Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.588397 | 4.9579 | 2e-06 |
2 | 0.205336 | 1.7302 | 0.04397 |
3 | -0.057641 | -0.4857 | 0.314341 |
4 | -0.12548 | -1.0573 | 0.146976 |
5 | 0.042304 | 0.3565 | 0.361276 |
6 | 0.222139 | 1.8718 | 0.032678 |
7 | 0.15726 | 1.3251 | 0.094694 |
8 | 0.07441 | 0.627 | 0.266339 |
9 | -0.002415 | -0.0203 | 0.491911 |
10 | -0.023743 | -0.2001 | 0.421003 |
11 | -0.004584 | -0.0386 | 0.484648 |
12 | -0.000436 | -0.0037 | 0.498539 |
13 | -0.048825 | -0.4114 | 0.341006 |
14 | -0.031147 | -0.2624 | 0.396868 |
15 | 0.013593 | 0.1145 | 0.454567 |
16 | -0.073802 | -0.6219 | 0.26801 |
17 | -0.125257 | -1.0554 | 0.147403 |
18 | -0.158635 | -1.3367 | 0.092797 |
19 | -0.133451 | -1.1245 | 0.132298 |
20 | -0.0422 | -0.3556 | 0.361604 |
21 | -0.052957 | -0.4462 | 0.328397 |
22 | -0.122276 | -1.0303 | 0.153179 |
23 | -0.274154 | -2.3101 | 0.011898 |
24 | -0.305946 | -2.578 | 0.006007 |
25 | -0.214695 | -1.8091 | 0.037338 |
26 | -0.03486 | -0.2937 | 0.384909 |
27 | 0.041381 | 0.3487 | 0.36418 |
28 | 0.011068 | 0.0933 | 0.462979 |
29 | -0.17231 | -1.4519 | 0.075465 |
30 | -0.216048 | -1.8205 | 0.036452 |
31 | -0.2193 | -1.8479 | 0.034394 |
32 | -0.076991 | -0.6487 | 0.2593 |
33 | 0.030751 | 0.2591 | 0.39815 |
34 | 0.081516 | 0.6869 | 0.247202 |
35 | 0.024247 | 0.2043 | 0.419347 |
36 | 0.007571 | 0.0638 | 0.474657 |
37 | -0.019677 | -0.1658 | 0.434394 |
38 | -0.006438 | -0.0542 | 0.478446 |
39 | 0.018746 | 0.158 | 0.437469 |
40 | 0.04097 | 0.3452 | 0.365475 |
41 | 0.045224 | 0.3811 | 0.352147 |
42 | 0.099055 | 0.8346 | 0.203358 |
43 | 0.103308 | 0.8705 | 0.193483 |
44 | 0.072995 | 0.6151 | 0.270238 |
45 | 0.051668 | 0.4354 | 0.332312 |
46 | -0.061204 | -0.5157 | 0.303829 |
47 | -0.045005 | -0.3792 | 0.352829 |
48 | -0.016756 | -0.1412 | 0.444062 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.588397 | 4.9579 | 2e-06 |
2 | -0.215476 | -1.8156 | 0.036825 |
3 | -0.124646 | -1.0503 | 0.148575 |
4 | 0.021958 | 0.185 | 0.426868 |
5 | 0.224426 | 1.891 | 0.031349 |
6 | 0.1208 | 1.0179 | 0.156095 |
7 | -0.183692 | -1.5478 | 0.063056 |
8 | 0.057194 | 0.4819 | 0.315671 |
9 | 0.060199 | 0.5072 | 0.306776 |
10 | 0.017645 | 0.1487 | 0.441113 |
11 | -0.079179 | -0.6672 | 0.253412 |
12 | -0.048078 | -0.4051 | 0.343306 |
13 | -0.021671 | -0.1826 | 0.427815 |
14 | 0.064202 | 0.541 | 0.295109 |
15 | 0.026081 | 0.2198 | 0.413343 |
16 | -0.244488 | -2.0601 | 0.021528 |
17 | -0.025564 | -0.2154 | 0.415035 |
18 | 0.021397 | 0.1803 | 0.428717 |
19 | 0.040355 | 0.34 | 0.367418 |
20 | -0.056164 | -0.4732 | 0.318746 |
21 | -0.192 | -1.6178 | 0.055067 |
22 | 1.1e-05 | 1e-04 | 0.499962 |
23 | -0.18767 | -1.5813 | 0.059123 |
24 | 0.007798 | 0.0657 | 0.473896 |
25 | -0.046173 | -0.3891 | 0.349198 |
26 | 0.066156 | 0.5574 | 0.289489 |
27 | -0.038924 | -0.328 | 0.371946 |
28 | -0.030664 | -0.2584 | 0.39843 |
29 | -0.18538 | -1.562 | 0.061363 |
30 | 0.041842 | 0.3526 | 0.362728 |
31 | -0.063166 | -0.5322 | 0.298108 |
32 | 0.053099 | 0.4474 | 0.327966 |
33 | -0.030411 | -0.2563 | 0.399249 |
34 | 0.01176 | 0.0991 | 0.460672 |
35 | -0.033935 | -0.2859 | 0.387877 |
36 | 0.05619 | 0.4735 | 0.318668 |
37 | -0.044892 | -0.3783 | 0.353181 |
38 | 0.008224 | 0.0693 | 0.472476 |
39 | -0.027817 | -0.2344 | 0.407678 |
40 | -0.003019 | -0.0254 | 0.489889 |
41 | -0.040071 | -0.3376 | 0.368313 |
42 | 0.056461 | 0.4758 | 0.317855 |
43 | 0.00592 | 0.0499 | 0.480179 |
44 | -0.015229 | -0.1283 | 0.449129 |
45 | -0.048274 | -0.4068 | 0.342701 |
46 | -0.224332 | -1.8903 | 0.031403 |
47 | 0.053884 | 0.454 | 0.325594 |
48 | -0.108183 | -0.9116 | 0.182542 |