
7 | -0.265246 | -2.2663 | 0.0132 |
8 | 0.094724 | 0.8093 | 0.21048 |
9 | -0.338447 | -2.8917 | 0.002523 |
10 | -0.192868 | -1.6479 | 0.051839 |
11 | 0.176175 | 1.5052 | 0.068288 |
12 | 0.445411 | 3.8056 | 0.000146 |
13 | -0.169103 | -1.4448 | 0.076395 |
14 | -0.198091 | -1.6925 | 0.047408 |
15 | -0.180096 | -1.5387 | 0.064095 |
16 | 0.103685 | 0.8859 | 0.189295 |
17 | 0.024872 | 0.2125 | 0.416152 |
18 | 0.003126 | 0.0267 | 0.489382 |
19 | 0.002011 | 0.0172 | 0.493168 |
20 | -0.096177 | -0.8217 | 0.206951 |
21 | -0.028298 | -0.2418 | 0.404815 |
22 | -0.008411 | -0.0719 | 0.471455 |
23 | -0.021251 | -0.1816 | 0.428213 |
24 | -0.02351 | -0.2009 | 0.420681 |
25 | 0.101987 | 0.8714 | 0.193202 |
26 | -0.147631 | -1.2614 | 0.105598 |
27 | 0.12656 | 1.0813 | 0.141555 |
28 | -0.069956 | -0.5977 | 0.275943 |
29 | -0.148529 | -1.269 | 0.104231 |
30 | -0.016356 | -0.1397 | 0.444624 |
31 | -0.096585 | -0.8252 | 0.205966 |
32 | -0.090612 | -0.7742 | 0.220659 |
33 | -0.035087 | -0.2998 | 0.382596 |
34 | 0.082172 | 0.7021 | 0.242431 |
35 | -0.094836 | -0.8103 | 0.210206 |
36 | 0.028158 | 0.2406 | 0.405275 |
37 | 0.047451 | 0.4054 | 0.343176 |
38 | 0.0271 | 0.2315 | 0.408772 |
39 | -0.020331 | -0.1737 | 0.431286 |
40 | -0.130122 | -1.1118 | 0.134944 |
41 | -0.042779 | -0.3655 | 0.357897 |
42 | -0.091905 | -0.7852 | 0.217429 |
43 | 0.017152 | 0.1465 | 0.441948 |
44 | -0.063227 | -0.5402 | 0.295348 |
45 | -0.031107 | -0.2658 | 0.39558 |
46 | 0.064799 | 0.5536 | 0.290757 |
47 | 0.03165 | 0.2704 | 0.393802 |
48 | 0.00039 | 0.0033 | 0.498674 |