Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.361753 | 3.0696 | 0.001511 |
2 | 0.239371 | 2.0311 | 0.022967 |
3 | 0.431898 | 3.6648 | 0.000235 |
4 | 0.153615 | 1.3035 | 0.098284 |
5 | 0.188832 | 1.6023 | 0.056734 |
6 | 0.46737 | 3.9658 | 8.5e-05 |
7 | 0.173095 | 1.4688 | 0.073127 |
8 | 0.085735 | 0.7275 | 0.234643 |
9 | 0.317107 | 2.6907 | 0.004429 |
10 | 0.129 | 1.0946 | 0.13867 |
11 | 0.190858 | 1.6195 | 0.054858 |
12 | 0.613924 | 5.2093 | 1e-06 |
13 | 0.15953 | 1.3537 | 0.09004 |
14 | 0.050073 | 0.4249 | 0.336095 |
15 | 0.234406 | 1.989 | 0.025251 |
16 | -0.009966 | -0.0846 | 0.46642 |
17 | 0.010789 | 0.0916 | 0.463655 |
18 | 0.243694 | 2.0678 | 0.021126 |
19 | 0.027553 | 0.2338 | 0.407903 |
20 | -0.053153 | -0.451 | 0.326667 |
21 | 0.140995 | 1.1964 | 0.117736 |
22 | -0.065198 | -0.5532 | 0.290911 |
23 | -0.014387 | -0.1221 | 0.451588 |
24 | 0.305254 | 2.5902 | 0.005802 |
25 | -0.018649 | -0.1582 | 0.437354 |
26 | -0.118487 | -1.0054 | 0.159037 |
27 | 0.054032 | 0.4585 | 0.323995 |
28 | -0.146623 | -1.2441 | 0.108742 |
29 | -0.165917 | -1.4079 | 0.081739 |
30 | 0.017078 | 0.1449 | 0.442593 |
31 | -0.110807 | -0.9402 | 0.175122 |
32 | -0.161219 | -1.368 | 0.087785 |
33 | -0.024788 | -0.2103 | 0.416999 |
34 | -0.134854 | -1.1443 | 0.128149 |
35 | -0.125774 | -1.0672 | 0.144717 |
36 | 0.077536 | 0.6579 | 0.256345 |
37 | -0.13295 | -1.1281 | 0.131508 |
38 | -0.187636 | -1.5921 | 0.057867 |
39 | -0.062836 | -0.5332 | 0.297775 |
40 | -0.194633 | -1.6515 | 0.051494 |
41 | -0.223709 | -1.8982 | 0.030837 |
42 | -0.087242 | -0.7403 | 0.23077 |
43 | -0.208302 | -1.7675 | 0.040691 |
44 | -0.213295 | -1.8099 | 0.037245 |
45 | -0.11829 | -1.0037 | 0.159437 |
46 | -0.178277 | -1.5127 | 0.067362 |
47 | -0.187128 | -1.5878 | 0.058353 |
48 | -0.06179 | -0.5243 | 0.300838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.361753 | 3.0696 | 0.001511 |
2 | 0.124844 | 1.0593 | 0.146494 |
3 | 0.363437 | 3.0839 | 0.001448 |
4 | -0.131084 | -1.1123 | 0.134859 |
5 | 0.119188 | 1.0113 | 0.15762 |
6 | 0.327222 | 2.7766 | 0.003499 |
7 | -0.097278 | -0.8254 | 0.205926 |
8 | -0.098494 | -0.8358 | 0.20303 |
9 | 0.127212 | 1.0794 | 0.142 |
10 | 0.016668 | 0.1414 | 0.443962 |
11 | 0.139216 | 1.1813 | 0.120687 |
12 | 0.457678 | 3.8835 | 0.000113 |
13 | -0.299141 | -2.5383 | 0.006651 |
14 | -0.145178 | -1.2319 | 0.111002 |
15 | -0.11385 | -0.966 | 0.168627 |
16 | -0.06203 | -0.5263 | 0.300134 |
17 | -0.039056 | -0.3314 | 0.370653 |
18 | -0.078784 | -0.6685 | 0.252976 |
19 | 0.064556 | 0.5478 | 0.29277 |
20 | 0.017576 | 0.1491 | 0.44093 |
21 | -0.009877 | -0.0838 | 0.466721 |
22 | -0.13648 | -1.1581 | 0.125332 |
23 | -0.005847 | -0.0496 | 0.480284 |
24 | 0.029929 | 0.254 | 0.400126 |
25 | -0.001197 | -0.0102 | 0.495962 |
26 | -0.067319 | -0.5712 | 0.284816 |
27 | -0.021984 | -0.1865 | 0.426273 |
28 | 0.017155 | 0.1456 | 0.442336 |
29 | -0.090419 | -0.7672 | 0.222726 |
30 | -0.123205 | -1.0454 | 0.149662 |
31 | 0.024166 | 0.2051 | 0.419053 |
32 | 0.07766 | 0.659 | 0.256009 |
33 | -0.045465 | -0.3858 | 0.350397 |
34 | 0.10735 | 0.9109 | 0.182694 |
35 | -0.027455 | -0.233 | 0.408225 |
36 | -0.070344 | -0.5969 | 0.276227 |
37 | -0.067077 | -0.5692 | 0.285508 |
38 | 0.007747 | 0.0657 | 0.473884 |
39 | -0.016269 | -0.138 | 0.445295 |
40 | 0.005031 | 0.0427 | 0.483034 |
41 | 0.00554 | 0.047 | 0.48132 |
42 | 0.007475 | 0.0634 | 0.474802 |
43 | -0.140727 | -1.1941 | 0.118177 |
44 | -0.041978 | -0.3562 | 0.361367 |
45 | -0.035299 | -0.2995 | 0.382701 |
46 | 0.01651 | 0.1401 | 0.44449 |
47 | -0.019037 | -0.1615 | 0.436064 |
48 | -0.02988 | -0.2535 | 0.400286 |