Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.318885 | 3.4048 | 0.000457 |
2 | -0.037797 | -0.4036 | 0.343645 |
3 | -0.245785 | -2.6243 | 0.004937 |
4 | -0.27483 | -2.9344 | 0.002021 |
5 | -0.02549 | -0.2722 | 0.392997 |
6 | -0.096241 | -1.0276 | 0.153162 |
7 | -0.071871 | -0.7674 | 0.222224 |
8 | -0.1353 | -1.4446 | 0.075655 |
9 | -0.141128 | -1.5068 | 0.06731 |
10 | 0.035069 | 0.3744 | 0.35439 |
11 | 0.302165 | 3.2262 | 0.000819 |
12 | 0.594795 | 6.3507 | 0 |
13 | 0.190553 | 2.0345 | 0.022109 |
14 | -0.030335 | -0.3239 | 0.373307 |
15 | -0.262242 | -2.8 | 0.003002 |
16 | -0.241834 | -2.5821 | 0.005544 |
17 | -0.000169 | -0.0018 | 0.499283 |
18 | -0.097483 | -1.0408 | 0.150079 |
19 | -0.051124 | -0.5459 | 0.293115 |
20 | -0.170227 | -1.8175 | 0.035881 |
21 | -0.166174 | -1.7743 | 0.039345 |
22 | 0.057159 | 0.6103 | 0.271443 |
23 | 0.303081 | 3.236 | 0.000793 |
24 | 0.511956 | 5.4662 | 0 |
25 | 0.185271 | 1.9781 | 0.025162 |
26 | -0.068284 | -0.7291 | 0.233727 |
27 | -0.262383 | -2.8015 | 0.002989 |
28 | -0.188822 | -2.0161 | 0.023072 |
29 | 0.001928 | 0.0206 | 0.491804 |
30 | -0.076593 | -0.8178 | 0.207591 |
31 | 0.004708 | 0.0503 | 0.479997 |
32 | -0.162546 | -1.7355 | 0.042675 |
33 | -0.176313 | -1.8825 | 0.031159 |
34 | 0.056234 | 0.6004 | 0.274713 |
35 | 0.252066 | 2.6913 | 0.004094 |
36 | 0.454643 | 4.8543 | 2e-06 |
37 | 0.168973 | 1.8041 | 0.036925 |
38 | -0.024176 | -0.2581 | 0.398387 |
39 | -0.218654 | -2.3346 | 0.010658 |
40 | -0.229751 | -2.4531 | 0.007839 |
41 | -0.077178 | -0.824 | 0.20582 |
42 | -0.103028 | -1.1 | 0.136817 |
43 | 0.016662 | 0.1779 | 0.429557 |
44 | -0.120451 | -1.2861 | 0.100513 |
45 | -0.072118 | -0.77 | 0.221445 |
46 | 0.089798 | 0.9588 | 0.169848 |
47 | 0.260576 | 2.7822 | 0.00316 |
48 | 0.378623 | 4.0426 | 4.8e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.318885 | 3.4048 | 0.000457 |
2 | -0.155274 | -1.6579 | 0.050046 |
3 | -0.208002 | -2.2209 | 0.014169 |
4 | -0.153644 | -1.6405 | 0.051832 |
5 | 0.096325 | 1.0285 | 0.152954 |
6 | -0.225337 | -2.4059 | 0.008869 |
7 | -0.081441 | -0.8696 | 0.193186 |
8 | -0.168106 | -1.7949 | 0.037662 |
9 | -0.131468 | -1.4037 | 0.081564 |
10 | -0.02348 | -0.2507 | 0.401249 |
11 | 0.256947 | 2.7434 | 0.003532 |
12 | 0.460259 | 4.9142 | 2e-06 |
13 | -0.120973 | -1.2916 | 0.099547 |
14 | 0.134273 | 1.4336 | 0.077205 |
15 | -0.039388 | -0.4205 | 0.337439 |
16 | 0.029329 | 0.3132 | 0.377369 |
17 | 0.046989 | 0.5017 | 0.30842 |
18 | -0.03833 | -0.4093 | 0.341561 |
19 | -0.023845 | -0.2546 | 0.399748 |
20 | -0.165977 | -1.7722 | 0.03952 |
21 | -0.086523 | -0.9238 | 0.178768 |
22 | -0.071157 | -0.7597 | 0.224487 |
23 | 0.09129 | 0.9747 | 0.165883 |
24 | 0.135288 | 1.4445 | 0.075673 |
25 | -0.001384 | -0.0148 | 0.49412 |
26 | 0.003011 | 0.0321 | 0.487206 |
27 | 0.022142 | 0.2364 | 0.406767 |
28 | 0.074801 | 0.7987 | 0.213077 |
29 | 0.025134 | 0.2684 | 0.394453 |
30 | 0.024284 | 0.2593 | 0.397941 |
31 | 0.107724 | 1.1502 | 0.126238 |
32 | -0.068375 | -0.73 | 0.233431 |
33 | -0.111248 | -1.1878 | 0.118689 |
34 | -0.012043 | -0.1286 | 0.448959 |
35 | -0.015219 | -0.1625 | 0.435601 |
36 | 0.029682 | 0.3169 | 0.375941 |
37 | -0.010229 | -0.1092 | 0.456613 |
38 | 0.14101 | 1.5056 | 0.067471 |
39 | -0.054347 | -0.5803 | 0.281441 |
40 | -0.099833 | -1.0659 | 0.144354 |
41 | -0.053829 | -0.5747 | 0.283299 |
42 | -0.031268 | -0.3338 | 0.369553 |
43 | 0.046489 | 0.4964 | 0.310295 |
44 | 0.014012 | 0.1496 | 0.440671 |
45 | 0.115841 | 1.2368 | 0.109344 |
46 | -0.048553 | -0.5184 | 0.30259 |
47 | 0.079336 | 0.8471 | 0.199362 |
48 | -0.046517 | -0.4967 | 0.310192 |