Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.449434 | 4.1191 | 4.4e-05 |
2 | 0.463057 | 4.244 | 2.8e-05 |
3 | 0.502385 | 4.6044 | 7e-06 |
4 | 0.21775 | 1.9957 | 0.024603 |
5 | 0.263842 | 2.4181 | 0.008881 |
6 | 0.26626 | 2.4403 | 0.008388 |
7 | 0.176471 | 1.6174 | 0.054773 |
8 | 0.212973 | 1.9519 | 0.027139 |
9 | 0.413432 | 3.7892 | 0.000142 |
10 | 0.297939 | 2.7307 | 0.00385 |
11 | 0.333329 | 3.055 | 0.001508 |
12 | 0.620188 | 5.6841 | 0 |
13 | 0.256249 | 2.3486 | 0.010597 |
14 | 0.3374 | 3.0923 | 0.001348 |
15 | 0.288417 | 2.6434 | 0.004896 |
16 | 0.052338 | 0.4797 | 0.316348 |
17 | 0.106948 | 0.9802 | 0.164903 |
18 | 0.028389 | 0.2602 | 0.397677 |
19 | 0.060417 | 0.5537 | 0.290618 |
20 | 0.090249 | 0.8271 | 0.205249 |
21 | 0.176461 | 1.6173 | 0.054782 |
22 | 0.172142 | 1.5777 | 0.059196 |
23 | 0.143751 | 1.3175 | 0.095627 |
24 | 0.330985 | 3.0335 | 0.001608 |
25 | 0.109415 | 1.0028 | 0.159417 |
26 | 0.105734 | 0.9691 | 0.167647 |
27 | 0.042439 | 0.389 | 0.349146 |
28 | -0.064523 | -0.5914 | 0.277933 |
29 | -0.098744 | -0.905 | 0.184027 |
30 | -0.123872 | -1.1353 | 0.129738 |
31 | -0.084888 | -0.778 | 0.219373 |
32 | -0.108336 | -0.9929 | 0.161801 |
33 | 0.015912 | 0.1458 | 0.442202 |
34 | 0.032381 | 0.2968 | 0.383684 |
35 | -0.033717 | -0.309 | 0.379034 |
36 | 0.127596 | 1.1694 | 0.122769 |
37 | 0.013311 | 0.122 | 0.451597 |
38 | -0.076429 | -0.7005 | 0.242781 |
39 | -0.09069 | -0.8312 | 0.204112 |
40 | -0.14902 | -1.3658 | 0.087826 |
41 | -0.221564 | -2.0307 | 0.022726 |
42 | -0.183186 | -1.6789 | 0.048442 |
43 | -0.17554 | -1.6089 | 0.0557 |
44 | -0.244334 | -2.2394 | 0.013887 |
45 | -0.097518 | -0.8938 | 0.187 |
46 | -0.076913 | -0.7049 | 0.241405 |
47 | -0.160131 | -1.4676 | 0.07297 |
48 | -0.006493 | -0.0595 | 0.476345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.449434 | 4.1191 | 4.4e-05 |
2 | 0.327147 | 2.9983 | 0.001785 |
3 | 0.302167 | 2.7694 | 0.003455 |
4 | -0.199973 | -1.8328 | 0.035189 |
5 | -0.007508 | -0.0688 | 0.472653 |
6 | 0.091017 | 0.8342 | 0.203271 |
7 | 0.071688 | 0.657 | 0.256479 |
8 | 0.022888 | 0.2098 | 0.417177 |
9 | 0.359923 | 3.2988 | 0.000713 |
10 | 0.069732 | 0.6391 | 0.262247 |
11 | -0.01213 | -0.1112 | 0.455874 |
12 | 0.411063 | 3.7675 | 0.000153 |
13 | -0.214838 | -1.969 | 0.026123 |
14 | -0.103491 | -0.9485 | 0.172794 |
15 | -0.16752 | -1.5353 | 0.064228 |
16 | -0.063154 | -0.5788 | 0.282131 |
17 | -0.123733 | -1.134 | 0.130005 |
18 | -0.156639 | -1.4356 | 0.077412 |
19 | 0.224894 | 2.0612 | 0.021189 |
20 | 0.034632 | 0.3174 | 0.375862 |
21 | -0.116124 | -1.0643 | 0.145122 |
22 | 0.104156 | 0.9546 | 0.171258 |
23 | -0.095215 | -0.8727 | 0.192669 |
24 | 0.021284 | 0.1951 | 0.422904 |
25 | -0.038372 | -0.3517 | 0.362978 |
26 | -0.104627 | -0.9589 | 0.170176 |
27 | -0.076388 | -0.7001 | 0.242897 |
28 | 0.034686 | 0.3179 | 0.375673 |
29 | -0.073657 | -0.6751 | 0.25074 |
30 | 0.076638 | 0.7024 | 0.242186 |
31 | -0.086749 | -0.7951 | 0.214407 |
32 | 0.005262 | 0.0482 | 0.480825 |
33 | 0.009221 | 0.0845 | 0.466426 |
34 | -0.037272 | -0.3416 | 0.366753 |
35 | 0.018414 | 0.1688 | 0.433192 |
36 | -0.029334 | -0.2689 | 0.39435 |
37 | 0.136335 | 1.2495 | 0.10747 |
38 | -0.089403 | -0.8194 | 0.207442 |
39 | -0.127524 | -1.1688 | 0.122901 |
40 | 0.12008 | 1.1006 | 0.137117 |
41 | -0.007874 | -0.0722 | 0.471321 |
42 | -0.0372 | -0.3409 | 0.366999 |
43 | -0.04003 | -0.3669 | 0.357316 |
44 | -0.118114 | -1.0825 | 0.141057 |
45 | -0.029965 | -0.2746 | 0.392136 |
46 | 0.016858 | 0.1545 | 0.438791 |
47 | -0.015101 | -0.1384 | 0.445125 |
48 | 0.032058 | 0.2938 | 0.38481 |