Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.531678 | 4.7555 | 4e-06 |
2 | 0.288506 | 2.5805 | 0.005847 |
3 | 0.356098 | 3.185 | 0.001032 |
4 | 0.185817 | 1.662 | 0.050213 |
5 | 0.188374 | 1.6849 | 0.047955 |
6 | 0.231973 | 2.0748 | 0.020609 |
7 | 0.134075 | 1.1992 | 0.116995 |
8 | 0.058634 | 0.5244 | 0.300712 |
9 | 0.149419 | 1.3364 | 0.092596 |
10 | 0.047315 | 0.4232 | 0.336642 |
11 | 0.255495 | 2.2852 | 0.012474 |
12 | 0.556554 | 4.978 | 2e-06 |
13 | 0.215251 | 1.9253 | 0.028875 |
14 | 0.028694 | 0.2566 | 0.399055 |
15 | 0.019879 | 0.1778 | 0.429662 |
16 | -0.071033 | -0.6353 | 0.26351 |
17 | -0.081258 | -0.7268 | 0.234738 |
18 | -0.079017 | -0.7067 | 0.240888 |
19 | -0.142097 | -1.271 | 0.103713 |
20 | -0.199689 | -1.7861 | 0.038938 |
21 | -0.149355 | -1.3359 | 0.092689 |
22 | -0.210493 | -1.8827 | 0.031688 |
23 | -0.047201 | -0.4222 | 0.337012 |
24 | 0.176778 | 1.5812 | 0.058894 |
25 | -0.039135 | -0.35 | 0.363617 |
26 | -0.189501 | -1.6949 | 0.046988 |
27 | -0.166567 | -1.4898 | 0.070101 |
28 | -0.186031 | -1.6639 | 0.050021 |
29 | -0.206456 | -1.8466 | 0.034252 |
30 | -0.181272 | -1.6213 | 0.054439 |
31 | -0.190216 | -1.7013 | 0.046381 |
32 | -0.247326 | -2.2122 | 0.014904 |
33 | -0.175254 | -1.5675 | 0.06047 |
34 | -0.147224 | -1.3168 | 0.09583 |
35 | -0.07539 | -0.6743 | 0.251029 |
36 | 0.108356 | 0.9692 | 0.167693 |
37 | 0.002574 | 0.023 | 0.490846 |
38 | -0.164704 | -1.4732 | 0.072316 |
39 | -0.122163 | -1.0927 | 0.138912 |
40 | -0.110583 | -0.9891 | 0.162801 |
41 | -0.166868 | -1.4925 | 0.069749 |
42 | -0.120519 | -1.078 | 0.142147 |
43 | -0.092904 | -0.831 | 0.204234 |
44 | -0.177623 | -1.5887 | 0.058035 |
45 | -0.096903 | -0.8667 | 0.194343 |
46 | -0.040926 | -0.3661 | 0.357645 |
47 | -0.007859 | -0.0703 | 0.472068 |
48 | 0.158442 | 1.4171 | 0.080162 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.531678 | 4.7555 | 4e-06 |
2 | 0.008119 | 0.0726 | 0.471146 |
3 | 0.278325 | 2.4894 | 0.007434 |
4 | -0.164946 | -1.4753 | 0.072025 |
5 | 0.189843 | 1.698 | 0.046696 |
6 | -0.002494 | -0.0223 | 0.491128 |
7 | 0.012605 | 0.1127 | 0.455257 |
8 | -0.103847 | -0.9288 | 0.177885 |
9 | 0.175911 | 1.5734 | 0.059787 |
10 | -0.19529 | -1.7467 | 0.042262 |
11 | 0.553825 | 4.9536 | 2e-06 |
12 | 0.176641 | 1.5799 | 0.059035 |
13 | -0.307468 | -2.7501 | 0.003682 |
14 | -0.303088 | -2.7109 | 0.004104 |
15 | -0.214999 | -1.923 | 0.029019 |
16 | 0.054677 | 0.489 | 0.313075 |
17 | -0.048756 | -0.4361 | 0.331974 |
18 | -0.103185 | -0.9229 | 0.179413 |
19 | 0.015436 | 0.1381 | 0.445268 |
20 | -0.010969 | -0.0981 | 0.461047 |
21 | 0.045862 | 0.4102 | 0.341377 |
22 | -0.038515 | -0.3445 | 0.36569 |
23 | -0.125774 | -1.125 | 0.131985 |
24 | 0.024026 | 0.2149 | 0.415197 |
25 | -0.061191 | -0.5473 | 0.292845 |
26 | -0.010827 | -0.0968 | 0.461548 |
27 | 0.071966 | 0.6437 | 0.260809 |
28 | -0.019011 | -0.17 | 0.432702 |
29 | -0.004193 | -0.0375 | 0.485087 |
30 | -0.011658 | -0.1043 | 0.458606 |
31 | 0.047042 | 0.4208 | 0.337531 |
32 | -0.068121 | -0.6093 | 0.272028 |
33 | 0.066416 | 0.594 | 0.277081 |
34 | 0.105783 | 0.9462 | 0.17346 |
35 | -0.137338 | -1.2284 | 0.111452 |
36 | 0.014334 | 0.1282 | 0.449152 |
37 | -0.020758 | -0.1857 | 0.426587 |
38 | -0.06165 | -0.5514 | 0.291444 |
39 | -0.006148 | -0.055 | 0.47814 |
40 | -0.106646 | -0.9539 | 0.171511 |
41 | -0.021505 | -0.1923 | 0.42398 |
42 | 0.053615 | 0.4795 | 0.316429 |
43 | 0.038624 | 0.3455 | 0.365328 |
44 | -0.037838 | -0.3384 | 0.367963 |
45 | -0.063834 | -0.571 | 0.284816 |
46 | -0.028051 | -0.2509 | 0.401271 |
47 | 0.095057 | 0.8502 | 0.198871 |
48 | -0.015033 | -0.1345 | 0.446689 |