Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.700398 | 5.5592 | 0 |
2 | 0.375704 | 2.9821 | 0.002034 |
3 | 0.002438 | 0.0194 | 0.492311 |
4 | -0.362643 | -2.8784 | 0.002726 |
5 | -0.554513 | -4.4013 | 2.1e-05 |
6 | -0.66849 | -5.306 | 1e-06 |
7 | -0.550198 | -4.3671 | 2.4e-05 |
8 | -0.310191 | -2.4621 | 0.008281 |
9 | 0.018147 | 0.144 | 0.442965 |
10 | 0.297934 | 2.3648 | 0.010567 |
11 | 0.569567 | 4.5208 | 1.4e-05 |
12 | 0.710065 | 5.636 | 0 |
13 | 0.522023 | 4.1434 | 5.2e-05 |
14 | 0.283849 | 2.253 | 0.013876 |
15 | -0.014661 | -0.1164 | 0.453866 |
16 | -0.293038 | -2.3259 | 0.011627 |
17 | -0.464091 | -3.6836 | 0.00024 |
18 | -0.56398 | -4.4765 | 1.6e-05 |
19 | -0.457126 | -3.6283 | 0.000286 |
20 | -0.252944 | -2.0077 | 0.024485 |
21 | 0.018548 | 0.1472 | 0.441715 |
22 | 0.214337 | 1.7012 | 0.046914 |
23 | 0.411854 | 3.269 | 0.000875 |
24 | 0.505634 | 4.0133 | 8.1e-05 |
25 | 0.374524 | 2.9727 | 0.002089 |
26 | 0.213289 | 1.6929 | 0.047705 |
27 | -0.011616 | -0.0922 | 0.463417 |
28 | -0.227182 | -1.8032 | 0.038069 |
29 | -0.35423 | -2.8116 | 0.003281 |
30 | -0.423434 | -3.3609 | 0.000662 |
31 | -0.343353 | -2.7253 | 0.004154 |
32 | -0.154528 | -1.2265 | 0.112282 |
33 | 0.028381 | 0.2253 | 0.411252 |
34 | 0.17669 | 1.4024 | 0.082847 |
35 | 0.300232 | 2.383 | 0.0101 |
36 | 0.337636 | 2.6799 | 0.004693 |
37 | 0.276835 | 2.1973 | 0.015842 |
38 | 0.15829 | 1.2564 | 0.106808 |
39 | -0.015755 | -0.1251 | 0.45044 |
40 | -0.154098 | -1.2231 | 0.112921 |
41 | -0.254425 | -2.0194 | 0.02385 |
42 | -0.28784 | -2.2847 | 0.012856 |
43 | -0.232619 | -1.8464 | 0.034769 |
44 | -0.120335 | -0.9551 | 0.171582 |
45 | -0.01359 | -0.1079 | 0.457221 |
46 | 0.091291 | 0.7246 | 0.235689 |
47 | 0.145191 | 1.1524 | 0.126752 |
48 | 0.172077 | 1.3658 | 0.088426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.700398 | 5.5592 | 0 |
2 | -0.225449 | -1.7894 | 0.039175 |
3 | -0.335282 | -2.6612 | 0.004933 |
4 | -0.356802 | -2.832 | 0.003102 |
5 | -0.115632 | -0.9178 | 0.181111 |
6 | -0.295001 | -2.3415 | 0.011191 |
7 | 0.000643 | 0.0051 | 0.497971 |
8 | -0.01709 | -0.1356 | 0.446268 |
9 | 0.130419 | 1.0352 | 0.152273 |
10 | -0.037362 | -0.2966 | 0.383893 |
11 | 0.331848 | 2.634 | 0.005303 |
12 | 0.22445 | 1.7815 | 0.039824 |
13 | -0.255599 | -2.0288 | 0.023358 |
14 | 0.012634 | 0.1003 | 0.460219 |
15 | 0.158678 | 1.2595 | 0.106254 |
16 | -0.016619 | -0.1319 | 0.44774 |
17 | -0.042652 | -0.3385 | 0.368041 |
18 | -0.003586 | -0.0285 | 0.488691 |
19 | 0.067892 | 0.5389 | 0.295935 |
20 | -0.09284 | -0.7369 | 0.231962 |
21 | 0.059629 | 0.4733 | 0.318821 |
22 | -0.142095 | -1.1278 | 0.131831 |
23 | -0.007202 | -0.0572 | 0.477298 |
24 | 0.027967 | 0.222 | 0.412522 |
25 | -0.041819 | -0.3319 | 0.370523 |
26 | -0.042245 | -0.3353 | 0.369254 |
27 | 0.069458 | 0.5513 | 0.291686 |
28 | -0.08949 | -0.7103 | 0.240067 |
29 | 0.032217 | 0.2557 | 0.399502 |
30 | 0.022846 | 0.1813 | 0.428344 |
31 | 0.024584 | 0.1951 | 0.42296 |
32 | 0.020828 | 0.1653 | 0.434612 |
33 | -0.006134 | -0.0487 | 0.480663 |
34 | 0.011513 | 0.0914 | 0.463739 |
35 | -0.062886 | -0.4991 | 0.30971 |
36 | -0.017294 | -0.1373 | 0.445629 |
37 | 0.135242 | 1.0735 | 0.143582 |
38 | -0.051578 | -0.4094 | 0.341822 |
39 | -0.038412 | -0.3049 | 0.380728 |
40 | 0.05867 | 0.4657 | 0.321527 |
41 | -0.004224 | -0.0335 | 0.486679 |
42 | 0.008791 | 0.0698 | 0.472295 |
43 | -0.010031 | -0.0796 | 0.468396 |
44 | -0.063846 | -0.5068 | 0.307045 |
45 | -0.094154 | -0.7473 | 0.228823 |
46 | 0.045873 | 0.3641 | 0.3585 |
47 | -0.140606 | -1.116 | 0.134325 |
48 | -0.058037 | -0.4607 | 0.323317 |