Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.786959 | 6.7238 | 0 |
2 | 0.469907 | 4.0149 | 7.1e-05 |
3 | 0.312593 | 2.6708 | 0.004662 |
4 | 0.308451 | 2.6354 | 0.005129 |
5 | 0.395432 | 3.3786 | 0.000586 |
6 | 0.438724 | 3.7485 | 0.000177 |
7 | 0.342232 | 2.924 | 0.0023 |
8 | 0.170709 | 1.4585 | 0.07449 |
9 | 0.068264 | 0.5832 | 0.280763 |
10 | 0.108378 | 0.926 | 0.178753 |
11 | 0.29232 | 2.4976 | 0.007379 |
12 | 0.396165 | 3.3848 | 0.000575 |
13 | 0.190194 | 1.625 | 0.054235 |
14 | -0.09163 | -0.7829 | 0.218112 |
15 | -0.231893 | -1.9813 | 0.025663 |
16 | -0.233854 | -1.998 | 0.024718 |
17 | -0.158538 | -1.3545 | 0.08987 |
18 | -0.112608 | -0.9621 | 0.169582 |
19 | -0.160871 | -1.3745 | 0.086748 |
20 | -0.271912 | -2.3232 | 0.011478 |
21 | -0.323304 | -2.7623 | 0.003628 |
22 | -0.242452 | -2.0715 | 0.020923 |
23 | -0.037793 | -0.3229 | 0.373844 |
24 | 0.107625 | 0.9195 | 0.180419 |
25 | 0.003748 | 0.032 | 0.48727 |
26 | -0.174987 | -1.4951 | 0.069601 |
27 | -0.24601 | -2.1019 | 0.019506 |
28 | -0.210057 | -1.7947 | 0.038419 |
29 | -0.112543 | -0.9616 | 0.16972 |
30 | -0.043665 | -0.3731 | 0.355088 |
31 | -0.045971 | -0.3928 | 0.347814 |
32 | -0.103277 | -0.8824 | 0.19023 |
33 | -0.122805 | -1.0492 | 0.148763 |
34 | -0.054582 | -0.4664 | 0.321176 |
35 | 0.095511 | 0.816 | 0.208565 |
36 | 0.19469 | 1.6634 | 0.050257 |
37 | 0.100476 | 0.8585 | 0.196722 |
38 | -0.045584 | -0.3895 | 0.349033 |
39 | -0.113823 | -0.9725 | 0.167005 |
40 | -0.113058 | -0.966 | 0.168624 |
41 | -0.067622 | -0.5778 | 0.282601 |
42 | -0.032385 | -0.2767 | 0.391396 |
43 | -0.050909 | -0.435 | 0.332435 |
44 | -0.109691 | -0.9372 | 0.175873 |
45 | -0.144743 | -1.2367 | 0.110084 |
46 | -0.126094 | -1.0773 | 0.142437 |
47 | -0.048078 | -0.4108 | 0.341219 |
48 | 0.012019 | 0.1027 | 0.459245 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.786959 | 6.7238 | 0 |
2 | -0.392434 | -3.353 | 0.000635 |
3 | 0.33069 | 2.8254 | 0.003043 |
4 | 0.06901 | 0.5896 | 0.278633 |
5 | 0.259735 | 2.2192 | 0.014791 |
6 | -0.06514 | -0.5566 | 0.289768 |
7 | -0.119835 | -1.0239 | 0.154638 |
8 | -0.092256 | -0.7882 | 0.216555 |
9 | 0.050456 | 0.4311 | 0.333835 |
10 | 0.122486 | 1.0465 | 0.149387 |
11 | 0.335224 | 2.8642 | 0.002728 |
12 | -0.214695 | -1.8344 | 0.035338 |
13 | -0.546116 | -4.666 | 7e-06 |
14 | 0.098912 | 0.8451 | 0.200406 |
15 | -0.090474 | -0.773 | 0.221006 |
16 | -0.058911 | -0.5033 | 0.308122 |
17 | -0.13775 | -1.1769 | 0.121522 |
18 | -0.041057 | -0.3508 | 0.363378 |
19 | 0.160086 | 1.3678 | 0.087789 |
20 | 0.007788 | 0.0665 | 0.473566 |
21 | 0.079515 | 0.6794 | 0.249525 |
22 | 0.048134 | 0.4113 | 0.341045 |
23 | 0.119168 | 1.0182 | 0.155979 |
24 | 0.130353 | 1.1137 | 0.134522 |
25 | -0.071176 | -0.6081 | 0.272496 |
26 | 0.007994 | 0.0683 | 0.472866 |
27 | -0.036925 | -0.3155 | 0.376647 |
28 | -0.051808 | -0.4426 | 0.329666 |
29 | -0.007696 | -0.0658 | 0.473876 |
30 | -0.141561 | -1.2095 | 0.115187 |
31 | 0.04237 | 0.362 | 0.359194 |
32 | 0.004003 | 0.0342 | 0.486404 |
33 | 0.011161 | 0.0954 | 0.462147 |
34 | -0.112457 | -0.9608 | 0.169904 |
35 | -0.066716 | -0.57 | 0.285207 |
36 | 0.005792 | 0.0495 | 0.480332 |
37 | 0.014954 | 0.1278 | 0.449343 |
38 | 0.023684 | 0.2024 | 0.4201 |
39 | -0.093658 | -0.8002 | 0.213092 |
40 | -0.046081 | -0.3937 | 0.34747 |
41 | 0.053267 | 0.4551 | 0.325188 |
42 | 0.067775 | 0.5791 | 0.282163 |
43 | -0.09373 | -0.8008 | 0.212915 |
44 | -0.003042 | -0.026 | 0.489668 |
45 | -0.046838 | -0.4002 | 0.345096 |
46 | -0.016852 | -0.144 | 0.442955 |
47 | -0.053737 | -0.4591 | 0.323754 |
48 | -0.010815 | -0.0924 | 0.463314 |