Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.701909 | 6.8773 | 0 |
2 | 0.392792 | 3.8486 | 0.000107 |
3 | 0.02451 | 0.2401 | 0.405365 |
4 | -0.293312 | -2.8739 | 0.002496 |
5 | -0.450222 | -4.4113 | 1.3e-05 |
6 | -0.556502 | -5.4526 | 0 |
7 | -0.409232 | -4.0096 | 6e-05 |
8 | -0.212241 | -2.0795 | 0.020117 |
9 | 0.086331 | 0.8459 | 0.199866 |
10 | 0.350621 | 3.4354 | 0.000438 |
11 | 0.624573 | 6.1195 | 0 |
12 | 0.761635 | 7.4625 | 0 |
13 | 0.546834 | 5.3579 | 0 |
14 | 0.312781 | 3.0646 | 0.001415 |
15 | -0.020785 | -0.2036 | 0.419531 |
16 | -0.262753 | -2.5744 | 0.005784 |
17 | -0.439293 | -4.3042 | 2e-05 |
18 | -0.535359 | -5.2454 | 0 |
19 | -0.394257 | -3.8629 | 0.000102 |
20 | -0.203033 | -1.9893 | 0.024756 |
21 | 0.070324 | 0.689 | 0.246233 |
22 | 0.292023 | 2.8612 | 0.00259 |
23 | 0.522844 | 5.1228 | 1e-06 |
24 | 0.609971 | 5.9765 | 0 |
25 | 0.454259 | 4.4508 | 1.2e-05 |
26 | 0.230277 | 2.2562 | 0.013162 |
27 | -0.045673 | -0.4475 | 0.327759 |
28 | -0.267776 | -2.6237 | 0.00506 |
29 | -0.421768 | -4.1325 | 3.8e-05 |
30 | -0.491654 | -4.8172 | 3e-06 |
31 | -0.353293 | -3.4615 | 0.000402 |
32 | -0.14008 | -1.3725 | 0.086553 |
33 | 0.06027 | 0.5905 | 0.278115 |
34 | 0.26339 | 2.5807 | 0.005687 |
35 | 0.417901 | 4.0946 | 4.4e-05 |
36 | 0.464006 | 4.5463 | 8e-06 |
37 | 0.356197 | 3.49 | 0.000366 |
38 | 0.136205 | 1.3345 | 0.092593 |
39 | -0.07048 | -0.6906 | 0.245753 |
40 | -0.256187 | -2.5101 | 0.006871 |
41 | -0.38829 | -3.8044 | 0.000125 |
42 | -0.432278 | -4.2354 | 2.6e-05 |
43 | -0.312962 | -3.0664 | 0.001407 |
44 | -0.159897 | -1.5667 | 0.060241 |
45 | 0.010878 | 0.1066 | 0.457671 |
46 | 0.208996 | 2.0477 | 0.021659 |
47 | 0.308274 | 3.0205 | 0.001617 |
48 | 0.38373 | 3.7598 | 0.000146 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.701909 | 6.8773 | 0 |
2 | -0.196884 | -1.9291 | 0.028338 |
3 | -0.34303 | -3.361 | 0.000558 |
4 | -0.249451 | -2.4441 | 0.008173 |
5 | -0.043072 | -0.422 | 0.336977 |
6 | -0.249092 | -2.4406 | 0.008248 |
7 | 0.164051 | 1.6074 | 0.05563 |
8 | 0.005742 | 0.0563 | 0.477626 |
9 | 0.18933 | 1.855 | 0.03333 |
10 | 0.10617 | 1.0403 | 0.150418 |
11 | 0.474262 | 4.6468 | 5e-06 |
12 | 0.265225 | 2.5987 | 0.005417 |
13 | -0.263873 | -2.5854 | 0.005615 |
14 | 0.112445 | 1.1017 | 0.136667 |
15 | 0.1074 | 1.0523 | 0.147652 |
16 | 0.010017 | 0.0981 | 0.461012 |
17 | -0.094041 | -0.9214 | 0.179573 |
18 | -0.075167 | -0.7365 | 0.231617 |
19 | 0.016344 | 0.1601 | 0.436555 |
20 | -0.045406 | -0.4449 | 0.328703 |
21 | -0.024292 | -0.238 | 0.406188 |
22 | -0.072469 | -0.71 | 0.239698 |
23 | 0.011102 | 0.1088 | 0.456803 |
24 | 0.068833 | 0.6744 | 0.25083 |
25 | -0.050031 | -0.4902 | 0.312556 |
26 | -0.098327 | -0.9634 | 0.168883 |
27 | 0.102993 | 1.0091 | 0.157726 |
28 | -0.093361 | -0.9147 | 0.181307 |
29 | 0.089385 | 0.8758 | 0.191664 |
30 | -0.059093 | -0.579 | 0.281977 |
31 | 0.087307 | 0.8554 | 0.197222 |
32 | 0.057991 | 0.5682 | 0.285614 |
33 | -0.141353 | -1.385 | 0.084636 |
34 | 0.065269 | 0.6395 | 0.26201 |
35 | -0.064265 | -0.6297 | 0.265204 |
36 | -0.043252 | -0.4238 | 0.336336 |
37 | 0.069329 | 0.6793 | 0.249295 |
38 | -0.143175 | -1.4028 | 0.081947 |
39 | 0.069427 | 0.6802 | 0.248993 |
40 | -0.038603 | -0.3782 | 0.353047 |
41 | -0.025299 | -0.2479 | 0.402379 |
42 | 0.014638 | 0.1434 | 0.44313 |
43 | -0.090639 | -0.8881 | 0.18836 |
44 | -0.11942 | -1.1701 | 0.122434 |
45 | 0.029116 | 0.2853 | 0.388024 |
46 | 0.060142 | 0.5893 | 0.278533 |
47 | -0.089721 | -0.8791 | 0.190776 |
48 | -0.036342 | -0.3561 | 0.361282 |