Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.812974 | 6.2973 | 0 |
2 | 0.475802 | 3.6855 | 0.000246 |
3 | 0.071849 | 0.5565 | 0.289955 |
4 | -0.318636 | -2.4681 | 0.008225 |
5 | -0.589462 | -4.566 | 1.3e-05 |
6 | -0.689815 | -5.3433 | 1e-06 |
7 | -0.583599 | -4.5205 | 1.5e-05 |
8 | -0.334592 | -2.5917 | 0.005987 |
9 | 0.017076 | 0.1323 | 0.447606 |
10 | 0.355899 | 2.7568 | 0.003861 |
11 | 0.587635 | 4.5518 | 1.3e-05 |
12 | 0.659697 | 5.11 | 2e-06 |
13 | 0.535908 | 4.1511 | 5.3e-05 |
14 | 0.283026 | 2.1923 | 0.016124 |
15 | -0.01726 | -0.1337 | 0.447044 |
16 | -0.305615 | -2.3673 | 0.010581 |
17 | -0.489856 | -3.7944 | 0.000173 |
18 | -0.560249 | -4.3397 | 2.8e-05 |
19 | -0.481055 | -3.7262 | 0.000216 |
20 | -0.278658 | -2.1585 | 0.017451 |
21 | -0.017786 | -0.1378 | 0.445441 |
22 | 0.244952 | 1.8974 | 0.031296 |
23 | 0.401244 | 3.108 | 0.001439 |
24 | 0.449313 | 3.4804 | 0.00047 |
25 | 0.365686 | 2.8326 | 0.003139 |
26 | 0.176397 | 1.3664 | 0.088461 |
27 | -0.059347 | -0.4597 | 0.323696 |
28 | -0.2649 | -2.0519 | 0.022275 |
29 | -0.380316 | -2.9459 | 0.002289 |
30 | -0.444468 | -3.4428 | 0.000528 |
31 | -0.386947 | -2.9973 | 0.001979 |
32 | -0.209071 | -1.6195 | 0.055297 |
33 | 0.000349 | 0.0027 | 0.498927 |
34 | 0.197525 | 1.53 | 0.065634 |
35 | 0.315431 | 2.4433 | 0.008756 |
36 | 0.355239 | 2.7517 | 0.003915 |
37 | 0.278257 | 2.1554 | 0.017577 |
38 | 0.135113 | 1.0466 | 0.149746 |
39 | -0.029287 | -0.2269 | 0.410652 |
40 | -0.181987 | -1.4097 | 0.0819 |
41 | -0.277522 | -2.1497 | 0.017811 |
42 | -0.310355 | -2.404 | 0.009661 |
43 | -0.259533 | -2.0103 | 0.024449 |
44 | -0.145759 | -1.129 | 0.131687 |
45 | -0.001226 | -0.0095 | 0.496226 |
46 | 0.126751 | 0.9818 | 0.165067 |
47 | 0.192342 | 1.4899 | 0.070748 |
48 | 0.201027 | 1.5571 | 0.062348 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.812974 | 6.2973 | 0 |
2 | -0.545978 | -4.2291 | 4.1e-05 |
3 | -0.345765 | -2.6783 | 0.004767 |
4 | -0.292397 | -2.2649 | 0.013572 |
5 | -0.090663 | -0.7023 | 0.242613 |
6 | -0.041252 | -0.3195 | 0.375214 |
7 | 0.152036 | 1.1777 | 0.12179 |
8 | 0.028404 | 0.22 | 0.413301 |
9 | 0.227675 | 1.7636 | 0.041448 |
10 | 0.065058 | 0.5039 | 0.308077 |
11 | 0.048677 | 0.3771 | 0.353732 |
12 | -0.005439 | -0.0421 | 0.483267 |
13 | -0.112255 | -0.8695 | 0.194013 |
14 | 0.00478 | 0.037 | 0.485292 |
15 | 0.095402 | 0.739 | 0.231401 |
16 | -0.05533 | -0.4286 | 0.33488 |
17 | 0.060116 | 0.4657 | 0.321573 |
18 | -0.172305 | -1.3347 | 0.093514 |
19 | -0.015637 | -0.1211 | 0.452 |
20 | -0.010157 | -0.0787 | 0.468776 |
21 | -0.013148 | -0.1018 | 0.45961 |
22 | 0.049214 | 0.3812 | 0.352196 |
23 | -0.122063 | -0.9455 | 0.174098 |
24 | 0.019414 | 0.1504 | 0.440483 |
25 | -0.025125 | -0.1946 | 0.423176 |
26 | -0.080768 | -0.6256 | 0.266966 |
27 | -0.060869 | -0.4715 | 0.3195 |
28 | 0.089351 | 0.6921 | 0.245769 |
29 | 0.049346 | 0.3822 | 0.351819 |
30 | -0.244811 | -1.8963 | 0.031369 |
31 | 0.017472 | 0.1353 | 0.446399 |
32 | 0.116306 | 0.9009 | 0.185622 |
33 | -0.038305 | -0.2967 | 0.383858 |
34 | -0.02249 | -0.1742 | 0.431143 |
35 | -0.069189 | -0.5359 | 0.296993 |
36 | 0.091418 | 0.7081 | 0.240806 |
37 | -0.122203 | -0.9466 | 0.173824 |
38 | 0.06143 | 0.4758 | 0.317959 |
39 | 0.005598 | 0.0434 | 0.482777 |
40 | 0.061187 | 0.4739 | 0.318628 |
41 | -0.050363 | -0.3901 | 0.348917 |
42 | -0.007524 | -0.0583 | 0.476858 |
43 | -0.036458 | -0.2824 | 0.389305 |
44 | -0.07227 | -0.5598 | 0.28885 |
45 | 0.02589 | 0.2005 | 0.420866 |
46 | -0.081141 | -0.6285 | 0.266025 |
47 | -0.063823 | -0.4944 | 0.311424 |
48 | 0.007989 | 0.0619 | 0.47543 |