Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.481492 | 4.4129 | 1.5e-05 |
2 | 0.492471 | 4.5136 | 1e-05 |
3 | 0.612761 | 5.6161 | 0 |
4 | 0.445501 | 4.0831 | 5e-05 |
5 | 0.419684 | 3.8465 | 0.000116 |
6 | 0.416875 | 3.8207 | 0.000127 |
7 | 0.393404 | 3.6056 | 0.000264 |
8 | 0.376902 | 3.4544 | 0.000433 |
9 | 0.468345 | 4.2924 | 2.4e-05 |
10 | 0.365671 | 3.3514 | 0.000603 |
11 | 0.271884 | 2.4919 | 0.007337 |
12 | 0.401588 | 3.6806 | 0.000205 |
13 | 0.17559 | 1.6093 | 0.05565 |
14 | 0.196674 | 1.8025 | 0.037523 |
15 | 0.213446 | 1.9563 | 0.026879 |
16 | 0.082234 | 0.7537 | 0.226573 |
17 | 0.0997 | 0.9138 | 0.181728 |
18 | 0.110236 | 1.0103 | 0.15762 |
19 | 0.025311 | 0.232 | 0.408561 |
20 | 0.001915 | 0.0175 | 0.49302 |
21 | 0.085144 | 0.7804 | 0.218687 |
22 | -0.015047 | -0.1379 | 0.445323 |
23 | -0.051699 | -0.4738 | 0.318426 |
24 | -0.000209 | -0.0019 | 0.499238 |
25 | -0.102382 | -0.9383 | 0.175378 |
26 | -0.11454 | -1.0498 | 0.148416 |
27 | -0.1086 | -0.9953 | 0.161215 |
28 | -0.19034 | -1.7445 | 0.042365 |
29 | -0.210955 | -1.9334 | 0.028275 |
30 | -0.172156 | -1.5778 | 0.059181 |
31 | -0.247463 | -2.268 | 0.012947 |
32 | -0.218213 | -2 | 0.024368 |
33 | -0.154872 | -1.4194 | 0.079738 |
34 | -0.253056 | -2.3193 | 0.011404 |
35 | -0.292471 | -2.6805 | 0.004423 |
36 | -0.189101 | -1.7331 | 0.04337 |
37 | -0.316174 | -2.8978 | 0.002396 |
38 | -0.360241 | -3.3017 | 0.000706 |
39 | -0.308261 | -2.8253 | 0.00295 |
40 | -0.304037 | -2.7865 | 0.003292 |
41 | -0.307089 | -2.8145 | 0.003042 |
42 | -0.233575 | -2.1408 | 0.017596 |
43 | -0.239252 | -2.1928 | 0.015544 |
44 | -0.239468 | -2.1948 | 0.01547 |
45 | -0.198282 | -1.8173 | 0.03637 |
46 | -0.206695 | -1.8944 | 0.030807 |
47 | -0.243781 | -2.2343 | 0.01406 |
48 | -0.194819 | -1.7855 | 0.038891 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.481492 | 4.4129 | 1.5e-05 |
2 | 0.339298 | 3.1097 | 0.001279 |
3 | 0.430649 | 3.947 | 8.2e-05 |
4 | 0.059825 | 0.5483 | 0.292469 |
5 | 0.003931 | 0.036 | 0.485671 |
6 | -0.030073 | -0.2756 | 0.391758 |
7 | 0.055616 | 0.5097 | 0.30579 |
8 | 0.063574 | 0.5827 | 0.28084 |
9 | 0.245034 | 2.2458 | 0.013672 |
10 | -0.002156 | -0.0198 | 0.492142 |
11 | -0.194589 | -1.7834 | 0.039063 |
12 | 0.015292 | 0.1402 | 0.444437 |
13 | -0.259982 | -2.3828 | 0.00972 |
14 | -0.012888 | -0.1181 | 0.453127 |
15 | -0.017717 | -0.1624 | 0.435698 |
16 | -0.065211 | -0.5977 | 0.275834 |
17 | -0.068758 | -0.6302 | 0.265145 |
18 | -0.04078 | -0.3738 | 0.354765 |
19 | -0.104038 | -0.9535 | 0.171531 |
20 | -0.031224 | -0.2862 | 0.387727 |
21 | 0.117172 | 1.0739 | 0.142971 |
22 | 0.055982 | 0.5131 | 0.304621 |
23 | 0.025558 | 0.2342 | 0.407685 |
24 | -0.06548 | -0.6001 | 0.275017 |
25 | -0.046557 | -0.4267 | 0.335344 |
26 | -0.069057 | -0.6329 | 0.264252 |
27 | -0.008969 | -0.0822 | 0.46734 |
28 | -0.025552 | -0.2342 | 0.407704 |
29 | -0.086726 | -0.7949 | 0.214468 |
30 | -0.059419 | -0.5446 | 0.293741 |
31 | -0.111786 | -1.0245 | 0.154262 |
32 | 0.037995 | 0.3482 | 0.364268 |
33 | 0.097491 | 0.8935 | 0.187065 |
34 | 0.024609 | 0.2255 | 0.411053 |
35 | -0.163342 | -1.4971 | 0.069064 |
36 | 0.008221 | 0.0753 | 0.470058 |
37 | -0.100971 | -0.9254 | 0.1787 |
38 | -0.061143 | -0.5604 | 0.288355 |
39 | -0.023407 | -0.2145 | 0.415328 |
40 | 0.134626 | 1.2339 | 0.110347 |
41 | 0.089943 | 0.8243 | 0.20604 |
42 | 0.062603 | 0.5738 | 0.283831 |
43 | 0.03373 | 0.3091 | 0.37899 |
44 | -0.028891 | -0.2648 | 0.395911 |
45 | -0.038387 | -0.3518 | 0.362925 |
46 | 0.069611 | 0.638 | 0.262608 |
47 | 0.059884 | 0.5488 | 0.292284 |
48 | -0.027671 | -0.2536 | 0.40021 |