Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.464025 | 3.7982 | 0.000158 |
2 | 0.385198 | 3.153 | 0.001209 |
3 | 0.4519 | 3.699 | 0.000219 |
4 | 0.219182 | 1.7941 | 0.038656 |
5 | 0.155774 | 1.2751 | 0.103345 |
6 | 0.184602 | 1.511 | 0.067741 |
7 | 0.201247 | 1.6473 | 0.052091 |
8 | 0.196596 | 1.6092 | 0.056136 |
9 | 0.25454 | 2.0835 | 0.020512 |
10 | 0.221184 | 1.8105 | 0.037353 |
11 | 0.022918 | 0.1876 | 0.425883 |
12 | 0.171673 | 1.4052 | 0.08229 |
13 | 0.040854 | 0.3344 | 0.36956 |
14 | -0.030198 | -0.2472 | 0.402763 |
15 | -0.007411 | -0.0607 | 0.475903 |
16 | -0.022898 | -0.1874 | 0.425946 |
17 | -0.010381 | -0.085 | 0.466267 |
18 | 0.024563 | 0.2011 | 0.420633 |
19 | -0.048559 | -0.3975 | 0.346141 |
20 | -0.073536 | -0.6019 | 0.27463 |
21 | -0.02952 | -0.2416 | 0.404902 |
22 | -0.044466 | -0.364 | 0.358512 |
23 | -0.11141 | -0.9119 | 0.182539 |
24 | -0.016029 | -0.1312 | 0.448004 |
25 | -0.032557 | -0.2665 | 0.395341 |
26 | -0.033768 | -0.2764 | 0.391544 |
27 | -0.090922 | -0.7442 | 0.22967 |
28 | -0.091213 | -0.7466 | 0.228955 |
29 | -0.051396 | -0.4207 | 0.337662 |
30 | -0.139197 | -1.1394 | 0.129302 |
31 | -0.143724 | -1.1764 | 0.121792 |
32 | -0.094138 | -0.7706 | 0.22184 |
33 | -0.14393 | -1.1781 | 0.121458 |
34 | -0.172327 | -1.4106 | 0.081501 |
35 | -0.177195 | -1.4504 | 0.075806 |
36 | -0.12887 | -1.0549 | 0.147641 |
37 | -0.248191 | -2.0315 | 0.023085 |
38 | -0.23717 | -1.9413 | 0.028213 |
39 | -0.146773 | -1.2014 | 0.116914 |
40 | -0.24435 | -2.0001 | 0.024773 |
41 | -0.213133 | -1.7446 | 0.042823 |
42 | -0.144934 | -1.1863 | 0.119839 |
43 | -0.198745 | -1.6268 | 0.054237 |
44 | -0.192618 | -1.5766 | 0.059794 |
45 | -0.150441 | -1.2314 | 0.111237 |
46 | -0.180557 | -1.4779 | 0.072057 |
47 | -0.160219 | -1.3114 | 0.097092 |
48 | -0.010173 | -0.0833 | 0.466943 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.464025 | 3.7982 | 0.000158 |
2 | 0.216494 | 1.7721 | 0.040464 |
3 | 0.282653 | 2.3136 | 0.011883 |
4 | -0.134313 | -1.0994 | 0.137765 |
5 | -0.058184 | -0.4763 | 0.31772 |
6 | 0.032724 | 0.2679 | 0.394816 |
7 | 0.165189 | 1.3521 | 0.09044 |
8 | 0.091197 | 0.7465 | 0.228994 |
9 | 0.107277 | 0.8781 | 0.191514 |
10 | -0.034426 | -0.2818 | 0.389486 |
11 | -0.277455 | -2.2711 | 0.013181 |
12 | 0.144115 | 1.1796 | 0.121159 |
13 | -0.073212 | -0.5993 | 0.275507 |
14 | 0.052968 | 0.4336 | 0.332999 |
15 | -0.138692 | -1.1352 | 0.13016 |
16 | -0.015639 | -0.128 | 0.449262 |
17 | 6e-05 | 5e-04 | 0.499806 |
18 | 0.103539 | 0.8475 | 0.199865 |
19 | -0.119653 | -0.9794 | 0.165452 |
20 | -0.064903 | -0.5313 | 0.2985 |
21 | 0.017017 | 0.1393 | 0.444819 |
22 | 0.023064 | 0.1888 | 0.425416 |
23 | 0.056201 | 0.46 | 0.323495 |
24 | 0.021235 | 0.1738 | 0.431269 |
25 | -0.019401 | -0.1588 | 0.437149 |
26 | -0.028712 | -0.235 | 0.407457 |
27 | -0.127942 | -1.0473 | 0.149373 |
28 | 0.001474 | 0.0121 | 0.495205 |
29 | 0.127151 | 1.0408 | 0.15086 |
30 | -0.140663 | -1.1514 | 0.126834 |
31 | -0.082322 | -0.6738 | 0.251367 |
32 | -0.004118 | -0.0337 | 0.486605 |
33 | -0.025816 | -0.2113 | 0.416641 |
34 | -0.102928 | -0.8425 | 0.201253 |
35 | -0.052993 | -0.4338 | 0.332926 |
36 | 0.041044 | 0.336 | 0.368975 |
37 | -0.118671 | -0.9714 | 0.16743 |
38 | -0.117738 | -0.9637 | 0.169325 |
39 | 0.095937 | 0.7853 | 0.217528 |
40 | 0.011683 | 0.0956 | 0.462052 |
41 | -0.087155 | -0.7134 | 0.239041 |
42 | -0.034094 | -0.2791 | 0.390524 |
43 | 0.000433 | 0.0035 | 0.49859 |
44 | -0.005991 | -0.049 | 0.480516 |
45 | 0.018794 | 0.1538 | 0.439101 |
46 | -0.060492 | -0.4952 | 0.311057 |
47 | 0.062569 | 0.5122 | 0.305114 |
48 | 0.170205 | 1.3932 | 0.084085 |