Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.481567 | 4.7184 | 4e-06 |
2 | 0.05012 | 0.4911 | 0.312248 |
3 | -0.158617 | -1.5541 | 0.061723 |
4 | -0.253133 | -2.4802 | 0.007436 |
5 | -0.024492 | -0.24 | 0.405433 |
6 | 0.052373 | 0.5131 | 0.304513 |
7 | -0.024635 | -0.2414 | 0.404892 |
8 | -0.251627 | -2.4654 | 0.00773 |
9 | -0.176523 | -1.7296 | 0.043461 |
10 | 0.005742 | 0.0563 | 0.477624 |
11 | 0.390302 | 3.8242 | 0.000117 |
12 | 0.838362 | 8.2142 | 0 |
13 | 0.40734 | 3.9911 | 6.4e-05 |
14 | 0.010173 | 0.0997 | 0.460404 |
15 | -0.180952 | -1.773 | 0.039703 |
16 | -0.257264 | -2.5207 | 0.006681 |
17 | -0.057281 | -0.5612 | 0.287973 |
18 | 0.015514 | 0.152 | 0.439752 |
19 | -0.051372 | -0.5033 | 0.307939 |
20 | -0.248919 | -2.4389 | 0.008285 |
21 | -0.175524 | -1.7198 | 0.044347 |
22 | -0.019334 | -0.1894 | 0.425078 |
23 | 0.300153 | 2.9409 | 0.002051 |
24 | 0.682281 | 6.685 | 0 |
25 | 0.319747 | 3.1329 | 0.001148 |
26 | -0.01602 | -0.157 | 0.437802 |
27 | -0.185905 | -1.8215 | 0.035823 |
28 | -0.24073 | -2.3587 | 0.010184 |
29 | -0.067612 | -0.6625 | 0.254633 |
30 | 0.00761 | 0.0746 | 0.470359 |
31 | -0.038429 | -0.3765 | 0.353678 |
32 | -0.203697 | -1.9958 | 0.024394 |
33 | -0.15134 | -1.4828 | 0.070698 |
34 | -0.026724 | -0.2618 | 0.397004 |
35 | 0.228618 | 2.24 | 0.013699 |
36 | 0.502449 | 4.923 | 2e-06 |
37 | 0.213006 | 2.087 | 0.019768 |
38 | -0.04735 | -0.4639 | 0.321875 |
39 | -0.176382 | -1.7282 | 0.043585 |
40 | -0.219515 | -2.1508 | 0.017001 |
41 | -0.075436 | -0.7391 | 0.230819 |
42 | -0.014046 | -0.1376 | 0.445413 |
43 | -0.055749 | -0.5462 | 0.29309 |
44 | -0.179556 | -1.7593 | 0.040857 |
45 | -0.135778 | -1.3303 | 0.093278 |
46 | -0.043524 | -0.4264 | 0.33537 |
47 | 0.158678 | 1.5547 | 0.061652 |
48 | 0.372464 | 3.6494 | 0.000214 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.481567 | 4.7184 | 4e-06 |
2 | -0.236673 | -2.3189 | 0.01126 |
3 | -0.102737 | -1.0066 | 0.158325 |
4 | -0.145322 | -1.4239 | 0.078864 |
5 | 0.221306 | 2.1683 | 0.016302 |
6 | -0.108075 | -1.0589 | 0.146147 |
7 | -0.096159 | -0.9422 | 0.174237 |
8 | -0.318922 | -3.1248 | 0.001177 |
9 | 0.248292 | 2.4328 | 0.008418 |
10 | -0.020068 | -0.1966 | 0.42227 |
11 | 0.542939 | 5.3197 | 0 |
12 | 0.610271 | 5.9794 | 0 |
13 | -0.377396 | -3.6977 | 0.000181 |
14 | -0.05947 | -0.5827 | 0.280735 |
15 | 0.026042 | 0.2552 | 0.399575 |
16 | 0.017385 | 0.1703 | 0.432553 |
17 | -0.140858 | -1.3801 | 0.085377 |
18 | -0.056402 | -0.5526 | 0.290901 |
19 | 0.015127 | 0.1482 | 0.441241 |
20 | 0.055545 | 0.5442 | 0.293774 |
21 | 0.015895 | 0.1557 | 0.438282 |
22 | -0.046011 | -0.4508 | 0.326571 |
23 | -0.083463 | -0.8178 | 0.207757 |
24 | -0.00988 | -0.0968 | 0.461542 |
25 | -0.038717 | -0.3793 | 0.352636 |
26 | 0.074539 | 0.7303 | 0.233484 |
27 | -0.05142 | -0.5038 | 0.307774 |
28 | 0.042718 | 0.4186 | 0.338239 |
29 | -0.013085 | -0.1282 | 0.449126 |
30 | 0.095761 | 0.9383 | 0.175233 |
31 | 0.022102 | 0.2166 | 0.414507 |
32 | 0.052526 | 0.5146 | 0.303991 |
33 | -0.108933 | -1.0673 | 0.144252 |
34 | 0.035673 | 0.3495 | 0.363731 |
35 | -0.052616 | -0.5155 | 0.303684 |
36 | -0.214238 | -2.0991 | 0.019216 |
37 | 0.010086 | 0.0988 | 0.460744 |
38 | 0.06735 | 0.6599 | 0.25545 |
39 | 0.049081 | 0.4809 | 0.315842 |
40 | -0.095614 | -0.9368 | 0.175601 |
41 | 0.019696 | 0.193 | 0.42369 |
42 | -0.045594 | -0.4467 | 0.32804 |
43 | -0.057398 | -0.5624 | 0.287584 |
44 | -0.032147 | -0.315 | 0.37673 |
45 | -0.013765 | -0.1349 | 0.446497 |
46 | -0.077487 | -0.7592 | 0.224792 |
47 | 0.020666 | 0.2025 | 0.419982 |
48 | 0.139342 | 1.3653 | 0.08768 |