Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.648954 | 6.7441 | 0 |
2 | 0.454301 | 4.7212 | 4e-06 |
3 | 0.272598 | 2.8329 | 0.002752 |
4 | 0.03716 | 0.3862 | 0.350063 |
5 | -0.141565 | -1.4712 | 0.072074 |
6 | -0.260466 | -2.7068 | 0.003949 |
7 | -0.154923 | -1.61 | 0.055157 |
8 | -0.081268 | -0.8446 | 0.200112 |
9 | 0.197568 | 2.0532 | 0.021235 |
10 | 0.460225 | 4.7828 | 3e-06 |
11 | 0.522798 | 5.4331 | 0 |
12 | 0.605967 | 6.2974 | 0 |
13 | 0.550846 | 5.7246 | 0 |
14 | 0.443068 | 4.6045 | 6e-06 |
15 | 0.157155 | 1.6332 | 0.052669 |
16 | -0.095116 | -0.9885 | 0.162564 |
17 | -0.179676 | -1.8672 | 0.03229 |
18 | -0.296532 | -3.0816 | 0.001306 |
19 | -0.209347 | -2.1756 | 0.015883 |
20 | -0.112792 | -1.1722 | 0.121855 |
21 | 0.081688 | 0.8489 | 0.198901 |
22 | 0.259237 | 2.6941 | 0.004093 |
23 | 0.406993 | 4.2296 | 2.5e-05 |
24 | 0.495525 | 5.1496 | 1e-06 |
25 | 0.348598 | 3.6227 | 0.000223 |
26 | 0.214193 | 2.226 | 0.014047 |
27 | 0.081208 | 0.8439 | 0.200286 |
28 | -0.121582 | -1.2635 | 0.104562 |
29 | -0.272129 | -2.828 | 0.002792 |
30 | -0.355574 | -3.6952 | 0.000173 |
31 | -0.247486 | -2.572 | 0.005736 |
32 | -0.161232 | -1.6756 | 0.048357 |
33 | -0.000654 | -0.0068 | 0.497295 |
34 | 0.185829 | 1.9312 | 0.02804 |
35 | 0.222226 | 2.3094 | 0.011411 |
36 | 0.31084 | 3.2303 | 0.000819 |
37 | 0.261423 | 2.7168 | 0.00384 |
38 | 0.173652 | 1.8046 | 0.036959 |
39 | -0.059952 | -0.623 | 0.267286 |
40 | -0.251393 | -2.6126 | 0.005133 |
41 | -0.260483 | -2.707 | 0.003947 |
42 | -0.31596 | -3.2836 | 0.000691 |
43 | -0.264979 | -2.7537 | 0.003457 |
44 | -0.173155 | -1.7995 | 0.037368 |
45 | -0.052657 | -0.5472 | 0.292676 |
46 | 0.10279 | 1.0682 | 0.143901 |
47 | 0.164267 | 1.7071 | 0.045337 |
48 | 0.212046 | 2.2036 | 0.014836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.648954 | 6.7441 | 0 |
2 | 0.057285 | 0.5953 | 0.276437 |
3 | -0.073679 | -0.7657 | 0.222765 |
4 | -0.225588 | -2.3444 | 0.010444 |
5 | -0.149273 | -1.5513 | 0.061879 |
6 | -0.093142 | -0.968 | 0.167613 |
7 | 0.266597 | 2.7706 | 0.003295 |
8 | 0.084053 | 0.8735 | 0.192162 |
9 | 0.421618 | 4.3816 | 1.4e-05 |
10 | 0.33868 | 3.5197 | 0.000317 |
11 | 0.011717 | 0.1218 | 0.451656 |
12 | 0.073503 | 0.7639 | 0.223305 |
13 | -0.017117 | -0.1779 | 0.429575 |
14 | 0.040847 | 0.4245 | 0.336024 |
15 | -0.149103 | -1.5495 | 0.062091 |
16 | -0.185018 | -1.9228 | 0.028572 |
17 | 0.066583 | 0.692 | 0.245225 |
18 | -0.031377 | -0.3261 | 0.372497 |
19 | 0.060889 | 0.6328 | 0.264107 |
20 | -0.064196 | -0.6671 | 0.253052 |
21 | -0.000409 | -0.0043 | 0.498307 |
22 | -0.072472 | -0.7532 | 0.226498 |
23 | 0.003052 | 0.0317 | 0.487378 |
24 | -0.01997 | -0.2075 | 0.417993 |
25 | -0.080921 | -0.841 | 0.201115 |
26 | -0.093931 | -0.9762 | 0.165584 |
27 | 0.087076 | 0.9049 | 0.183761 |
28 | -0.017116 | -0.1779 | 0.429579 |
29 | -0.008346 | -0.0867 | 0.46552 |
30 | -0.051599 | -0.5362 | 0.29645 |
31 | 0.060798 | 0.6318 | 0.264415 |
32 | -0.031698 | -0.3294 | 0.371241 |
33 | -0.046484 | -0.4831 | 0.31501 |
34 | -0.000402 | -0.0042 | 0.498339 |
35 | -0.090618 | -0.9417 | 0.174215 |
36 | 0.055681 | 0.5787 | 0.282014 |
37 | 0.002444 | 0.0254 | 0.489891 |
38 | 0.089305 | 0.9281 | 0.177716 |
39 | -0.087107 | -0.9052 | 0.183677 |
40 | -0.150143 | -1.5603 | 0.060803 |
41 | 0.065368 | 0.6793 | 0.249193 |
42 | 0.100439 | 1.0438 | 0.149455 |
43 | 0.060093 | 0.6245 | 0.266806 |
44 | 0.003033 | 0.0315 | 0.487456 |
45 | -0.126401 | -1.3136 | 0.095882 |
46 | -0.037237 | -0.387 | 0.349766 |
47 | -0.057545 | -0.598 | 0.275539 |
48 | -0.040534 | -0.4212 | 0.337207 |