Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.395618 | 3.6259 | 0.000246 |
2 | 0.229181 | 2.1005 | 0.019343 |
3 | 0.256014 | 2.3464 | 0.010655 |
4 | 0.197161 | 1.807 | 0.03717 |
5 | 0.140179 | 1.2848 | 0.101203 |
6 | 0.090826 | 0.8324 | 0.203763 |
7 | 0.103087 | 0.9448 | 0.173734 |
8 | 0.142274 | 1.304 | 0.097904 |
9 | 0.180774 | 1.6568 | 0.050643 |
10 | 0.1104 | 1.0118 | 0.157262 |
11 | 0.213459 | 1.9564 | 0.026872 |
12 | 0.635377 | 5.8233 | 0 |
13 | 0.216654 | 1.9857 | 0.025166 |
14 | 0.090499 | 0.8294 | 0.204604 |
15 | 0.098877 | 0.9062 | 0.183705 |
16 | 0.057304 | 0.5252 | 0.300414 |
17 | 0.019568 | 0.1793 | 0.429049 |
18 | -0.008066 | -0.0739 | 0.470622 |
19 | -0.006179 | -0.0566 | 0.477486 |
20 | 0.01857 | 0.1702 | 0.432632 |
21 | 0.043444 | 0.3982 | 0.345758 |
22 | -0.003512 | -0.0322 | 0.4872 |
23 | 0.054325 | 0.4979 | 0.309928 |
24 | 0.323057 | 2.9609 | 0.001994 |
25 | 0.063871 | 0.5854 | 0.279928 |
26 | -0.033145 | -0.3038 | 0.381025 |
27 | -0.021034 | -0.1928 | 0.423798 |
28 | -0.032629 | -0.299 | 0.38282 |
29 | -0.05215 | -0.478 | 0.316959 |
30 | -0.062688 | -0.5745 | 0.283568 |
31 | -0.055146 | -0.5054 | 0.307294 |
32 | -0.044455 | -0.4074 | 0.342362 |
33 | -0.017811 | -0.1632 | 0.435361 |
34 | -0.059395 | -0.5444 | 0.293816 |
35 | -0.01224 | -0.1122 | 0.455472 |
36 | 0.199946 | 1.8325 | 0.035208 |
37 | 0.001545 | 0.0142 | 0.494368 |
38 | -0.078226 | -0.717 | 0.237696 |
39 | -0.064746 | -0.5934 | 0.277251 |
40 | -0.075124 | -0.6885 | 0.246511 |
41 | -0.085579 | -0.7843 | 0.217521 |
42 | -0.090234 | -0.827 | 0.205288 |
43 | -0.075868 | -0.6953 | 0.24438 |
44 | -0.069172 | -0.634 | 0.263911 |
45 | -0.032863 | -0.3012 | 0.382005 |
46 | -0.077551 | -0.7108 | 0.239598 |
47 | -0.038316 | -0.3512 | 0.363169 |
48 | 0.141336 | 1.2954 | 0.099372 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.395618 | 3.6259 | 0.000246 |
2 | 0.086152 | 0.7896 | 0.215994 |
3 | 0.166113 | 1.5224 | 0.065827 |
4 | 0.044919 | 0.4117 | 0.340809 |
5 | 0.017901 | 0.1641 | 0.435036 |
6 | -0.019052 | -0.1746 | 0.430901 |
7 | 0.037936 | 0.3477 | 0.36447 |
8 | 0.078555 | 0.72 | 0.23677 |
9 | 0.105568 | 0.9675 | 0.168024 |
10 | -0.020174 | -0.1849 | 0.426878 |
11 | 0.154051 | 1.4119 | 0.080837 |
12 | 0.589746 | 5.4051 | 0 |
13 | -0.33245 | -3.047 | 0.001545 |
14 | -0.111457 | -1.0215 | 0.154971 |
15 | -0.118278 | -1.084 | 0.140725 |
16 | -0.058216 | -0.5336 | 0.297528 |
17 | -0.03416 | -0.3131 | 0.377498 |
18 | 0.020177 | 0.1849 | 0.426865 |
19 | -0.013983 | -0.1282 | 0.449165 |
20 | -0.040114 | -0.3677 | 0.357028 |
21 | -0.048337 | -0.443 | 0.329446 |
22 | 0.039335 | 0.3605 | 0.359684 |
23 | -0.031472 | -0.2884 | 0.386858 |
24 | -0.075639 | -0.6932 | 0.245035 |
25 | 0.025285 | 0.2317 | 0.408652 |
26 | -0.033803 | -0.3098 | 0.378736 |
27 | 0.007854 | 0.072 | 0.471392 |
28 | 0.025996 | 0.2383 | 0.406131 |
29 | 0.008858 | 0.0812 | 0.467745 |
30 | -0.009139 | -0.0838 | 0.466721 |
31 | 0.004045 | 0.0371 | 0.485258 |
32 | -0.01615 | -0.148 | 0.441343 |
33 | 0.01716 | 0.1573 | 0.437704 |
34 | -0.043807 | -0.4015 | 0.344535 |
35 | 0.031918 | 0.2925 | 0.3853 |
36 | 0.090723 | 0.8315 | 0.204026 |
37 | -0.076597 | -0.702 | 0.242303 |
38 | -0.015871 | -0.1455 | 0.442347 |
39 | -0.020548 | -0.1883 | 0.425537 |
40 | -0.048669 | -0.4461 | 0.328351 |
41 | -0.015054 | -0.138 | 0.445295 |
42 | -0.009031 | -0.0828 | 0.467115 |
43 | 0.006181 | 0.0566 | 0.47748 |
44 | -0.006626 | -0.0607 | 0.475861 |
45 | 0.011964 | 0.1096 | 0.456475 |
46 | 0.002426 | 0.0222 | 0.491158 |
47 | -0.011945 | -0.1095 | 0.456543 |
48 | 0.007899 | 0.0724 | 0.471231 |