Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.519036 | 3.9868 | 9.3e-05 |
2 | 0.029604 | 0.2274 | 0.410453 |
3 | 0.043929 | 0.3374 | 0.368498 |
4 | 0.196782 | 1.5115 | 0.067998 |
5 | 0.181095 | 1.391 | 0.084722 |
6 | -0.001027 | -0.0079 | 0.496867 |
7 | -0.148127 | -1.1378 | 0.129905 |
8 | -0.13244 | -1.0173 | 0.156584 |
9 | -0.081381 | -0.6251 | 0.267158 |
10 | -0.034958 | -0.2685 | 0.39462 |
11 | 0.057327 | 0.4403 | 0.33065 |
12 | 0.074759 | 0.5742 | 0.283995 |
13 | -0.00971 | -0.0746 | 0.4704 |
14 | -0.081993 | -0.6298 | 0.26563 |
15 | -0.087664 | -0.6734 | 0.251673 |
16 | -0.073525 | -0.5648 | 0.28719 |
17 | -0.127489 | -0.9793 | 0.165725 |
18 | -0.163977 | -1.2595 | 0.106399 |
19 | -0.140185 | -1.0768 | 0.14298 |
20 | -0.119514 | -0.918 | 0.181176 |
21 | -0.134708 | -1.0347 | 0.152513 |
22 | -0.131874 | -1.0129 | 0.157611 |
23 | 0.049695 | 0.3817 | 0.352023 |
24 | 0.247429 | 1.9005 | 0.031126 |
25 | 0.089037 | 0.6839 | 0.248356 |
26 | -0.054037 | -0.4151 | 0.339798 |
27 | -0.006447 | -0.0495 | 0.480337 |
28 | 0.102681 | 0.7887 | 0.216721 |
29 | 0.091778 | 0.705 | 0.241804 |
30 | -0.016463 | -0.1265 | 0.449902 |
31 | -0.110079 | -0.8455 | 0.200614 |
32 | -0.100212 | -0.7697 | 0.222263 |
33 | -0.086797 | -0.6667 | 0.253782 |
34 | -0.125649 | -0.9651 | 0.16921 |
35 | -0.120618 | -0.9265 | 0.178984 |
36 | 0.02249 | 0.1728 | 0.431719 |
37 | 0.122773 | 0.943 | 0.174754 |
38 | 0.020662 | 0.1587 | 0.43722 |
39 | -0.065377 | -0.5022 | 0.308709 |
40 | -0.018408 | -0.1414 | 0.444021 |
41 | 0.010992 | 0.0844 | 0.466501 |
42 | 0.002315 | 0.0178 | 0.492937 |
43 | -0.050849 | -0.3906 | 0.348758 |
44 | -0.125022 | -0.9603 | 0.170409 |
45 | -0.154696 | -1.1882 | 0.11975 |
46 | -0.116401 | -0.8941 | 0.187452 |
47 | 0.036168 | 0.2778 | 0.391064 |
48 | 0.144621 | 1.1109 | 0.135569 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.519036 | 3.9868 | 9.3e-05 |
2 | -0.328215 | -2.5211 | 0.007211 |
3 | 0.297402 | 2.2844 | 0.012981 |
4 | 0.039771 | 0.3055 | 0.380536 |
5 | 0.03797 | 0.2917 | 0.385787 |
6 | -0.119748 | -0.9198 | 0.180711 |
7 | -0.094759 | -0.7279 | 0.234789 |
8 | -0.04336 | -0.3331 | 0.370136 |
9 | -0.074236 | -0.5702 | 0.285348 |
10 | 0.068573 | 0.5267 | 0.300183 |
11 | 0.140465 | 1.0789 | 0.142505 |
12 | 0.009423 | 0.0724 | 0.471271 |
13 | -0.033606 | -0.2581 | 0.398602 |
14 | -0.085089 | -0.6536 | 0.257961 |
15 | -0.097666 | -0.7502 | 0.228062 |
16 | -0.095789 | -0.7358 | 0.232393 |
17 | -0.120316 | -0.9242 | 0.179582 |
18 | 0.020453 | 0.1571 | 0.437849 |
19 | -0.008663 | -0.0665 | 0.473584 |
20 | -0.010033 | -0.0771 | 0.469417 |
21 | -0.052301 | -0.4017 | 0.344665 |
22 | -0.055073 | -0.423 | 0.336909 |
23 | 0.196948 | 1.5128 | 0.067836 |
24 | 0.127602 | 0.9801 | 0.165513 |
25 | -0.196686 | -1.5108 | 0.068092 |
26 | 0.126165 | 0.9691 | 0.168228 |
27 | -0.129929 | -0.998 | 0.161177 |
28 | 0.059304 | 0.4555 | 0.325202 |
29 | -0.072091 | -0.5537 | 0.290924 |
30 | 0.034564 | 0.2655 | 0.395778 |
31 | -0.050496 | -0.3879 | 0.349755 |
32 | -0.033905 | -0.2604 | 0.397721 |
33 | -0.079309 | -0.6092 | 0.272371 |
34 | -0.139191 | -1.0691 | 0.144679 |
35 | -0.099575 | -0.7648 | 0.223705 |
36 | 0.213227 | 1.6378 | 0.05339 |
37 | 0.042746 | 0.3283 | 0.371908 |
38 | -0.045322 | -0.3481 | 0.364494 |
39 | 0.010909 | 0.0838 | 0.466751 |
40 | -0.087188 | -0.6697 | 0.252831 |
41 | -0.076754 | -0.5896 | 0.278869 |
42 | -0.007244 | -0.0556 | 0.477907 |
43 | -0.01201 | -0.0923 | 0.463406 |
44 | -0.026071 | -0.2003 | 0.420985 |
45 | -0.026244 | -0.2016 | 0.420468 |
46 | 0.054775 | 0.4207 | 0.33774 |
47 | 0.047936 | 0.3682 | 0.357019 |
48 | -0.052913 | -0.4064 | 0.342949 |