Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.539925 | 4.5814 | 9e-06 |
2 | 0.550461 | 4.6708 | 7e-06 |
3 | 0.646828 | 5.4885 | 0 |
4 | 0.385532 | 3.2714 | 0.000822 |
5 | 0.528101 | 4.4811 | 1.4e-05 |
6 | 0.587478 | 4.9849 | 2e-06 |
7 | 0.43544 | 3.6948 | 0.000213 |
8 | 0.347912 | 2.9521 | 0.002129 |
9 | 0.485723 | 4.1215 | 5e-05 |
10 | 0.323102 | 2.7416 | 0.003853 |
11 | 0.303595 | 2.5761 | 0.006022 |
12 | 0.56602 | 4.8028 | 4e-06 |
13 | 0.224465 | 1.9047 | 0.03041 |
14 | 0.259114 | 2.1987 | 0.015558 |
15 | 0.283093 | 2.4021 | 0.009441 |
16 | 0.073314 | 0.6221 | 0.267924 |
17 | 0.23164 | 1.9655 | 0.026605 |
18 | 0.225371 | 1.9123 | 0.029906 |
19 | 0.143156 | 1.2147 | 0.114221 |
20 | 0.065491 | 0.5557 | 0.290066 |
21 | 0.127074 | 1.0783 | 0.14226 |
22 | 0.063558 | 0.5393 | 0.295669 |
23 | 0.035006 | 0.297 | 0.383647 |
24 | 0.203856 | 1.7298 | 0.043978 |
25 | 0.006224 | 0.0528 | 0.479012 |
26 | -0.009223 | -0.0783 | 0.46892 |
27 | 0.021377 | 0.1814 | 0.428287 |
28 | -0.125393 | -1.064 | 0.145443 |
29 | -0.031362 | -0.2661 | 0.395455 |
30 | -0.046505 | -0.3946 | 0.347148 |
31 | -0.085963 | -0.7294 | 0.234055 |
32 | -0.152371 | -1.2929 | 0.100088 |
33 | -0.123199 | -1.0454 | 0.149672 |
34 | -0.120598 | -1.0233 | 0.154793 |
35 | -0.190214 | -1.614 | 0.055449 |
36 | -0.05983 | -0.5077 | 0.306616 |
37 | -0.173893 | -1.4755 | 0.072215 |
38 | -0.223494 | -1.8964 | 0.030959 |
39 | -0.153335 | -1.3011 | 0.098688 |
40 | -0.265788 | -2.2553 | 0.013578 |
41 | -0.231233 | -1.9621 | 0.026809 |
42 | -0.211802 | -1.7972 | 0.038249 |
43 | -0.229401 | -1.9465 | 0.027747 |
44 | -0.278466 | -2.3629 | 0.010419 |
45 | -0.243716 | -2.068 | 0.021117 |
46 | -0.223187 | -1.8938 | 0.031134 |
47 | -0.303016 | -2.5712 | 0.006101 |
48 | -0.173088 | -1.4687 | 0.073135 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.539925 | 4.5814 | 9e-06 |
2 | 0.365489 | 3.1013 | 0.001375 |
3 | 0.425045 | 3.6066 | 0.000284 |
4 | -0.171198 | -1.4527 | 0.07533 |
5 | 0.209157 | 1.7748 | 0.040083 |
6 | 0.25545 | 2.1676 | 0.01675 |
7 | 0.051706 | 0.4387 | 0.331081 |
8 | -0.400811 | -3.401 | 0.000549 |
9 | 0.243532 | 2.0664 | 0.021192 |
10 | 0.022018 | 0.1868 | 0.426161 |
11 | -0.103082 | -0.8747 | 0.192329 |
12 | 0.28094 | 2.3839 | 0.009885 |
13 | -0.203978 | -1.7308 | 0.043885 |
14 | -0.161087 | -1.3669 | 0.087959 |
15 | -0.254913 | -2.163 | 0.016931 |
16 | 0.099685 | 0.8459 | 0.200217 |
17 | 0.115625 | 0.9811 | 0.164913 |
18 | -0.11516 | -0.9772 | 0.16588 |
19 | 0.049866 | 0.4231 | 0.336732 |
20 | -0.060776 | -0.5157 | 0.303822 |
21 | 0.00571 | 0.0485 | 0.480745 |
22 | 0.097262 | 0.8253 | 0.205966 |
23 | 0.000425 | 0.0036 | 0.498566 |
24 | -0.040736 | -0.3457 | 0.365305 |
25 | 0.045396 | 0.3852 | 0.350614 |
26 | -0.135161 | -1.1469 | 0.127613 |
27 | -0.023644 | -0.2006 | 0.420778 |
28 | -0.070821 | -0.6009 | 0.274884 |
29 | -0.007897 | -0.067 | 0.473379 |
30 | -0.112251 | -0.9525 | 0.172019 |
31 | -0.062324 | -0.5288 | 0.299272 |
32 | 0.07785 | 0.6606 | 0.255495 |
33 | 0.018229 | 0.1547 | 0.438754 |
34 | 0.014093 | 0.1196 | 0.452573 |
35 | -0.072883 | -0.6184 | 0.269121 |
36 | -0.012982 | -0.1102 | 0.456297 |
37 | 0.023064 | 0.1957 | 0.422696 |
38 | -0.016018 | -0.1359 | 0.446133 |
39 | 0.011165 | 0.0947 | 0.462394 |
40 | -0.041701 | -0.3538 | 0.362245 |
41 | -0.113097 | -0.9597 | 0.170219 |
42 | -0.022469 | -0.1907 | 0.424667 |
43 | 0.053478 | 0.4538 | 0.325676 |
44 | 0.00647 | 0.0549 | 0.478185 |
45 | -0.019949 | -0.1693 | 0.433027 |
46 | -0.047511 | -0.4031 | 0.344017 |
47 | 0.005036 | 0.0427 | 0.483015 |
48 | 0.013065 | 0.1109 | 0.456017 |