Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.514691 | 4.3673 | 2.1e-05 |
2 | 0.34463 | 2.9243 | 0.002307 |
3 | 0.486046 | 4.1242 | 4.9e-05 |
4 | 0.40945 | 3.4743 | 0.000436 |
5 | 0.282922 | 2.4007 | 0.009475 |
6 | 0.313102 | 2.6568 | 0.004855 |
7 | 0.100602 | 0.8536 | 0.198069 |
8 | 0.112363 | 0.9534 | 0.17178 |
9 | -0.030477 | -0.2586 | 0.398339 |
10 | -0.238511 | -2.0238 | 0.02335 |
11 | -0.109819 | -0.9318 | 0.177265 |
12 | 0.113657 | 0.9644 | 0.169035 |
13 | -0.221677 | -1.881 | 0.032009 |
14 | -0.345088 | -2.9282 | 0.002281 |
15 | -0.249729 | -2.119 | 0.018769 |
16 | -0.219003 | -1.8583 | 0.033607 |
17 | -0.250584 | -2.1263 | 0.018455 |
18 | -0.208432 | -1.7686 | 0.040598 |
19 | -0.24077 | -2.043 | 0.022357 |
20 | -0.183669 | -1.5585 | 0.061752 |
21 | -0.258613 | -2.1944 | 0.015717 |
22 | -0.312742 | -2.6537 | 0.004895 |
23 | -0.132174 | -1.1215 | 0.132894 |
24 | 0.029183 | 0.2476 | 0.402563 |
25 | -0.093549 | -0.7938 | 0.214964 |
26 | -0.196994 | -1.6716 | 0.049477 |
27 | -0.118548 | -1.0059 | 0.158913 |
28 | -0.005943 | -0.0504 | 0.479962 |
29 | -0.069917 | -0.5933 | 0.277431 |
30 | -0.059886 | -0.5082 | 0.306451 |
31 | -0.036195 | -0.3071 | 0.379819 |
32 | -0.087236 | -0.7402 | 0.230787 |
33 | -0.15217 | -1.2912 | 0.100382 |
34 | -0.136945 | -1.162 | 0.124533 |
35 | -0.109428 | -0.9285 | 0.178119 |
36 | 0.039263 | 0.3332 | 0.369992 |
37 | -0.051206 | -0.4345 | 0.332612 |
38 | -0.168527 | -1.43 | 0.078522 |
39 | -0.037745 | -0.3203 | 0.374843 |
40 | 0.032547 | 0.2762 | 0.391604 |
41 | -0.020841 | -0.1768 | 0.430065 |
42 | 0.092368 | 0.7838 | 0.217873 |
43 | 0.079005 | 0.6704 | 0.252381 |
44 | 0.040771 | 0.346 | 0.365192 |
45 | 0.076749 | 0.6512 | 0.258484 |
46 | 0.086502 | 0.734 | 0.232669 |
47 | 0.086431 | 0.7334 | 0.23285 |
48 | 0.221225 | 1.8772 | 0.032274 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.514691 | 4.3673 | 2.1e-05 |
2 | 0.108453 | 0.9203 | 0.180257 |
3 | 0.374543 | 3.1781 | 0.001093 |
4 | 0.056428 | 0.4788 | 0.316764 |
5 | -0.000935 | -0.0079 | 0.496847 |
6 | 0.056958 | 0.4833 | 0.315174 |
7 | -0.309342 | -2.6249 | 0.00529 |
8 | 0.080612 | 0.684 | 0.24808 |
9 | -0.374113 | -3.1745 | 0.001105 |
10 | -0.243784 | -2.0686 | 0.021089 |
11 | 0.129158 | 1.0959 | 0.138378 |
12 | 0.413549 | 3.5091 | 0.00039 |
13 | -0.131284 | -1.114 | 0.134496 |
14 | -0.251245 | -2.1319 | 0.018214 |
15 | -0.181757 | -1.5423 | 0.063697 |
16 | 0.020514 | 0.1741 | 0.43115 |
17 | 0.020076 | 0.1703 | 0.432607 |
18 | -0.017754 | -0.1506 | 0.440337 |
19 | 0.040728 | 0.3456 | 0.365331 |
20 | -0.051229 | -0.4347 | 0.332544 |
21 | 0.001147 | 0.0097 | 0.496132 |
22 | -0.009387 | -0.0796 | 0.468369 |
23 | 0.000364 | 0.0031 | 0.498771 |
24 | -0.087396 | -0.7416 | 0.230377 |
25 | 0.083943 | 0.7123 | 0.239297 |
26 | -0.113455 | -0.9627 | 0.169461 |
27 | -0.066062 | -0.5606 | 0.28842 |
28 | -0.003978 | -0.0338 | 0.486583 |
29 | -0.162923 | -1.3824 | 0.085554 |
30 | -0.019817 | -0.1681 | 0.433469 |
31 | -0.132393 | -1.1234 | 0.132502 |
32 | -0.093538 | -0.7937 | 0.21499 |
33 | -0.016705 | -0.1417 | 0.443837 |
34 | 0.125795 | 1.0674 | 0.144677 |
35 | -0.096007 | -0.8146 | 0.208981 |
36 | 0.063965 | 0.5428 | 0.294485 |
37 | -0.131913 | -1.1193 | 0.133362 |
38 | 0.058114 | 0.4931 | 0.311718 |
39 | 0.094051 | 0.798 | 0.213734 |
40 | -0.148936 | -1.2638 | 0.105196 |
41 | 0.02298 | 0.195 | 0.422975 |
42 | -0.005508 | -0.0467 | 0.481425 |
43 | -0.018129 | -0.1538 | 0.439086 |
44 | -0.036219 | -0.3073 | 0.379741 |
45 | 0.007901 | 0.067 | 0.473366 |
46 | -0.016091 | -0.1365 | 0.44589 |
47 | -0.035181 | -0.2985 | 0.383082 |
48 | -0.061762 | -0.5241 | 0.300921 |