Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.449277 | 4.1177 | 4.5e-05 |
2 | 0.228054 | 2.0901 | 0.019814 |
3 | 0.078328 | 0.7179 | 0.237409 |
4 | -0.09792 | -0.8975 | 0.186021 |
5 | -0.197343 | -1.8087 | 0.03704 |
6 | -0.380718 | -3.4893 | 0.000387 |
7 | -0.228113 | -2.0907 | 0.019789 |
8 | -0.212261 | -1.9454 | 0.027536 |
9 | -0.121163 | -1.1105 | 0.134982 |
10 | 0.045237 | 0.4146 | 0.339743 |
11 | 0.211842 | 1.9416 | 0.027771 |
12 | 0.61006 | 5.5913 | 0 |
13 | 0.26421 | 2.4215 | 0.008804 |
14 | 0.082936 | 0.7601 | 0.224654 |
15 | -0.098404 | -0.9019 | 0.184847 |
16 | -0.227012 | -2.0806 | 0.020259 |
17 | -0.244746 | -2.2431 | 0.01376 |
18 | -0.430702 | -3.9475 | 8.2e-05 |
19 | -0.306679 | -2.8108 | 0.003074 |
20 | -0.216291 | -1.9823 | 0.025355 |
21 | -0.140901 | -1.2914 | 0.100058 |
22 | -0.036106 | -0.3309 | 0.370766 |
23 | 0.170179 | 1.5597 | 0.061294 |
24 | 0.528218 | 4.8412 | 3e-06 |
25 | 0.272866 | 2.5009 | 0.007166 |
26 | 0.149892 | 1.3738 | 0.086583 |
27 | -0.02517 | -0.2307 | 0.409059 |
28 | -0.149819 | -1.3731 | 0.086685 |
29 | -0.15977 | -1.4643 | 0.07342 |
30 | -0.312178 | -2.8612 | 0.002663 |
31 | -0.203886 | -1.8686 | 0.032579 |
32 | -0.15064 | -1.3806 | 0.085527 |
33 | -0.079748 | -0.7309 | 0.233436 |
34 | -0.003034 | -0.0278 | 0.488943 |
35 | 0.125127 | 1.1468 | 0.127359 |
36 | 0.422593 | 3.8731 | 0.000106 |
37 | 0.250994 | 2.3004 | 0.011952 |
38 | 0.154458 | 1.4156 | 0.08029 |
39 | -0.016347 | -0.1498 | 0.440632 |
40 | -0.09251 | -0.8479 | 0.19946 |
41 | -0.107767 | -0.9877 | 0.163067 |
42 | -0.229769 | -2.1059 | 0.019101 |
43 | -0.134815 | -1.2356 | 0.110025 |
44 | -0.105517 | -0.9671 | 0.168141 |
45 | -0.055767 | -0.5111 | 0.305306 |
46 | 0.009973 | 0.0914 | 0.463693 |
47 | 0.088487 | 0.811 | 0.209829 |
48 | 0.321985 | 2.951 | 0.002052 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.449277 | 4.1177 | 4.5e-05 |
2 | 0.032831 | 0.3009 | 0.382117 |
3 | -0.044548 | -0.4083 | 0.342049 |
4 | -0.155783 | -1.4278 | 0.078532 |
5 | -0.122869 | -1.1261 | 0.131662 |
6 | -0.284228 | -2.605 | 0.005432 |
7 | 0.086819 | 0.7957 | 0.214223 |
8 | -0.105247 | -0.9646 | 0.168756 |
9 | 0.008749 | 0.0802 | 0.468139 |
10 | 0.06978 | 0.6395 | 0.262104 |
11 | 0.17126 | 1.5696 | 0.060131 |
12 | 0.521171 | 4.7766 | 4e-06 |
13 | -0.355128 | -3.2548 | 0.000818 |
14 | -0.219034 | -2.0075 | 0.023957 |
15 | -0.338356 | -3.1011 | 0.001312 |
16 | -0.04359 | -0.3995 | 0.345265 |
17 | 0.119407 | 1.0944 | 0.138457 |
18 | -0.036226 | -0.332 | 0.370352 |
19 | -0.101655 | -0.9317 | 0.177086 |
20 | 0.066479 | 0.6093 | 0.271988 |
21 | 0.005371 | 0.0492 | 0.480429 |
22 | -0.139194 | -1.2757 | 0.102782 |
23 | 0.045516 | 0.4172 | 0.338812 |
24 | 0.044927 | 0.4118 | 0.34078 |
25 | -0.023985 | -0.2198 | 0.413272 |
26 | 0.056377 | 0.5167 | 0.303362 |
27 | -0.098663 | -0.9043 | 0.184221 |
28 | -0.05224 | -0.4788 | 0.316667 |
29 | -0.000115 | -0.0011 | 0.499581 |
30 | 0.013045 | 0.1196 | 0.45256 |
31 | 0.036965 | 0.3388 | 0.367806 |
32 | -0.035744 | -0.3276 | 0.372015 |
33 | -0.018265 | -0.1674 | 0.433726 |
34 | -0.019237 | -0.1763 | 0.430236 |
35 | -0.100366 | -0.9199 | 0.180137 |
36 | -0.056754 | -0.5202 | 0.302161 |
37 | -0.040357 | -0.3699 | 0.356202 |
38 | 0.034737 | 0.3184 | 0.375499 |
39 | 0.068399 | 0.6269 | 0.266217 |
40 | 0.082133 | 0.7528 | 0.22685 |
41 | -0.065719 | -0.6023 | 0.274292 |
42 | 0.053341 | 0.4889 | 0.313102 |
43 | -0.048507 | -0.4446 | 0.328886 |
44 | -0.05531 | -0.5069 | 0.306769 |
45 | -0.00418 | -0.0383 | 0.484764 |
46 | 0.041706 | 0.3822 | 0.351624 |
47 | -0.002484 | -0.0228 | 0.490945 |
48 | 0.023677 | 0.217 | 0.414368 |