Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.206889 | 2.2569 | 0.01292 |
2 | 0.428355 | 4.6728 | 4e-06 |
3 | 0.554256 | 6.0462 | 0 |
4 | 0.146378 | 1.5968 | 0.056482 |
5 | 0.37123 | 4.0496 | 4.6e-05 |
6 | 0.380502 | 4.1508 | 3.1e-05 |
7 | 0.051954 | 0.5667 | 0.285976 |
8 | 0.352736 | 3.8479 | 9.7e-05 |
9 | 0.15726 | 1.7155 | 0.044428 |
10 | -0.045947 | -0.5012 | 0.30857 |
11 | 0.181276 | 1.9775 | 0.025149 |
12 | -0.090228 | -0.9843 | 0.16349 |
13 | -0.09383 | -1.0236 | 0.154059 |
14 | 0.056836 | 0.62 | 0.26822 |
15 | -0.143644 | -1.567 | 0.059888 |
16 | -0.133857 | -1.4602 | 0.073434 |
17 | -0.05606 | -0.6115 | 0.271005 |
18 | -0.213691 | -2.3311 | 0.010716 |
19 | -0.191047 | -2.0841 | 0.019646 |
20 | -0.120092 | -1.31 | 0.096352 |
21 | -0.239333 | -2.6108 | 0.005097 |
22 | -0.242347 | -2.6437 | 0.004653 |
23 | -0.070838 | -0.7727 | 0.220602 |
24 | -0.299313 | -3.2651 | 0.000715 |
25 | -0.183568 | -2.0025 | 0.023753 |
26 | -0.131147 | -1.4306 | 0.077576 |
27 | -0.274863 | -2.9984 | 0.001653 |
28 | -0.114556 | -1.2497 | 0.106938 |
29 | -0.125237 | -1.3662 | 0.087231 |
30 | -0.167845 | -1.831 | 0.034803 |
31 | -0.014613 | -0.1594 | 0.436808 |
32 | -0.117454 | -1.2813 | 0.101295 |
33 | -0.105946 | -1.1557 | 0.125052 |
34 | 0.003033 | 0.0331 | 0.48683 |
35 | -0.045222 | -0.4933 | 0.311349 |
36 | -0.087418 | -0.9536 | 0.171106 |
37 | 0.115195 | 1.2566 | 0.105674 |
38 | -0.056973 | -0.6215 | 0.26773 |
39 | 0.071302 | 0.7778 | 0.21911 |
40 | 0.031238 | 0.3408 | 0.366942 |
41 | 0.05543 | 0.6047 | 0.273274 |
42 | 0.01618 | 0.1765 | 0.430099 |
43 | 0.04212 | 0.4595 | 0.323366 |
44 | 0.033162 | 0.3618 | 0.359087 |
45 | 0.026304 | 0.2869 | 0.387328 |
46 | 0.065467 | 0.7142 | 0.238265 |
47 | 0.027971 | 0.3051 | 0.380401 |
48 | -0.005039 | -0.055 | 0.478129 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.206889 | 2.2569 | 0.01292 |
2 | 0.402792 | 4.3939 | 1.2e-05 |
3 | 0.521259 | 5.6863 | 0 |
4 | -0.100213 | -1.0932 | 0.138259 |
5 | -0.05009 | -0.5464 | 0.2929 |
6 | 0.167104 | 1.8229 | 0.035415 |
7 | -0.138639 | -1.5124 | 0.066545 |
8 | 0.015968 | 0.1742 | 0.431006 |
9 | -0.02525 | -0.2754 | 0.391728 |
10 | -0.229057 | -2.4987 | 0.006914 |
11 | -0.134984 | -1.4725 | 0.071762 |
12 | -0.111192 | -1.213 | 0.113773 |
13 | -0.046024 | -0.5021 | 0.308274 |
14 | 0.031866 | 0.3476 | 0.364372 |
15 | 0.110486 | 1.2053 | 0.115248 |
16 | -0.066826 | -0.729 | 0.233721 |
17 | -0.082183 | -0.8965 | 0.185895 |
18 | 0.052823 | 0.5762 | 0.282774 |
19 | -0.074424 | -0.8119 | 0.209244 |
20 | -0.015258 | -0.1664 | 0.434044 |
21 | 0.036538 | 0.3986 | 0.345456 |
22 | -0.193315 | -2.1088 | 0.018528 |
23 | 0.069977 | 0.7634 | 0.223379 |
24 | -0.025621 | -0.2795 | 0.390177 |
25 | -0.070102 | -0.7647 | 0.222975 |
26 | -0.022207 | -0.2423 | 0.404501 |
27 | 0.044729 | 0.4879 | 0.313246 |
28 | 0.027761 | 0.3028 | 0.381273 |
29 | -0.039691 | -0.433 | 0.332907 |
30 | 0.154758 | 1.6882 | 0.046995 |
31 | 0.049429 | 0.5392 | 0.295375 |
32 | -0.121311 | -1.3233 | 0.094129 |
33 | -0.014506 | -0.1582 | 0.437268 |
34 | -0.071532 | -0.7803 | 0.218377 |
35 | 0.081546 | 0.8896 | 0.187747 |
36 | -0.122488 | -1.3362 | 0.092018 |
37 | 0.067254 | 0.7337 | 0.232301 |
38 | -0.048789 | -0.5322 | 0.297781 |
39 | 0.062942 | 0.6866 | 0.24683 |
40 | -0.08934 | -0.9746 | 0.165872 |
41 | 0.098023 | 1.0693 | 0.143549 |
42 | -0.019012 | -0.2074 | 0.418029 |
43 | -0.132551 | -1.446 | 0.075409 |
44 | -0.03293 | -0.3592 | 0.360034 |
45 | 0.015919 | 0.1737 | 0.431216 |
46 | -0.020068 | -0.2189 | 0.413544 |
47 | 0.027423 | 0.2991 | 0.382676 |
48 | -0.081685 | -0.8911 | 0.187344 |