Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.531561 | 4.1175 | 5.9e-05 |
2 | -0.032213 | -0.2495 | 0.401905 |
3 | -0.358828 | -2.7795 | 0.00363 |
4 | -0.219001 | -1.6964 | 0.047499 |
5 | 0.226674 | 1.7558 | 0.042112 |
6 | 0.430885 | 3.3376 | 0.000728 |
7 | 0.241878 | 1.8736 | 0.032931 |
8 | -0.193945 | -1.5023 | 0.069134 |
9 | -0.377676 | -2.9255 | 0.002425 |
10 | -0.165302 | -1.2804 | 0.102663 |
11 | 0.328118 | 2.5416 | 0.006818 |
12 | 0.600222 | 4.6493 | 9e-06 |
13 | 0.299718 | 2.3216 | 0.011834 |
14 | -0.145597 | -1.1278 | 0.13195 |
15 | -0.436508 | -3.3812 | 0.000637 |
16 | -0.29393 | -2.2768 | 0.01319 |
17 | 0.032168 | 0.2492 | 0.40204 |
18 | 0.189719 | 1.4696 | 0.073453 |
19 | 0.050634 | 0.3922 | 0.348146 |
20 | -0.256621 | -1.9878 | 0.025703 |
21 | -0.352359 | -2.7294 | 0.004158 |
22 | -0.197113 | -1.5268 | 0.066029 |
23 | 0.196872 | 1.525 | 0.066261 |
24 | 0.319383 | 2.4739 | 0.008105 |
25 | 0.127421 | 0.987 | 0.163804 |
26 | -0.229674 | -1.779 | 0.040149 |
27 | -0.396482 | -3.0711 | 0.001601 |
28 | -0.236911 | -1.8351 | 0.035724 |
29 | -0.0181 | -0.1402 | 0.444485 |
30 | 0.098502 | 0.763 | 0.224229 |
31 | -0.009671 | -0.0749 | 0.470268 |
32 | -0.240064 | -1.8595 | 0.033929 |
33 | -0.276596 | -2.1425 | 0.01811 |
34 | -0.12676 | -0.9819 | 0.165052 |
35 | 0.138823 | 1.0753 | 0.143269 |
36 | 0.246873 | 1.9123 | 0.03031 |
37 | 0.126876 | 0.9828 | 0.164831 |
38 | -0.101587 | -0.7869 | 0.217223 |
39 | -0.20344 | -1.5758 | 0.060161 |
40 | -0.125931 | -0.9755 | 0.166625 |
41 | 0.020109 | 0.1558 | 0.438371 |
42 | 0.13722 | 1.0629 | 0.146042 |
43 | 0.098586 | 0.7636 | 0.224037 |
44 | -0.02888 | -0.2237 | 0.411875 |
45 | -0.099197 | -0.7684 | 0.222639 |
46 | -0.034806 | -0.2696 | 0.394195 |
47 | 0.073484 | 0.5692 | 0.285671 |
48 | 0.146788 | 1.137 | 0.130026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.531561 | 4.1175 | 5.9e-05 |
2 | -0.438738 | -3.3985 | 0.000605 |
3 | -0.174295 | -1.3501 | 0.09103 |
4 | 0.19723 | 1.5277 | 0.065916 |
5 | 0.337347 | 2.6131 | 0.005662 |
6 | -0.023061 | -0.1786 | 0.429416 |
7 | -0.119778 | -0.9278 | 0.178615 |
8 | -0.186853 | -1.4474 | 0.076501 |
9 | 0.090433 | 0.7005 | 0.243165 |
10 | 0.114521 | 0.8871 | 0.189291 |
11 | 0.314262 | 2.4343 | 0.008957 |
12 | 0.144836 | 1.1219 | 0.133188 |
13 | -0.252233 | -1.9538 | 0.027697 |
14 | -0.006324 | -0.049 | 0.480547 |
15 | -0.058303 | -0.4516 | 0.326588 |
16 | -0.072614 | -0.5625 | 0.287947 |
17 | -0.233103 | -1.8056 | 0.037998 |
18 | -0.155609 | -1.2053 | 0.116402 |
19 | -0.013375 | -0.1036 | 0.458915 |
20 | 0.033167 | 0.2569 | 0.399065 |
21 | 0.066866 | 0.5179 | 0.303203 |
22 | -0.112464 | -0.8711 | 0.193574 |
23 | 0.086284 | 0.6684 | 0.253236 |
24 | -0.105489 | -0.8171 | 0.208548 |
25 | 0.04222 | 0.327 | 0.372391 |
26 | -0.157935 | -1.2234 | 0.112989 |
27 | 0.044123 | 0.3418 | 0.366858 |
28 | -0.033641 | -0.2606 | 0.397655 |
29 | -0.075427 | -0.5843 | 0.280621 |
30 | -0.036692 | -0.2842 | 0.388613 |
31 | 0.068565 | 0.5311 | 0.298654 |
32 | -0.147489 | -1.1424 | 0.128904 |
33 | 0.025114 | 0.1945 | 0.423209 |
34 | -0.081731 | -0.6331 | 0.264542 |
35 | -0.04682 | -0.3627 | 0.359063 |
36 | 0.076589 | 0.5933 | 0.27762 |
37 | 0.070944 | 0.5495 | 0.292342 |
38 | 0.08675 | 0.672 | 0.252093 |
39 | -0.040911 | -0.3169 | 0.376212 |
40 | -0.053698 | -0.4159 | 0.339468 |
41 | 0.027635 | 0.2141 | 0.415613 |
42 | 0.075 | 0.5809 | 0.281726 |
43 | 0.079967 | 0.6194 | 0.268992 |
44 | -0.069312 | -0.5369 | 0.296666 |
45 | -0.04581 | -0.3548 | 0.361977 |
46 | 0.006525 | 0.0505 | 0.479929 |
47 | -0.079249 | -0.6139 | 0.270815 |
48 | -0.123726 | -0.9584 | 0.17086 |