Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.421665 | 3.553 | 0.000341 |
2 | -0.0112 | -0.0944 | 0.46254 |
3 | -0.201856 | -1.7009 | 0.046672 |
4 | -0.13957 | -1.176 | 0.121754 |
5 | -0.100688 | -0.8484 | 0.199531 |
6 | -0.061461 | -0.5179 | 0.303077 |
7 | -0.101621 | -0.8563 | 0.197364 |
8 | -0.118972 | -1.0025 | 0.159759 |
9 | -0.230898 | -1.9456 | 0.027833 |
10 | -0.051023 | -0.4299 | 0.334274 |
11 | 0.299886 | 2.5269 | 0.006869 |
12 | 0.57351 | 4.8325 | 4e-06 |
13 | 0.432823 | 3.647 | 0.000251 |
14 | 0.024667 | 0.2078 | 0.417972 |
15 | -0.165239 | -1.3923 | 0.084084 |
16 | -0.143073 | -1.2056 | 0.115996 |
17 | -0.052045 | -0.4385 | 0.331164 |
18 | -0.058906 | -0.4964 | 0.31059 |
19 | -0.076818 | -0.6473 | 0.25977 |
20 | -0.135533 | -1.142 | 0.128642 |
21 | -0.164949 | -1.3899 | 0.084453 |
22 | -0.082993 | -0.6993 | 0.243321 |
23 | 0.217437 | 1.8322 | 0.035561 |
24 | 0.421561 | 3.5521 | 0.000342 |
25 | 0.263577 | 2.2209 | 0.014773 |
26 | -0.010157 | -0.0856 | 0.46602 |
27 | -0.111234 | -0.9373 | 0.175898 |
28 | -0.105637 | -0.8901 | 0.188205 |
29 | -0.070311 | -0.5925 | 0.277715 |
30 | -0.070085 | -0.5906 | 0.278348 |
31 | -0.064526 | -0.5437 | 0.294174 |
32 | -0.165695 | -1.3962 | 0.083507 |
33 | -0.152367 | -1.2839 | 0.101682 |
34 | -0.103854 | -0.8751 | 0.192238 |
35 | 0.079356 | 0.6687 | 0.252939 |
36 | 0.31972 | 2.694 | 0.004402 |
37 | 0.223752 | 1.8854 | 0.031736 |
38 | -0.00729 | -0.0614 | 0.475594 |
39 | -0.072309 | -0.6093 | 0.272141 |
40 | -0.082205 | -0.6927 | 0.245389 |
41 | -0.065511 | -0.552 | 0.291338 |
42 | -0.034801 | -0.2932 | 0.385099 |
43 | -0.059756 | -0.5035 | 0.308082 |
44 | -0.064891 | -0.5468 | 0.293123 |
45 | -0.154892 | -1.3051 | 0.098029 |
46 | -0.083131 | -0.7005 | 0.24296 |
47 | 0.009 | 0.0758 | 0.469881 |
48 | 0.148672 | 1.2527 | 0.107206 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.421665 | 3.553 | 0.000341 |
2 | -0.229872 | -1.9369 | 0.028366 |
3 | -0.127279 | -1.0725 | 0.14357 |
4 | 0.014409 | 0.1214 | 0.451854 |
5 | -0.09441 | -0.7955 | 0.214484 |
6 | -0.034095 | -0.2873 | 0.387362 |
7 | -0.113269 | -0.9544 | 0.171555 |
8 | -0.082963 | -0.6991 | 0.243399 |
9 | -0.239239 | -2.0159 | 0.0238 |
10 | 0.113431 | 0.9558 | 0.171212 |
11 | 0.289783 | 2.4418 | 0.008555 |
12 | 0.357358 | 3.0111 | 0.001801 |
13 | 0.16581 | 1.3971 | 0.083361 |
14 | -0.124458 | -1.0487 | 0.148936 |
15 | 0.015431 | 0.13 | 0.448458 |
16 | -0.004472 | -0.0377 | 0.485025 |
17 | 0.066489 | 0.5602 | 0.288536 |
18 | -0.055489 | -0.4676 | 0.320767 |
19 | 0.007728 | 0.0651 | 0.474131 |
20 | -0.004042 | -0.0341 | 0.486461 |
21 | 0.010242 | 0.0863 | 0.465736 |
22 | 0.009143 | 0.077 | 0.469404 |
23 | 0.051251 | 0.4318 | 0.333581 |
24 | 0.041424 | 0.349 | 0.364045 |
25 | -0.172504 | -1.4535 | 0.075239 |
26 | -0.031109 | -0.2621 | 0.39699 |
27 | 0.062183 | 0.524 | 0.300967 |
28 | -0.016584 | -0.1397 | 0.44463 |
29 | -0.052505 | -0.4424 | 0.329766 |
30 | -0.057415 | -0.4838 | 0.315014 |
31 | 0.026983 | 0.2274 | 0.410398 |
32 | -0.130787 | -1.102 | 0.137086 |
33 | 0.074536 | 0.6281 | 0.265991 |
34 | -0.137671 | -1.16 | 0.12496 |
35 | -0.113819 | -0.9591 | 0.170393 |
36 | 0.130393 | 1.0987 | 0.137804 |
37 | -0.062283 | -0.5248 | 0.300678 |
38 | 0.018279 | 0.154 | 0.439016 |
39 | 0.029493 | 0.2485 | 0.402229 |
40 | -0.047561 | -0.4008 | 0.344901 |
41 | -0.072069 | -0.6073 | 0.272807 |
42 | 0.110955 | 0.9349 | 0.176499 |
43 | 0.000447 | 0.0038 | 0.498503 |
44 | 0.034268 | 0.2888 | 0.386807 |
45 | -0.003585 | -0.0302 | 0.487993 |
46 | 0.042294 | 0.3564 | 0.361309 |
47 | -0.080393 | -0.6774 | 0.250177 |
48 | -0.039462 | -0.3325 | 0.370241 |