Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.627094 | 5.284 | 1e-06 |
2 | 0.112859 | 0.951 | 0.172423 |
3 | -0.063073 | -0.5315 | 0.298379 |
4 | -0.081067 | -0.6831 | 0.248388 |
5 | -0.094585 | -0.797 | 0.214058 |
6 | -0.037134 | -0.3129 | 0.377638 |
7 | 0.043256 | 0.3645 | 0.358292 |
8 | 0.014463 | 0.1219 | 0.451674 |
9 | -0.069713 | -0.5874 | 0.279395 |
10 | -0.099294 | -0.8367 | 0.202794 |
11 | -0.035851 | -0.3021 | 0.381735 |
12 | 0.094887 | 0.7995 | 0.213325 |
13 | 0.128961 | 1.0866 | 0.140434 |
14 | 0.00779 | 0.0656 | 0.473926 |
15 | -0.081932 | -0.6904 | 0.246106 |
16 | -0.070153 | -0.5911 | 0.27816 |
17 | -0.074829 | -0.6305 | 0.265188 |
18 | -0.07404 | -0.6239 | 0.267355 |
19 | -0.039647 | -0.3341 | 0.369657 |
20 | -0.012155 | -0.1024 | 0.459355 |
21 | -0.037785 | -0.3184 | 0.375564 |
22 | -0.009408 | -0.0793 | 0.468519 |
23 | 0.09821 | 0.8275 | 0.205355 |
24 | 0.136999 | 1.1544 | 0.126109 |
25 | 0.03854 | 0.3247 | 0.373166 |
26 | -0.035509 | -0.2992 | 0.382831 |
27 | -0.054353 | -0.458 | 0.324181 |
28 | -0.05988 | -0.5046 | 0.307715 |
29 | -0.061616 | -0.5192 | 0.302622 |
30 | -0.050321 | -0.424 | 0.33642 |
31 | -0.027121 | -0.2285 | 0.409947 |
32 | -0.020996 | -0.1769 | 0.43004 |
33 | -0.026126 | -0.2201 | 0.413197 |
34 | -0.050841 | -0.4284 | 0.334829 |
35 | -0.005615 | -0.0473 | 0.481198 |
36 | 0.126165 | 1.0631 | 0.145672 |
37 | 0.13451 | 1.1334 | 0.130429 |
38 | 0.019325 | 0.1628 | 0.435555 |
39 | -0.045447 | -0.3829 | 0.351453 |
40 | -0.045513 | -0.3835 | 0.351248 |
41 | -0.058765 | -0.4952 | 0.311008 |
42 | -0.055279 | -0.4658 | 0.321395 |
43 | -0.039692 | -0.3344 | 0.369514 |
44 | -0.022886 | -0.1928 | 0.423817 |
45 | -0.044641 | -0.3762 | 0.353962 |
46 | -0.091014 | -0.7669 | 0.222844 |
47 | -0.116797 | -0.9842 | 0.164192 |
48 | -0.074935 | -0.6314 | 0.264899 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.627094 | 5.284 | 1e-06 |
2 | -0.462112 | -3.8938 | 0.00011 |
3 | 0.258258 | 2.1761 | 0.016438 |
4 | -0.221809 | -1.869 | 0.032874 |
5 | 0.057177 | 0.4818 | 0.315721 |
6 | 0.061856 | 0.5212 | 0.301923 |
7 | -0.020743 | -0.1748 | 0.430873 |
8 | -0.081789 | -0.6892 | 0.246481 |
9 | -0.017477 | -0.1473 | 0.441669 |
10 | -0.039428 | -0.3322 | 0.370348 |
11 | 0.095526 | 0.8049 | 0.211779 |
12 | 0.118116 | 0.9953 | 0.161495 |
13 | -0.118527 | -0.9987 | 0.16066 |
14 | -0.069041 | -0.5817 | 0.28129 |
15 | 0.04639 | 0.3909 | 0.348526 |
16 | -0.038906 | -0.3278 | 0.372004 |
17 | -0.052097 | -0.439 | 0.331005 |
18 | 0.042131 | 0.355 | 0.361821 |
19 | -0.109444 | -0.9222 | 0.179776 |
20 | 0.047756 | 0.4024 | 0.344299 |
21 | -0.056004 | -0.4719 | 0.319223 |
22 | 0.145659 | 1.2273 | 0.111873 |
23 | 0.046198 | 0.3893 | 0.349122 |
24 | -0.044013 | -0.3709 | 0.355923 |
25 | -0.116126 | -0.9785 | 0.165577 |
26 | 0.122395 | 1.0313 | 0.152946 |
27 | -0.115087 | -0.9697 | 0.167734 |
28 | 0.062495 | 0.5266 | 0.30006 |
29 | -0.076134 | -0.6415 | 0.261628 |
30 | -0.022936 | -0.1933 | 0.423652 |
31 | 0.002436 | 0.0205 | 0.49184 |
32 | 0.001876 | 0.0158 | 0.493718 |
33 | 0.006149 | 0.0518 | 0.479411 |
34 | -0.085113 | -0.7172 | 0.237811 |
35 | 0.130771 | 1.1019 | 0.137114 |
36 | 0.032611 | 0.2748 | 0.392138 |
37 | -0.049149 | -0.4141 | 0.340012 |
38 | 0.008874 | 0.0748 | 0.470303 |
39 | -0.024079 | -0.2029 | 0.4199 |
40 | -0.029292 | -0.2468 | 0.402879 |
41 | 0.035659 | 0.3005 | 0.382351 |
42 | -0.046489 | -0.3917 | 0.348218 |
43 | -0.056237 | -0.4739 | 0.318526 |
44 | 0.047834 | 0.4031 | 0.34406 |
45 | -0.113355 | -0.9551 | 0.171372 |
46 | -0.042801 | -0.3606 | 0.359718 |
47 | -0.025873 | -0.218 | 0.414022 |
48 | -0.016829 | -0.1418 | 0.443819 |