Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.514942 | 4.3997 | 1.8e-05 |
2 | 0.345452 | 2.9515 | 0.002125 |
3 | 0.244966 | 2.093 | 0.019913 |
4 | 0.162957 | 1.3923 | 0.084029 |
5 | 0.034335 | 0.2934 | 0.385042 |
6 | 0.07524 | 0.6429 | 0.261167 |
7 | 0.125226 | 1.0699 | 0.144088 |
8 | 0.197545 | 1.6878 | 0.047857 |
9 | 0.188509 | 1.6106 | 0.055789 |
10 | 0.07526 | 0.643 | 0.261113 |
11 | 0.063689 | 0.5442 | 0.293994 |
12 | 0.043264 | 0.3696 | 0.356357 |
13 | -0.071368 | -0.6098 | 0.271953 |
14 | -0.087392 | -0.7467 | 0.228827 |
15 | -0.072773 | -0.6218 | 0.268015 |
16 | -0.112169 | -0.9584 | 0.170519 |
17 | -0.077436 | -0.6616 | 0.255151 |
18 | -0.093091 | -0.7954 | 0.214488 |
19 | -0.027052 | -0.2311 | 0.408931 |
20 | -0.055407 | -0.4734 | 0.318671 |
21 | -0.023516 | -0.2009 | 0.420661 |
22 | -0.080724 | -0.6897 | 0.246283 |
23 | -0.027352 | -0.2337 | 0.407938 |
24 | 0.039653 | 0.3388 | 0.367867 |
25 | 0.041435 | 0.354 | 0.362173 |
26 | -0.008682 | -0.0742 | 0.470534 |
27 | 0.027819 | 0.2377 | 0.406394 |
28 | -0.030599 | -0.2614 | 0.397246 |
29 | -0.086045 | -0.7352 | 0.232296 |
30 | -0.089303 | -0.763 | 0.223958 |
31 | -0.131884 | -1.1268 | 0.131755 |
32 | -0.104269 | -0.8909 | 0.187963 |
33 | -0.086728 | -0.741 | 0.230533 |
34 | -0.100012 | -0.8545 | 0.197811 |
35 | -0.153116 | -1.3082 | 0.097451 |
36 | -0.107649 | -0.9198 | 0.180366 |
37 | -0.13306 | -1.1369 | 0.129657 |
38 | -0.186595 | -1.5943 | 0.057599 |
39 | -0.15338 | -1.3105 | 0.097071 |
40 | -0.15054 | -1.2862 | 0.101217 |
41 | -0.180846 | -1.5452 | 0.063317 |
42 | -0.160894 | -1.3747 | 0.086718 |
43 | -0.139793 | -1.1944 | 0.118095 |
44 | -0.166652 | -1.4239 | 0.079372 |
45 | -0.183705 | -1.5696 | 0.060419 |
46 | -0.179517 | -1.5338 | 0.064702 |
47 | -0.183674 | -1.5693 | 0.06045 |
48 | -0.066337 | -0.5668 | 0.286299 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.514942 | 4.3997 | 1.8e-05 |
2 | 0.109258 | 0.9335 | 0.17682 |
3 | 0.041667 | 0.356 | 0.361433 |
4 | -0.001224 | -0.0105 | 0.495844 |
5 | -0.104501 | -0.8929 | 0.187434 |
6 | 0.09682 | 0.8272 | 0.205402 |
7 | 0.101316 | 0.8656 | 0.194761 |
8 | 0.135472 | 1.1575 | 0.125426 |
9 | 0.025745 | 0.22 | 0.413255 |
10 | -0.147775 | -1.2626 | 0.105377 |
11 | 0.009825 | 0.0839 | 0.466667 |
12 | 0.012813 | 0.1095 | 0.456565 |
13 | -0.104274 | -0.8909 | 0.187951 |
14 | -0.012935 | -0.1105 | 0.456152 |
15 | -0.045364 | -0.3876 | 0.349724 |
16 | -0.093872 | -0.802 | 0.212566 |
17 | 0.029576 | 0.2527 | 0.400606 |
18 | -0.05562 | -0.4752 | 0.318027 |
19 | 0.089354 | 0.7634 | 0.223832 |
20 | -0.058133 | -0.4967 | 0.31045 |
21 | 0.038482 | 0.3288 | 0.371628 |
22 | -0.044026 | -0.3762 | 0.353946 |
23 | 0.044372 | 0.3791 | 0.352853 |
24 | 0.147955 | 1.2641 | 0.105103 |
25 | 0.017552 | 0.15 | 0.440603 |
26 | -0.082963 | -0.7088 | 0.240341 |
27 | 0.019162 | 0.1637 | 0.435203 |
28 | -0.099498 | -0.8501 | 0.199021 |
29 | -0.044911 | -0.3837 | 0.351152 |
30 | -0.002913 | -0.0249 | 0.490106 |
31 | -0.131473 | -1.1233 | 0.132495 |
32 | -0.013263 | -0.1133 | 0.455043 |
33 | -0.062308 | -0.5324 | 0.298047 |
34 | -0.037797 | -0.3229 | 0.373833 |
35 | -0.090675 | -0.7747 | 0.220501 |
36 | -0.014237 | -0.1216 | 0.451759 |
37 | 0.028959 | 0.2474 | 0.402636 |
38 | -0.109764 | -0.9378 | 0.175713 |
39 | 0.040899 | 0.3494 | 0.363881 |
40 | -0.00594 | -0.0507 | 0.479832 |
41 | -0.071955 | -0.6148 | 0.270304 |
42 | 0.010187 | 0.087 | 0.465439 |
43 | -0.000981 | -0.0084 | 0.496668 |
44 | -0.113143 | -0.9667 | 0.168445 |
45 | -0.073101 | -0.6246 | 0.267099 |
46 | -0.056893 | -0.4861 | 0.314177 |
47 | -0.047291 | -0.4041 | 0.343676 |
48 | 0.087095 | 0.7441 | 0.229591 |