Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.471632 | 4.3226 | 2.1e-05 |
2 | 0.435323 | 3.9898 | 7e-05 |
3 | 0.425968 | 3.9041 | 9.5e-05 |
4 | 0.06033 | 0.5529 | 0.290888 |
5 | 0.139573 | 1.2792 | 0.102174 |
6 | 0.096826 | 0.8874 | 0.188693 |
7 | -0.042997 | -0.3941 | 0.347263 |
8 | -0.009589 | -0.0879 | 0.465089 |
9 | 0.037341 | 0.3422 | 0.366515 |
10 | -0.052043 | -0.477 | 0.317306 |
11 | 0.087265 | 0.7998 | 0.213043 |
12 | 0.251864 | 2.3084 | 0.011718 |
13 | -0.023008 | -0.2109 | 0.416751 |
14 | 0.050764 | 0.4653 | 0.321475 |
15 | -0.077946 | -0.7144 | 0.238485 |
16 | -0.245162 | -2.247 | 0.013633 |
17 | -0.129931 | -1.1908 | 0.118537 |
18 | -0.222404 | -2.0384 | 0.02233 |
19 | -0.261056 | -2.3926 | 0.00948 |
20 | -0.137299 | -1.2584 | 0.105872 |
21 | -0.196035 | -1.7967 | 0.03799 |
22 | -0.163445 | -1.498 | 0.068942 |
23 | 0.062121 | 0.5693 | 0.28532 |
24 | 0.019466 | 0.1784 | 0.429415 |
25 | 0.004551 | 0.0417 | 0.483415 |
26 | 0.055338 | 0.5072 | 0.306677 |
27 | -0.160614 | -1.472 | 0.072372 |
28 | -0.126331 | -1.1578 | 0.125105 |
29 | -0.102611 | -0.9404 | 0.174842 |
30 | -0.21955 | -2.0122 | 0.023701 |
31 | -0.116719 | -1.0697 | 0.143898 |
32 | -0.103257 | -0.9464 | 0.173338 |
33 | -0.153617 | -1.4079 | 0.081422 |
34 | 0.035018 | 0.3209 | 0.374525 |
35 | 0.068559 | 0.6284 | 0.265738 |
36 | 0.098223 | 0.9002 | 0.185287 |
37 | 0.154116 | 1.4125 | 0.08075 |
38 | 0.069294 | 0.6351 | 0.263549 |
39 | -0.034471 | -0.3159 | 0.376418 |
40 | 0.023701 | 0.2172 | 0.41428 |
41 | -0.041355 | -0.379 | 0.352814 |
42 | -0.069125 | -0.6335 | 0.264052 |
43 | 0.050676 | 0.4644 | 0.321764 |
44 | -0.041925 | -0.3842 | 0.350884 |
45 | 0.000945 | 0.0087 | 0.496556 |
46 | 0.156901 | 1.438 | 0.077071 |
47 | 0.036127 | 0.3311 | 0.370694 |
48 | 0.177056 | 1.6227 | 0.054196 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.471632 | 4.3226 | 2.1e-05 |
2 | 0.273786 | 2.5093 | 0.007009 |
3 | 0.205402 | 1.8825 | 0.031613 |
4 | -0.358592 | -3.2865 | 0.000741 |
5 | 0.058545 | 0.5366 | 0.296491 |
6 | 0.069213 | 0.6343 | 0.26379 |
7 | -0.021689 | -0.1988 | 0.421456 |
8 | -0.124054 | -1.137 | 0.129391 |
9 | 0.143913 | 1.319 | 0.095379 |
10 | -0.02745 | -0.2516 | 0.400989 |
11 | 0.134398 | 1.2318 | 0.110734 |
12 | 0.257842 | 2.3632 | 0.010215 |
13 | -0.33072 | -3.0311 | 0.00162 |
14 | -0.200341 | -1.8362 | 0.034936 |
15 | -0.177637 | -1.6281 | 0.053628 |
16 | 0.098456 | 0.9024 | 0.184722 |
17 | -0.013335 | -0.1222 | 0.451509 |
18 | -0.029734 | -0.2725 | 0.392946 |
19 | -0.116703 | -1.0696 | 0.143932 |
20 | 0.104819 | 0.9607 | 0.169734 |
21 | -0.009374 | -0.0859 | 0.465871 |
22 | 0.033306 | 0.3053 | 0.380464 |
23 | 0.114411 | 1.0486 | 0.148686 |
24 | -0.116833 | -1.0708 | 0.143666 |
25 | -0.054405 | -0.4986 | 0.309672 |
26 | -0.071755 | -0.6576 | 0.256283 |
27 | -0.057181 | -0.5241 | 0.300803 |
28 | -0.012739 | -0.1168 | 0.453667 |
29 | 0.018287 | 0.1676 | 0.433651 |
30 | -0.059719 | -0.5473 | 0.292799 |
31 | 0.020948 | 0.192 | 0.424107 |
32 | -0.022211 | -0.2036 | 0.419591 |
33 | 0.0429 | 0.3932 | 0.347589 |
34 | 0.159459 | 1.4615 | 0.073809 |
35 | -0.132081 | -1.2105 | 0.114733 |
36 | 0.029363 | 0.2691 | 0.394249 |
37 | -0.117952 | -1.081 | 0.141385 |
38 | 0.038836 | 0.3559 | 0.361391 |
39 | -0.058732 | -0.5383 | 0.295903 |
40 | 0.099893 | 0.9155 | 0.181267 |
41 | -0.036491 | -0.3344 | 0.369439 |
42 | 0.019742 | 0.1809 | 0.428426 |
43 | 0.048744 | 0.4467 | 0.328105 |
44 | 0.010717 | 0.0982 | 0.460996 |
45 | 0.050747 | 0.4651 | 0.321532 |
46 | -0.036376 | -0.3334 | 0.369835 |
47 | -0.096948 | -0.8885 | 0.188392 |
48 | -0.036444 | -0.334 | 0.369601 |