Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.404732 | 4.4336 | 1e-05 |
2 | 0.579935 | 6.3529 | 0 |
3 | 0.458266 | 5.0201 | 1e-06 |
4 | 0.511907 | 5.6077 | 0 |
5 | 0.387747 | 4.2476 | 2.1e-05 |
6 | 0.336674 | 3.6881 | 0.00017 |
7 | 0.372092 | 4.0761 | 4.1e-05 |
8 | 0.183422 | 2.0093 | 0.023375 |
9 | 0.39769 | 4.3565 | 1.4e-05 |
10 | 0.191539 | 2.0982 | 0.018992 |
11 | 0.199077 | 2.1808 | 0.015575 |
12 | 0.03002 | 0.3289 | 0.371419 |
13 | 0.153488 | 1.6814 | 0.047645 |
14 | 0.037963 | 0.4159 | 0.339125 |
15 | -0.022924 | -0.2511 | 0.401075 |
16 | -0.028274 | -0.3097 | 0.378652 |
17 | -0.03392 | -0.3716 | 0.355434 |
18 | -0.022545 | -0.247 | 0.402679 |
19 | -0.034011 | -0.3726 | 0.355062 |
20 | -0.034335 | -0.3761 | 0.353748 |
21 | -0.03979 | -0.4359 | 0.331854 |
22 | -0.039918 | -0.4373 | 0.331346 |
23 | -0.032584 | -0.3569 | 0.360884 |
24 | -0.042925 | -0.4702 | 0.319524 |
25 | -0.041138 | -0.4506 | 0.326529 |
26 | -0.051519 | -0.5644 | 0.286782 |
27 | -0.023202 | -0.2542 | 0.399901 |
28 | -0.037812 | -0.4142 | 0.33973 |
29 | -0.017416 | -0.1908 | 0.424509 |
30 | -0.035966 | -0.394 | 0.347146 |
31 | -0.021054 | -0.2306 | 0.408996 |
32 | -0.024128 | -0.2643 | 0.396 |
33 | -0.020191 | -0.2212 | 0.412662 |
34 | -0.012057 | -0.1321 | 0.44757 |
35 | -0.029347 | -0.3215 | 0.374202 |
36 | 0.006668 | 0.073 | 0.470946 |
37 | -0.031014 | -0.3397 | 0.367322 |
38 | -0.004634 | -0.0508 | 0.479798 |
39 | -0.015503 | -0.1698 | 0.432714 |
40 | -0.004164 | -0.0456 | 0.481848 |
41 | -0.019942 | -0.2185 | 0.413723 |
42 | -0.017567 | -0.1924 | 0.423864 |
43 | -0.019482 | -0.2134 | 0.415683 |
44 | -0.038958 | -0.4268 | 0.33516 |
45 | -0.03427 | -0.3754 | 0.354009 |
46 | -0.030153 | -0.3303 | 0.370872 |
47 | -0.043544 | -0.477 | 0.317115 |
48 | -0.04744 | -0.5197 | 0.302122 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.404732 | 4.4336 | 1e-05 |
2 | 0.497646 | 5.4514 | 0 |
3 | 0.220854 | 2.4193 | 0.008525 |
4 | 0.195767 | 2.1445 | 0.017004 |
5 | -0.002617 | -0.0287 | 0.488587 |
6 | -0.131119 | -1.4363 | 0.076754 |
7 | 0.044198 | 0.4842 | 0.314574 |
8 | -0.191238 | -2.0949 | 0.019141 |
9 | 0.233538 | 2.5583 | 0.005882 |
10 | 0.029899 | 0.3275 | 0.371919 |
11 | -0.150776 | -1.6517 | 0.050608 |
12 | -0.274757 | -3.0098 | 0.001593 |
13 | -0.039552 | -0.4333 | 0.3328 |
14 | 0.030733 | 0.3367 | 0.368481 |
15 | -0.008615 | -0.0944 | 0.462487 |
16 | -0.035938 | -0.3937 | 0.347257 |
17 | 0.096283 | 1.0547 | 0.146834 |
18 | 0.007226 | 0.0792 | 0.468519 |
19 | 0.065104 | 0.7132 | 0.238559 |
20 | -0.00867 | -0.095 | 0.462245 |
21 | 0.140211 | 1.5359 | 0.063594 |
22 | -0.003393 | -0.0372 | 0.485208 |
23 | -0.068694 | -0.7525 | 0.226612 |
24 | -0.040893 | -0.448 | 0.327494 |
25 | 0.062727 | 0.6871 | 0.246661 |
26 | -0.046022 | -0.5041 | 0.307541 |
27 | -0.025542 | -0.2798 | 0.390055 |
28 | -0.077197 | -0.8456 | 0.199716 |
29 | 0.046254 | 0.5067 | 0.306652 |
30 | -0.075358 | -0.8255 | 0.20536 |
31 | -0.016845 | -0.1845 | 0.426955 |
32 | 0.009826 | 0.1076 | 0.45723 |
33 | 0.076339 | 0.8363 | 0.202338 |
34 | -0.003814 | -0.0418 | 0.483372 |
35 | -0.001123 | -0.0123 | 0.495101 |
36 | 0.04993 | 0.547 | 0.292714 |
37 | 0.032926 | 0.3607 | 0.359484 |
38 | -0.072295 | -0.7919 | 0.214977 |
39 | 0.020969 | 0.2297 | 0.409357 |
40 | 0.010519 | 0.1152 | 0.454226 |
41 | 0.017679 | 0.1937 | 0.423382 |
42 | -0.083027 | -0.9095 | 0.182449 |
43 | -0.043139 | -0.4726 | 0.318691 |
44 | -0.02617 | -0.2867 | 0.387425 |
45 | -0.03586 | -0.3928 | 0.347571 |
46 | -0.01174 | -0.1286 | 0.448944 |
47 | 0.033001 | 0.3615 | 0.359177 |
48 | 0.011208 | 0.1228 | 0.451244 |