Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.435865 | 5.0077 | 1e-06 |
2 | 0.293341 | 3.3702 | 0.000493 |
3 | 0.117334 | 1.3481 | 0.089973 |
4 | 0.131343 | 1.509 | 0.066842 |
5 | 0.173904 | 1.998 | 0.023885 |
6 | 0.187913 | 2.159 | 0.016331 |
7 | 0.267408 | 3.0723 | 0.00129 |
8 | 0.210746 | 2.4213 | 0.008412 |
9 | 0.083239 | 0.9563 | 0.170322 |
10 | 0.060801 | 0.6986 | 0.243029 |
11 | 0.090426 | 1.0389 | 0.150372 |
12 | 0.130308 | 1.4971 | 0.068373 |
13 | 0.224222 | 2.5761 | 0.005546 |
14 | 0.086001 | 0.9881 | 0.162462 |
15 | 0.146146 | 1.6791 | 0.04775 |
16 | 0.012856 | 0.1477 | 0.441399 |
17 | 0.034018 | 0.3908 | 0.348272 |
18 | 0.111291 | 1.2786 | 0.101634 |
19 | 0.106864 | 1.2278 | 0.110859 |
20 | 0.024439 | 0.2808 | 0.389659 |
21 | -0.073287 | -0.842 | 0.200655 |
22 | -0.099144 | -1.1391 | 0.128366 |
23 | -0.058491 | -0.672 | 0.251377 |
24 | -0.071868 | -0.8257 | 0.205233 |
25 | -0.05102 | -0.5862 | 0.279379 |
26 | -0.053368 | -0.6131 | 0.270417 |
27 | -0.037563 | -0.4316 | 0.33338 |
28 | -0.012383 | -0.1423 | 0.443542 |
29 | -0.025587 | -0.294 | 0.384619 |
30 | -0.055321 | -0.6356 | 0.263073 |
31 | -0.035183 | -0.4042 | 0.34335 |
32 | -0.080532 | -0.9252 | 0.178263 |
33 | -0.062191 | -0.7145 | 0.238083 |
34 | -0.096825 | -1.1124 | 0.133986 |
35 | -0.094556 | -1.0864 | 0.139648 |
36 | -0.021586 | -0.248 | 0.40226 |
37 | -0.053399 | -0.6135 | 0.270298 |
38 | 0.025954 | 0.2982 | 0.383014 |
39 | -0.067612 | -0.7768 | 0.219333 |
40 | -0.036476 | -0.4191 | 0.337922 |
41 | -0.062475 | -0.7178 | 0.23708 |
42 | -0.015124 | -0.1738 | 0.431157 |
43 | -0.011374 | -0.1307 | 0.448115 |
44 | -0.01982 | -0.2277 | 0.410111 |
45 | 0.01223 | 0.1405 | 0.444236 |
46 | 0.033108 | 0.3804 | 0.352138 |
47 | 0.00443 | 0.0509 | 0.479744 |
48 | -0.029606 | -0.3401 | 0.367143 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.435865 | 5.0077 | 1e-06 |
2 | 0.127606 | 1.4661 | 0.072503 |
3 | -0.06253 | -0.7184 | 0.236884 |
4 | 0.086478 | 0.9936 | 0.161129 |
5 | 0.122465 | 1.407 | 0.080887 |
6 | 0.064757 | 0.744 | 0.229098 |
7 | 0.16166 | 1.8573 | 0.032746 |
8 | 0.028351 | 0.3257 | 0.372571 |
9 | -0.10817 | -1.2428 | 0.108076 |
10 | 0.019976 | 0.2295 | 0.409417 |
11 | 0.065939 | 0.7576 | 0.225025 |
12 | 0.027114 | 0.3115 | 0.37795 |
13 | 0.137134 | 1.5755 | 0.058762 |
14 | -0.131172 | -1.5071 | 0.067094 |
15 | 0.079998 | 0.9191 | 0.179858 |
16 | -0.065251 | -0.7497 | 0.227392 |
17 | -0.00431 | -0.0495 | 0.480292 |
18 | 0.111594 | 1.2821 | 0.101024 |
19 | -0.021905 | -0.2517 | 0.400846 |
20 | -0.163517 | -1.8787 | 0.031247 |
21 | -0.080188 | -0.9213 | 0.179289 |
22 | -0.040927 | -0.4702 | 0.319487 |
23 | 0.003277 | 0.0376 | 0.485013 |
24 | -0.040852 | -0.4693 | 0.319797 |
25 | -0.067083 | -0.7707 | 0.221123 |
26 | -0.068025 | -0.7815 | 0.217941 |
27 | 0.081654 | 0.9381 | 0.174946 |
28 | 0.051764 | 0.5947 | 0.276525 |
29 | 0.055173 | 0.6339 | 0.263626 |
30 | -0.09182 | -1.0549 | 0.146692 |
31 | -0.012612 | -0.1449 | 0.442507 |
32 | -0.034198 | -0.3929 | 0.347511 |
33 | 0.034264 | 0.3937 | 0.347233 |
34 | -0.026286 | -0.302 | 0.38156 |
35 | -0.027908 | -0.3206 | 0.374497 |
36 | 0.050167 | 0.5764 | 0.282671 |
37 | -0.026745 | -0.3073 | 0.379556 |
38 | 0.122997 | 1.4131 | 0.079987 |
39 | -0.022909 | -0.2632 | 0.396403 |
40 | 0.012052 | 0.1385 | 0.445042 |
41 | -0.033777 | -0.3881 | 0.349296 |
42 | 0.020115 | 0.2311 | 0.408796 |
43 | 0.010487 | 0.1205 | 0.452139 |
44 | -0.020863 | -0.2397 | 0.405469 |
45 | 0.058778 | 0.6753 | 0.250331 |
46 | -0.015011 | -0.1725 | 0.431667 |
47 | -0.019821 | -0.2277 | 0.410108 |
48 | -0.030834 | -0.3543 | 0.361856 |