Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.784835 | 6.6595 | 0 |
2 | 0.469637 | 3.985 | 8e-05 |
3 | 0.315302 | 2.6754 | 0.004616 |
4 | 0.31167 | 2.6446 | 0.005017 |
5 | 0.402046 | 3.4115 | 0.000532 |
6 | 0.447629 | 3.7983 | 0.000151 |
7 | 0.339979 | 2.8848 | 0.002582 |
8 | 0.166696 | 1.4145 | 0.080768 |
9 | 0.068458 | 0.5809 | 0.281565 |
10 | 0.111301 | 0.9444 | 0.174056 |
11 | 0.300586 | 2.5506 | 0.006441 |
12 | 0.404892 | 3.4356 | 0.000492 |
13 | 0.19724 | 1.6736 | 0.04927 |
14 | -0.0832 | -0.706 | 0.241241 |
15 | -0.221473 | -1.8793 | 0.032128 |
16 | -0.223545 | -1.8968 | 0.03093 |
17 | -0.143404 | -1.2168 | 0.113822 |
18 | -0.099044 | -0.8404 | 0.20173 |
19 | -0.156558 | -1.3284 | 0.094114 |
20 | -0.268562 | -2.2788 | 0.012823 |
21 | -0.317435 | -2.6935 | 0.004395 |
22 | -0.234348 | -1.9885 | 0.025279 |
23 | -0.027971 | -0.2373 | 0.406533 |
24 | 0.115387 | 0.9791 | 0.165406 |
25 | 0.008921 | 0.0757 | 0.469936 |
26 | -0.17077 | -1.449 | 0.075835 |
27 | -0.243253 | -2.0641 | 0.021308 |
28 | -0.208484 | -1.769 | 0.040561 |
29 | -0.108767 | -0.9229 | 0.179566 |
30 | -0.042532 | -0.3609 | 0.359618 |
31 | -0.053681 | -0.4555 | 0.325059 |
32 | -0.112866 | -0.9577 | 0.17071 |
33 | -0.129319 | -1.0973 | 0.138081 |
34 | -0.058029 | -0.4924 | 0.311971 |
35 | 0.093 | 0.7891 | 0.216314 |
36 | 0.189455 | 1.6076 | 0.056152 |
37 | 0.093777 | 0.7957 | 0.214403 |
38 | -0.05163 | -0.4381 | 0.331315 |
39 | -0.118395 | -1.0046 | 0.159223 |
40 | -0.11577 | -0.9823 | 0.164612 |
41 | -0.068005 | -0.577 | 0.282855 |
42 | -0.03404 | -0.2888 | 0.386768 |
43 | -0.062649 | -0.5316 | 0.298322 |
44 | -0.122023 | -1.0354 | 0.151973 |
45 | -0.153745 | -1.3046 | 0.098097 |
46 | -0.131204 | -1.1133 | 0.134641 |
47 | -0.050374 | -0.4274 | 0.335168 |
48 | 0.009661 | 0.082 | 0.467446 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.784835 | 6.6595 | 0 |
2 | -0.381031 | -3.2332 | 0.000924 |
3 | 0.320819 | 2.7222 | 0.004064 |
4 | 0.074161 | 0.6293 | 0.265579 |
5 | 0.271186 | 2.3011 | 0.012142 |
6 | -0.064574 | -0.5479 | 0.292717 |
7 | -0.155019 | -1.3154 | 0.096278 |
8 | -0.048107 | -0.4082 | 0.34217 |
9 | 0.014414 | 0.1223 | 0.451499 |
10 | 0.144992 | 1.2303 | 0.111296 |
11 | 0.331169 | 2.8101 | 0.003187 |
12 | -0.195952 | -1.6627 | 0.05036 |
13 | -0.535912 | -4.5474 | 1.1e-05 |
14 | 0.062316 | 0.5288 | 0.299296 |
15 | -0.075316 | -0.6391 | 0.262399 |
16 | -0.073167 | -0.6208 | 0.268331 |
17 | -0.113606 | -0.964 | 0.169143 |
18 | -0.052883 | -0.4487 | 0.327489 |
19 | 0.187953 | 1.5948 | 0.057564 |
20 | -0.018584 | -0.1577 | 0.437572 |
21 | 0.085883 | 0.7287 | 0.234262 |
22 | 0.050875 | 0.4317 | 0.333628 |
23 | 0.096089 | 0.8153 | 0.208783 |
24 | 0.153707 | 1.3043 | 0.098151 |
25 | -0.09445 | -0.8014 | 0.212758 |
26 | 0.010966 | 0.093 | 0.463063 |
27 | -0.042064 | -0.3569 | 0.361095 |
28 | -0.053203 | -0.4514 | 0.326514 |
29 | -0.005075 | -0.0431 | 0.482885 |
30 | -0.131351 | -1.1146 | 0.134374 |
31 | 0.039805 | 0.3378 | 0.368265 |
32 | 0.012156 | 0.1031 | 0.459067 |
33 | 0.022122 | 0.1877 | 0.425814 |
34 | -0.103365 | -0.8771 | 0.19168 |
35 | -0.082866 | -0.7031 | 0.242119 |
36 | 0.001736 | 0.0147 | 0.494145 |
37 | 0.010575 | 0.0897 | 0.464374 |
38 | 0.032782 | 0.2782 | 0.390842 |
39 | -0.083304 | -0.7069 | 0.240967 |
40 | -0.048892 | -0.4149 | 0.339737 |
41 | 0.037051 | 0.3144 | 0.377068 |
42 | 0.079262 | 0.6726 | 0.251689 |
43 | -0.11882 | -1.0082 | 0.158363 |
44 | 0.012655 | 0.1074 | 0.457393 |
45 | -0.067446 | -0.5723 | 0.28445 |
46 | -0.014218 | -0.1206 | 0.452155 |
47 | -0.041115 | -0.3489 | 0.364101 |
48 | -0.020169 | -0.1711 | 0.432296 |