Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.597494 | 4.4712 | 1.9e-05 |
2 | 0.352902 | 2.6409 | 0.005348 |
3 | 0.254129 | 1.9017 | 0.031178 |
4 | 0.152134 | 1.1385 | 0.129887 |
5 | -0.006529 | -0.0489 | 0.480603 |
6 | 0.056877 | 0.4256 | 0.336005 |
7 | 0.136499 | 1.0215 | 0.155713 |
8 | 0.220757 | 1.652 | 0.052066 |
9 | 0.216962 | 1.6236 | 0.05504 |
10 | 0.115 | 0.8606 | 0.196569 |
11 | 0.15648 | 1.171 | 0.123281 |
12 | 0.089987 | 0.6734 | 0.25173 |
13 | -0.031191 | -0.2334 | 0.408147 |
14 | -0.174251 | -1.304 | 0.098788 |
15 | -0.179408 | -1.3426 | 0.092414 |
16 | -0.142602 | -1.0671 | 0.145246 |
17 | -0.00121 | -0.0091 | 0.496402 |
18 | -0.049392 | -0.3696 | 0.356531 |
19 | -0.038249 | -0.2862 | 0.387879 |
20 | -0.003886 | -0.0291 | 0.488453 |
21 | -0.079548 | -0.5953 | 0.277027 |
22 | -0.138692 | -1.0379 | 0.151894 |
23 | -0.142718 | -1.068 | 0.145051 |
24 | -0.103287 | -0.7729 | 0.221406 |
25 | -0.141142 | -1.0562 | 0.147704 |
26 | -0.156302 | -1.1697 | 0.123546 |
27 | -0.152329 | -1.1399 | 0.129584 |
28 | -0.11051 | -0.827 | 0.20588 |
29 | -0.147369 | -1.1028 | 0.137414 |
30 | -0.124588 | -0.9323 | 0.177584 |
31 | -0.131234 | -0.9821 | 0.165146 |
32 | -0.124086 | -0.9286 | 0.178548 |
33 | -0.141977 | -1.0625 | 0.146294 |
34 | -0.086783 | -0.6494 | 0.25936 |
35 | -0.072442 | -0.5421 | 0.294947 |
36 | -0.040101 | -0.3001 | 0.382609 |
37 | -0.031464 | -0.2355 | 0.407357 |
38 | -0.044252 | -0.3312 | 0.370883 |
39 | -0.022134 | -0.1656 | 0.43452 |
40 | -0.040587 | -0.3037 | 0.381231 |
41 | -0.038466 | -0.2879 | 0.387262 |
42 | -0.031884 | -0.2386 | 0.406145 |
43 | -0.017117 | -0.1281 | 0.449267 |
44 | -0.019538 | -0.1462 | 0.442141 |
45 | -0.009441 | -0.0706 | 0.471965 |
46 | -0.00985 | -0.0737 | 0.470753 |
47 | -0.006223 | -0.0466 | 0.481512 |
48 | -0.004172 | -0.0312 | 0.487602 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.597494 | 4.4712 | 1.9e-05 |
2 | -0.006372 | -0.0477 | 0.481069 |
3 | 0.071132 | 0.5323 | 0.29831 |
4 | -0.040561 | -0.3035 | 0.381305 |
5 | -0.148748 | -1.1131 | 0.135204 |
6 | 0.184948 | 1.384 | 0.085921 |
7 | 0.093601 | 0.7004 | 0.243275 |
8 | 0.160774 | 1.2031 | 0.116996 |
9 | -0.00226 | -0.0169 | 0.493284 |
10 | -0.168115 | -1.2581 | 0.106796 |
11 | 0.180724 | 1.3524 | 0.090839 |
12 | -0.103251 | -0.7727 | 0.221487 |
13 | -0.053107 | -0.3974 | 0.346284 |
14 | -0.210498 | -1.5752 | 0.060419 |
15 | -0.091268 | -0.683 | 0.248716 |
16 | 0.105364 | 0.7885 | 0.216873 |
17 | 0.177742 | 1.3301 | 0.094438 |
18 | -0.174766 | -1.3078 | 0.098138 |
19 | -0.083246 | -0.623 | 0.267922 |
20 | -0.035392 | -0.2649 | 0.396049 |
21 | -0.003739 | -0.028 | 0.488888 |
22 | 0.135744 | 1.0158 | 0.157042 |
23 | -0.099732 | -0.7463 | 0.229296 |
24 | -0.018359 | -0.1374 | 0.44561 |
25 | -0.110463 | -0.8266 | 0.205978 |
26 | -0.028968 | -0.2168 | 0.414586 |
27 | 0.11385 | 0.852 | 0.198928 |
28 | -0.157927 | -1.1818 | 0.121136 |
29 | -0.116636 | -0.8728 | 0.193243 |
30 | 0.029253 | 0.2189 | 0.413757 |
31 | -0.011189 | -0.0837 | 0.466784 |
32 | 0.117824 | 0.8817 | 0.19085 |
33 | -0.129343 | -0.9679 | 0.168624 |
34 | -0.019135 | -0.1432 | 0.443326 |
35 | 0.019106 | 0.143 | 0.443411 |
36 | 0.061874 | 0.463 | 0.322572 |
37 | 0.055449 | 0.4149 | 0.339886 |
38 | -0.064143 | -0.48 | 0.316547 |
39 | -0.048681 | -0.3643 | 0.358504 |
40 | -0.010739 | -0.0804 | 0.468119 |
41 | 0.021683 | 0.1623 | 0.435843 |
42 | 0.028174 | 0.2108 | 0.41689 |
43 | -0.079025 | -0.5914 | 0.278327 |
44 | -0.075405 | -0.5643 | 0.287408 |
45 | -0.006714 | -0.0502 | 0.480055 |
46 | 0.073211 | 0.5479 | 0.292983 |
47 | -0.062889 | -0.4706 | 0.31987 |
48 | -0.02005 | -0.15 | 0.440635 |