Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.527579 | 4.8353 | 3e-06 |
2 | 0.352044 | 3.2265 | 0.000893 |
3 | 0.145034 | 1.3293 | 0.093682 |
4 | 0.058369 | 0.535 | 0.297045 |
5 | 0.195572 | 1.7924 | 0.038331 |
6 | 0.064837 | 0.5942 | 0.276974 |
7 | 0.142337 | 1.3045 | 0.097807 |
8 | -0.084445 | -0.774 | 0.220566 |
9 | -0.037925 | -0.3476 | 0.364509 |
10 | 0.1147 | 1.0512 | 0.148081 |
11 | 0.203219 | 1.8625 | 0.033012 |
12 | 0.475787 | 4.3607 | 1.8e-05 |
13 | 0.15149 | 1.3884 | 0.084339 |
14 | 0.048493 | 0.4444 | 0.328932 |
15 | -0.078382 | -0.7184 | 0.237256 |
16 | -0.088959 | -0.8153 | 0.208597 |
17 | 0.097059 | 0.8896 | 0.188121 |
18 | 0.051462 | 0.4717 | 0.319197 |
19 | 0.143541 | 1.3156 | 0.095948 |
20 | -0.044489 | -0.4077 | 0.342249 |
21 | -0.007342 | -0.0673 | 0.473254 |
22 | 0.109439 | 1.003 | 0.159366 |
23 | 0.190568 | 1.7466 | 0.042182 |
24 | 0.390402 | 3.5781 | 0.000289 |
25 | 0.133462 | 1.2232 | 0.112337 |
26 | 0.040922 | 0.3751 | 0.354283 |
27 | -0.073262 | -0.6715 | 0.251885 |
28 | -0.074682 | -0.6845 | 0.24778 |
29 | 0.031957 | 0.2929 | 0.385162 |
30 | -0.045039 | -0.4128 | 0.340405 |
31 | 0.00516 | 0.0473 | 0.481198 |
32 | -0.141739 | -1.2991 | 0.098738 |
33 | -0.095668 | -0.8768 | 0.191544 |
34 | 0.002757 | 0.0253 | 0.48995 |
35 | 0.077519 | 0.7105 | 0.239689 |
36 | 0.236 | 2.163 | 0.016693 |
37 | 0.023585 | 0.2162 | 0.414693 |
38 | -0.053614 | -0.4914 | 0.312218 |
39 | -0.127949 | -1.1727 | 0.122122 |
40 | -0.108675 | -0.996 | 0.161049 |
41 | -0.027223 | -0.2495 | 0.401791 |
42 | -0.092101 | -0.8441 | 0.2005 |
43 | -0.050609 | -0.4638 | 0.321982 |
44 | -0.175426 | -1.6078 | 0.055815 |
45 | -0.149712 | -1.3721 | 0.086837 |
46 | -0.085345 | -0.7822 | 0.218148 |
47 | -0.006083 | -0.0557 | 0.477837 |
48 | 0.063256 | 0.5797 | 0.281818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.527579 | 4.8353 | 3e-06 |
2 | 0.102133 | 0.9361 | 0.175963 |
3 | -0.105879 | -0.9704 | 0.167318 |
4 | -0.013671 | -0.1253 | 0.450293 |
5 | 0.265075 | 2.4295 | 0.008626 |
6 | -0.168372 | -1.5432 | 0.063276 |
7 | 0.109102 | 0.9999 | 0.160106 |
8 | -0.255505 | -2.3417 | 0.010781 |
9 | 0.149094 | 1.3665 | 0.087719 |
10 | 0.196432 | 1.8003 | 0.037699 |
11 | 0.155664 | 1.4267 | 0.078689 |
12 | 0.291955 | 2.6758 | 0.00448 |
13 | -0.376844 | -3.4538 | 0.000434 |
14 | -0.114521 | -1.0496 | 0.148455 |
15 | 0.008652 | 0.0793 | 0.468494 |
16 | 0.002761 | 0.0253 | 0.489935 |
17 | 0.104265 | 0.9556 | 0.171007 |
18 | 0.102861 | 0.9427 | 0.174261 |
19 | 0.027007 | 0.2475 | 0.402553 |
20 | -0.000114 | -0.001 | 0.499585 |
21 | -0.008641 | -0.0792 | 0.468533 |
22 | -0.011362 | -0.1041 | 0.458655 |
23 | 0.09647 | 0.8842 | 0.189566 |
24 | 0.078281 | 0.7175 | 0.237542 |
25 | -0.043234 | -0.3962 | 0.346464 |
26 | -0.027401 | -0.2511 | 0.40116 |
27 | -0.015903 | -0.1458 | 0.442232 |
28 | -0.03132 | -0.2871 | 0.387389 |
29 | -0.119276 | -1.0932 | 0.13872 |
30 | -0.085753 | -0.7859 | 0.217058 |
31 | 0.006014 | 0.0551 | 0.478088 |
32 | 0.082667 | 0.7577 | 0.225389 |
33 | 0.038073 | 0.3489 | 0.364002 |
34 | -0.012041 | -0.1104 | 0.456193 |
35 | -0.019568 | -0.1793 | 0.429049 |
36 | 0.009965 | 0.0913 | 0.463725 |
37 | -0.096162 | -0.8813 | 0.190325 |
38 | -0.066955 | -0.6137 | 0.270552 |
39 | 0.03668 | 0.3362 | 0.368787 |
40 | 0.024217 | 0.222 | 0.412444 |
41 | -0.026868 | -0.2462 | 0.403047 |
42 | -0.047696 | -0.4371 | 0.331565 |
43 | -0.044283 | -0.4059 | 0.342937 |
44 | -0.041527 | -0.3806 | 0.35223 |
45 | -0.081632 | -0.7482 | 0.228223 |
46 | -0.078173 | -0.7165 | 0.237845 |
47 | 0.074553 | 0.6833 | 0.248152 |
48 | -0.075622 | -0.6931 | 0.245084 |