Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.594003 | 5.0403 | 2e-06 |
2 | 0.481473 | 4.0854 | 5.6e-05 |
3 | 0.363321 | 3.0829 | 0.001453 |
4 | 0.280696 | 2.3818 | 0.009937 |
5 | 0.356882 | 3.0282 | 0.001706 |
6 | 0.205724 | 1.7456 | 0.042571 |
7 | 0.286087 | 2.4275 | 0.008852 |
8 | 0.116415 | 0.9878 | 0.163277 |
9 | 0.195726 | 1.6608 | 0.050552 |
10 | 0.265641 | 2.254 | 0.013619 |
11 | 0.284927 | 2.4177 | 0.009076 |
12 | 0.488797 | 4.1476 | 4.5e-05 |
13 | 0.258212 | 2.191 | 0.015844 |
14 | 0.219732 | 1.8645 | 0.033165 |
15 | 0.149193 | 1.2659 | 0.104806 |
16 | 0.127058 | 1.0781 | 0.142288 |
17 | 0.183947 | 1.5608 | 0.061473 |
18 | 0.070825 | 0.601 | 0.274873 |
19 | 0.136949 | 1.162 | 0.124527 |
20 | 0.021741 | 0.1845 | 0.427078 |
21 | 0.068387 | 0.5803 | 0.281767 |
22 | 0.134775 | 1.1436 | 0.128288 |
23 | 0.121609 | 1.0319 | 0.15279 |
24 | 0.260278 | 2.2085 | 0.015196 |
25 | 0.071562 | 0.6072 | 0.272806 |
26 | 0.03161 | 0.2682 | 0.39465 |
27 | -0.016353 | -0.1388 | 0.445015 |
28 | -0.056297 | -0.4777 | 0.317156 |
29 | -2e-05 | -2e-04 | 0.499934 |
30 | -0.09012 | -0.7647 | 0.223476 |
31 | -0.029564 | -0.2509 | 0.40132 |
32 | -0.114351 | -0.9703 | 0.167572 |
33 | -0.095655 | -0.8117 | 0.20983 |
34 | -0.055134 | -0.4678 | 0.320661 |
35 | -0.064072 | -0.5437 | 0.294173 |
36 | 0.038145 | 0.3237 | 0.373562 |
37 | -0.104913 | -0.8902 | 0.188158 |
38 | -0.135762 | -1.152 | 0.126571 |
39 | -0.182137 | -1.5455 | 0.063307 |
40 | -0.209363 | -1.7765 | 0.039937 |
41 | -0.159176 | -1.3507 | 0.090518 |
42 | -0.236901 | -2.0102 | 0.02408 |
43 | -0.212046 | -1.7993 | 0.038083 |
44 | -0.254204 | -2.157 | 0.017173 |
45 | -0.190548 | -1.6169 | 0.055142 |
46 | -0.149918 | -1.2721 | 0.103715 |
47 | -0.11789 | -1.0003 | 0.160251 |
48 | -0.052861 | -0.4485 | 0.327554 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.594003 | 5.0403 | 2e-06 |
2 | 0.198765 | 1.6866 | 0.048007 |
3 | 0.025908 | 0.2198 | 0.413311 |
4 | 0.007239 | 0.0614 | 0.475596 |
5 | 0.229268 | 1.9454 | 0.027815 |
6 | -0.157381 | -1.3354 | 0.092973 |
7 | 0.181133 | 1.537 | 0.064342 |
8 | -0.221739 | -1.8815 | 0.031972 |
9 | 0.238431 | 2.0232 | 0.023385 |
10 | 0.070557 | 0.5987 | 0.275627 |
11 | 0.182316 | 1.547 | 0.063124 |
12 | 0.257263 | 2.1829 | 0.016151 |
13 | -0.249107 | -2.1137 | 0.019001 |
14 | -0.11845 | -1.0051 | 0.159112 |
15 | 0.013725 | 0.1165 | 0.453805 |
16 | -0.04456 | -0.3781 | 0.353233 |
17 | 0.024965 | 0.2118 | 0.416417 |
18 | -0.005795 | -0.0492 | 0.480459 |
19 | 0.019394 | 0.1646 | 0.434875 |
20 | 0.025374 | 0.2153 | 0.415068 |
21 | -0.04189 | -0.3554 | 0.361646 |
22 | 0.034754 | 0.2949 | 0.384459 |
23 | -0.017384 | -0.1475 | 0.441572 |
24 | 0.065155 | 0.5529 | 0.291036 |
25 | -0.141201 | -1.1981 | 0.117398 |
26 | -0.064739 | -0.5493 | 0.292239 |
27 | -0.024615 | -0.2089 | 0.417572 |
28 | -0.070549 | -0.5986 | 0.27565 |
29 | -0.004756 | -0.0404 | 0.483962 |
30 | 0.022825 | 0.1937 | 0.423488 |
31 | -0.019096 | -0.162 | 0.435867 |
32 | 0.006712 | 0.0569 | 0.477371 |
33 | -0.074389 | -0.6312 | 0.264951 |
34 | -0.068866 | -0.5843 | 0.280408 |
35 | 0.031723 | 0.2692 | 0.39428 |
36 | -0.031081 | -0.2637 | 0.396372 |
37 | -0.040329 | -0.3422 | 0.366597 |
38 | -0.040299 | -0.3419 | 0.366694 |
39 | -0.053147 | -0.451 | 0.326685 |
40 | -0.02956 | -0.2508 | 0.401333 |
41 | -0.019329 | -0.164 | 0.435091 |
42 | -0.060248 | -0.5112 | 0.30538 |
43 | -0.066598 | -0.5651 | 0.286881 |
44 | 0.035981 | 0.3053 | 0.380507 |
45 | 0.079595 | 0.6754 | 0.250796 |
46 | -0.042817 | -0.3633 | 0.358718 |
47 | 0.094798 | 0.8044 | 0.211912 |
48 | -0.064983 | -0.5514 | 0.291534 |