Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.491862 | 4.1736 | 4.1e-05 |
2 | 0.362216 | 3.0735 | 0.001494 |
3 | 0.115622 | 0.9811 | 0.164918 |
4 | 0.039081 | 0.3316 | 0.370572 |
5 | 0.03891 | 0.3302 | 0.371119 |
6 | 0.038084 | 0.3232 | 0.373758 |
7 | 0.006513 | 0.0553 | 0.47804 |
8 | 0.043769 | 0.3714 | 0.355718 |
9 | -0.066209 | -0.5618 | 0.287997 |
10 | -0.275593 | -2.3385 | 0.011071 |
11 | -0.40165 | -3.4081 | 0.000537 |
12 | -0.490384 | -4.161 | 4.3e-05 |
13 | -0.396549 | -3.3648 | 0.000615 |
14 | -0.16179 | -1.3728 | 0.087033 |
15 | -0.060612 | -0.5143 | 0.304306 |
16 | -0.051357 | -0.4358 | 0.332151 |
17 | -0.06083 | -0.5162 | 0.303663 |
18 | -0.078381 | -0.6651 | 0.254061 |
19 | -0.103435 | -0.8777 | 0.191519 |
20 | -0.050492 | -0.4284 | 0.334805 |
21 | 0.078574 | 0.6667 | 0.25354 |
22 | 0.073625 | 0.6247 | 0.267063 |
23 | 0.338618 | 2.8733 | 0.002668 |
24 | 0.213867 | 1.8147 | 0.036866 |
25 | 0.257619 | 2.186 | 0.016035 |
26 | 0.150523 | 1.2772 | 0.102812 |
27 | 0.056923 | 0.483 | 0.315278 |
28 | -0.025223 | -0.214 | 0.415566 |
29 | 0.043461 | 0.3688 | 0.356689 |
30 | -0.083142 | -0.7055 | 0.241393 |
31 | -0.059523 | -0.5051 | 0.307527 |
32 | -0.113735 | -0.9651 | 0.16887 |
33 | -0.182915 | -1.5521 | 0.062513 |
34 | -0.12348 | -1.0478 | 0.149127 |
35 | -0.201996 | -1.714 | 0.045416 |
36 | -0.235203 | -1.9958 | 0.024872 |
37 | -0.154936 | -1.3147 | 0.096396 |
38 | -0.129927 | -1.1025 | 0.136965 |
39 | -0.033224 | -0.2819 | 0.38941 |
40 | 0.004235 | 0.0359 | 0.485718 |
41 | 0.017753 | 0.1506 | 0.440342 |
42 | 0.077128 | 0.6545 | 0.257453 |
43 | 0.125869 | 1.068 | 0.144536 |
44 | 0.145732 | 1.2366 | 0.110131 |
45 | 0.110628 | 0.9387 | 0.17551 |
46 | 0.152998 | 1.2982 | 0.099176 |
47 | 0.101487 | 0.8611 | 0.196007 |
48 | 0.107093 | 0.9087 | 0.183266 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.491862 | 4.1736 | 4.1e-05 |
2 | 0.158676 | 1.3464 | 0.091197 |
3 | -0.151986 | -1.2896 | 0.100651 |
4 | -0.023623 | -0.2004 | 0.420848 |
5 | 0.081267 | 0.6896 | 0.24634 |
6 | 0.016287 | 0.1382 | 0.445235 |
7 | -0.056966 | -0.4834 | 0.315149 |
8 | 0.061216 | 0.5194 | 0.302525 |
9 | -0.119037 | -1.0101 | 0.157924 |
10 | -0.332008 | -2.8172 | 0.003124 |
11 | -0.212221 | -1.8008 | 0.037965 |
12 | -0.175344 | -1.4878 | 0.07058 |
13 | -0.066375 | -0.5632 | 0.28752 |
14 | 0.182226 | 1.5462 | 0.063215 |
15 | 0.075037 | 0.6367 | 0.263168 |
16 | -0.118824 | -1.0083 | 0.158354 |
17 | -0.048622 | -0.4126 | 0.340575 |
18 | 0.046948 | 0.3984 | 0.345769 |
19 | -0.070835 | -0.6011 | 0.274844 |
20 | -0.011302 | -0.0959 | 0.461933 |
21 | 0.147153 | 1.2486 | 0.107921 |
22 | -0.259331 | -2.2005 | 0.01549 |
23 | 0.161127 | 1.3672 | 0.087907 |
24 | -0.055872 | -0.4741 | 0.318435 |
25 | 0.054479 | 0.4623 | 0.32264 |
26 | 0.08651 | 0.7341 | 0.232647 |
27 | -0.011896 | -0.1009 | 0.459941 |
28 | -0.21649 | -1.837 | 0.03517 |
29 | -0.000342 | -0.0029 | 0.498848 |
30 | -0.174093 | -1.4772 | 0.071988 |
31 | -0.152337 | -1.2926 | 0.100137 |
32 | -0.038866 | -0.3298 | 0.371257 |
33 | -0.010597 | -0.0899 | 0.464302 |
34 | 0.046134 | 0.3915 | 0.348307 |
35 | -0.036786 | -0.3121 | 0.377918 |
36 | -0.01526 | -0.1295 | 0.448668 |
37 | 0.027286 | 0.2315 | 0.40878 |
38 | -0.011432 | -0.097 | 0.461495 |
39 | 0.057054 | 0.4841 | 0.314885 |
40 | -0.07421 | -0.6297 | 0.265444 |
41 | -0.11108 | -0.9425 | 0.174532 |
42 | 0.043395 | 0.3682 | 0.356896 |
43 | -0.006168 | -0.0523 | 0.479202 |
44 | -0.060743 | -0.5154 | 0.303919 |
45 | 0.096785 | 0.8212 | 0.207109 |
46 | -0.031945 | -0.2711 | 0.393559 |
47 | -0.096515 | -0.819 | 0.207757 |
48 | -0.133126 | -1.1296 | 0.131195 |