Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.5363 | 4.5507 | 1.1e-05 |
2 | 0.374434 | 3.1772 | 0.001096 |
3 | 0.092246 | 0.7827 | 0.218175 |
4 | -0.247046 | -2.0963 | 0.019787 |
5 | -0.38964 | -3.3062 | 0.000739 |
6 | -0.474296 | -4.0245 | 7e-05 |
7 | -0.393211 | -3.3365 | 0.000672 |
8 | -0.289953 | -2.4603 | 0.008141 |
9 | 0.037364 | 0.317 | 0.376065 |
10 | 0.22012 | 1.8678 | 0.032931 |
11 | 0.365964 | 3.1053 | 0.001359 |
12 | 0.623063 | 5.2869 | 1e-06 |
13 | 0.326073 | 2.7668 | 0.003595 |
14 | 0.275038 | 2.3338 | 0.011201 |
15 | 0.056823 | 0.4822 | 0.315577 |
16 | -0.179233 | -1.5208 | 0.06634 |
17 | -0.271686 | -2.3053 | 0.012016 |
18 | -0.364198 | -3.0903 | 0.001421 |
19 | -0.325537 | -2.7623 | 0.00364 |
20 | -0.2631 | -2.2325 | 0.014347 |
21 | -0.048738 | -0.4136 | 0.340215 |
22 | 0.077465 | 0.6573 | 0.256538 |
23 | 0.206339 | 1.7508 | 0.042116 |
24 | 0.384959 | 3.2665 | 0.000835 |
25 | 0.137573 | 1.1673 | 0.123461 |
26 | 0.176536 | 1.498 | 0.069258 |
27 | 0.040822 | 0.3464 | 0.365032 |
28 | -0.141071 | -1.197 | 0.117612 |
29 | -0.237688 | -2.0168 | 0.023721 |
30 | -0.306447 | -2.6003 | 0.005648 |
31 | -0.276388 | -2.3452 | 0.010887 |
32 | -0.246975 | -2.0956 | 0.019815 |
33 | -0.07488 | -0.6354 | 0.263598 |
34 | 0.044804 | 0.3802 | 0.352468 |
35 | 0.167223 | 1.4189 | 0.080116 |
36 | 0.313962 | 2.6641 | 0.004761 |
37 | 0.175512 | 1.4893 | 0.070392 |
38 | 0.187298 | 1.5893 | 0.05819 |
39 | 0.024488 | 0.2078 | 0.417991 |
40 | -0.148067 | -1.2564 | 0.106518 |
41 | -0.237623 | -2.0163 | 0.02375 |
42 | -0.307132 | -2.6061 | 0.005561 |
43 | -0.283633 | -2.4067 | 0.009332 |
44 | -0.260367 | -2.2093 | 0.015168 |
45 | -0.094122 | -0.7987 | 0.213559 |
46 | 0.014529 | 0.1233 | 0.451115 |
47 | 0.149132 | 1.2654 | 0.104899 |
48 | 0.272436 | 2.3117 | 0.01183 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.5363 | 4.5507 | 1.1e-05 |
2 | 0.121868 | 1.0341 | 0.15228 |
3 | -0.212949 | -1.8069 | 0.037475 |
4 | -0.390849 | -3.3165 | 0.000715 |
5 | -0.174973 | -1.4847 | 0.070995 |
6 | -0.098892 | -0.8391 | 0.202087 |
7 | 0.020433 | 0.1734 | 0.431421 |
8 | -0.074676 | -0.6336 | 0.26416 |
9 | 0.239999 | 2.0365 | 0.022691 |
10 | 0.10462 | 0.8877 | 0.188821 |
11 | 0.039475 | 0.335 | 0.369315 |
12 | 0.379137 | 3.2171 | 0.000971 |
13 | -0.298323 | -2.5314 | 0.006773 |
14 | 0.038957 | 0.3306 | 0.370969 |
15 | 0.050787 | 0.4309 | 0.3339 |
16 | 0.011661 | 0.0989 | 0.460728 |
17 | 0.067035 | 0.5688 | 0.285628 |
18 | -0.064961 | -0.5512 | 0.291599 |
19 | -0.056429 | -0.4788 | 0.316759 |
20 | -0.007704 | -0.0654 | 0.474031 |
21 | -0.097558 | -0.8278 | 0.205257 |
22 | 0.036842 | 0.3126 | 0.37774 |
23 | -0.018609 | -0.1579 | 0.437489 |
24 | 0.020765 | 0.1762 | 0.430317 |
25 | -0.213807 | -1.8142 | 0.036906 |
26 | 0.016521 | 0.1402 | 0.444453 |
27 | 0.094215 | 0.7994 | 0.213332 |
28 | -0.096563 | -0.8194 | 0.207641 |
29 | -0.17178 | -1.4576 | 0.074649 |
30 | 0.007135 | 0.0605 | 0.475944 |
31 | 0.021576 | 0.1831 | 0.427626 |
32 | -0.045202 | -0.3836 | 0.351221 |
33 | -0.067939 | -0.5765 | 0.283045 |
34 | 0.104402 | 0.8859 | 0.189315 |
35 | 0.035716 | 0.3031 | 0.38136 |
36 | -0.000242 | -0.002 | 0.499185 |
37 | 0.064871 | 0.5505 | 0.291857 |
38 | -0.072667 | -0.6166 | 0.269722 |
39 | -0.098506 | -0.8359 | 0.203001 |
40 | -0.070318 | -0.5967 | 0.2763 |
41 | 0.028326 | 0.2404 | 0.405368 |
42 | 0.036885 | 0.313 | 0.3776 |
43 | -0.081028 | -0.6875 | 0.246973 |
44 | -0.117624 | -0.9981 | 0.160793 |
45 | 0.005754 | 0.0488 | 0.480596 |
46 | -0.058293 | -0.4946 | 0.311181 |
47 | -0.007196 | -0.0611 | 0.475739 |
48 | -0.017521 | -0.1487 | 0.441113 |