Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.353198 | 4.578 | 5e-06 |
2 | -0.022089 | -0.2863 | 0.387498 |
3 | -0.0803 | -1.0408 | 0.14973 |
4 | -0.03724 | -0.4827 | 0.314973 |
5 | -0.044232 | -0.5733 | 0.283602 |
6 | -0.037277 | -0.4832 | 0.314802 |
7 | 0.04355 | 0.5645 | 0.286593 |
8 | 0.03414 | 0.4425 | 0.329345 |
9 | 0.107559 | 1.3941 | 0.082561 |
10 | -0.012727 | -0.165 | 0.434585 |
11 | -0.108447 | -1.4056 | 0.08084 |
12 | -0.33503 | -4.3425 | 1.2e-05 |
13 | -0.102532 | -1.329 | 0.092831 |
14 | -0.003251 | -0.0421 | 0.483218 |
15 | 0.021545 | 0.2793 | 0.390196 |
16 | 0.15215 | 1.9721 | 0.02512 |
17 | 0.083361 | 1.0805 | 0.14074 |
18 | 0.040221 | 0.5213 | 0.301416 |
19 | -0.050937 | -0.6602 | 0.255008 |
20 | -0.028087 | -0.364 | 0.358142 |
21 | 0.011301 | 0.1465 | 0.441858 |
22 | -0.008958 | -0.1161 | 0.453855 |
23 | -0.213274 | -2.7643 | 0.00317 |
24 | -0.264593 | -3.4295 | 0.00038 |
25 | -0.047897 | -0.6208 | 0.267782 |
26 | 0.064288 | 0.8333 | 0.202937 |
27 | 0.012724 | 0.1649 | 0.434601 |
28 | -0.106796 | -1.3842 | 0.084062 |
29 | 0.00803 | 0.1041 | 0.458612 |
30 | 0.066372 | 0.8603 | 0.19543 |
31 | 0.047252 | 0.6125 | 0.27053 |
32 | 0.026466 | 0.343 | 0.366001 |
33 | -0.0561 | -0.7271 | 0.234078 |
34 | 3.9e-05 | 5e-04 | 0.499801 |
35 | 0.147689 | 1.9143 | 0.028643 |
36 | 0.204911 | 2.6559 | 0.004335 |
37 | 0.089326 | 1.1578 | 0.124295 |
38 | 0.07376 | 0.956 | 0.170213 |
39 | 0.074712 | 0.9684 | 0.167124 |
40 | -0.015823 | -0.2051 | 0.418876 |
41 | -0.078379 | -1.0159 | 0.155568 |
42 | -0.081367 | -1.0546 | 0.146553 |
43 | 0.005605 | 0.0726 | 0.471086 |
44 | -0.008043 | -0.1042 | 0.458548 |
45 | 0.04041 | 0.5238 | 0.300562 |
46 | 0.041143 | 0.5333 | 0.297276 |
47 | 0.093051 | 1.2061 | 0.114741 |
48 | 0.051033 | 0.6615 | 0.254611 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.353198 | 4.578 | 5e-06 |
2 | -0.167766 | -2.1745 | 0.015533 |
3 | -0.014031 | -0.1819 | 0.427955 |
4 | -0.003447 | -0.0447 | 0.482209 |
5 | -0.048298 | -0.626 | 0.266079 |
6 | -0.011134 | -0.1443 | 0.442713 |
7 | 0.06479 | 0.8398 | 0.201115 |
8 | -0.019451 | -0.2521 | 0.400629 |
9 | 0.12358 | 1.6018 | 0.055541 |
10 | -0.109036 | -1.4133 | 0.079714 |
11 | -0.059568 | -0.7721 | 0.220573 |
12 | -0.315013 | -4.083 | 3.4e-05 |
13 | 0.165232 | 2.1416 | 0.016832 |
14 | -0.113043 | -1.4652 | 0.072367 |
15 | 0.057324 | 0.743 | 0.229258 |
16 | 0.14048 | 1.8208 | 0.035206 |
17 | -0.055867 | -0.7241 | 0.234998 |
18 | 0.029922 | 0.3878 | 0.349316 |
19 | -0.01968 | -0.2551 | 0.399484 |
20 | -0.010912 | -0.1414 | 0.443847 |
21 | 0.128005 | 1.6591 | 0.049477 |
22 | -0.138545 | -1.7958 | 0.037165 |
23 | -0.264048 | -3.4225 | 0.00039 |
24 | -0.276915 | -3.5892 | 0.000217 |
25 | 0.122562 | 1.5886 | 0.057017 |
26 | 0.00519 | 0.0673 | 0.473222 |
27 | -0.019844 | -0.2572 | 0.398668 |
28 | 0.017485 | 0.2266 | 0.410493 |
29 | 0.046346 | 0.6007 | 0.274422 |
30 | 0.067825 | 0.8791 | 0.190297 |
31 | 0.048316 | 0.6262 | 0.266003 |
32 | 0.033889 | 0.4393 | 0.330521 |
33 | -0.021251 | -0.2754 | 0.391655 |
34 | -0.059328 | -0.769 | 0.221492 |
35 | -0.021347 | -0.2767 | 0.39118 |
36 | -0.046751 | -0.606 | 0.272677 |
37 | 0.100562 | 1.3034 | 0.097105 |
38 | 0.107215 | 1.3897 | 0.083236 |
39 | 0.097566 | 1.2646 | 0.103884 |
40 | -0.00864 | -0.112 | 0.455483 |
41 | 0.005181 | 0.0672 | 0.473268 |
42 | -0.037544 | -0.4866 | 0.313577 |
43 | 0.042283 | 0.548 | 0.292194 |
44 | -0.006012 | -0.0779 | 0.468993 |
45 | 0.013613 | 0.1764 | 0.43008 |
46 | -0.11062 | -1.4338 | 0.076745 |
47 | 0.046942 | 0.6084 | 0.271859 |
48 | -0.038746 | -0.5022 | 0.308092 |