Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.395013 | 3.3284 | 0.000693 |
2 | 0.331918 | 2.7968 | 0.003318 |
3 | 0.532606 | 4.4878 | 1.4e-05 |
4 | 0.38169 | 3.2162 | 0.000979 |
5 | 0.028373 | 0.2391 | 0.405868 |
6 | 0.079242 | 0.6677 | 0.253243 |
7 | 0.125836 | 1.0603 | 0.146299 |
8 | -0.149494 | -1.2597 | 0.105958 |
9 | -0.290351 | -2.4465 | 0.008451 |
10 | -0.223368 | -1.8821 | 0.031958 |
11 | -0.220554 | -1.8584 | 0.033627 |
12 | -0.480415 | -4.048 | 6.5e-05 |
13 | -0.276008 | -2.3257 | 0.011448 |
14 | -0.218875 | -1.8443 | 0.034658 |
15 | -0.296432 | -2.4978 | 0.007408 |
16 | -0.283498 | -2.3888 | 0.009782 |
17 | -0.115131 | -0.9701 | 0.167642 |
18 | -0.168774 | -1.4221 | 0.079685 |
19 | -0.079593 | -0.6707 | 0.252306 |
20 | -0.0673 | -0.5671 | 0.286225 |
21 | -0.041747 | -0.3518 | 0.363029 |
22 | 0.047785 | 0.4026 | 0.34421 |
23 | 0.01154 | 0.0972 | 0.461407 |
24 | -0.012928 | -0.1089 | 0.456781 |
25 | 0.033373 | 0.2812 | 0.389687 |
26 | 0.072248 | 0.6088 | 0.272309 |
27 | -0.001849 | -0.0156 | 0.493806 |
28 | -0.00767 | -0.0646 | 0.474326 |
29 | 0.042656 | 0.3594 | 0.36017 |
30 | 0.069824 | 0.5884 | 0.279082 |
31 | -0.017187 | -0.1448 | 0.442632 |
32 | 0.034187 | 0.2881 | 0.387067 |
33 | 0.127361 | 1.0732 | 0.143417 |
34 | 0.022658 | 0.1909 | 0.424568 |
35 | 0.0393 | 0.3312 | 0.370753 |
36 | 0.117978 | 0.9941 | 0.161775 |
37 | 0.078451 | 0.661 | 0.255362 |
38 | 0.043938 | 0.3702 | 0.356157 |
39 | 0.060807 | 0.5124 | 0.304991 |
40 | 0.098976 | 0.834 | 0.203544 |
41 | 0.005221 | 0.044 | 0.482517 |
42 | -0.007275 | -0.0613 | 0.475647 |
43 | 0.016281 | 0.1372 | 0.445637 |
44 | -0.014153 | -0.1193 | 0.452704 |
45 | -0.03816 | -0.3215 | 0.374372 |
46 | -0.002214 | -0.0187 | 0.492585 |
47 | -0.055957 | -0.4715 | 0.319364 |
48 | -0.03323 | -0.28 | 0.390145 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.395013 | 3.3284 | 0.000693 |
2 | 0.208401 | 1.756 | 0.041699 |
3 | 0.429199 | 3.6165 | 0.000277 |
4 | 0.104195 | 0.878 | 0.191462 |
5 | -0.385396 | -3.2474 | 0.00089 |
6 | -0.265155 | -2.2342 | 0.014309 |
7 | -0.018663 | -0.1573 | 0.437746 |
8 | -0.050572 | -0.4261 | 0.335651 |
9 | -0.165335 | -1.3931 | 0.083963 |
10 | -0.210476 | -1.7735 | 0.040217 |
11 | 0.030989 | 0.2611 | 0.397378 |
12 | -0.124518 | -1.0492 | 0.14882 |
13 | 0.206682 | 1.7415 | 0.042961 |
14 | 0.040349 | 0.34 | 0.367436 |
15 | -0.00326 | -0.0275 | 0.489081 |
16 | -0.103859 | -0.8751 | 0.192226 |
17 | -0.097295 | -0.8198 | 0.207532 |
18 | -0.160209 | -1.3499 | 0.090662 |
19 | 0.157106 | 1.3238 | 0.094909 |
20 | -0.109284 | -0.9208 | 0.180126 |
21 | -0.183534 | -1.5465 | 0.063216 |
22 | -0.029655 | -0.2499 | 0.4017 |
23 | 0.038668 | 0.3258 | 0.37276 |
24 | -0.071288 | -0.6007 | 0.274983 |
25 | -0.008428 | -0.071 | 0.471794 |
26 | -0.053715 | -0.4526 | 0.326104 |
27 | -0.025144 | -0.2119 | 0.41641 |
28 | -0.081584 | -0.6874 | 0.247022 |
29 | -0.005421 | -0.0457 | 0.481846 |
30 | -0.001761 | -0.0148 | 0.4941 |
31 | 0.093662 | 0.7892 | 0.216308 |
32 | -0.048958 | -0.4125 | 0.340598 |
33 | -0.011615 | -0.0979 | 0.461155 |
34 | -0.081696 | -0.6884 | 0.246728 |
35 | 0.056165 | 0.4733 | 0.318742 |
36 | -0.080145 | -0.6753 | 0.250834 |
37 | -0.027627 | -0.2328 | 0.408297 |
38 | -0.01433 | -0.1207 | 0.452117 |
39 | -0.065914 | -0.5554 | 0.290183 |
40 | 0.010675 | 0.09 | 0.464289 |
41 | -0.057784 | -0.4869 | 0.313915 |
42 | -0.016111 | -0.1358 | 0.446201 |
43 | 0.022167 | 0.1868 | 0.426182 |
44 | -0.055995 | -0.4718 | 0.319249 |
45 | 0.074211 | 0.6253 | 0.266885 |
46 | 0.075393 | 0.6353 | 0.263648 |
47 | -0.069299 | -0.5839 | 0.280562 |
48 | -0.036751 | -0.3097 | 0.378859 |