Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.087111 | 0.9382 | 0.175042 |
2 | 0.338875 | 3.6498 | 0.000197 |
3 | 0.534101 | 5.7524 | 0 |
4 | 0.304042 | 3.2746 | 0.000698 |
5 | 0.356563 | 3.8403 | 1e-04 |
6 | 0.343093 | 3.6952 | 0.000168 |
7 | 0.330729 | 3.5621 | 0.000267 |
8 | 0.277901 | 2.9931 | 0.001688 |
9 | 0.450776 | 4.855 | 2e-06 |
10 | 0.251871 | 2.7127 | 0.003845 |
11 | 0.006966 | 0.075 | 0.470164 |
12 | 0.779332 | 8.3937 | 0 |
13 | -0.001186 | -0.0128 | 0.494914 |
14 | 0.216042 | 2.3268 | 0.010854 |
15 | 0.387219 | 4.1705 | 2.9e-05 |
16 | 0.190965 | 2.0568 | 0.020976 |
17 | 0.230237 | 2.4797 | 0.007292 |
18 | 0.215777 | 2.324 | 0.010934 |
19 | 0.204856 | 2.2064 | 0.014664 |
20 | 0.166652 | 1.7949 | 0.037637 |
21 | 0.305512 | 3.2905 | 0.000663 |
22 | 0.142571 | 1.5355 | 0.063687 |
23 | -0.080524 | -0.8673 | 0.193793 |
24 | 0.592975 | 6.3865 | 0 |
25 | -0.075372 | -0.8118 | 0.20929 |
26 | 0.101951 | 1.098 | 0.13723 |
27 | 0.258454 | 2.7836 | 0.003139 |
28 | 0.090875 | 0.9788 | 0.16487 |
29 | 0.119566 | 1.2878 | 0.100196 |
30 | 0.103959 | 1.1197 | 0.132584 |
31 | 0.093474 | 1.0067 | 0.158076 |
32 | 0.054879 | 0.5911 | 0.277813 |
33 | 0.188819 | 2.0336 | 0.022134 |
34 | 0.037066 | 0.3992 | 0.345235 |
35 | -0.156171 | -1.682 | 0.047628 |
36 | 0.421138 | 4.5358 | 7e-06 |
37 | -0.152467 | -1.6421 | 0.051637 |
38 | -0.000906 | -0.0098 | 0.496117 |
39 | 0.128259 | 1.3814 | 0.084906 |
40 | -0.018217 | -0.1962 | 0.422396 |
41 | 0.001652 | 0.0178 | 0.492918 |
42 | -1.1e-05 | -1e-04 | 0.499952 |
43 | -0.021385 | -0.2303 | 0.409124 |
44 | -0.055714 | -0.6001 | 0.274818 |
45 | 0.072523 | 0.7811 | 0.218169 |
46 | -0.074079 | -0.7979 | 0.213292 |
47 | -0.240435 | -2.5896 | 0.00542 |
48 | 0.260942 | 2.8104 | 0.002905 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.087111 | 0.9382 | 0.175042 |
2 | 0.333819 | 3.5953 | 0.000239 |
3 | 0.550402 | 5.928 | 0 |
4 | 0.35943 | 3.8712 | 9e-05 |
5 | 0.221405 | 2.3846 | 0.00936 |
6 | 0.014792 | 0.1593 | 0.43685 |
7 | -0.045512 | -0.4902 | 0.312468 |
8 | -0.132758 | -1.4298 | 0.077724 |
9 | 0.212137 | 2.2848 | 0.012072 |
10 | 0.156167 | 1.682 | 0.047633 |
11 | -0.549254 | -5.9157 | 0 |
12 | 0.531285 | 5.7221 | 0 |
13 | -0.07665 | -0.8255 | 0.205379 |
14 | -0.093369 | -1.0056 | 0.158347 |
15 | -0.185529 | -1.9982 | 0.024017 |
16 | 0.044463 | 0.4789 | 0.316463 |
17 | -0.00561 | -0.0604 | 0.47596 |
18 | -0.005863 | -0.0631 | 0.474879 |
19 | -0.019043 | -0.2051 | 0.418926 |
20 | 0.014632 | 0.1576 | 0.437526 |
21 | -0.037505 | -0.4039 | 0.343499 |
22 | 0.006069 | 0.0654 | 0.473998 |
23 | -0.003405 | -0.0367 | 0.485403 |
24 | 0.055781 | 0.6008 | 0.27458 |
25 | 0.016898 | 0.182 | 0.427953 |
26 | -0.041141 | -0.4431 | 0.329257 |
27 | -0.051254 | -0.552 | 0.290997 |
28 | -0.025527 | -0.2749 | 0.391929 |
29 | -0.011509 | -0.124 | 0.450782 |
30 | -0.023884 | -0.2572 | 0.398726 |
31 | -0.03201 | -0.3448 | 0.365451 |
32 | -0.080077 | -0.8625 | 0.195109 |
33 | 0.033786 | 0.3639 | 0.358304 |
34 | 0.000297 | 0.0032 | 0.498725 |
35 | 0.043595 | 0.4695 | 0.319784 |
36 | -0.040689 | -0.4382 | 0.331016 |
37 | -0.029271 | -0.3153 | 0.376566 |
38 | -0.01043 | -0.1123 | 0.455377 |
39 | -0.022298 | -0.2402 | 0.405316 |
40 | -0.06439 | -0.6935 | 0.244691 |
41 | -0.07383 | -0.7952 | 0.214068 |
42 | 0.009966 | 0.1073 | 0.457355 |
43 | -0.003873 | -0.0417 | 0.483401 |
44 | -0.005309 | -0.0572 | 0.477249 |
45 | -0.009151 | -0.0986 | 0.460828 |
46 | -0.014588 | -0.1571 | 0.437713 |
47 | -0.034365 | -0.3701 | 0.355981 |
48 | 0.000678 | 0.0073 | 0.497092 |