Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.490628 | 4.1341 | 4.8e-05 |
2 | 0.010723 | 0.0904 | 0.464131 |
3 | -0.121066 | -1.0201 | 0.155568 |
4 | -0.094805 | -0.7988 | 0.213523 |
5 | -0.08997 | -0.7581 | 0.225449 |
6 | -0.026397 | -0.2224 | 0.412312 |
7 | -0.049564 | -0.4176 | 0.338738 |
8 | -0.158694 | -1.3372 | 0.092716 |
9 | -0.176824 | -1.4899 | 0.070334 |
10 | -0.048279 | -0.4068 | 0.342686 |
11 | 0.178741 | 1.5061 | 0.068239 |
12 | 0.314044 | 2.6462 | 0.005009 |
13 | 0.109479 | 0.9225 | 0.1797 |
14 | -0.070222 | -0.5917 | 0.277964 |
15 | -0.058018 | -0.4889 | 0.31322 |
16 | -0.009934 | -0.0837 | 0.466762 |
17 | -0.010181 | -0.0858 | 0.465937 |
18 | 0.065336 | 0.5505 | 0.291841 |
19 | -0.02921 | -0.2461 | 0.403146 |
20 | -0.105137 | -0.8859 | 0.189332 |
21 | 0.030915 | 0.2605 | 0.397619 |
22 | 0.165724 | 1.3964 | 0.08347 |
23 | 0.067892 | 0.5721 | 0.28454 |
24 | 0.052297 | 0.4407 | 0.330398 |
25 | -0.058737 | -0.4949 | 0.311091 |
26 | -0.130172 | -1.0968 | 0.138207 |
27 | -0.144992 | -1.2217 | 0.112926 |
28 | -0.085477 | -0.7202 | 0.23687 |
29 | -0.070366 | -0.5929 | 0.277561 |
30 | -0.071588 | -0.6032 | 0.274146 |
31 | -0.094826 | -0.799 | 0.213472 |
32 | -0.012795 | -0.1078 | 0.457223 |
33 | 0.165943 | 1.3983 | 0.083194 |
34 | 0.222744 | 1.8769 | 0.032322 |
35 | 0.053074 | 0.4472 | 0.328042 |
36 | -0.061902 | -0.5216 | 0.301787 |
37 | -0.127227 | -1.072 | 0.143667 |
38 | -0.153754 | -1.2956 | 0.099663 |
39 | -0.086537 | -0.7292 | 0.234147 |
40 | -0.052462 | -0.4421 | 0.329897 |
41 | -0.115675 | -0.9747 | 0.166511 |
42 | -0.113403 | -0.9555 | 0.171271 |
43 | -0.117255 | -0.988 | 0.163252 |
44 | -0.048331 | -0.4072 | 0.342527 |
45 | 0.072323 | 0.6094 | 0.272102 |
46 | 0.181566 | 1.5299 | 0.065242 |
47 | 0.07199 | 0.6066 | 0.273025 |
48 | -0.049465 | -0.4168 | 0.339042 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.490628 | 4.1341 | 4.8e-05 |
2 | -0.302907 | -2.5523 | 0.006426 |
3 | 0.030009 | 0.2529 | 0.400555 |
4 | -0.040035 | -0.3373 | 0.368429 |
5 | -0.072547 | -0.6113 | 0.27148 |
6 | 0.058103 | 0.4896 | 0.312969 |
7 | -0.122451 | -1.0318 | 0.152835 |
8 | -0.132514 | -1.1166 | 0.133969 |
9 | -0.038032 | -0.3205 | 0.37478 |
10 | 0.035836 | 0.302 | 0.381783 |
11 | 0.194141 | 1.6359 | 0.053148 |
12 | 0.134502 | 1.1333 | 0.130443 |
13 | -0.190766 | -1.6074 | 0.0562 |
14 | 0.03497 | 0.2947 | 0.384555 |
15 | 0.0342 | 0.2882 | 0.387027 |
16 | -0.017012 | -0.1433 | 0.443212 |
17 | -0.001203 | -0.0101 | 0.495971 |
18 | 0.082001 | 0.691 | 0.245923 |
19 | -0.143334 | -1.2078 | 0.115574 |
20 | 0.106366 | 0.8963 | 0.186574 |
21 | 0.176302 | 1.4855 | 0.070913 |
22 | 0.000997 | 0.0084 | 0.49666 |
23 | -0.159684 | -1.3455 | 0.091369 |
24 | 0.123229 | 1.0383 | 0.151316 |
25 | -0.15808 | -1.332 | 0.093559 |
26 | 0.052735 | 0.4444 | 0.329068 |
27 | -0.116621 | -0.9827 | 0.164555 |
28 | -0.057853 | -0.4875 | 0.313712 |
29 | -0.03068 | -0.2585 | 0.398379 |
30 | -0.052136 | -0.4393 | 0.330888 |
31 | -0.008888 | -0.0749 | 0.470257 |
32 | 0.096724 | 0.815 | 0.208896 |
33 | 0.003087 | 0.026 | 0.489661 |
34 | 0.019993 | 0.1685 | 0.433347 |
35 | -0.054186 | -0.4566 | 0.324684 |
36 | -0.096745 | -0.8152 | 0.208845 |
37 | -0.051369 | -0.4328 | 0.333219 |
38 | -0.026782 | -0.2257 | 0.411054 |
39 | 0.004516 | 0.0381 | 0.484876 |
40 | -0.136327 | -1.1487 | 0.127265 |
41 | 0.039173 | 0.3301 | 0.371158 |
42 | -0.025361 | -0.2137 | 0.415697 |
43 | -0.129136 | -1.0881 | 0.140111 |
44 | 0.007546 | 0.0636 | 0.474742 |
45 | -0.020955 | -0.1766 | 0.430174 |
46 | 0.043811 | 0.3692 | 0.356555 |
47 | 0.003677 | 0.031 | 0.487685 |
48 | -0.078451 | -0.661 | 0.255363 |