Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.484177 | 4.1084 | 5.2e-05 |
2 | 0.286502 | 2.431 | 0.008773 |
3 | 0.040332 | 0.3422 | 0.366587 |
4 | -0.251635 | -2.1352 | 0.018074 |
5 | -0.383211 | -3.2517 | 0.000874 |
6 | -0.416421 | -3.5335 | 0.00036 |
7 | -0.371441 | -3.1518 | 0.001183 |
8 | -0.328816 | -2.7901 | 0.00337 |
9 | 0.007296 | 0.0619 | 0.475403 |
10 | 0.167772 | 1.4236 | 0.079442 |
11 | 0.336073 | 2.8517 | 0.002836 |
12 | 0.572795 | 4.8603 | 3e-06 |
13 | 0.353026 | 2.9955 | 0.001878 |
14 | 0.270234 | 2.293 | 0.012385 |
15 | 0.058915 | 0.4999 | 0.309332 |
16 | -0.154474 | -1.3108 | 0.097053 |
17 | -0.256958 | -2.1804 | 0.01625 |
18 | -0.333529 | -2.8301 | 0.003013 |
19 | -0.303543 | -2.5756 | 0.006029 |
20 | -0.26573 | -2.2548 | 0.013594 |
21 | -0.010622 | -0.0901 | 0.464216 |
22 | 0.155127 | 1.3163 | 0.096125 |
23 | 0.371482 | 3.1521 | 0.001181 |
24 | 0.511833 | 4.343 | 2.3e-05 |
25 | 0.273348 | 2.3194 | 0.011606 |
26 | 0.197865 | 1.6789 | 0.048749 |
27 | 0.008487 | 0.072 | 0.471395 |
28 | -0.225985 | -1.9175 | 0.029568 |
29 | -0.289371 | -2.4554 | 0.008244 |
30 | -0.314649 | -2.6699 | 0.004686 |
31 | -0.277971 | -2.3587 | 0.010529 |
32 | -0.236447 | -2.0063 | 0.02429 |
33 | -0.072778 | -0.6175 | 0.269412 |
34 | 0.033323 | 0.2828 | 0.389088 |
35 | 0.203414 | 1.726 | 0.044316 |
36 | 0.326849 | 2.7734 | 0.00353 |
37 | 0.230683 | 1.9574 | 0.027088 |
38 | 0.228205 | 1.9364 | 0.028373 |
39 | 0.027278 | 0.2315 | 0.408807 |
40 | -0.097336 | -0.8259 | 0.205787 |
41 | -0.156921 | -1.3315 | 0.093609 |
42 | -0.206384 | -1.7512 | 0.042083 |
43 | -0.20551 | -1.7438 | 0.04273 |
44 | -0.191504 | -1.625 | 0.05427 |
45 | -0.089207 | -0.7569 | 0.225777 |
46 | -0.034 | -0.2885 | 0.386898 |
47 | 0.121034 | 1.027 | 0.153927 |
48 | 0.16799 | 1.4254 | 0.079175 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.484177 | 4.1084 | 5.2e-05 |
2 | 0.068021 | 0.5772 | 0.282811 |
3 | -0.159946 | -1.3572 | 0.089481 |
4 | -0.313786 | -2.6626 | 0.00478 |
5 | -0.195354 | -1.6576 | 0.050871 |
6 | -0.117816 | -0.9997 | 0.160401 |
7 | -0.095188 | -0.8077 | 0.210963 |
8 | -0.203944 | -1.7305 | 0.043911 |
9 | 0.195403 | 1.6581 | 0.050829 |
10 | 0.074547 | 0.6326 | 0.264515 |
11 | 0.103512 | 0.8783 | 0.191343 |
12 | 0.32489 | 2.7568 | 0.003696 |
13 | -0.135587 | -1.1505 | 0.126873 |
14 | 0.064265 | 0.5453 | 0.293613 |
15 | -0.017504 | -0.1485 | 0.441171 |
16 | -0.037486 | -0.3181 | 0.375673 |
17 | 0.114339 | 0.9702 | 0.167597 |
18 | -0.05841 | -0.4956 | 0.310833 |
19 | 0.022021 | 0.1869 | 0.426149 |
20 | 0.01217 | 0.1033 | 0.45902 |
21 | 0.019396 | 0.1646 | 0.434868 |
22 | 0.15188 | 1.2887 | 0.100806 |
23 | 0.167995 | 1.4255 | 0.079169 |
24 | 0.12259 | 1.0402 | 0.150862 |
25 | -0.161276 | -1.3685 | 0.08771 |
26 | -0.052619 | -0.4465 | 0.328293 |
27 | 0.043484 | 0.369 | 0.356615 |
28 | -0.141845 | -1.2036 | 0.116344 |
29 | 0.034609 | 0.2937 | 0.384928 |
30 | 0.043634 | 0.3702 | 0.356142 |
31 | 0.016925 | 0.1436 | 0.443105 |
32 | -0.051133 | -0.4339 | 0.332836 |
33 | -0.247199 | -2.0976 | 0.019728 |
34 | -0.090899 | -0.7713 | 0.221524 |
35 | -0.06926 | -0.5877 | 0.27929 |
36 | -0.092772 | -0.7872 | 0.216876 |
37 | 0.05206 | 0.4417 | 0.329998 |
38 | 0.029378 | 0.2493 | 0.401928 |
39 | -0.111951 | -0.9499 | 0.172662 |
40 | 0.008908 | 0.0756 | 0.469978 |
41 | -0.02209 | -0.1874 | 0.425923 |
42 | 0.079879 | 0.6778 | 0.250038 |
43 | 0.02268 | 0.1924 | 0.423968 |
44 | -0.027576 | -0.234 | 0.407829 |
45 | -0.007637 | -0.0648 | 0.474255 |
46 | -0.117211 | -0.9946 | 0.161638 |
47 | -0.027432 | -0.2328 | 0.408299 |
48 | -0.018055 | -0.1532 | 0.439334 |