Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.733992 | 6.2281 | 0 |
2 | 0.315636 | 2.6783 | 0.004581 |
3 | 0.015568 | 0.1321 | 0.447638 |
4 | -0.081435 | -0.691 | 0.245895 |
5 | -0.038559 | -0.3272 | 0.37224 |
6 | 0.003028 | 0.0257 | 0.489785 |
7 | -0.079677 | -0.6761 | 0.250577 |
8 | -0.178623 | -1.5157 | 0.066991 |
9 | -0.171082 | -1.4517 | 0.075467 |
10 | 0.013855 | 0.1176 | 0.45337 |
11 | 0.316954 | 2.6894 | 0.004444 |
12 | 0.503187 | 4.2697 | 2.9e-05 |
13 | 0.276698 | 2.3479 | 0.010816 |
14 | -0.063306 | -0.5372 | 0.296403 |
15 | -0.292907 | -2.4854 | 0.007632 |
16 | -0.356065 | -3.0213 | 0.001741 |
17 | -0.297852 | -2.5274 | 0.006844 |
18 | -0.248436 | -2.108 | 0.019254 |
19 | -0.299703 | -2.5431 | 0.006569 |
20 | -0.369089 | -3.1318 | 0.001256 |
21 | -0.346647 | -2.9414 | 0.002196 |
22 | -0.1792 | -1.5206 | 0.066375 |
23 | 0.090878 | 0.7711 | 0.221578 |
24 | 0.265568 | 2.2534 | 0.01364 |
25 | 0.124018 | 1.0523 | 0.148085 |
26 | -0.104093 | -0.8833 | 0.190018 |
27 | -0.246268 | -2.0896 | 0.020091 |
28 | -0.253401 | -2.1502 | 0.01745 |
29 | -0.165745 | -1.4064 | 0.081955 |
30 | -0.092984 | -0.789 | 0.216352 |
31 | -0.106041 | -0.8998 | 0.185618 |
32 | -0.132636 | -1.1255 | 0.132068 |
33 | -0.090795 | -0.7704 | 0.221785 |
34 | 0.058946 | 0.5002 | 0.30924 |
35 | 0.277732 | 2.3566 | 0.010582 |
36 | 0.416522 | 3.5343 | 0.000359 |
37 | 0.306268 | 2.5988 | 0.005671 |
38 | 0.118888 | 1.0088 | 0.158226 |
39 | -0.015474 | -0.1313 | 0.447951 |
40 | -0.04881 | -0.4142 | 0.339991 |
41 | -0.006214 | -0.0527 | 0.479046 |
42 | 0.029184 | 0.2476 | 0.40256 |
43 | -0.008362 | -0.071 | 0.471816 |
44 | -0.052033 | -0.4415 | 0.330082 |
45 | -0.040639 | -0.3448 | 0.365612 |
46 | 0.055756 | 0.4731 | 0.318785 |
47 | 0.1969 | 1.6708 | 0.049556 |
48 | 0.278671 | 2.3646 | 0.010374 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.733992 | 6.2281 | 0 |
2 | -0.483698 | -4.1043 | 5.3e-05 |
3 | 0.076026 | 0.6451 | 0.260456 |
4 | 0.068439 | 0.5807 | 0.28162 |
5 | 0.031462 | 0.267 | 0.39513 |
6 | -0.08768 | -0.744 | 0.229651 |
7 | -0.225753 | -1.9156 | 0.029695 |
8 | 0.072143 | 0.6122 | 0.271183 |
9 | 0.088094 | 0.7475 | 0.228598 |
10 | 0.253206 | 2.1485 | 0.017518 |
11 | 0.2873 | 2.4378 | 0.008623 |
12 | -0.012523 | -0.1063 | 0.457836 |
13 | -0.646447 | -5.4853 | 0 |
14 | 0.223624 | 1.8975 | 0.030885 |
15 | -0.07283 | -0.618 | 0.269269 |
16 | -0.208691 | -1.7708 | 0.040413 |
17 | -0.078499 | -0.6661 | 0.253742 |
18 | -0.092326 | -0.7834 | 0.217977 |
19 | 0.032635 | 0.2769 | 0.391317 |
20 | -0.114703 | -0.9733 | 0.166834 |
21 | 0.004088 | 0.0347 | 0.486211 |
22 | -0.081946 | -0.6953 | 0.244542 |
23 | -0.043531 | -0.3694 | 0.356466 |
24 | -0.008668 | -0.0735 | 0.470787 |
25 | -0.002473 | -0.021 | 0.491658 |
26 | -0.031923 | -0.2709 | 0.39363 |
27 | -0.090152 | -0.765 | 0.223395 |
28 | 0.070336 | 0.5968 | 0.27625 |
29 | -0.061674 | -0.5233 | 0.301178 |
30 | 0.017545 | 0.1489 | 0.441034 |
31 | -0.007945 | -0.0674 | 0.47322 |
32 | 0.067596 | 0.5736 | 0.284022 |
33 | -0.015963 | -0.1355 | 0.446316 |
34 | 0.001522 | 0.0129 | 0.494867 |
35 | 0.003411 | 0.0289 | 0.488496 |
36 | 0.046545 | 0.395 | 0.347023 |
37 | -0.006446 | -0.0547 | 0.478266 |
38 | -0.060732 | -0.5153 | 0.303952 |
39 | -0.016629 | -0.1411 | 0.444093 |
40 | -0.054099 | -0.459 | 0.323791 |
41 | 0.005843 | 0.0496 | 0.480298 |
42 | -0.011254 | -0.0955 | 0.462093 |
43 | -0.092919 | -0.7884 | 0.216512 |
44 | 0.00245 | 0.0208 | 0.491737 |
45 | -0.026773 | -0.2272 | 0.410464 |
46 | -0.002619 | -0.0222 | 0.491164 |
47 | -0.099759 | -0.8465 | 0.200043 |
48 | 0.000399 | 0.0034 | 0.498653 |