Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.383101 | 4.1967 | 2.6e-05 |
2 | -0.186304 | -2.0409 | 0.021729 |
3 | -0.466187 | -5.1068 | 1e-06 |
4 | -0.371928 | -4.0743 | 4.2e-05 |
5 | 0.025272 | 0.2768 | 0.391189 |
6 | 0.345275 | 3.7823 | 0.000122 |
7 | 0.204257 | 2.2375 | 0.013549 |
8 | -0.110512 | -1.2106 | 0.114214 |
9 | -0.256813 | -2.8133 | 0.002866 |
10 | -0.205669 | -2.253 | 0.013038 |
11 | 0.083859 | 0.9186 | 0.180066 |
12 | 0.487004 | 5.3349 | 0 |
13 | 0.167824 | 1.8384 | 0.034237 |
14 | -0.020707 | -0.2268 | 0.410468 |
15 | -0.136515 | -1.4954 | 0.068712 |
16 | -0.159591 | -1.7482 | 0.041491 |
17 | -0.033409 | -0.366 | 0.357515 |
18 | 0.078699 | 0.8621 | 0.195174 |
19 | -0.025954 | -0.2843 | 0.388331 |
20 | -0.128367 | -1.4062 | 0.081125 |
21 | -0.116489 | -1.2761 | 0.102197 |
22 | -0.087554 | -0.9591 | 0.169716 |
23 | 0.065342 | 0.7158 | 0.237757 |
24 | 0.290244 | 3.1795 | 0.000939 |
25 | 0.007392 | 0.081 | 0.467799 |
26 | -0.063123 | -0.6915 | 0.245299 |
27 | -0.067566 | -0.7401 | 0.230329 |
28 | -0.067572 | -0.7402 | 0.230309 |
29 | 0.000766 | 0.0084 | 0.496661 |
30 | 0.028265 | 0.3096 | 0.37869 |
31 | -0.041514 | -0.4548 | 0.325051 |
32 | -0.126877 | -1.3899 | 0.083571 |
33 | -0.060105 | -0.6584 | 0.255766 |
34 | -0.016316 | -0.1787 | 0.429225 |
35 | 0.075729 | 0.8296 | 0.204216 |
36 | 0.210096 | 2.3015 | 0.011545 |
37 | -0.061621 | -0.675 | 0.250481 |
38 | -0.103201 | -1.1305 | 0.130258 |
39 | -0.0594 | -0.6507 | 0.258245 |
40 | 0.027454 | 0.3007 | 0.382065 |
41 | 0.123254 | 1.3502 | 0.08975 |
42 | 0.113621 | 1.2447 | 0.107841 |
43 | -0.080119 | -0.8777 | 0.190941 |
44 | -0.29318 | -3.2116 | 0.000847 |
45 | -0.225666 | -2.472 | 0.007418 |
46 | -0.050479 | -0.553 | 0.290656 |
47 | 0.236079 | 2.5861 | 0.005451 |
48 | 0.426138 | 4.6681 | 4e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.383101 | 4.1967 | 2.6e-05 |
2 | -0.390362 | -4.2762 | 1.9e-05 |
3 | -0.300608 | -3.293 | 0.000651 |
4 | -0.161206 | -1.7659 | 0.039976 |
5 | 0.086299 | 0.9454 | 0.173187 |
6 | 0.120361 | 1.3185 | 0.094926 |
7 | -0.161887 | -1.7734 | 0.039351 |
8 | -0.137564 | -1.5069 | 0.067227 |
9 | -0.008401 | -0.092 | 0.463413 |
10 | -0.052247 | -0.5723 | 0.284083 |
11 | 0.072097 | 0.7898 | 0.215607 |
12 | 0.375909 | 4.1179 | 3.5e-05 |
13 | -0.339315 | -3.717 | 0.000154 |
14 | 0.343293 | 3.7606 | 0.000132 |
15 | 0.12371 | 1.3552 | 0.088953 |
16 | 0.002506 | 0.0275 | 0.489073 |
17 | -0.008925 | -0.0978 | 0.461141 |
18 | -0.093688 | -1.0263 | 0.153407 |
19 | -0.063284 | -0.6932 | 0.244748 |
20 | -0.065259 | -0.7149 | 0.238039 |
21 | -0.138621 | -1.5185 | 0.065757 |
22 | -0.103275 | -1.1313 | 0.130088 |
23 | -0.020384 | -0.2233 | 0.411844 |
24 | 0.00126 | 0.0138 | 0.494507 |
25 | -0.154045 | -1.6875 | 0.047055 |
26 | -0.009808 | -0.1074 | 0.457308 |
27 | 0.024993 | 0.2738 | 0.392362 |
28 | -0.044689 | -0.4895 | 0.312676 |
29 | -0.031634 | -0.3465 | 0.364773 |
30 | -0.064036 | -0.7015 | 0.242181 |
31 | 0.098872 | 1.0831 | 0.14047 |
32 | -0.124501 | -1.3638 | 0.087585 |
33 | 0.091001 | 0.9969 | 0.160417 |
34 | 0.054281 | 0.5946 | 0.276609 |
35 | -0.021092 | -0.231 | 0.408836 |
36 | 0.08581 | 0.94 | 0.174553 |
37 | -0.100887 | -1.1052 | 0.135649 |
38 | -0.024058 | -0.2635 | 0.396291 |
39 | 0.008571 | 0.0939 | 0.462677 |
40 | 0.058757 | 0.6437 | 0.260514 |
41 | 0.027995 | 0.3067 | 0.379815 |
42 | 0.033665 | 0.3688 | 0.356469 |
43 | -0.164887 | -1.8063 | 0.036693 |
44 | -0.160287 | -1.7559 | 0.040832 |
45 | -0.119994 | -1.3145 | 0.095598 |
46 | -0.067986 | -0.7447 | 0.22894 |
47 | 0.070092 | 0.7678 | 0.222053 |
48 | 0.023324 | 0.2555 | 0.399385 |