Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.737516 | 6.7594 | 0 |
2 | 0.312591 | 2.8649 | 0.002634 |
3 | 0.001162 | 0.0106 | 0.495766 |
4 | -0.10685 | -0.9793 | 0.165122 |
5 | -0.069176 | -0.634 | 0.263899 |
6 | -0.028663 | -0.2627 | 0.396712 |
7 | -0.104763 | -0.9602 | 0.169862 |
8 | -0.19911 | -1.8249 | 0.035787 |
9 | -0.181004 | -1.6589 | 0.05043 |
10 | 0.022005 | 0.2017 | 0.420329 |
11 | 0.344151 | 3.1542 | 0.001117 |
12 | 0.543332 | 4.9797 | 2e-06 |
13 | 0.319218 | 2.9257 | 0.00221 |
14 | -0.035945 | -0.3294 | 0.37132 |
15 | -0.285456 | -2.6163 | 0.00527 |
16 | -0.366237 | -3.3566 | 0.000593 |
17 | -0.322804 | -2.9586 | 0.002007 |
18 | -0.283801 | -2.6011 | 0.00549 |
19 | -0.333901 | -3.0603 | 0.001484 |
20 | -0.399643 | -3.6628 | 0.000218 |
21 | -0.36319 | -3.3287 | 0.000648 |
22 | -0.167414 | -1.5344 | 0.064347 |
23 | 0.133538 | 1.2239 | 0.112207 |
24 | 0.329036 | 3.0157 | 0.001696 |
25 | 0.182563 | 1.6732 | 0.049003 |
26 | -0.075267 | -0.6898 | 0.246099 |
27 | -0.249618 | -2.2878 | 0.012332 |
28 | -0.277069 | -2.5394 | 0.006474 |
29 | -0.197754 | -1.8124 | 0.036745 |
30 | -0.125931 | -1.1542 | 0.12585 |
31 | -0.12997 | -1.1912 | 0.118466 |
32 | -0.154232 | -1.4136 | 0.080593 |
33 | -0.104924 | -0.9616 | 0.169495 |
34 | 0.067745 | 0.6209 | 0.268175 |
35 | 0.316743 | 2.903 | 0.00236 |
36 | 0.479808 | 4.3975 | 1.6e-05 |
37 | 0.365561 | 3.3504 | 0.000605 |
38 | 0.15125 | 1.3862 | 0.084673 |
39 | -0.005483 | -0.0503 | 0.480021 |
40 | -0.050579 | -0.4636 | 0.322079 |
41 | -0.013624 | -0.1249 | 0.450465 |
42 | 0.016513 | 0.1513 | 0.440035 |
43 | -0.01951 | -0.1788 | 0.429259 |
44 | -0.065253 | -0.5981 | 0.275708 |
45 | -0.048592 | -0.4454 | 0.328604 |
46 | 0.067926 | 0.6226 | 0.267632 |
47 | 0.238996 | 2.1904 | 0.015632 |
48 | 0.345551 | 3.167 | 0.001074 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.737516 | 6.7594 | 0 |
2 | -0.507244 | -4.649 | 6e-06 |
3 | 0.082017 | 0.7517 | 0.227167 |
4 | 0.054632 | 0.5007 | 0.308942 |
5 | 0.023814 | 0.2183 | 0.413878 |
6 | -0.107117 | -0.9817 | 0.164524 |
7 | -0.22253 | -2.0395 | 0.022271 |
8 | 0.065106 | 0.5967 | 0.276153 |
9 | 0.111524 | 1.0221 | 0.154825 |
10 | 0.272268 | 2.4954 | 0.00727 |
11 | 0.300322 | 2.7525 | 0.003623 |
12 | -0.006397 | -0.0586 | 0.476694 |
13 | -0.680845 | -6.24 | 0 |
14 | 0.25926 | 2.3762 | 0.009884 |
15 | -0.075837 | -0.6951 | 0.244469 |
16 | -0.229697 | -2.1052 | 0.01913 |
17 | -0.131939 | -1.2092 | 0.114982 |
18 | -0.116638 | -1.069 | 0.144066 |
19 | 0.096769 | 0.8869 | 0.188833 |
20 | -0.125239 | -1.1478 | 0.127147 |
21 | 0.00188 | 0.0172 | 0.493147 |
22 | -0.08127 | -0.7448 | 0.229221 |
23 | -0.028532 | -0.2615 | 0.397172 |
24 | -0.01174 | -0.1076 | 0.457285 |
25 | -0.011041 | -0.1012 | 0.459818 |
26 | -0.063592 | -0.5828 | 0.280784 |
27 | -0.125389 | -1.1492 | 0.126865 |
28 | 0.130773 | 1.1986 | 0.117036 |
29 | -0.036109 | -0.3309 | 0.370755 |
30 | 0.032449 | 0.2974 | 0.383448 |
31 | -0.027026 | -0.2477 | 0.402486 |
32 | 0.06696 | 0.6137 | 0.270536 |
33 | 0.001373 | 0.0126 | 0.494997 |
34 | -0.020448 | -0.1874 | 0.425897 |
35 | -0.005351 | -0.049 | 0.4805 |
36 | 0.058713 | 0.5381 | 0.295962 |
37 | 0.007561 | 0.0693 | 0.472459 |
38 | -0.040528 | -0.3714 | 0.355621 |
39 | 0.044057 | 0.4038 | 0.343697 |
40 | -0.101602 | -0.9312 | 0.177209 |
41 | 0.016863 | 0.1546 | 0.438773 |
42 | -0.008643 | -0.0792 | 0.468524 |
43 | -0.1042 | -0.955 | 0.171156 |
44 | 0.045519 | 0.4172 | 0.338804 |
45 | -0.062942 | -0.5769 | 0.282785 |
46 | 0.019956 | 0.1829 | 0.427658 |
47 | -0.093488 | -0.8568 | 0.196987 |
48 | 0.020671 | 0.1895 | 0.425097 |