Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.225326 | 1.912 | 0.02993 |
2 | 0.389129 | 3.3019 | 0.000748 |
3 | 0.273823 | 2.3235 | 0.011491 |
4 | 0.312584 | 2.6524 | 0.004913 |
5 | 0.263477 | 2.2357 | 0.014237 |
6 | 0.064263 | 0.5453 | 0.29362 |
7 | 0.1581 | 1.3415 | 0.091984 |
8 | 0.147455 | 1.2512 | 0.107456 |
9 | 0.051647 | 0.4382 | 0.331262 |
10 | 0.058072 | 0.4928 | 0.311841 |
11 | -0.189581 | -1.6086 | 0.056035 |
12 | 0.444166 | 3.7689 | 0.000166 |
13 | -0.171242 | -1.453 | 0.075279 |
14 | -0.032161 | -0.2729 | 0.392859 |
15 | -0.159792 | -1.3559 | 0.089687 |
16 | -0.096649 | -0.8201 | 0.207434 |
17 | -0.109277 | -0.9272 | 0.178449 |
18 | -0.233918 | -1.9849 | 0.025485 |
19 | -0.144292 | -1.2244 | 0.112404 |
20 | -0.113716 | -0.9649 | 0.168908 |
21 | -0.15527 | -1.3175 | 0.095922 |
22 | -0.103281 | -0.8764 | 0.191872 |
23 | -0.271229 | -2.3015 | 0.012131 |
24 | 0.258055 | 2.1897 | 0.015895 |
25 | -0.172724 | -1.4656 | 0.073553 |
26 | -0.035451 | -0.3008 | 0.382214 |
27 | -0.119425 | -1.0134 | 0.157142 |
28 | -0.037933 | -0.3219 | 0.37424 |
29 | -0.042153 | -0.3577 | 0.360813 |
30 | -0.124079 | -1.0528 | 0.147967 |
31 | -0.030772 | -0.2611 | 0.397378 |
32 | -0.01261 | -0.107 | 0.457544 |
33 | -0.011948 | -0.1014 | 0.459764 |
34 | 0.033708 | 0.286 | 0.38784 |
35 | -0.106689 | -0.9053 | 0.184166 |
36 | 0.330886 | 2.8077 | 0.003209 |
37 | -0.006839 | -0.058 | 0.476941 |
38 | 0.068177 | 0.5785 | 0.282365 |
39 | 0.00366 | 0.0311 | 0.487655 |
40 | 0.068085 | 0.5777 | 0.282628 |
41 | 0.047466 | 0.4028 | 0.344157 |
42 | -0.027128 | -0.2302 | 0.409299 |
43 | 0.046927 | 0.3982 | 0.345836 |
44 | 0.042777 | 0.363 | 0.358843 |
45 | 0.056995 | 0.4836 | 0.315061 |
46 | 0.054394 | 0.4615 | 0.322899 |
47 | -0.061532 | -0.5221 | 0.301595 |
48 | 0.241591 | 2.05 | 0.022005 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.225326 | 1.912 | 0.02993 |
2 | 0.356455 | 3.0246 | 0.001725 |
3 | 0.165429 | 1.4037 | 0.082352 |
4 | 0.151842 | 1.2884 | 0.100862 |
5 | 0.093625 | 0.7944 | 0.214776 |
6 | -0.18474 | -1.5676 | 0.060683 |
7 | -0.02923 | -0.248 | 0.402412 |
8 | 0.083801 | 0.7111 | 0.239668 |
9 | -0.058517 | -0.4965 | 0.310516 |
10 | -0.009721 | -0.0825 | 0.467246 |
11 | -0.280754 | -2.3823 | 0.009925 |
12 | 0.593801 | 5.0386 | 2e-06 |
13 | -0.394541 | -3.3478 | 0.000649 |
14 | -0.236354 | -2.0055 | 0.024333 |
15 | -0.118815 | -1.0082 | 0.158373 |
16 | -0.065579 | -0.5565 | 0.289812 |
17 | -0.058773 | -0.4987 | 0.309755 |
18 | 0.128974 | 1.0944 | 0.138717 |
19 | 0.025955 | 0.2202 | 0.413156 |
20 | -0.025406 | -0.2156 | 0.414964 |
21 | -0.030454 | -0.2584 | 0.398414 |
22 | 0.056678 | 0.4809 | 0.316013 |
23 | 0.16821 | 1.4273 | 0.078907 |
24 | -0.063201 | -0.5363 | 0.296709 |
25 | -0.030464 | -0.2585 | 0.398381 |
26 | -0.093117 | -0.7901 | 0.216026 |
27 | -0.015434 | -0.131 | 0.448086 |
28 | -0.016742 | -0.1421 | 0.443713 |
29 | -0.00172 | -0.0146 | 0.494199 |
30 | -0.043293 | -0.3674 | 0.357216 |
31 | 0.042388 | 0.3597 | 0.360072 |
32 | -0.061247 | -0.5197 | 0.302433 |
33 | 0.112975 | 0.9586 | 0.170477 |
34 | 0.08276 | 0.7022 | 0.242398 |
35 | -0.022518 | -0.1911 | 0.424503 |
36 | 0.047963 | 0.407 | 0.342614 |
37 | -0.028702 | -0.2435 | 0.404137 |
38 | -0.114315 | -0.97 | 0.167648 |
39 | 0.022098 | 0.1875 | 0.425897 |
40 | 0.025458 | 0.216 | 0.414791 |
41 | -0.024135 | -0.2048 | 0.419156 |
42 | 0.027441 | 0.2328 | 0.408271 |
43 | 0.005028 | 0.0427 | 0.483043 |
44 | 0.053003 | 0.4497 | 0.327124 |
45 | 0.034612 | 0.2937 | 0.384917 |
46 | -0.049496 | -0.42 | 0.337874 |
47 | 0.046024 | 0.3905 | 0.34865 |
48 | -0.152106 | -1.2907 | 0.100475 |