Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.411645 | 4.1777 | 3.1e-05 |
2 | -0.025036 | -0.2541 | 0.399968 |
3 | 0.007081 | 0.0719 | 0.471426 |
4 | 0.075946 | 0.7708 | 0.221304 |
5 | 0.052676 | 0.5346 | 0.29704 |
6 | -0.095334 | -0.9675 | 0.167773 |
7 | -0.159512 | -1.6189 | 0.054267 |
8 | 0.069638 | 0.7068 | 0.240659 |
9 | 0.15217 | 1.5444 | 0.062785 |
10 | -0.110661 | -1.1231 | 0.132006 |
11 | -0.433295 | -4.3975 | 1.3e-05 |
12 | -0.483444 | -4.9064 | 2e-06 |
13 | -0.064592 | -0.6555 | 0.256792 |
14 | -0.007502 | -0.0761 | 0.46973 |
15 | -0.126921 | -1.2881 | 0.100298 |
16 | -0.063795 | -0.6474 | 0.259392 |
17 | 0.090756 | 0.9211 | 0.179583 |
18 | 0.22931 | 2.3272 | 0.010954 |
19 | 0.163404 | 1.6584 | 0.050143 |
20 | -0.044016 | -0.4467 | 0.328008 |
21 | 0.080107 | 0.813 | 0.209046 |
22 | 0.262621 | 2.6653 | 0.004466 |
23 | 0.188806 | 1.9162 | 0.029058 |
24 | 0.06102 | 0.6193 | 0.268548 |
25 | 0.044835 | 0.455 | 0.325026 |
26 | 0.164875 | 1.6733 | 0.048651 |
27 | 0.141152 | 1.4325 | 0.077509 |
28 | -0.039985 | -0.4058 | 0.342865 |
29 | -0.080491 | -0.8169 | 0.207937 |
30 | -0.068484 | -0.695 | 0.244298 |
31 | -0.016743 | -0.1699 | 0.432701 |
32 | -0.028635 | -0.2906 | 0.385967 |
33 | -0.193002 | -1.9588 | 0.026422 |
34 | -0.107332 | -1.0893 | 0.139281 |
35 | 0.091028 | 0.9238 | 0.178867 |
36 | -0.023697 | -0.2405 | 0.405212 |
37 | -0.166438 | -1.6892 | 0.047106 |
38 | -0.107829 | -1.0943 | 0.138178 |
39 | -0.005021 | -0.051 | 0.479731 |
40 | 0.050851 | 0.5161 | 0.303452 |
41 | -0.018084 | -0.1835 | 0.427371 |
42 | -0.091485 | -0.9285 | 0.177668 |
43 | -0.010124 | -0.1027 | 0.459181 |
44 | 0.07952 | 0.807 | 0.210751 |
45 | 0.081371 | 0.8258 | 0.205406 |
46 | -0.031001 | -0.3146 | 0.376839 |
47 | -0.094042 | -0.9544 | 0.171053 |
48 | 0.065391 | 0.6637 | 0.254198 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.411645 | 4.1777 | 3.1e-05 |
2 | -0.234167 | -2.3765 | 0.009662 |
3 | 0.148016 | 1.5022 | 0.068053 |
4 | 0.004465 | 0.0453 | 0.481971 |
5 | 0.020184 | 0.2048 | 0.419047 |
6 | -0.143083 | -1.4521 | 0.074751 |
7 | -0.056687 | -0.5753 | 0.283167 |
8 | 0.187021 | 1.8981 | 0.030244 |
9 | 0.001326 | 0.0135 | 0.494646 |
10 | -0.201247 | -2.0424 | 0.021832 |
11 | -0.357126 | -3.6244 | 0.000226 |
12 | -0.292952 | -2.9731 | 0.001835 |
13 | 0.236936 | 2.4046 | 0.008987 |
14 | -0.147412 | -1.4961 | 0.068847 |
15 | 0.073433 | 0.7453 | 0.228906 |
16 | -0.031106 | -0.3157 | 0.376437 |
17 | 0.01889 | 0.1917 | 0.424172 |
18 | 0.140832 | 1.4293 | 0.077974 |
19 | 0.087988 | 0.893 | 0.186974 |
20 | 0.103039 | 1.0457 | 0.149067 |
21 | 0.139953 | 1.4204 | 0.07926 |
22 | -0.075833 | -0.7696 | 0.221642 |
23 | -0.133769 | -1.3576 | 0.088778 |
24 | -0.065676 | -0.6665 | 0.253279 |
25 | 0.205416 | 2.0847 | 0.019783 |
26 | 0.049077 | 0.4981 | 0.309747 |
27 | -0.047296 | -0.48 | 0.316122 |
28 | -0.079 | -0.8018 | 0.212268 |
29 | 0.117356 | 1.191 | 0.118189 |
30 | 0.058215 | 0.5908 | 0.277967 |
31 | 0.129236 | 1.3116 | 0.096285 |
32 | 0.039436 | 0.4002 | 0.344906 |
33 | -0.042937 | -0.4358 | 0.331962 |
34 | 0.016929 | 0.1718 | 0.43196 |
35 | 0.041934 | 0.4256 | 0.33565 |
36 | -0.09052 | -0.9187 | 0.180205 |
37 | 0.004083 | 0.0414 | 0.483513 |
38 | 0.003548 | 0.036 | 0.485671 |
39 | -0.08777 | -0.8908 | 0.187564 |
40 | -0.1036 | -1.0514 | 0.147761 |
41 | 0.046752 | 0.4745 | 0.31808 |
42 | -0.074272 | -0.7538 | 0.22635 |
43 | -0.019054 | -0.1934 | 0.423523 |
44 | -0.118404 | -1.2017 | 0.116124 |
45 | 0.060567 | 0.6147 | 0.270058 |
46 | 0.074144 | 0.7525 | 0.226738 |
47 | -0.140767 | -1.4286 | 0.078068 |
48 | -0.083611 | -0.8486 | 0.199046 |