Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.658638 | 5.1018 | 2e-06 |
2 | 0.193618 | 1.4998 | 0.06946 |
3 | -0.16977 | -1.315 | 0.096751 |
4 | -0.346994 | -2.6878 | 0.004647 |
5 | -0.259076 | -2.0068 | 0.024642 |
6 | -0.202865 | -1.5714 | 0.060676 |
7 | -0.23218 | -1.7985 | 0.038567 |
8 | -0.269729 | -2.0893 | 0.020464 |
9 | -0.181419 | -1.4053 | 0.08255 |
10 | 0.146906 | 1.1379 | 0.129836 |
11 | 0.471066 | 3.6489 | 0.000277 |
12 | 0.629873 | 4.879 | 4e-06 |
13 | 0.489328 | 3.7903 | 0.000176 |
14 | 0.115077 | 0.8914 | 0.188142 |
15 | -0.224129 | -1.7361 | 0.04384 |
16 | -0.330156 | -2.5574 | 0.006546 |
17 | -0.255423 | -1.9785 | 0.026234 |
18 | -0.207314 | -1.6059 | 0.056779 |
19 | -0.2296 | -1.7785 | 0.040196 |
20 | -0.265601 | -2.0573 | 0.022004 |
21 | -0.201482 | -1.5607 | 0.06193 |
22 | 0.046739 | 0.362 | 0.359299 |
23 | 0.311277 | 2.4111 | 0.009491 |
24 | 0.432109 | 3.3471 | 0.000707 |
25 | 0.316466 | 2.4513 | 0.008581 |
26 | 0.078104 | 0.605 | 0.273734 |
27 | -0.144248 | -1.1173 | 0.134152 |
28 | -0.226659 | -1.7557 | 0.042122 |
29 | -0.162353 | -1.2576 | 0.106709 |
30 | -0.111208 | -0.8614 | 0.19622 |
31 | -0.119381 | -0.9247 | 0.179408 |
32 | -0.155321 | -1.2031 | 0.116829 |
33 | -0.140689 | -1.0898 | 0.140085 |
34 | 0.005474 | 0.0424 | 0.48316 |
35 | 0.159045 | 1.232 | 0.111385 |
36 | 0.256515 | 1.987 | 0.02575 |
37 | 0.214131 | 1.6587 | 0.051202 |
38 | 0.044763 | 0.3467 | 0.365003 |
39 | -0.065144 | -0.5046 | 0.307844 |
40 | -0.121986 | -0.9449 | 0.174249 |
41 | -0.108112 | -0.8374 | 0.202836 |
42 | -0.078048 | -0.6046 | 0.273876 |
43 | -0.099062 | -0.7673 | 0.222947 |
44 | -0.096706 | -0.7491 | 0.228367 |
45 | -0.078543 | -0.6084 | 0.272613 |
46 | -0.023482 | -0.1819 | 0.428141 |
47 | 0.042165 | 0.3266 | 0.37255 |
48 | 0.076803 | 0.5949 | 0.277069 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.658638 | 5.1018 | 2e-06 |
2 | -0.42421 | -3.2859 | 0.00085 |
3 | -0.15505 | -1.201 | 0.117234 |
4 | -0.094481 | -0.7318 | 0.233556 |
5 | 0.140295 | 1.0867 | 0.140754 |
6 | -0.307672 | -2.3832 | 0.010173 |
7 | -0.205947 | -1.5953 | 0.057954 |
8 | -0.126184 | -0.9774 | 0.166144 |
9 | 0.151737 | 1.1753 | 0.122249 |
10 | 0.330936 | 2.5634 | 0.006445 |
11 | 0.137156 | 1.0624 | 0.146155 |
12 | 0.174172 | 1.3491 | 0.091182 |
13 | -0.029116 | -0.2255 | 0.411167 |
14 | -0.078609 | -0.6089 | 0.272443 |
15 | -0.140513 | -1.0884 | 0.140384 |
16 | 0.109962 | 0.8518 | 0.198867 |
17 | 0.023202 | 0.1797 | 0.428989 |
18 | -0.163208 | -1.2642 | 0.105523 |
19 | -0.079787 | -0.618 | 0.269448 |
20 | -0.039264 | -0.3041 | 0.381038 |
21 | -0.018485 | -0.1432 | 0.443313 |
22 | -0.041792 | -0.3237 | 0.373637 |
23 | -0.096358 | -0.7464 | 0.229175 |
24 | -0.031784 | -0.2462 | 0.403185 |
25 | -0.026545 | -0.2056 | 0.418893 |
26 | 0.094185 | 0.7296 | 0.234251 |
27 | -0.064562 | -0.5001 | 0.30942 |
28 | 0.055055 | 0.4265 | 0.335652 |
29 | 0.048838 | 0.3783 | 0.353271 |
30 | 0.026253 | 0.2034 | 0.419773 |
31 | 0.075238 | 0.5828 | 0.281109 |
32 | 0.021847 | 0.1692 | 0.433094 |
33 | -0.033047 | -0.256 | 0.399419 |
34 | -0.04614 | -0.3574 | 0.361024 |
35 | -0.09005 | -0.6975 | 0.244085 |
36 | 0.010292 | 0.0797 | 0.468363 |
37 | 0.014116 | 0.1093 | 0.456649 |
38 | -0.066701 | -0.5167 | 0.303646 |
39 | 0.009701 | 0.0751 | 0.470176 |
40 | -0.077952 | -0.6038 | 0.274123 |
41 | -0.025028 | -0.1939 | 0.423466 |
42 | -0.080137 | -0.6207 | 0.268562 |
43 | -0.004627 | -0.0358 | 0.485764 |
44 | 0.064094 | 0.4965 | 0.310689 |
45 | -5e-05 | -4e-04 | 0.499846 |
46 | -0.077922 | -0.6036 | 0.274198 |
47 | -0.092419 | -0.7159 | 0.238423 |
48 | 0.026851 | 0.208 | 0.417972 |