Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.469956 | 4.2815 | 2.5e-05 |
2 | 0.270021 | 2.46 | 0.007984 |
3 | 0.005354 | 0.0488 | 0.480606 |
4 | -0.057011 | -0.5194 | 0.302433 |
5 | -0.217524 | -1.9817 | 0.025409 |
6 | -0.272303 | -2.4808 | 0.007564 |
7 | -0.209333 | -1.9071 | 0.029983 |
8 | -0.132321 | -1.2055 | 0.115718 |
9 | -0.154351 | -1.4062 | 0.081699 |
10 | -0.080381 | -0.7323 | 0.233023 |
11 | -0.002392 | -0.0218 | 0.491333 |
12 | -0.010826 | -0.0986 | 0.460833 |
13 | -0.072007 | -0.656 | 0.256813 |
14 | -0.105622 | -0.9623 | 0.169356 |
15 | -0.017516 | -0.1596 | 0.436802 |
16 | -0.040497 | -0.3689 | 0.356554 |
17 | -0.009374 | -0.0854 | 0.466075 |
18 | -0.030456 | -0.2775 | 0.391055 |
19 | 0.039469 | 0.3596 | 0.360038 |
20 | -0.026754 | -0.2437 | 0.404017 |
21 | 0.075202 | 0.6851 | 0.247586 |
22 | 0.085063 | 0.775 | 0.220284 |
23 | 0.138379 | 1.2607 | 0.105476 |
24 | -0.007292 | -0.0664 | 0.473596 |
25 | 0.074916 | 0.6825 | 0.248406 |
26 | -0.103713 | -0.9449 | 0.173733 |
27 | -0.119102 | -1.0851 | 0.140515 |
28 | -0.138324 | -1.2602 | 0.105565 |
29 | -0.111227 | -1.0133 | 0.156925 |
30 | -0.054944 | -0.5006 | 0.309002 |
31 | -0.062486 | -0.5693 | 0.285353 |
32 | 0.030655 | 0.2793 | 0.390362 |
33 | 0.156236 | 1.4234 | 0.079187 |
34 | 0.125788 | 1.146 | 0.127548 |
35 | 0.052582 | 0.479 | 0.316583 |
36 | -0.017003 | -0.1549 | 0.438635 |
37 | -0.034673 | -0.3159 | 0.376442 |
38 | -0.03387 | -0.3086 | 0.379212 |
39 | -0.093237 | -0.8494 | 0.199043 |
40 | 0.007312 | 0.0666 | 0.473523 |
41 | 0.006432 | 0.0586 | 0.476707 |
42 | 0.082797 | 0.7543 | 0.226397 |
43 | 0.099122 | 0.903 | 0.184559 |
44 | 0.158164 | 1.4409 | 0.076682 |
45 | 0.056487 | 0.5146 | 0.304094 |
46 | -1.7e-05 | -2e-04 | 0.49994 |
47 | -0.073073 | -0.6657 | 0.253717 |
48 | -0.015617 | -0.1423 | 0.443601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.469956 | 4.2815 | 2.5e-05 |
2 | 0.063098 | 0.5748 | 0.283474 |
3 | -0.184514 | -1.681 | 0.048261 |
4 | -0.015598 | -0.1421 | 0.443671 |
5 | -0.183415 | -1.671 | 0.049245 |
6 | -0.137755 | -1.255 | 0.106498 |
7 | 0.027526 | 0.2508 | 0.401304 |
8 | -0.019251 | -0.1754 | 0.430604 |
9 | -0.152066 | -1.3854 | 0.084823 |
10 | 0.004622 | 0.0421 | 0.483257 |
11 | 0.01902 | 0.1733 | 0.431428 |
12 | -0.120618 | -1.0989 | 0.137499 |
13 | -0.111832 | -1.0188 | 0.155621 |
14 | -0.089908 | -0.8191 | 0.207537 |
15 | 0.028639 | 0.2609 | 0.397403 |
16 | -0.08102 | -0.7381 | 0.23126 |
17 | -0.019304 | -0.1759 | 0.430414 |
18 | -0.087929 | -0.8011 | 0.212689 |
19 | -0.020806 | -0.1895 | 0.425062 |
20 | -0.111905 | -1.0195 | 0.155464 |
21 | 0.095572 | 0.8707 | 0.193214 |
22 | -0.000475 | -0.0043 | 0.498279 |
23 | -0.003877 | -0.0353 | 0.485954 |
24 | -0.138418 | -1.261 | 0.105413 |
25 | 0.115773 | 1.0547 | 0.147301 |
26 | -0.249878 | -2.2765 | 0.012695 |
27 | -0.092014 | -0.8383 | 0.20214 |
28 | 0.044822 | 0.4084 | 0.342034 |
29 | -0.123157 | -1.122 | 0.132547 |
30 | -0.028978 | -0.264 | 0.396216 |
31 | -0.055557 | -0.5061 | 0.307047 |
32 | -0.023342 | -0.2127 | 0.416057 |
33 | 0.076434 | 0.6963 | 0.24408 |
34 | -0.086053 | -0.784 | 0.217642 |
35 | -0.099408 | -0.9056 | 0.183872 |
36 | -0.106957 | -0.9744 | 0.166339 |
37 | -0.046505 | -0.4237 | 0.336449 |
38 | -0.036814 | -0.3354 | 0.369087 |
39 | -0.075522 | -0.688 | 0.246674 |
40 | -0.035675 | -0.325 | 0.372995 |
41 | -0.066267 | -0.6037 | 0.273836 |
42 | 0.026967 | 0.2457 | 0.403269 |
43 | 0.053256 | 0.4852 | 0.314411 |
44 | -0.06233 | -0.5678 | 0.285835 |
45 | -0.107982 | -0.9838 | 0.164046 |
46 | -0.071066 | -0.6474 | 0.259568 |
47 | -0.048384 | -0.4408 | 0.330253 |
48 | 0.030109 | 0.2743 | 0.392267 |