Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.602626 | 5.1135 | 1e-06 |
2 | 0.401338 | 3.4055 | 0.000542 |
3 | 0.394542 | 3.3478 | 0.000649 |
4 | 0.436668 | 3.7053 | 0.000206 |
5 | 0.323241 | 2.7428 | 0.003841 |
6 | 0.116851 | 0.9915 | 0.162377 |
7 | 0.120358 | 1.0213 | 0.155273 |
8 | 0.093396 | 0.7925 | 0.21534 |
9 | -0.024038 | -0.204 | 0.419478 |
10 | -0.125688 | -1.0665 | 0.144881 |
11 | -0.019077 | -0.1619 | 0.43593 |
12 | 0.009678 | 0.0821 | 0.467389 |
13 | -0.125132 | -1.0618 | 0.145943 |
14 | -0.253067 | -2.1473 | 0.017567 |
15 | -0.156419 | -1.3273 | 0.094308 |
16 | -0.046221 | -0.3922 | 0.348036 |
17 | -0.189679 | -1.6095 | 0.055944 |
18 | -0.275368 | -2.3366 | 0.011124 |
19 | -0.275946 | -2.3415 | 0.010989 |
20 | -0.198369 | -1.6832 | 0.048332 |
21 | -0.286011 | -2.4269 | 0.008867 |
22 | -0.345794 | -2.9342 | 0.002242 |
23 | -0.263155 | -2.2329 | 0.014331 |
24 | -0.148951 | -1.2639 | 0.105173 |
25 | -0.14401 | -1.222 | 0.112854 |
26 | -0.180378 | -1.5306 | 0.06513 |
27 | -0.035964 | -0.3052 | 0.38056 |
28 | 0.024017 | 0.2038 | 0.419546 |
29 | 0.040616 | 0.3446 | 0.365685 |
30 | -0.061832 | -0.5247 | 0.300716 |
31 | 0.026287 | 0.2231 | 0.412063 |
32 | 0.126601 | 1.0742 | 0.143149 |
33 | 0.049342 | 0.4187 | 0.338348 |
34 | -0.010242 | -0.0869 | 0.465495 |
35 | -0.025427 | -0.2158 | 0.414895 |
36 | 0.104719 | 0.8886 | 0.188597 |
37 | 0.119365 | 1.0128 | 0.157263 |
38 | 0.080506 | 0.6831 | 0.248363 |
39 | 0.127096 | 1.0784 | 0.142218 |
40 | 0.191162 | 1.6221 | 0.054581 |
41 | 0.180998 | 1.5358 | 0.064483 |
42 | 0.127074 | 1.0783 | 0.142259 |
43 | 0.2133 | 1.8099 | 0.037242 |
44 | 0.265051 | 2.249 | 0.013785 |
45 | 0.221011 | 1.8753 | 0.032401 |
46 | 0.087795 | 0.745 | 0.229359 |
47 | 0.082992 | 0.7042 | 0.241787 |
48 | 0.138868 | 1.1783 | 0.121272 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.602626 | 5.1135 | 1e-06 |
2 | 0.059952 | 0.5087 | 0.306255 |
3 | 0.206534 | 1.7525 | 0.041973 |
4 | 0.191741 | 1.627 | 0.054056 |
5 | -0.066711 | -0.5661 | 0.286556 |
6 | -0.215025 | -1.8245 | 0.036109 |
7 | 0.055562 | 0.4715 | 0.319369 |
8 | -0.091951 | -0.7802 | 0.218906 |
9 | -0.134442 | -1.1408 | 0.128871 |
10 | -0.054714 | -0.4643 | 0.321931 |
11 | 0.197888 | 1.6791 | 0.048731 |
12 | -0.005234 | -0.0444 | 0.48235 |
13 | -0.123947 | -1.0517 | 0.148221 |
14 | -0.158094 | -1.3415 | 0.091992 |
15 | 0.056915 | 0.4829 | 0.315302 |
16 | 0.047809 | 0.4057 | 0.343093 |
17 | -0.165923 | -1.4079 | 0.081731 |
18 | -0.049478 | -0.4198 | 0.337929 |
19 | -0.116752 | -0.9907 | 0.162582 |
20 | -0.014534 | -0.1233 | 0.451097 |
21 | -0.103166 | -0.8754 | 0.192135 |
22 | -0.043771 | -0.3714 | 0.355713 |
23 | -0.01021 | -0.0866 | 0.465601 |
24 | 0.128936 | 1.0941 | 0.138788 |
25 | 0.090138 | 0.7648 | 0.223433 |
26 | -0.001039 | -0.0088 | 0.496494 |
27 | 0.052728 | 0.4474 | 0.327961 |
28 | -0.086085 | -0.7305 | 0.23374 |
29 | 0.045858 | 0.3891 | 0.34917 |
30 | -0.161223 | -1.368 | 0.08778 |
31 | 0.003893 | 0.033 | 0.48687 |
32 | 0.033573 | 0.2849 | 0.388279 |
33 | -0.038581 | -0.3274 | 0.37217 |
34 | -0.015549 | -0.1319 | 0.447699 |
35 | -0.086161 | -0.7311 | 0.233544 |
36 | 0.081785 | 0.694 | 0.244967 |
37 | 0.138662 | 1.1766 | 0.121618 |
38 | 0.05505 | 0.4671 | 0.320913 |
39 | 0.062315 | 0.5288 | 0.299299 |
40 | -0.027461 | -0.233 | 0.408205 |
41 | -0.009667 | -0.082 | 0.467427 |
42 | -0.057932 | -0.4916 | 0.31226 |
43 | 0.069363 | 0.5886 | 0.278997 |
44 | -0.001579 | -0.0134 | 0.494672 |
45 | 0.027272 | 0.2314 | 0.408827 |
46 | 0.025231 | 0.2141 | 0.41554 |
47 | -0.044189 | -0.375 | 0.354397 |
48 | 0.026353 | 0.2236 | 0.411845 |