Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.564208 | 4.7875 | 4e-06 |
2 | 0.407668 | 3.4592 | 0.000457 |
3 | 0.115283 | 0.9782 | 0.165623 |
4 | -0.027183 | -0.2307 | 0.409117 |
5 | -0.253529 | -2.1513 | 0.017406 |
6 | -0.315599 | -2.6779 | 0.004585 |
7 | -0.254207 | -2.157 | 0.017172 |
8 | -0.252042 | -2.1386 | 0.017929 |
9 | -0.237849 | -2.0182 | 0.023648 |
10 | -0.130165 | -1.1045 | 0.13653 |
11 | -0.017061 | -0.1448 | 0.44265 |
12 | -0.060329 | -0.5119 | 0.305142 |
13 | -0.082413 | -0.6993 | 0.24331 |
14 | 0.002584 | 0.0219 | 0.491283 |
15 | 0.052796 | 0.448 | 0.327755 |
16 | -0.055499 | -0.4709 | 0.319558 |
17 | -0.073435 | -0.6231 | 0.267587 |
18 | -0.05335 | -0.4527 | 0.326066 |
19 | -0.02057 | -0.1745 | 0.430964 |
20 | -0.068598 | -0.5821 | 0.281169 |
21 | 0.045121 | 0.3829 | 0.351475 |
22 | 0.054558 | 0.4629 | 0.322402 |
23 | 0.120769 | 1.0248 | 0.154454 |
24 | 0.065442 | 0.5553 | 0.290208 |
25 | 0.163738 | 1.3894 | 0.084502 |
26 | 0.129379 | 1.0978 | 0.137972 |
27 | 0.030812 | 0.2614 | 0.397247 |
28 | -0.028797 | -0.2444 | 0.403827 |
29 | -0.058558 | -0.4969 | 0.310392 |
30 | -0.043325 | -0.3676 | 0.357117 |
31 | -0.116846 | -0.9915 | 0.162387 |
32 | -0.059062 | -0.5012 | 0.308893 |
33 | -0.030818 | -0.2615 | 0.397229 |
34 | 8.6e-05 | 7e-04 | 0.499709 |
35 | 0.041667 | 0.3536 | 0.362353 |
36 | 0.042496 | 0.3606 | 0.359729 |
37 | 0.057383 | 0.4869 | 0.313901 |
38 | -0.008266 | -0.0701 | 0.472139 |
39 | -0.017132 | -0.1454 | 0.442413 |
40 | 0.004996 | 0.0424 | 0.483151 |
41 | -0.012262 | -0.1041 | 0.458709 |
42 | -0.04236 | -0.3594 | 0.360159 |
43 | -0.064433 | -0.5467 | 0.293127 |
44 | -0.022032 | -0.187 | 0.426113 |
45 | 0.002421 | 0.0205 | 0.491834 |
46 | 0.028262 | 0.2398 | 0.405578 |
47 | 0.036827 | 0.3125 | 0.377786 |
48 | 0.015048 | 0.1277 | 0.449378 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.564208 | 4.7875 | 4e-06 |
2 | 0.131057 | 1.1121 | 0.134906 |
3 | -0.236619 | -2.0078 | 0.02421 |
4 | -0.086165 | -0.7311 | 0.233535 |
5 | -0.229522 | -1.9476 | 0.027684 |
6 | -0.092096 | -0.7815 | 0.218547 |
7 | 0.112635 | 0.9557 | 0.1712 |
8 | -0.121088 | -1.0275 | 0.15382 |
9 | -0.152084 | -1.2905 | 0.100507 |
10 | 0.056264 | 0.4774 | 0.317255 |
11 | 0.036123 | 0.3065 | 0.380051 |
12 | -0.198949 | -1.6881 | 0.047856 |
13 | -0.127863 | -1.085 | 0.140781 |
14 | 0.09737 | 0.8262 | 0.205707 |
15 | 0.043063 | 0.3654 | 0.35794 |
16 | -0.234715 | -1.9916 | 0.025103 |
17 | -0.120432 | -1.0219 | 0.155124 |
18 | -0.004874 | -0.0414 | 0.483564 |
19 | 0.049253 | 0.4179 | 0.338621 |
20 | -0.081486 | -0.6914 | 0.245758 |
21 | 0.010684 | 0.0907 | 0.464009 |
22 | -0.109564 | -0.9297 | 0.17782 |
23 | 0.115458 | 0.9797 | 0.165259 |
24 | -0.012683 | -0.1076 | 0.4573 |
25 | -0.022441 | -0.1904 | 0.424758 |
26 | -0.039486 | -0.335 | 0.369281 |
27 | -0.058838 | -0.4993 | 0.309561 |
28 | 0.006405 | 0.0543 | 0.478404 |
29 | -0.075223 | -0.6383 | 0.262655 |
30 | 0.023754 | 0.2016 | 0.420416 |
31 | -0.025636 | -0.2175 | 0.414205 |
32 | 0.011454 | 0.0972 | 0.461424 |
33 | -0.009394 | -0.0797 | 0.468345 |
34 | -0.015925 | -0.1351 | 0.446444 |
35 | 0.087895 | 0.7458 | 0.229103 |
36 | -0.097735 | -0.8293 | 0.204835 |
37 | -0.02006 | -0.1702 | 0.43266 |
38 | -0.009059 | -0.0769 | 0.469469 |
39 | 0.021474 | 0.1822 | 0.427964 |
40 | 0.019089 | 0.162 | 0.435889 |
41 | -0.033925 | -0.2879 | 0.387139 |
42 | -0.050029 | -0.4245 | 0.336229 |
43 | -0.002648 | -0.0225 | 0.491068 |
44 | 0.02641 | 0.2241 | 0.41166 |
45 | 0.047342 | 0.4017 | 0.344543 |
46 | -0.026446 | -0.2244 | 0.411541 |
47 | -0.030573 | -0.2594 | 0.398026 |
48 | -0.053411 | -0.4532 | 0.325882 |