Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.526387 | 3.9741 | 1e-04 |
2 | 0.396086 | 2.9904 | 0.002055 |
3 | 0.096836 | 0.7311 | 0.233859 |
4 | -0.070348 | -0.5311 | 0.298702 |
5 | -0.258998 | -1.9554 | 0.027723 |
6 | -0.351506 | -2.6538 | 0.005148 |
7 | -0.224009 | -1.6912 | 0.048127 |
8 | -0.197951 | -1.4945 | 0.070281 |
9 | -0.196746 | -1.4854 | 0.071474 |
10 | -0.098971 | -0.7472 | 0.229003 |
11 | -0.055045 | -0.4156 | 0.339639 |
12 | -0.105774 | -0.7986 | 0.213926 |
13 | -0.109247 | -0.8248 | 0.206463 |
14 | -0.048858 | -0.3689 | 0.356796 |
15 | 0.006266 | 0.0473 | 0.481218 |
16 | -0.075924 | -0.5732 | 0.284378 |
17 | -0.072163 | -0.5448 | 0.294001 |
18 | -0.023457 | -0.1771 | 0.430029 |
19 | 0.039851 | 0.3009 | 0.382305 |
20 | -0.035669 | -0.2693 | 0.394339 |
21 | 0.09403 | 0.7099 | 0.240326 |
22 | 0.082378 | 0.6219 | 0.26823 |
23 | 0.171339 | 1.2936 | 0.100515 |
24 | 0.075596 | 0.5707 | 0.285211 |
25 | 0.153349 | 1.1578 | 0.125896 |
26 | 0.093443 | 0.7055 | 0.241692 |
27 | 0.006432 | 0.0486 | 0.480721 |
28 | -0.021342 | -0.1611 | 0.43628 |
29 | -0.046685 | -0.3525 | 0.362896 |
30 | -0.030295 | -0.2287 | 0.409951 |
31 | -0.121556 | -0.9177 | 0.181313 |
32 | -0.070792 | -0.5345 | 0.297548 |
33 | -0.046458 | -0.3507 | 0.363535 |
34 | -0.03231 | -0.2439 | 0.404079 |
35 | -0.009871 | -0.0745 | 0.470427 |
36 | 0.004405 | 0.0333 | 0.486792 |
37 | 0.00465 | 0.0351 | 0.486058 |
38 | 0.000753 | 0.0057 | 0.497742 |
39 | -0.015715 | -0.1186 | 0.452987 |
40 | 0.041923 | 0.3165 | 0.376386 |
41 | 0.011348 | 0.0857 | 0.466014 |
42 | -0.01781 | -0.1345 | 0.446754 |
43 | 0.012067 | 0.0911 | 0.463865 |
44 | 0.019043 | 0.1438 | 0.443095 |
45 | 0.02113 | 0.1595 | 0.436908 |
46 | -0.007673 | -0.0579 | 0.477002 |
47 | -0.001084 | -0.0082 | 0.49675 |
48 | 0.015367 | 0.116 | 0.454023 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.526387 | 3.9741 | 1e-04 |
2 | 0.164614 | 1.2428 | 0.109513 |
3 | -0.233162 | -1.7603 | 0.041858 |
4 | -0.149942 | -1.132 | 0.131179 |
5 | -0.176403 | -1.3318 | 0.094111 |
6 | -0.146531 | -1.1063 | 0.136625 |
7 | 0.162241 | 1.2249 | 0.112826 |
8 | -0.03734 | -0.2819 | 0.389518 |
9 | -0.234249 | -1.7685 | 0.04116 |
10 | 0.011291 | 0.0852 | 0.466183 |
11 | -0.021537 | -0.1626 | 0.435705 |
12 | -0.212417 | -1.6037 | 0.057152 |
13 | -0.03557 | -0.2685 | 0.394625 |
14 | 0.037836 | 0.2857 | 0.388088 |
15 | -0.045948 | -0.3469 | 0.364973 |
16 | -0.185742 | -1.4023 | 0.083121 |
17 | -0.134914 | -1.0186 | 0.156354 |
18 | -0.036771 | -0.2776 | 0.391157 |
19 | 0.090611 | 0.6841 | 0.248342 |
20 | -0.164368 | -1.2409 | 0.109854 |
21 | 0.030282 | 0.2286 | 0.40999 |
22 | -0.07942 | -0.5996 | 0.275571 |
23 | 0.068428 | 0.5166 | 0.303709 |
24 | -0.078397 | -0.5919 | 0.278135 |
25 | 0.029428 | 0.2222 | 0.412484 |
26 | -0.062465 | -0.4716 | 0.319506 |
27 | -0.044478 | -0.3358 | 0.369127 |
28 | 0.00159 | 0.012 | 0.495232 |
29 | -0.063065 | -0.4761 | 0.317901 |
30 | 0.004889 | 0.0369 | 0.485343 |
31 | -0.068532 | -0.5174 | 0.303439 |
32 | -0.013683 | -0.1033 | 0.459041 |
33 | -0.034265 | -0.2587 | 0.398401 |
34 | -0.021693 | -0.1638 | 0.435243 |
35 | 0.05464 | 0.4125 | 0.340753 |
36 | -0.064016 | -0.4833 | 0.315364 |
37 | -0.089238 | -0.6737 | 0.251603 |
38 | 0.017661 | 0.1333 | 0.447198 |
39 | 0.02045 | 0.1544 | 0.438922 |
40 | -0.004636 | -0.035 | 0.486102 |
41 | 0.009486 | 0.0716 | 0.471577 |
42 | -0.130408 | -0.9846 | 0.1645 |
43 | 0.062888 | 0.4748 | 0.318373 |
44 | -0.021151 | -0.1597 | 0.436847 |
45 | 0.001207 | 0.0091 | 0.496379 |
46 | -0.054861 | -0.4142 | 0.340145 |
47 | -0.013522 | -0.1021 | 0.459521 |
48 | -0.021463 | -0.162 | 0.435923 |