Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.73495 | 6.2363 | 0 |
2 | 0.314714 | 2.6704 | 0.004679 |
3 | 0.011974 | 0.1016 | 0.459677 |
4 | -0.087 | -0.7382 | 0.231391 |
5 | -0.041301 | -0.3504 | 0.363512 |
6 | 0.00153 | 0.013 | 0.494837 |
7 | -0.07938 | -0.6736 | 0.251372 |
8 | -0.180732 | -1.5336 | 0.06476 |
9 | -0.171772 | -1.4575 | 0.074659 |
10 | 0.014941 | 0.1268 | 0.449734 |
11 | 0.320371 | 2.7184 | 0.004106 |
12 | 0.504802 | 4.2834 | 2.8e-05 |
13 | 0.279285 | 2.3698 | 0.01024 |
14 | -0.063083 | -0.5353 | 0.297053 |
15 | -0.293096 | -2.487 | 0.007601 |
16 | -0.357372 | -3.0324 | 0.001686 |
17 | -0.296816 | -2.5186 | 0.007003 |
18 | -0.246683 | -2.0932 | 0.019928 |
19 | -0.297311 | -2.5228 | 0.006927 |
20 | -0.370297 | -3.1421 | 0.001218 |
21 | -0.347444 | -2.9482 | 0.002154 |
22 | -0.178386 | -1.5137 | 0.067245 |
23 | 0.093583 | 0.7941 | 0.214879 |
24 | 0.265486 | 2.2527 | 0.013663 |
25 | 0.124859 | 1.0595 | 0.146466 |
26 | -0.104862 | -0.8898 | 0.188273 |
27 | -0.247194 | -2.0975 | 0.01973 |
28 | -0.25495 | -2.1633 | 0.016918 |
29 | -0.166324 | -1.4113 | 0.081231 |
30 | -0.092845 | -0.7878 | 0.216695 |
31 | -0.106155 | -0.9008 | 0.18536 |
32 | -0.137126 | -1.1636 | 0.124223 |
33 | -0.095371 | -0.8093 | 0.210519 |
34 | 0.057354 | 0.4867 | 0.313986 |
35 | 0.278363 | 2.362 | 0.010442 |
36 | 0.416034 | 3.5302 | 0.000364 |
37 | 0.306377 | 2.5997 | 0.005657 |
38 | 0.118825 | 1.0083 | 0.158351 |
39 | -0.014608 | -0.124 | 0.450849 |
40 | -0.049897 | -0.4234 | 0.336637 |
41 | -0.008022 | -0.0681 | 0.47296 |
42 | 0.026703 | 0.2266 | 0.410697 |
43 | -0.008931 | -0.0758 | 0.4699 |
44 | -0.055126 | -0.4678 | 0.320685 |
45 | -0.041278 | -0.3503 | 0.363584 |
46 | 0.056616 | 0.4804 | 0.316199 |
47 | 0.198441 | 1.6838 | 0.048273 |
48 | 0.279476 | 2.3714 | 0.010198 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.73495 | 6.2363 | 0 |
2 | -0.490242 | -4.1598 | 4.3e-05 |
3 | 0.078969 | 0.6701 | 0.252478 |
4 | 0.065937 | 0.5595 | 0.288781 |
5 | 0.039259 | 0.3331 | 0.370003 |
6 | -0.100841 | -0.8557 | 0.197511 |
7 | -0.217913 | -1.8491 | 0.034278 |
8 | 0.063009 | 0.5347 | 0.297269 |
9 | 0.106068 | 0.9 | 0.185557 |
10 | 0.24542 | 2.0825 | 0.020427 |
11 | 0.289223 | 2.4541 | 0.008271 |
12 | -0.023444 | -0.1989 | 0.421439 |
13 | -0.639124 | -5.4231 | 0 |
14 | 0.213211 | 1.8092 | 0.037301 |
15 | -0.046012 | -0.3904 | 0.348688 |
16 | -0.225794 | -1.9159 | 0.029673 |
17 | -0.08202 | -0.696 | 0.244345 |
18 | -0.0896 | -0.7603 | 0.224785 |
19 | 0.028068 | 0.2382 | 0.406216 |
20 | -0.107394 | -0.9113 | 0.182597 |
21 | -0.007269 | -0.0617 | 0.475493 |
22 | -0.074822 | -0.6349 | 0.263758 |
23 | -0.052116 | -0.4422 | 0.329828 |
24 | -0.006294 | -0.0534 | 0.478777 |
25 | 0.006704 | 0.0569 | 0.477399 |
26 | -0.037902 | -0.3216 | 0.374339 |
27 | -0.100028 | -0.8488 | 0.199412 |
28 | 0.075868 | 0.6438 | 0.260889 |
29 | -0.05794 | -0.4916 | 0.312235 |
30 | 0.01189 | 0.1009 | 0.459958 |
31 | -0.009685 | -0.0822 | 0.467366 |
32 | 0.061324 | 0.5203 | 0.302208 |
33 | -0.007881 | -0.0669 | 0.473435 |
34 | 0.001427 | 0.0121 | 0.495185 |
35 | -0.002027 | -0.0172 | 0.493161 |
36 | 0.05926 | 0.5028 | 0.308306 |
37 | -0.024173 | -0.2051 | 0.419029 |
38 | -0.042219 | -0.3582 | 0.360606 |
39 | -0.023807 | -0.202 | 0.420241 |
40 | -0.068834 | -0.5841 | 0.280497 |
41 | 0.014023 | 0.119 | 0.452806 |
42 | -0.017802 | -0.1511 | 0.440176 |
43 | -0.071297 | -0.605 | 0.273548 |
44 | -0.022982 | -0.195 | 0.422967 |
45 | -0.008019 | -0.068 | 0.472972 |
46 | -0.027836 | -0.2362 | 0.406974 |
47 | -0.0832 | -0.706 | 0.241241 |
48 | 0.000411 | 0.0035 | 0.498614 |