Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.589352 | 5.0008 | 2e-06 |
2 | 0.387937 | 3.2918 | 0.000772 |
3 | 0.090441 | 0.7674 | 0.22267 |
4 | -0.027388 | -0.2324 | 0.408445 |
5 | -0.220667 | -1.8724 | 0.032605 |
6 | -0.210607 | -1.7871 | 0.039068 |
7 | -0.114978 | -0.9756 | 0.166259 |
8 | -0.095486 | -0.8102 | 0.210239 |
9 | -0.154613 | -1.3119 | 0.096855 |
10 | -0.045357 | -0.3849 | 0.350736 |
11 | -0.042151 | -0.3577 | 0.360821 |
12 | -0.077544 | -0.658 | 0.256323 |
13 | -0.137663 | -1.1681 | 0.123308 |
14 | -0.032014 | -0.2716 | 0.393336 |
15 | 0.009318 | 0.0791 | 0.468599 |
16 | -0.084878 | -0.7202 | 0.236862 |
17 | -0.100792 | -0.8552 | 0.197625 |
18 | -0.088566 | -0.7515 | 0.227398 |
19 | -0.062449 | -0.5299 | 0.298905 |
20 | -0.072322 | -0.6137 | 0.270683 |
21 | 0.025495 | 0.2163 | 0.414671 |
22 | 0.054971 | 0.4664 | 0.321152 |
23 | 0.087112 | 0.7392 | 0.231104 |
24 | 0.069946 | 0.5935 | 0.277349 |
25 | 0.158771 | 1.3472 | 0.091068 |
26 | 0.113615 | 0.9641 | 0.169123 |
27 | 0.018328 | 0.1555 | 0.438423 |
28 | -0.045209 | -0.3836 | 0.351198 |
29 | -0.055637 | -0.4721 | 0.319143 |
30 | -0.051849 | -0.44 | 0.330646 |
31 | -0.076838 | -0.652 | 0.258242 |
32 | -0.039384 | -0.3342 | 0.369605 |
33 | -0.015224 | -0.1292 | 0.448789 |
34 | -0.003801 | -0.0323 | 0.487179 |
35 | 0.051721 | 0.4389 | 0.331035 |
36 | 0.037284 | 0.3164 | 0.37632 |
37 | 0.027719 | 0.2352 | 0.407359 |
38 | -0.024697 | -0.2096 | 0.417301 |
39 | -0.02772 | -0.2352 | 0.407357 |
40 | -0.022451 | -0.1905 | 0.424724 |
41 | -0.015541 | -0.1319 | 0.447727 |
42 | -0.011005 | -0.0934 | 0.462929 |
43 | -0.064177 | -0.5446 | 0.29387 |
44 | -0.026245 | -0.2227 | 0.412203 |
45 | -0.003065 | -0.026 | 0.489662 |
46 | 0.025085 | 0.2129 | 0.416021 |
47 | 0.030037 | 0.2549 | 0.399775 |
48 | -0.005525 | -0.0469 | 0.48137 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.589352 | 5.0008 | 2e-06 |
2 | 0.062208 | 0.5279 | 0.299612 |
3 | -0.24707 | -2.0965 | 0.019778 |
4 | -0.016806 | -0.1426 | 0.443499 |
5 | -0.199011 | -1.6887 | 0.047806 |
6 | 0.026355 | 0.2236 | 0.411839 |
7 | 0.156524 | 1.3282 | 0.094161 |
8 | -0.141109 | -1.1974 | 0.117548 |
9 | -0.197932 | -1.6795 | 0.048694 |
10 | 0.1832 | 1.5545 | 0.062225 |
11 | -0.070703 | -0.5999 | 0.275215 |
12 | -0.146133 | -1.24 | 0.109504 |
13 | -0.031409 | -0.2665 | 0.395301 |
14 | 0.080964 | 0.687 | 0.247143 |
15 | 0.037373 | 0.3171 | 0.376035 |
16 | -0.223264 | -1.8945 | 0.031091 |
17 | -0.091269 | -0.7744 | 0.220602 |
18 | 0.012302 | 0.1044 | 0.458576 |
19 | 0.081398 | 0.6907 | 0.245992 |
20 | -0.025211 | -0.2139 | 0.415605 |
21 | -0.029638 | -0.2515 | 0.401078 |
22 | -0.098606 | -0.8367 | 0.202765 |
23 | 0.147502 | 1.2516 | 0.107384 |
24 | 0.045247 | 0.3839 | 0.351078 |
25 | -0.011976 | -0.1016 | 0.45967 |
26 | -0.06015 | -0.5104 | 0.305669 |
27 | -0.098074 | -0.8322 | 0.204028 |
28 | 0.058865 | 0.4995 | 0.309478 |
29 | -0.025488 | -0.2163 | 0.414692 |
30 | 0.003866 | 0.0328 | 0.48696 |
31 | -0.052257 | -0.4434 | 0.329397 |
32 | 0.011615 | 0.0986 | 0.460882 |
33 | -0.004141 | -0.0351 | 0.486034 |
34 | 0.035564 | 0.3018 | 0.381849 |
35 | 0.056949 | 0.4832 | 0.315201 |
36 | -0.128874 | -1.0935 | 0.138902 |
37 | 0.010463 | 0.0888 | 0.46475 |
38 | 0.037991 | 0.3224 | 0.374054 |
39 | 0.001755 | 0.0149 | 0.494081 |
40 | -0.06557 | -0.5564 | 0.28984 |
41 | 0.036913 | 0.3132 | 0.37751 |
42 | 0.008388 | 0.0712 | 0.471727 |
43 | -0.102224 | -0.8674 | 0.194303 |
44 | 0.078685 | 0.6677 | 0.253242 |
45 | 0.004804 | 0.0408 | 0.483797 |
46 | -0.039624 | -0.3362 | 0.368841 |
47 | 0.032432 | 0.2752 | 0.391978 |
48 | -0.081435 | -0.691 | 0.245893 |