Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.533493 | 4.5268 | 1.2e-05 |
2 | 0.526312 | 4.4659 | 1.4e-05 |
3 | 0.627857 | 5.3275 | 1e-06 |
4 | 0.500868 | 4.25 | 3.2e-05 |
5 | 0.383615 | 3.2551 | 0.000864 |
6 | 0.382214 | 3.2432 | 0.000896 |
7 | 0.270976 | 2.2993 | 0.012195 |
8 | 0.309673 | 2.6277 | 0.00525 |
9 | 0.285226 | 2.4202 | 0.009018 |
10 | 0.145243 | 1.2324 | 0.110899 |
11 | 0.227513 | 1.9305 | 0.028741 |
12 | 0.1942 | 1.6478 | 0.051872 |
13 | 0.010476 | 0.0889 | 0.464708 |
14 | 0.12045 | 1.0221 | 0.155089 |
15 | 0.030003 | 0.2546 | 0.399884 |
16 | -0.112642 | -0.9558 | 0.171186 |
17 | -0.04497 | -0.3816 | 0.351946 |
18 | -0.142398 | -1.2083 | 0.115446 |
19 | -0.239985 | -2.0363 | 0.022698 |
20 | -0.205002 | -1.7395 | 0.04311 |
21 | -0.222741 | -1.89 | 0.03139 |
22 | -0.351059 | -2.9788 | 0.001971 |
23 | -0.269307 | -2.2851 | 0.012626 |
24 | -0.345017 | -2.9276 | 0.002285 |
25 | -0.393079 | -3.3354 | 0.000675 |
26 | -0.37224 | -3.1586 | 0.001159 |
27 | -0.408031 | -3.4623 | 0.000453 |
28 | -0.410194 | -3.4806 | 0.000427 |
29 | -0.385583 | -3.2718 | 0.000821 |
30 | -0.433544 | -3.6787 | 0.000224 |
31 | -0.347846 | -2.9516 | 0.002133 |
32 | -0.242333 | -2.0563 | 0.021691 |
33 | -0.30882 | -2.6204 | 0.005353 |
34 | -0.27486 | -2.3323 | 0.011243 |
35 | -0.118876 | -1.0087 | 0.15825 |
36 | -0.203775 | -1.7291 | 0.044039 |
37 | -0.174926 | -1.4843 | 0.071048 |
38 | -0.123983 | -1.052 | 0.148151 |
39 | -0.172845 | -1.4666 | 0.073415 |
40 | -0.092685 | -0.7865 | 0.217089 |
41 | -0.120435 | -1.0219 | 0.155118 |
42 | -0.08933 | -0.758 | 0.225466 |
43 | -0.064347 | -0.546 | 0.293377 |
44 | -0.0226 | -0.1918 | 0.424232 |
45 | -0.044412 | -0.3768 | 0.353699 |
46 | 0.060935 | 0.517 | 0.303354 |
47 | 0.024941 | 0.2116 | 0.416497 |
48 | 0.043076 | 0.3655 | 0.3579 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.533493 | 4.5268 | 1.2e-05 |
2 | 0.337856 | 2.8668 | 0.002717 |
3 | 0.412944 | 3.5039 | 0.000396 |
4 | 0.08623 | 0.7317 | 0.233368 |
5 | -0.13299 | -1.1285 | 0.131437 |
6 | -0.105187 | -0.8925 | 0.187539 |
7 | -0.173126 | -1.469 | 0.073091 |
8 | 0.135257 | 1.1477 | 0.127447 |
9 | 0.14795 | 1.2554 | 0.106697 |
10 | -0.080272 | -0.6811 | 0.248986 |
11 | 0.048622 | 0.4126 | 0.340575 |
12 | -0.062275 | -0.5284 | 0.299416 |
13 | -0.258401 | -2.1926 | 0.015784 |
14 | 0.05287 | 0.4486 | 0.327526 |
15 | -0.072455 | -0.6148 | 0.270313 |
16 | -0.119602 | -1.0149 | 0.156786 |
17 | 0.015652 | 0.1328 | 0.447357 |
18 | -0.123307 | -1.0463 | 0.149463 |
19 | -0.108196 | -0.9181 | 0.180824 |
20 | -0.07967 | -0.676 | 0.250595 |
21 | 0.09086 | 0.771 | 0.221623 |
22 | -0.111295 | -0.9444 | 0.17407 |
23 | -0.02737 | -0.2322 | 0.408504 |
24 | -0.063891 | -0.5421 | 0.294701 |
25 | -0.141327 | -1.1992 | 0.117192 |
26 | -0.123138 | -1.0449 | 0.149791 |
27 | 0.044935 | 0.3813 | 0.352058 |
28 | 0.050854 | 0.4315 | 0.333693 |
29 | -0.013074 | -0.1109 | 0.455987 |
30 | -0.013002 | -0.1103 | 0.456229 |
31 | 0.058815 | 0.4991 | 0.309628 |
32 | 0.164967 | 1.3998 | 0.082935 |
33 | 0.072868 | 0.6183 | 0.269162 |
34 | -0.020997 | -0.1782 | 0.429547 |
35 | 0.026602 | 0.2257 | 0.411027 |
36 | -0.103403 | -0.8774 | 0.191593 |
37 | -0.033345 | -0.2829 | 0.389016 |
38 | -0.041512 | -0.3522 | 0.362843 |
39 | -0.075521 | -0.6408 | 0.261837 |
40 | 0.083592 | 0.7093 | 0.240215 |
41 | -0.092366 | -0.7837 | 0.217879 |
42 | 0.03288 | 0.279 | 0.390524 |
43 | -0.12913 | -1.0957 | 0.138429 |
44 | -0.08738 | -0.7414 | 0.230418 |
45 | -0.024529 | -0.2081 | 0.417854 |
46 | 0.015683 | 0.1331 | 0.447252 |
47 | -0.054053 | -0.4587 | 0.323933 |
48 | 0.002447 | 0.0208 | 0.491747 |