Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.581191 | 4.5019 | 1.6e-05 |
2 | 0.366467 | 2.8386 | 0.003087 |
3 | 0.143157 | 1.1089 | 0.135952 |
4 | 0.022204 | 0.172 | 0.432011 |
5 | 0.032109 | 0.2487 | 0.402214 |
6 | 0.016271 | 0.126 | 0.450064 |
7 | -0.03923 | -0.3039 | 0.381138 |
8 | -0.043867 | -0.3398 | 0.367601 |
9 | -0.060991 | -0.4724 | 0.319166 |
10 | -0.278502 | -2.1573 | 0.0175 |
11 | -0.435643 | -3.3745 | 0.000651 |
12 | -0.550778 | -4.2663 | 3.6e-05 |
13 | -0.417675 | -3.2353 | 0.000989 |
14 | -0.213554 | -1.6542 | 0.051656 |
15 | -0.01961 | -0.1519 | 0.439889 |
16 | -0.098895 | -0.766 | 0.223328 |
17 | -0.011575 | -0.0897 | 0.464429 |
18 | -0.009765 | -0.0756 | 0.469979 |
19 | -0.042498 | -0.3292 | 0.371579 |
20 | 0.058922 | 0.4564 | 0.324871 |
21 | 0.031407 | 0.2433 | 0.404309 |
22 | 0.139849 | 1.0833 | 0.141512 |
23 | 0.32022 | 2.4804 | 0.007973 |
24 | 0.392078 | 3.037 | 0.001767 |
25 | 0.32343 | 2.5053 | 0.007484 |
26 | 0.231309 | 1.7917 | 0.039111 |
27 | 0.019301 | 0.1495 | 0.440829 |
28 | 0.015424 | 0.1195 | 0.45265 |
29 | -0.022954 | -0.1778 | 0.429739 |
30 | -0.047428 | -0.3674 | 0.357316 |
31 | -0.047861 | -0.3707 | 0.356071 |
32 | 0.011587 | 0.0897 | 0.464393 |
33 | 0.019311 | 0.1496 | 0.440799 |
34 | -0.082772 | -0.6411 | 0.261934 |
35 | -0.145892 | -1.1301 | 0.13147 |
36 | -0.28532 | -2.2101 | 0.015463 |
37 | -0.24934 | -1.9314 | 0.029082 |
38 | -0.105983 | -0.8209 | 0.207465 |
39 | -0.025052 | -0.1941 | 0.423395 |
40 | 0.033518 | 0.2596 | 0.398019 |
41 | 0.019164 | 0.1484 | 0.441244 |
42 | -0.003092 | -0.024 | 0.490485 |
43 | -0.010934 | -0.0847 | 0.466393 |
44 | -0.061118 | -0.4734 | 0.318816 |
45 | -0.036822 | -0.2852 | 0.388228 |
46 | 0.014493 | 0.1123 | 0.455494 |
47 | 0.07824 | 0.606 | 0.273386 |
48 | 0.106236 | 0.8229 | 0.206912 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.581191 | 4.5019 | 1.6e-05 |
2 | 0.043314 | 0.3355 | 0.369206 |
3 | -0.129777 | -1.0052 | 0.159407 |
4 | -0.038609 | -0.2991 | 0.382963 |
5 | 0.099607 | 0.7716 | 0.221703 |
6 | -0.016915 | -0.131 | 0.448097 |
7 | -0.104024 | -0.8058 | 0.211779 |
8 | 0.015847 | 0.1227 | 0.451358 |
9 | -0.00253 | -0.0196 | 0.492214 |
10 | -0.370425 | -2.8693 | 0.002836 |
11 | -0.275131 | -2.1312 | 0.018591 |
12 | -0.186274 | -1.4429 | 0.077129 |
13 | 0.098999 | 0.7668 | 0.223091 |
14 | 0.080144 | 0.6208 | 0.268543 |
15 | 0.106702 | 0.8265 | 0.205895 |
16 | -0.274173 | -2.1237 | 0.018912 |
17 | 0.122904 | 0.952 | 0.172455 |
18 | 0.036793 | 0.285 | 0.388313 |
19 | -0.121707 | -0.9427 | 0.174798 |
20 | 0.093769 | 0.7263 | 0.23523 |
21 | -0.052048 | -0.4032 | 0.34413 |
22 | -0.050412 | -0.3905 | 0.34878 |
23 | 0.09331 | 0.7228 | 0.236312 |
24 | 0.084909 | 0.6577 | 0.256623 |
25 | 0.078225 | 0.6059 | 0.273425 |
26 | 0.007661 | 0.0593 | 0.476438 |
27 | -0.190693 | -1.4771 | 0.072439 |
28 | 0.011143 | 0.0863 | 0.465751 |
29 | -0.052151 | -0.404 | 0.343839 |
30 | -0.012347 | -0.0956 | 0.462062 |
31 | 0.02814 | 0.218 | 0.414095 |
32 | 0.078201 | 0.6057 | 0.273484 |
33 | 0.077332 | 0.599 | 0.275711 |
34 | -0.093618 | -0.7252 | 0.235586 |
35 | 0.011801 | 0.0914 | 0.463735 |
36 | 0.093641 | 0.7253 | 0.235532 |
37 | -0.078614 | -0.6089 | 0.272432 |
38 | 0.049116 | 0.3804 | 0.352479 |
39 | 7.4e-05 | 6e-04 | 0.499771 |
40 | -0.046216 | -0.358 | 0.360803 |
41 | -0.099594 | -0.7715 | 0.221733 |
42 | 0.07745 | 0.5999 | 0.275409 |
43 | -0.055509 | -0.43 | 0.334378 |
44 | 0.008765 | 0.0679 | 0.473048 |
45 | 0.093053 | 0.7208 | 0.236921 |
46 | -0.117934 | -0.9135 | 0.182315 |
47 | -0.080156 | -0.6209 | 0.268513 |
48 | -0.107153 | -0.83 | 0.204914 |