Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.396805 | 3.6368 | 0.000238 |
2 | 0.182198 | 1.6699 | 0.049334 |
3 | 0.44515 | 4.0799 | 5.1e-05 |
4 | 0.238931 | 2.1898 | 0.015654 |
5 | 0.316426 | 2.9001 | 0.00238 |
6 | 0.495972 | 4.5457 | 9e-06 |
7 | 0.197573 | 1.8108 | 0.036874 |
8 | 0.0996 | 0.9128 | 0.181967 |
9 | 0.146259 | 1.3405 | 0.091851 |
10 | -0.09325 | -0.8546 | 0.197589 |
11 | 0.071826 | 0.6583 | 0.256075 |
12 | 0.377238 | 3.4574 | 0.000429 |
13 | -0.04266 | -0.391 | 0.348399 |
14 | -0.245581 | -2.2508 | 0.013506 |
15 | -0.065416 | -0.5995 | 0.275211 |
16 | -0.165057 | -1.5128 | 0.067045 |
17 | -0.092606 | -0.8487 | 0.199216 |
18 | 0.054238 | 0.4971 | 0.31021 |
19 | -0.159325 | -1.4602 | 0.073978 |
20 | -0.198444 | -1.8188 | 0.036255 |
21 | -0.141194 | -1.2941 | 0.099595 |
22 | -0.312022 | -2.8597 | 0.002674 |
23 | -0.084939 | -0.7785 | 0.219237 |
24 | 0.147106 | 1.3482 | 0.090601 |
25 | -0.150364 | -1.3781 | 0.085914 |
26 | -0.24766 | -2.2698 | 0.012889 |
27 | -0.071422 | -0.6546 | 0.25726 |
28 | -0.075873 | -0.6954 | 0.244367 |
29 | 0.04268 | 0.3912 | 0.348331 |
30 | 0.160135 | 1.4677 | 0.072965 |
31 | -0.000617 | -0.0057 | 0.497752 |
32 | 0.015177 | 0.1391 | 0.444852 |
33 | 0.073741 | 0.6758 | 0.250498 |
34 | -0.033878 | -0.3105 | 0.378475 |
35 | 0.1514 | 1.3876 | 0.084464 |
36 | 0.316646 | 2.9021 | 0.002366 |
37 | 0.075221 | 0.6894 | 0.246232 |
38 | -0.01136 | -0.1041 | 0.458664 |
39 | 0.095257 | 0.873 | 0.192564 |
40 | 0.05148 | 0.4718 | 0.31914 |
41 | 0.132853 | 1.2176 | 0.113389 |
42 | 0.142823 | 1.309 | 0.097053 |
43 | -0.021798 | -0.1998 | 0.421068 |
44 | -0.037697 | -0.3455 | 0.365291 |
45 | -0.001209 | -0.0111 | 0.495592 |
46 | -0.099772 | -0.9144 | 0.181554 |
47 | 0.008671 | 0.0795 | 0.468424 |
48 | 0.135219 | 1.2393 | 0.109342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.396805 | 3.6368 | 0.000238 |
2 | 0.029368 | 0.2692 | 0.394233 |
3 | 0.431593 | 3.9556 | 7.9e-05 |
4 | -0.106859 | -0.9794 | 0.165103 |
5 | 0.354936 | 3.253 | 0.000823 |
6 | 0.168295 | 1.5424 | 0.063362 |
7 | -0.076398 | -0.7002 | 0.24287 |
8 | -0.119736 | -1.0974 | 0.137802 |
9 | -0.192399 | -1.7634 | 0.040737 |
10 | -0.344929 | -3.1613 | 0.001092 |
11 | 0.069141 | 0.6337 | 0.264003 |
12 | 0.359095 | 3.2912 | 0.00073 |
13 | -0.152579 | -1.3984 | 0.082835 |
14 | -0.228531 | -2.0945 | 0.019613 |
15 | -0.138399 | -1.2684 | 0.104072 |
16 | 0.036334 | 0.333 | 0.369978 |
17 | 0.02092 | 0.1917 | 0.424205 |
18 | 0.02039 | 0.1869 | 0.426102 |
19 | 0.01779 | 0.163 | 0.435435 |
20 | 0.070938 | 0.6502 | 0.258682 |
21 | 0.018839 | 0.1727 | 0.431666 |
22 | -0.118737 | -1.0882 | 0.1398 |
23 | 0.048015 | 0.4401 | 0.33051 |
24 | 0.009312 | 0.0853 | 0.466093 |
25 | 0.035084 | 0.3215 | 0.374297 |
26 | -0.029588 | -0.2712 | 0.39346 |
27 | 0.079595 | 0.7295 | 0.233862 |
28 | 0.095201 | 0.8725 | 0.192702 |
29 | 0.092866 | 0.8511 | 0.198559 |
30 | 0.026118 | 0.2394 | 0.405697 |
31 | -0.045347 | -0.4156 | 0.339376 |
32 | 0.007953 | 0.0729 | 0.471034 |
33 | 0.003466 | 0.0318 | 0.487368 |
34 | 0.011459 | 0.105 | 0.458305 |
35 | -0.067963 | -0.6229 | 0.267521 |
36 | -0.000913 | -0.0084 | 0.496673 |
37 | 0.014327 | 0.1313 | 0.447922 |
38 | 0.017822 | 0.1633 | 0.435319 |
39 | -0.045784 | -0.4196 | 0.337918 |
40 | -0.121726 | -1.1156 | 0.133879 |
41 | -0.032566 | -0.2985 | 0.383039 |
42 | -0.114318 | -1.0477 | 0.148882 |
43 | 0.009539 | 0.0874 | 0.465271 |
44 | -0.08925 | -0.818 | 0.20784 |
45 | 0.14996 | 1.3744 | 0.086486 |
46 | 0.035429 | 0.3247 | 0.373104 |
47 | 0.060645 | 0.5558 | 0.289906 |
48 | 0.039343 | 0.3606 | 0.359656 |