Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.436808 | 6.9203 | 0 |
2 | 0.328779 | 5.2088 | 0 |
3 | 0.124619 | 1.9743 | 0.02472 |
4 | 0.124197 | 1.9677 | 0.025105 |
5 | 0.037807 | 0.599 | 0.274865 |
6 | 0.089401 | 1.4164 | 0.078952 |
7 | 0.039087 | 0.6193 | 0.268154 |
8 | 0.019912 | 0.3155 | 0.376336 |
9 | 0.143337 | 2.2709 | 0.012001 |
10 | 0.125008 | 1.9805 | 0.024369 |
11 | 0.069568 | 1.1022 | 0.135723 |
12 | -0.060738 | -0.9623 | 0.168419 |
13 | -2.6e-05 | -4e-04 | 0.499838 |
14 | 0.017543 | 0.2779 | 0.390647 |
15 | 0.027438 | 0.4347 | 0.332077 |
16 | 0.088727 | 1.4057 | 0.080526 |
17 | 0.043565 | 0.6902 | 0.245351 |
18 | 0.065371 | 1.0357 | 0.150677 |
19 | 0.107711 | 1.7065 | 0.044579 |
20 | 0.114562 | 1.815 | 0.035358 |
21 | 0.037769 | 0.5984 | 0.275063 |
22 | 0.060143 | 0.9528 | 0.170795 |
23 | 0.063057 | 0.999 | 0.159376 |
24 | 0.13128 | 2.0799 | 0.019276 |
25 | 0.141481 | 2.2415 | 0.012935 |
26 | 0.083508 | 1.323 | 0.093517 |
27 | 0.041165 | 0.6522 | 0.25744 |
28 | 0.094927 | 1.5039 | 0.066929 |
29 | 0.138109 | 2.1881 | 0.014794 |
30 | 0.072867 | 1.1544 | 0.12471 |
31 | 0.110502 | 1.7507 | 0.040611 |
32 | 0.10132 | 1.6052 | 0.054853 |
33 | 0.037717 | 0.5975 | 0.27534 |
34 | 0.061308 | 0.9713 | 0.166165 |
35 | -0.006911 | -0.1095 | 0.456453 |
36 | -0.009115 | -0.1444 | 0.442649 |
37 | -0.034663 | -0.5492 | 0.291688 |
38 | 0.011853 | 0.1878 | 0.425598 |
39 | -0.012369 | -0.196 | 0.4224 |
40 | 0.024215 | 0.3836 | 0.350788 |
41 | 0.027887 | 0.4418 | 0.329505 |
42 | 0.103554 | 1.6406 | 0.051067 |
43 | 0.079573 | 1.2607 | 0.1043 |
44 | 0.08016 | 1.27 | 0.102634 |
45 | 0.101126 | 1.6021 | 0.055191 |
46 | 0.018162 | 0.2877 | 0.38689 |
47 | 0.040018 | 0.634 | 0.263329 |
48 | 0.034498 | 0.5465 | 0.292588 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.436808 | 6.9203 | 0 |
2 | 0.170512 | 2.7014 | 0.003688 |
3 | -0.087806 | -1.3911 | 0.082712 |
4 | 0.062867 | 0.996 | 0.160105 |
5 | -0.031113 | -0.4929 | 0.31125 |
6 | 0.069484 | 1.1008 | 0.136011 |
7 | -0.011888 | -0.1883 | 0.425379 |
8 | -0.035535 | -0.563 | 0.286975 |
9 | 0.190954 | 3.0253 | 0.001371 |
10 | 0.013174 | 0.2087 | 0.417422 |
11 | -0.071008 | -1.125 | 0.130837 |
12 | -0.126898 | -2.0104 | 0.022727 |
13 | 0.067798 | 1.0741 | 0.141898 |
14 | 0.080567 | 1.2764 | 0.101494 |
15 | -0.044376 | -0.703 | 0.24134 |
16 | 0.090608 | 1.4355 | 0.076196 |
17 | -0.017401 | -0.2757 | 0.391512 |
18 | 0.024591 | 0.3896 | 0.348582 |
19 | 0.069891 | 1.1073 | 0.134616 |
20 | -0.005707 | -0.0904 | 0.464016 |
21 | -0.003737 | -0.0592 | 0.47642 |
22 | 0.045958 | 0.7281 | 0.233614 |
23 | 0.025083 | 0.3974 | 0.345708 |
24 | 0.090724 | 1.4373 | 0.075934 |
25 | 0.029255 | 0.4635 | 0.321709 |
26 | -0.055129 | -0.8734 | 0.191636 |
27 | -0.013819 | -0.2189 | 0.413442 |
28 | 0.108894 | 1.7252 | 0.042861 |
29 | 0.065892 | 1.0439 | 0.148762 |
30 | -0.076527 | -1.2124 | 0.113245 |
31 | 0.0962 | 1.5241 | 0.064372 |
32 | 0.060125 | 0.9526 | 0.170865 |
33 | -0.12019 | -1.9042 | 0.029016 |
34 | 0.021166 | 0.3353 | 0.368824 |
35 | -0.078458 | -1.243 | 0.107512 |
36 | 0.052697 | 0.8349 | 0.202289 |
37 | 0.001849 | 0.0293 | 0.488329 |
38 | -0.069969 | -1.1085 | 0.134351 |
39 | 0.005786 | 0.0917 | 0.46352 |
40 | 0.030718 | 0.4867 | 0.313459 |
41 | 0.011066 | 0.1753 | 0.430483 |
42 | 0.080831 | 1.2806 | 0.100759 |
43 | 0.009515 | 0.1507 | 0.440148 |
44 | 0.010388 | 0.1646 | 0.434704 |
45 | 0.039647 | 0.6281 | 0.265246 |
46 | -0.053381 | -0.8457 | 0.199259 |
47 | -0.004822 | -0.0764 | 0.469585 |
48 | -0.019958 | -0.3162 | 0.376056 |