Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.523726 | 4.444 | 1.6e-05 |
2 | 0.066347 | 0.563 | 0.287601 |
3 | -0.17752 | -1.5063 | 0.068181 |
4 | -0.252109 | -2.1392 | 0.017905 |
5 | -0.255392 | -2.1671 | 0.016769 |
6 | -0.427168 | -3.6246 | 0.000268 |
7 | -0.3239 | -2.7484 | 0.003782 |
8 | -0.249816 | -2.1198 | 0.018737 |
9 | -0.173067 | -1.4685 | 0.073159 |
10 | 0.132135 | 1.1212 | 0.132964 |
11 | 0.482115 | 4.0909 | 5.5e-05 |
12 | 0.727131 | 6.1699 | 0 |
13 | 0.420843 | 3.571 | 0.000319 |
14 | 0.002394 | 0.0203 | 0.491924 |
15 | -0.219427 | -1.8619 | 0.033349 |
16 | -0.249769 | -2.1194 | 0.018755 |
17 | -0.232635 | -1.974 | 0.026111 |
18 | -0.362799 | -3.0784 | 0.001472 |
19 | -0.279783 | -2.374 | 0.010132 |
20 | -0.19631 | -1.6657 | 0.050055 |
21 | -0.094209 | -0.7994 | 0.213347 |
22 | 0.10198 | 0.8653 | 0.194866 |
23 | 0.387348 | 3.2868 | 0.000784 |
24 | 0.601195 | 5.1013 | 1e-06 |
25 | 0.306907 | 2.6042 | 0.005589 |
26 | -0.055359 | -0.4697 | 0.319981 |
27 | -0.210749 | -1.7883 | 0.03897 |
28 | -0.195896 | -1.6622 | 0.050407 |
29 | -0.160475 | -1.3617 | 0.088773 |
30 | -0.267747 | -2.2719 | 0.01304 |
31 | -0.226285 | -1.9201 | 0.029404 |
32 | -0.162243 | -1.3767 | 0.086439 |
33 | -0.044217 | -0.3752 | 0.35431 |
34 | 0.11296 | 0.9585 | 0.170509 |
35 | 0.290691 | 2.4666 | 0.008011 |
36 | 0.415486 | 3.5255 | 0.00037 |
37 | 0.193347 | 1.6406 | 0.052621 |
38 | -0.047269 | -0.4011 | 0.344771 |
39 | -0.153803 | -1.3051 | 0.098014 |
40 | -0.113525 | -0.9633 | 0.169313 |
41 | -0.07976 | -0.6768 | 0.250356 |
42 | -0.187895 | -1.5943 | 0.05762 |
43 | -0.153003 | -1.2983 | 0.099168 |
44 | -0.090518 | -0.7681 | 0.222478 |
45 | -0.012289 | -0.1043 | 0.45862 |
46 | 0.0818 | 0.6941 | 0.244928 |
47 | 0.178258 | 1.5126 | 0.067383 |
48 | 0.261565 | 2.2195 | 0.014803 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.523726 | 4.444 | 1.6e-05 |
2 | -0.286534 | -2.4313 | 0.008767 |
3 | -0.108326 | -0.9192 | 0.180537 |
4 | -0.101938 | -0.865 | 0.194964 |
5 | -0.125375 | -1.0638 | 0.145478 |
6 | -0.429552 | -3.6449 | 0.000251 |
7 | 0.039618 | 0.3362 | 0.36886 |
8 | -0.365045 | -3.0975 | 0.001391 |
9 | -0.254132 | -2.1564 | 0.017197 |
10 | 0.150316 | 1.2755 | 0.103121 |
11 | 0.322804 | 2.7391 | 0.00388 |
12 | 0.324726 | 2.7554 | 0.00371 |
13 | -0.075806 | -0.6432 | 0.261058 |
14 | -0.081838 | -0.6944 | 0.244828 |
15 | -0.207501 | -1.7607 | 0.041267 |
16 | 0.028199 | 0.2393 | 0.405787 |
17 | -0.012441 | -0.1056 | 0.458109 |
18 | -0.062006 | -0.5261 | 0.300204 |
19 | 0.170448 | 1.4463 | 0.076216 |
20 | -0.024461 | -0.2076 | 0.418081 |
21 | -0.078532 | -0.6664 | 0.253654 |
22 | -0.240832 | -2.0435 | 0.02233 |
23 | 0.032582 | 0.2765 | 0.39149 |
24 | 0.002284 | 0.0194 | 0.492294 |
25 | -0.101248 | -0.8591 | 0.196565 |
26 | 0.023243 | 0.1972 | 0.422104 |
27 | 0.024287 | 0.2061 | 0.418654 |
28 | 0.004442 | 0.0377 | 0.485019 |
29 | -0.037887 | -0.3215 | 0.374389 |
30 | 0.002416 | 0.0205 | 0.491851 |
31 | -0.105242 | -0.893 | 0.187415 |
32 | -0.052882 | -0.4487 | 0.327492 |
33 | 0.082526 | 0.7003 | 0.243012 |
34 | -0.108889 | -0.924 | 0.179299 |
35 | -0.060823 | -0.5161 | 0.303684 |
36 | -0.091532 | -0.7767 | 0.219947 |
37 | -0.083569 | -0.7091 | 0.240273 |
38 | 0.024095 | 0.2045 | 0.419289 |
39 | 0.065629 | 0.5569 | 0.289668 |
40 | -0.011378 | -0.0965 | 0.461679 |
41 | -0.044581 | -0.3783 | 0.353168 |
42 | 0.015721 | 0.1334 | 0.447125 |
43 | -0.060033 | -0.5094 | 0.306016 |
44 | -0.020969 | -0.1779 | 0.429641 |
45 | 0.000523 | 0.0044 | 0.498235 |
46 | -0.014316 | -0.1215 | 0.451827 |
47 | -0.051779 | -0.4394 | 0.330859 |
48 | -0.059999 | -0.5091 | 0.306116 |