Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.27448 | 3.4283 | 0.000389 |
2 | 0.051925 | 0.6485 | 0.258793 |
3 | 0.186883 | 2.3342 | 0.010431 |
4 | 0.108966 | 1.361 | 0.087741 |
5 | 0.031464 | 0.393 | 0.347435 |
6 | 0.044793 | 0.5595 | 0.288322 |
7 | 0.009766 | 0.122 | 0.451537 |
8 | 0.007293 | 0.0911 | 0.46377 |
9 | 0.069411 | 0.8669 | 0.193654 |
10 | 0.013289 | 0.166 | 0.434193 |
11 | -0.040112 | -0.501 | 0.308537 |
12 | -0.371644 | -4.6418 | 4e-06 |
13 | -0.163663 | -2.0442 | 0.02131 |
14 | -0.053723 | -0.671 | 0.251606 |
15 | -0.14692 | -1.835 | 0.034203 |
16 | -0.038233 | -0.4775 | 0.316826 |
17 | 0.038884 | 0.4857 | 0.313944 |
18 | -0.017748 | -0.2217 | 0.412431 |
19 | -0.022887 | -0.2859 | 0.387684 |
20 | 0.054525 | 0.681 | 0.248435 |
21 | -0.025775 | -0.3219 | 0.373968 |
22 | -0.047824 | -0.5973 | 0.275578 |
23 | -0.069395 | -0.8667 | 0.193709 |
24 | -0.061284 | -0.7654 | 0.222585 |
25 | 0.048275 | 0.603 | 0.273707 |
26 | 0.054142 | 0.6762 | 0.249948 |
27 | -0.057644 | -0.72 | 0.23631 |
28 | -0.143039 | -1.7866 | 0.037976 |
29 | -0.047187 | -0.5894 | 0.278236 |
30 | -0.002666 | -0.0333 | 0.486742 |
31 | -0.084819 | -1.0594 | 0.145529 |
32 | -0.125596 | -1.5687 | 0.059373 |
33 | -0.056909 | -0.7108 | 0.239136 |
34 | 0.021794 | 0.2722 | 0.392909 |
35 | -0.000888 | -0.0111 | 0.495583 |
36 | -0.029283 | -0.3657 | 0.357525 |
37 | -0.014295 | -0.1785 | 0.429265 |
38 | -0.035869 | -0.448 | 0.327388 |
39 | 0.053308 | 0.6658 | 0.253255 |
40 | 0.093271 | 1.1649 | 0.122909 |
41 | 0.060877 | 0.7604 | 0.224095 |
42 | 0.070706 | 0.8831 | 0.189265 |
43 | 0.12637 | 1.5784 | 0.058255 |
44 | 0.050849 | 0.6351 | 0.263146 |
45 | 0.112171 | 1.401 | 0.081598 |
46 | 0.093529 | 1.1682 | 0.122258 |
47 | -0.082988 | -1.0365 | 0.150781 |
48 | -0.054452 | -0.6801 | 0.248721 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.27448 | 3.4283 | 0.000389 |
2 | -0.025322 | -0.3163 | 0.376111 |
3 | 0.193946 | 2.4224 | 0.008282 |
4 | 0.007161 | 0.0894 | 0.464424 |
5 | 0.003722 | 0.0465 | 0.481492 |
6 | 0.008204 | 0.1025 | 0.459259 |
7 | -0.027927 | -0.3488 | 0.363853 |
8 | 0.008734 | 0.1091 | 0.456636 |
9 | 0.062464 | 0.7802 | 0.218236 |
10 | -0.023353 | -0.2917 | 0.38546 |
11 | -0.037122 | -0.4637 | 0.321771 |
12 | -0.422322 | -5.2748 | 0 |
13 | 0.047929 | 0.5986 | 0.275145 |
14 | -0.046617 | -0.5822 | 0.28062 |
15 | 0.014255 | 0.1781 | 0.429457 |
16 | 0.097814 | 1.2217 | 0.111833 |
17 | 0.049906 | 0.6233 | 0.266991 |
18 | 0.003048 | 0.0381 | 0.484842 |
19 | -0.032788 | -0.4095 | 0.341359 |
20 | 0.055611 | 0.6946 | 0.244174 |
21 | 0.027362 | 0.3418 | 0.366497 |
22 | -0.04078 | -0.5093 | 0.305618 |
23 | -0.069957 | -0.8738 | 0.191795 |
24 | -0.232674 | -2.9061 | 0.002096 |
25 | 0.078806 | 0.9843 | 0.163249 |
26 | 0.014219 | 0.1776 | 0.429635 |
27 | -0.11142 | -1.3916 | 0.083007 |
28 | -0.107752 | -1.3458 | 0.090157 |
29 | 0.027189 | 0.3396 | 0.367312 |
30 | 0.048917 | 0.611 | 0.271054 |
31 | -0.058295 | -0.7281 | 0.233822 |
32 | 0.004097 | 0.0512 | 0.479629 |
33 | 0.019293 | 0.241 | 0.404947 |
34 | 0.022624 | 0.2826 | 0.388941 |
35 | -0.034789 | -0.4345 | 0.332256 |
36 | -0.142612 | -1.7812 | 0.038411 |
37 | 0.082368 | 1.0288 | 0.152589 |
38 | -0.024072 | -0.3007 | 0.382037 |
39 | 0.026847 | 0.3353 | 0.368917 |
40 | -0.028922 | -0.3612 | 0.359206 |
41 | 0.081394 | 1.0166 | 0.155456 |
42 | 0.073208 | 0.9144 | 0.180966 |
43 | -0.007899 | -0.0987 | 0.460767 |
44 | -0.042674 | -0.533 | 0.297396 |
45 | 0.14343 | 1.7914 | 0.037581 |
46 | 0.002862 | 0.0357 | 0.485764 |
47 | -0.21095 | -2.6348 | 0.004634 |
48 | -0.154269 | -1.9268 | 0.02791 |