Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.382923 | 4.3828 | 1.2e-05 |
2 | 0.241564 | 2.7648 | 0.003259 |
3 | 0.167313 | 1.915 | 0.028837 |
4 | 0.012964 | 0.1484 | 0.441136 |
5 | -0.077411 | -0.886 | 0.188617 |
6 | -0.102207 | -1.1698 | 0.122099 |
7 | -0.140806 | -1.6116 | 0.054728 |
8 | -0.232231 | -2.658 | 0.00442 |
9 | 0.06079 | 0.6958 | 0.243902 |
10 | -0.080988 | -0.927 | 0.177828 |
11 | 0.015273 | 0.1748 | 0.430752 |
12 | -0.076401 | -0.8744 | 0.191737 |
13 | -0.172466 | -1.974 | 0.025245 |
14 | -0.07833 | -0.8965 | 0.185809 |
15 | 0.052645 | 0.6025 | 0.273926 |
16 | 0.131721 | 1.5076 | 0.06703 |
17 | -0.02879 | -0.3295 | 0.371146 |
18 | 0.046652 | 0.534 | 0.297137 |
19 | 0.049309 | 0.5644 | 0.286736 |
20 | 0.078421 | 0.8976 | 0.185532 |
21 | -0.099108 | -1.1343 | 0.129362 |
22 | -0.236895 | -2.7114 | 0.0038 |
23 | -0.191095 | -2.1872 | 0.015252 |
24 | -0.2805 | -3.2105 | 0.000834 |
25 | -0.187748 | -2.1489 | 0.016742 |
26 | -0.119647 | -1.3694 | 0.086606 |
27 | -0.044008 | -0.5037 | 0.307662 |
28 | -0.072908 | -0.8345 | 0.202768 |
29 | -0.043052 | -0.4927 | 0.311507 |
30 | 0.09174 | 1.05 | 0.147823 |
31 | 0.047939 | 0.5487 | 0.292076 |
32 | 0.052181 | 0.5972 | 0.275691 |
33 | 0.053087 | 0.6076 | 0.272248 |
34 | 0.05381 | 0.6159 | 0.26952 |
35 | 0.123602 | 1.4147 | 0.079767 |
36 | 0.114664 | 1.3124 | 0.095842 |
37 | 0.035639 | 0.4079 | 0.342002 |
38 | -0.036924 | -0.4226 | 0.336634 |
39 | -0.004372 | -0.05 | 0.480084 |
40 | -0.087579 | -1.0024 | 0.159002 |
41 | -0.082736 | -0.947 | 0.172701 |
42 | -0.002067 | -0.0237 | 0.490582 |
43 | -0.068963 | -0.7893 | 0.215677 |
44 | -0.030391 | -0.3478 | 0.364257 |
45 | 0.034481 | 0.3947 | 0.34687 |
46 | 0.109361 | 1.2517 | 0.106456 |
47 | 0.026246 | 0.3004 | 0.382173 |
48 | 0.085184 | 0.975 | 0.165685 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.382923 | 4.3828 | 1.2e-05 |
2 | 0.111246 | 1.2733 | 0.102589 |
3 | 0.050432 | 0.5772 | 0.282391 |
4 | -0.101201 | -1.1583 | 0.124424 |
5 | -0.097065 | -1.111 | 0.134309 |
6 | -0.048836 | -0.559 | 0.288572 |
7 | -0.06287 | -0.7196 | 0.236532 |
8 | -0.152474 | -1.7451 | 0.041652 |
9 | 0.269307 | 3.0824 | 0.001252 |
10 | -0.152808 | -1.749 | 0.04132 |
11 | 0.088034 | 1.0076 | 0.157754 |
12 | -0.206214 | -2.3602 | 0.00987 |
13 | -0.141012 | -1.614 | 0.054472 |
14 | 0.053476 | 0.6121 | 0.270778 |
15 | 0.170913 | 1.9562 | 0.026285 |
16 | 0.138437 | 1.5845 | 0.057747 |
17 | -0.125694 | -1.4386 | 0.07632 |
18 | -0.123665 | -1.4154 | 0.07966 |
19 | 0.079444 | 0.9093 | 0.182435 |
20 | -0.023335 | -0.2671 | 0.394912 |
21 | -0.174179 | -1.9936 | 0.024138 |
22 | -0.187039 | -2.1408 | 0.017073 |
23 | 0.044724 | 0.5119 | 0.304794 |
24 | -0.124287 | -1.4225 | 0.078624 |
25 | -0.104724 | -1.1986 | 0.11642 |
26 | -0.007273 | -0.0832 | 0.466892 |
27 | 0.046189 | 0.5287 | 0.298968 |
28 | -0.02817 | -0.3224 | 0.373825 |
29 | -0.157498 | -1.8027 | 0.036871 |
30 | 0.064708 | 0.7406 | 0.230124 |
31 | -0.030979 | -0.3546 | 0.361739 |
32 | -0.023231 | -0.2659 | 0.395372 |
33 | 0.14026 | 1.6053 | 0.055413 |
34 | -0.130587 | -1.4946 | 0.068708 |
35 | 0.026122 | 0.299 | 0.382714 |
36 | -0.051436 | -0.5887 | 0.278533 |
37 | -0.00976 | -0.1117 | 0.455614 |
38 | -0.055347 | -0.6335 | 0.263764 |
39 | -0.087462 | -1.001 | 0.159326 |
40 | 0.072167 | 0.826 | 0.205157 |
41 | -0.020812 | -0.2382 | 0.406048 |
42 | -0.019997 | -0.2289 | 0.40966 |
43 | -0.070473 | -0.8066 | 0.21068 |
44 | -0.012654 | -0.1448 | 0.442535 |
45 | 0.03183 | 0.3643 | 0.358105 |
46 | -0.063585 | -0.7278 | 0.234029 |
47 | -0.070187 | -0.8033 | 0.21162 |
48 | 0.063152 | 0.7228 | 0.235544 |