Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.386984 | 3.7917 | 0.000131 |
2 | 0.464403 | 4.5502 | 8e-06 |
3 | 0.446487 | 4.3747 | 1.5e-05 |
4 | 0.166897 | 1.6353 | 0.052635 |
5 | 0.266291 | 2.6091 | 0.005265 |
6 | 0.152854 | 1.4977 | 0.068752 |
7 | 0.175558 | 1.7201 | 0.044317 |
8 | 0.167439 | 1.6406 | 0.052081 |
9 | 0.299668 | 2.9361 | 0.00208 |
10 | 0.307759 | 3.0154 | 0.001642 |
11 | 0.199056 | 1.9503 | 0.027026 |
12 | 0.496822 | 4.8678 | 2e-06 |
13 | 0.148255 | 1.4526 | 0.074798 |
14 | 0.177555 | 1.7397 | 0.042561 |
15 | 0.104287 | 1.0218 | 0.154721 |
16 | -0.08434 | -0.8264 | 0.205326 |
17 | -0.07042 | -0.69 | 0.245938 |
18 | -0.14756 | -1.4458 | 0.075747 |
19 | -0.05565 | -0.5453 | 0.293421 |
20 | -0.09827 | -0.9628 | 0.169022 |
21 | 0.048897 | 0.4791 | 0.316482 |
22 | 0.05391 | 0.5282 | 0.299286 |
23 | -0.0488 | -0.4781 | 0.31682 |
24 | 0.202546 | 1.9845 | 0.025025 |
25 | -0.064128 | -0.6283 | 0.265643 |
26 | -0.060816 | -0.5959 | 0.276332 |
27 | -0.106108 | -1.0396 | 0.15056 |
28 | -0.217926 | -2.1352 | 0.017644 |
29 | -0.244937 | -2.3999 | 0.009165 |
30 | -0.268969 | -2.6353 | 0.004901 |
31 | -0.175215 | -1.7168 | 0.044625 |
32 | -0.234612 | -2.2987 | 0.011845 |
33 | -0.076714 | -0.7516 | 0.227054 |
34 | -0.050942 | -0.4991 | 0.309416 |
35 | -0.175224 | -1.7168 | 0.044617 |
36 | 0.082322 | 0.8066 | 0.210949 |
37 | -0.13693 | -1.3416 | 0.09144 |
38 | -0.121495 | -1.1904 | 0.118412 |
39 | -0.207527 | -2.0333 | 0.022389 |
40 | -0.238976 | -2.3415 | 0.010637 |
41 | -0.261181 | -2.559 | 0.006029 |
42 | -0.252279 | -2.4718 | 0.007602 |
43 | -0.159784 | -1.5656 | 0.060372 |
44 | -0.260182 | -2.5493 | 0.00619 |
45 | -0.11206 | -1.098 | 0.137484 |
46 | -0.050223 | -0.4921 | 0.311891 |
47 | -0.187369 | -1.8358 | 0.034739 |
48 | 0.02593 | 0.2541 | 0.399995 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.386984 | 3.7917 | 0.000131 |
2 | 0.370066 | 3.6259 | 0.000232 |
3 | 0.259017 | 2.5378 | 0.006382 |
4 | -0.207312 | -2.0312 | 0.022498 |
5 | 0.019675 | 0.1928 | 0.42377 |
6 | 0.002451 | 0.024 | 0.490444 |
7 | 0.129326 | 1.2671 | 0.104087 |
8 | 0.013658 | 0.1338 | 0.446912 |
9 | 0.270485 | 2.6502 | 0.004704 |
10 | 0.14228 | 1.3941 | 0.08326 |
11 | -0.125519 | -1.2298 | 0.110884 |
12 | 0.295149 | 2.8919 | 0.002369 |
13 | -0.206398 | -2.0223 | 0.022965 |
14 | -0.148148 | -1.4515 | 0.074944 |
15 | -0.247065 | -2.4207 | 0.008685 |
16 | -0.026571 | -0.2603 | 0.397577 |
17 | -0.198124 | -1.9412 | 0.027582 |
18 | -0.06992 | -0.6851 | 0.247476 |
19 | 0.110423 | 1.0819 | 0.140999 |
20 | 0.013243 | 0.1298 | 0.448515 |
21 | 0.064114 | 0.6282 | 0.265687 |
22 | -0.026544 | -0.2601 | 0.39768 |
23 | -0.017995 | -0.1763 | 0.430208 |
24 | 0.085052 | 0.8333 | 0.203363 |
25 | -0.00174 | -0.017 | 0.493218 |
26 | -0.066397 | -0.6506 | 0.258443 |
27 | -0.068009 | -0.6663 | 0.253393 |
28 | 0.051368 | 0.5033 | 0.307952 |
29 | -0.130935 | -1.2829 | 0.101309 |
30 | -0.044354 | -0.4346 | 0.33242 |
31 | 0.00586 | 0.0574 | 0.477167 |
32 | -0.035348 | -0.3463 | 0.364922 |
33 | -0.068807 | -0.6742 | 0.250914 |
34 | 0.020089 | 0.1968 | 0.422187 |
35 | -0.064583 | -0.6328 | 0.264191 |
36 | 0.09033 | 0.885 | 0.189171 |
37 | 0.02137 | 0.2094 | 0.417298 |
38 | 0.049608 | 0.4861 | 0.314017 |
39 | -0.189837 | -1.86 | 0.032972 |
40 | 0.046133 | 0.452 | 0.326141 |
41 | -0.007471 | -0.0732 | 0.470899 |
42 | 0.074934 | 0.7342 | 0.232307 |
43 | -0.052925 | -0.5186 | 0.302633 |
44 | -0.108983 | -1.0678 | 0.144142 |
45 | -0.119889 | -1.1747 | 0.121517 |
46 | 0.021772 | 0.2133 | 0.415765 |
47 | -0.030958 | -0.3033 | 0.381148 |
48 | -0.018352 | -0.1798 | 0.428838 |