Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.570108 | 5.1625 | 1e-06 |
2 | 0.480446 | 4.3506 | 1.9e-05 |
3 | 0.260015 | 2.3545 | 0.010468 |
4 | 0.175678 | 1.5908 | 0.057748 |
5 | 0.152204 | 1.3783 | 0.085936 |
6 | 0.107526 | 0.9737 | 0.166536 |
7 | 0.05342 | 0.4837 | 0.314932 |
8 | 0.034165 | 0.3094 | 0.37891 |
9 | -0.093307 | -0.8449 | 0.200304 |
10 | -0.296493 | -2.6849 | 0.004389 |
11 | -0.431528 | -3.9077 | 9.5e-05 |
12 | -0.525495 | -4.7586 | 4e-06 |
13 | -0.47135 | -4.2683 | 2.6e-05 |
14 | -0.314983 | -2.8523 | 0.002746 |
15 | -0.215803 | -1.9542 | 0.027044 |
16 | -0.221377 | -2.0047 | 0.02415 |
17 | -0.189834 | -1.719 | 0.044692 |
18 | -0.179489 | -1.6253 | 0.053964 |
19 | -0.174073 | -1.5763 | 0.059404 |
20 | -0.0899 | -0.8141 | 0.208978 |
21 | 0.03231 | 0.2926 | 0.385291 |
22 | 0.051806 | 0.4691 | 0.320112 |
23 | 0.305935 | 2.7704 | 0.003462 |
24 | 0.200151 | 1.8124 | 0.036788 |
25 | 0.273551 | 2.4771 | 0.00765 |
26 | 0.196991 | 1.7838 | 0.039076 |
27 | 0.12633 | 1.144 | 0.127982 |
28 | 0.097931 | 0.8868 | 0.188888 |
29 | 0.123046 | 1.1142 | 0.134218 |
30 | 0.066301 | 0.6004 | 0.274955 |
31 | 0.049895 | 0.4518 | 0.326295 |
32 | 0.020677 | 0.1872 | 0.425968 |
33 | -0.062372 | -0.5648 | 0.286874 |
34 | -0.043776 | -0.3964 | 0.346417 |
35 | -0.136853 | -1.2393 | 0.109393 |
36 | -0.201056 | -1.8206 | 0.036155 |
37 | -0.17132 | -1.5514 | 0.062333 |
38 | -0.161384 | -1.4614 | 0.073865 |
39 | -0.102567 | -0.9288 | 0.177863 |
40 | -0.058208 | -0.5271 | 0.299776 |
41 | -0.040701 | -0.3686 | 0.356701 |
42 | 0.013784 | 0.1248 | 0.450485 |
43 | 0.05171 | 0.4683 | 0.320421 |
44 | 0.087996 | 0.7968 | 0.213923 |
45 | 0.044546 | 0.4034 | 0.34386 |
46 | 0.136555 | 1.2366 | 0.109891 |
47 | 0.100111 | 0.9065 | 0.183652 |
48 | 0.153298 | 1.3882 | 0.084422 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.570108 | 5.1625 | 1e-06 |
2 | 0.230264 | 2.0851 | 0.020084 |
3 | -0.128437 | -1.163 | 0.124091 |
4 | -0.016863 | -0.1527 | 0.439504 |
5 | 0.098712 | 0.8939 | 0.187002 |
6 | -0.006787 | -0.0615 | 0.47557 |
7 | -0.073805 | -0.6683 | 0.252899 |
8 | 0.013561 | 0.1228 | 0.451282 |
9 | -0.154849 | -1.4022 | 0.082312 |
10 | -0.349734 | -3.167 | 0.001082 |
11 | -0.23142 | -2.0956 | 0.019601 |
12 | -0.163321 | -1.4789 | 0.071495 |
13 | -0.055184 | -0.4997 | 0.309308 |
14 | 0.155317 | 1.4065 | 0.081684 |
15 | 0.126529 | 1.1458 | 0.127612 |
16 | -0.122802 | -1.112 | 0.13469 |
17 | -0.015956 | -0.1445 | 0.442736 |
18 | 0.090862 | 0.8228 | 0.206506 |
19 | -0.064622 | -0.5852 | 0.280017 |
20 | -0.001559 | -0.0141 | 0.494384 |
21 | 0.124238 | 1.125 | 0.131932 |
22 | -0.278079 | -2.5181 | 0.006872 |
23 | 0.149499 | 1.3538 | 0.089765 |
24 | -0.10885 | -0.9857 | 0.163595 |
25 | 0.016663 | 0.1509 | 0.440217 |
26 | 0.054542 | 0.4939 | 0.311349 |
27 | -0.052799 | -0.4781 | 0.316919 |
28 | -0.162605 | -1.4725 | 0.072363 |
29 | 0.000325 | 0.0029 | 0.498828 |
30 | -0.058582 | -0.5305 | 0.298606 |
31 | -0.128363 | -1.1624 | 0.124228 |
32 | 0.043468 | 0.3936 | 0.34744 |
33 | 0.027354 | 0.2477 | 0.402491 |
34 | 0.043359 | 0.3926 | 0.347806 |
35 | -0.016627 | -0.1506 | 0.440346 |
36 | -0.071422 | -0.6468 | 0.259799 |
37 | 0.01962 | 0.1777 | 0.42971 |
38 | -0.040423 | -0.366 | 0.357637 |
39 | 0.078935 | 0.7148 | 0.238387 |
40 | -0.008173 | -0.074 | 0.470593 |
41 | -0.051521 | -0.4665 | 0.321033 |
42 | 0.128178 | 1.1607 | 0.124565 |
43 | 0.007359 | 0.0666 | 0.473515 |
44 | -0.031927 | -0.2891 | 0.386614 |
45 | 0.06311 | 0.5715 | 0.284616 |
46 | -0.013119 | -0.1188 | 0.452865 |
47 | -0.085715 | -0.7762 | 0.219938 |
48 | -0.080206 | -0.7263 | 0.234863 |