Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.554089 | 5.0783 | 1e-06 |
2 | 0.216085 | 1.9805 | 0.025463 |
3 | 0.110611 | 1.0138 | 0.156804 |
4 | -0.086434 | -0.7922 | 0.215244 |
5 | -0.194164 | -1.7795 | 0.039384 |
6 | -0.132523 | -1.2146 | 0.113962 |
7 | -0.198566 | -1.8199 | 0.036169 |
8 | -0.211247 | -1.9361 | 0.028108 |
9 | -0.05582 | -0.5116 | 0.305138 |
10 | -0.020105 | -0.1843 | 0.427125 |
11 | -0.012308 | -0.1128 | 0.455228 |
12 | -0.004373 | -0.0401 | 0.484062 |
13 | -0.069417 | -0.6362 | 0.263182 |
14 | -0.122309 | -1.121 | 0.132746 |
15 | -0.090364 | -0.8282 | 0.204951 |
16 | -0.14915 | -1.367 | 0.08764 |
17 | -0.072377 | -0.6633 | 0.254463 |
18 | 0.047613 | 0.4364 | 0.331841 |
19 | -0.010607 | -0.0972 | 0.461393 |
20 | -0.014647 | -0.1342 | 0.446765 |
21 | 0.120949 | 1.1085 | 0.135401 |
22 | 0.127771 | 1.171 | 0.122447 |
23 | 0.130583 | 1.1968 | 0.117373 |
24 | 0.242307 | 2.2208 | 0.014529 |
25 | 0.168798 | 1.5471 | 0.062804 |
26 | 0.012848 | 0.1178 | 0.453273 |
27 | 0.01129 | 0.1035 | 0.458917 |
28 | 0.002779 | 0.0255 | 0.489869 |
29 | -0.067411 | -0.6178 | 0.269178 |
30 | -0.082366 | -0.7549 | 0.226211 |
31 | -0.130451 | -1.1956 | 0.117609 |
32 | -0.16173 | -1.4823 | 0.071004 |
33 | -0.131131 | -1.2018 | 0.116402 |
34 | -0.088803 | -0.8139 | 0.209005 |
35 | -0.049262 | -0.4515 | 0.326398 |
36 | -0.056288 | -0.5159 | 0.303643 |
37 | -0.087134 | -0.7986 | 0.213389 |
38 | -0.163867 | -1.5019 | 0.068441 |
39 | -0.114686 | -1.0511 | 0.14811 |
40 | -0.106018 | -0.9717 | 0.167002 |
41 | -0.15993 | -1.4658 | 0.07322 |
42 | -0.067251 | -0.6164 | 0.269659 |
43 | 0.000598 | 0.0055 | 0.497821 |
44 | 0.072236 | 0.6621 | 0.254874 |
45 | 0.279962 | 2.5659 | 0.006033 |
46 | 0.332894 | 3.051 | 0.001526 |
47 | 0.208354 | 1.9096 | 0.0298 |
48 | 0.127034 | 1.1643 | 0.123802 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.554089 | 5.0783 | 1e-06 |
2 | -0.131214 | -1.2026 | 0.116256 |
3 | 0.070294 | 0.6443 | 0.260583 |
4 | -0.232937 | -2.1349 | 0.017841 |
5 | -0.04994 | -0.4577 | 0.324172 |
6 | 0.034647 | 0.3175 | 0.37581 |
7 | -0.182948 | -1.6767 | 0.048655 |
8 | -0.018528 | -0.1698 | 0.432783 |
9 | 0.083384 | 0.7642 | 0.223437 |
10 | -0.056982 | -0.5222 | 0.301436 |
11 | 0.008492 | 0.0778 | 0.469075 |
12 | -0.106384 | -0.975 | 0.166173 |
13 | -0.077977 | -0.7147 | 0.238397 |
14 | -0.058972 | -0.5405 | 0.295146 |
15 | -0.033215 | -0.3044 | 0.38078 |
16 | -0.141184 | -1.294 | 0.09961 |
17 | 0.122114 | 1.1192 | 0.133125 |
18 | 0.005555 | 0.0509 | 0.479759 |
19 | -0.131236 | -1.2028 | 0.116217 |
20 | -0.010888 | -0.0998 | 0.460375 |
21 | 0.103167 | 0.9455 | 0.173546 |
22 | 0.016721 | 0.1533 | 0.439284 |
23 | 0.054472 | 0.4992 | 0.309455 |
24 | 0.126579 | 1.1601 | 0.124644 |
25 | -0.001674 | -0.0153 | 0.493897 |
26 | -0.087404 | -0.8011 | 0.212675 |
27 | 0.016501 | 0.1512 | 0.440077 |
28 | 0.045971 | 0.4213 | 0.337296 |
29 | 0.000271 | 0.0025 | 0.499012 |
30 | -0.067086 | -0.6149 | 0.270156 |
31 | -0.060404 | -0.5536 | 0.290656 |
32 | -0.007546 | -0.0692 | 0.472515 |
33 | -0.064097 | -0.5875 | 0.279237 |
34 | -0.010598 | -0.0971 | 0.461426 |
35 | -0.000863 | -0.0079 | 0.496855 |
36 | -0.09225 | -0.8455 | 0.200122 |
37 | -0.013287 | -0.1218 | 0.451683 |
38 | -0.193571 | -1.7741 | 0.039835 |
39 | 0.020572 | 0.1885 | 0.425451 |
40 | -0.078625 | -0.7206 | 0.236575 |
41 | -0.169645 | -1.5548 | 0.061874 |
42 | 0.009747 | 0.0893 | 0.464517 |
43 | -0.044082 | -0.404 | 0.343613 |
44 | 0.119808 | 1.0981 | 0.137658 |
45 | 0.15102 | 1.3841 | 0.084995 |
46 | -0.068439 | -0.6273 | 0.266097 |
47 | -0.015333 | -0.1405 | 0.44429 |
48 | -0.085796 | -0.7863 | 0.216941 |