Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.071299 | 0.9566 | 0.170032 |
2 | 0.23789 | 3.1916 | 0.000835 |
3 | 0.36716 | 4.926 | 1e-06 |
4 | 0.24807 | 3.3282 | 0.00053 |
5 | 0.263768 | 3.5388 | 0.000256 |
6 | 0.245414 | 3.2926 | 0.000598 |
7 | 0.029019 | 0.3893 | 0.348746 |
8 | 0.40104 | 5.3805 | 0 |
9 | 0.23367 | 3.135 | 0.001004 |
10 | 0.054221 | 0.7274 | 0.233949 |
11 | 0.065207 | 0.8748 | 0.191414 |
12 | 0.45676 | 6.1281 | 0 |
13 | 0.005267 | 0.0707 | 0.47187 |
14 | 0.212363 | 2.8491 | 0.002447 |
15 | 0.099468 | 1.3345 | 0.091863 |
16 | 0.080917 | 1.0856 | 0.13955 |
17 | 0.202221 | 2.7131 | 0.003657 |
18 | 0.054151 | 0.7265 | 0.234234 |
19 | -0.10326 | -1.3854 | 0.083825 |
20 | 0.23443 | 3.1452 | 0.000971 |
21 | -0.008878 | -0.1191 | 0.452662 |
22 | -0.045965 | -0.6167 | 0.269113 |
23 | 0.043993 | 0.5902 | 0.277889 |
24 | 0.050638 | 0.6794 | 0.248885 |
25 | -0.074279 | -0.9966 | 0.160158 |
26 | 0.104713 | 1.4049 | 0.080892 |
27 | -0.132517 | -1.7779 | 0.038554 |
28 | 0.06144 | 0.8243 | 0.205427 |
29 | 0.016242 | 0.2179 | 0.413875 |
30 | -0.122678 | -1.6459 | 0.050765 |
31 | -0.066783 | -0.896 | 0.185728 |
32 | 0.091617 | 1.2292 | 0.110306 |
33 | -0.150893 | -2.0244 | 0.022201 |
34 | 0.018476 | 0.2479 | 0.402253 |
35 | -0.071173 | -0.9549 | 0.170457 |
36 | -0.030075 | -0.4035 | 0.343528 |
37 | -0.028164 | -0.3779 | 0.352989 |
38 | -0.058366 | -0.7831 | 0.21731 |
39 | -0.144522 | -1.939 | 0.027034 |
40 | 0.097348 | 1.3061 | 0.0966 |
41 | -0.078551 | -1.0539 | 0.146677 |
42 | -0.117993 | -1.583 | 0.057583 |
43 | 0.029903 | 0.4012 | 0.344378 |
44 | 0.017602 | 0.2361 | 0.406793 |
45 | -0.096587 | -1.2959 | 0.098343 |
46 | 0.096115 | 1.2895 | 0.099436 |
47 | -0.108751 | -1.459 | 0.073148 |
48 | 0.132287 | 1.7748 | 0.038809 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.071299 | 0.9566 | 0.170032 |
2 | 0.233996 | 3.1394 | 0.00099 |
3 | 0.358858 | 4.8146 | 2e-06 |
4 | 0.222448 | 2.9845 | 0.001618 |
5 | 0.162898 | 2.1855 | 0.015071 |
6 | 0.084726 | 1.1367 | 0.128583 |
7 | -0.218152 | -2.9268 | 0.001933 |
8 | 0.192165 | 2.5782 | 0.005366 |
9 | 0.171407 | 2.2997 | 0.011307 |
10 | -0.05511 | -0.7394 | 0.23032 |
11 | -0.267665 | -3.5911 | 0.000212 |
12 | 0.36118 | 4.8457 | 1e-06 |
13 | -0.055632 | -0.7464 | 0.228205 |
14 | 0.019143 | 0.2568 | 0.3988 |
15 | -0.048351 | -0.6487 | 0.258681 |
16 | -0.089388 | -1.1993 | 0.116 |
17 | -0.092995 | -1.2477 | 0.10689 |
18 | -0.027804 | -0.373 | 0.354782 |
19 | -0.016685 | -0.2238 | 0.411565 |
20 | -0.056773 | -0.7617 | 0.22362 |
21 | -0.071789 | -0.9631 | 0.168383 |
22 | -0.084195 | -1.1296 | 0.130076 |
23 | 0.109018 | 1.4626 | 0.072656 |
24 | -0.013357 | -0.1792 | 0.42899 |
25 | -0.062324 | -0.8362 | 0.202087 |
26 | 0.000651 | 0.0087 | 0.496519 |
27 | -0.018886 | -0.2534 | 0.400133 |
28 | 0.10383 | 1.393 | 0.082666 |
29 | -0.056063 | -0.7522 | 0.226467 |
30 | -0.0571 | -0.7661 | 0.222316 |
31 | -0.037988 | -0.5097 | 0.305454 |
32 | 0.089747 | 1.2041 | 0.115068 |
33 | -0.006035 | -0.081 | 0.467779 |
34 | 0.110966 | 1.4888 | 0.06915 |
35 | -0.053033 | -0.7115 | 0.238843 |
36 | -0.022355 | -0.2999 | 0.382291 |
37 | 0.006428 | 0.0862 | 0.465684 |
38 | -0.035203 | -0.4723 | 0.318643 |
39 | 0.011497 | 0.1542 | 0.438795 |
40 | -0.002273 | -0.0305 | 0.487853 |
41 | 0.02424 | 0.3252 | 0.3727 |
42 | -0.080293 | -1.0772 | 0.141408 |
43 | 0.152798 | 2.05 | 0.020907 |
44 | 0.050339 | 0.6754 | 0.250154 |
45 | -0.032348 | -0.434 | 0.332406 |
46 | 0.03565 | 0.4783 | 0.316509 |
47 | 0.025007 | 0.3355 | 0.368817 |
48 | 0.155175 | 2.0819 | 0.019383 |