Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.424314 | 3.2867 | 0.000848 |
2 | 0.221288 | 1.7141 | 0.045838 |
3 | 0.055459 | 0.4296 | 0.334519 |
4 | -0.144134 | -1.1165 | 0.134339 |
5 | -0.24238 | -1.8775 | 0.032659 |
6 | -0.471238 | -3.6502 | 0.000276 |
7 | -0.325526 | -2.5215 | 0.007179 |
8 | -0.25765 | -1.9957 | 0.025253 |
9 | -0.16765 | -1.2986 | 0.099523 |
10 | -0.047815 | -0.3704 | 0.356205 |
11 | 0.12561 | 0.973 | 0.167237 |
12 | 0.616846 | 4.7781 | 6e-06 |
13 | 0.242132 | 1.8755 | 0.032793 |
14 | 0.078491 | 0.608 | 0.272745 |
15 | -0.021743 | -0.1684 | 0.43341 |
16 | -0.181775 | -1.408 | 0.082143 |
17 | -0.212075 | -1.6427 | 0.052835 |
18 | -0.37776 | -2.9261 | 0.00242 |
19 | -0.258799 | -2.0047 | 0.02476 |
20 | -0.170056 | -1.3172 | 0.096382 |
21 | -0.082875 | -0.6419 | 0.261677 |
22 | 0.011991 | 0.0929 | 0.463154 |
23 | 0.179354 | 1.3893 | 0.084943 |
24 | 0.54653 | 4.2334 | 4e-05 |
25 | 0.327153 | 2.5341 | 0.006951 |
26 | 0.208305 | 1.6135 | 0.055939 |
27 | 0.086231 | 0.6679 | 0.253367 |
28 | -0.03797 | -0.2941 | 0.384843 |
29 | -0.070601 | -0.5469 | 0.293247 |
30 | -0.231548 | -1.7936 | 0.038961 |
31 | -0.174934 | -1.355 | 0.090243 |
32 | -0.141163 | -1.0934 | 0.139285 |
33 | -0.093477 | -0.7241 | 0.235917 |
34 | -0.043664 | -0.3382 | 0.368188 |
35 | 0.020693 | 0.1603 | 0.436598 |
36 | 0.294378 | 2.2802 | 0.01308 |
37 | 0.149528 | 1.1582 | 0.125677 |
38 | 0.082021 | 0.6353 | 0.263815 |
39 | -0.007111 | -0.0551 | 0.478128 |
40 | -0.096678 | -0.7489 | 0.228431 |
41 | -0.104905 | -0.8126 | 0.209833 |
42 | -0.218053 | -1.689 | 0.048203 |
43 | -0.158394 | -1.2269 | 0.112323 |
44 | -0.134783 | -1.044 | 0.150332 |
45 | -0.095031 | -0.7361 | 0.232267 |
46 | -0.030384 | -0.2354 | 0.407369 |
47 | 0.001645 | 0.0127 | 0.494938 |
48 | 0.18928 | 1.4662 | 0.073914 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.424314 | 3.2867 | 0.000848 |
2 | 0.050301 | 0.3896 | 0.349095 |
3 | -0.067317 | -0.5214 | 0.301993 |
4 | -0.190672 | -1.4769 | 0.072461 |
5 | -0.142901 | -1.1069 | 0.136376 |
6 | -0.364155 | -2.8207 | 0.003243 |
7 | 0.000243 | 0.0019 | 0.499252 |
8 | -0.089981 | -0.697 | 0.244251 |
9 | -0.066232 | -0.513 | 0.304907 |
10 | -0.083834 | -0.6494 | 0.259288 |
11 | 0.083876 | 0.6497 | 0.259183 |
12 | 0.566923 | 4.3914 | 2.3e-05 |
13 | -0.455622 | -3.5292 | 0.000403 |
14 | -0.316745 | -2.4535 | 0.008535 |
15 | -0.161854 | -1.2537 | 0.107404 |
16 | -0.059397 | -0.4601 | 0.323558 |
17 | -0.010038 | -0.0778 | 0.469141 |
18 | 0.050385 | 0.3903 | 0.348857 |
19 | -0.096465 | -0.7472 | 0.228926 |
20 | -0.111928 | -0.867 | 0.1947 |
21 | 0.054105 | 0.4191 | 0.338321 |
22 | -0.002514 | -0.0195 | 0.492263 |
23 | 0.034643 | 0.2683 | 0.394677 |
24 | -0.141254 | -1.0941 | 0.139132 |
25 | 0.021483 | 0.1664 | 0.434198 |
26 | 0.116042 | 0.8989 | 0.18616 |
27 | -0.020396 | -0.158 | 0.4375 |
28 | 0.083648 | 0.6479 | 0.25975 |
29 | 0.040352 | 0.3126 | 0.377847 |
30 | -0.008958 | -0.0694 | 0.472456 |
31 | 0.03504 | 0.2714 | 0.393499 |
32 | 0.037697 | 0.292 | 0.385646 |
33 | -0.003316 | -0.0257 | 0.489798 |
34 | 0.059148 | 0.4582 | 0.324248 |
35 | -0.146844 | -1.1375 | 0.129936 |
36 | 0.014585 | 0.113 | 0.455213 |
37 | -0.0064 | -0.0496 | 0.480314 |
38 | 0.020678 | 0.1602 | 0.436643 |
39 | 0.101397 | 0.7854 | 0.21765 |
40 | -0.034227 | -0.2651 | 0.395912 |
41 | -0.134919 | -1.0451 | 0.15009 |
42 | -0.009699 | -0.0751 | 0.470182 |
43 | 0.040422 | 0.3131 | 0.377643 |
44 | -0.042275 | -0.3275 | 0.372229 |
45 | -0.078728 | -0.6098 | 0.27214 |
46 | -0.093666 | -0.7255 | 0.235473 |
47 | 0.010533 | 0.0816 | 0.467623 |
48 | -0.111184 | -0.8612 | 0.196272 |