Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.260354 | 2.3719 | 0.010005 |
2 | -0.3739 | -3.4064 | 0.000508 |
3 | -0.41947 | -3.8216 | 0.000128 |
4 | -0.252988 | -2.3048 | 0.011837 |
5 | 0.119478 | 1.0885 | 0.139763 |
6 | 0.420776 | 3.8334 | 0.000123 |
7 | 0.150097 | 1.3674 | 0.087589 |
8 | -0.193239 | -1.7605 | 0.041004 |
9 | -0.384506 | -3.503 | 0.000372 |
10 | -0.358539 | -3.2664 | 0.000792 |
11 | 0.184839 | 1.684 | 0.047973 |
12 | 0.811029 | 7.3888 | 0 |
13 | 0.226359 | 2.0622 | 0.021157 |
14 | -0.329968 | -3.0062 | 0.00175 |
15 | -0.376332 | -3.4286 | 0.000474 |
16 | -0.23341 | -2.1265 | 0.018217 |
17 | 0.094387 | 0.8599 | 0.196158 |
18 | 0.337966 | 3.079 | 0.001408 |
19 | 0.115878 | 1.0557 | 0.147085 |
20 | -0.180915 | -1.6482 | 0.051544 |
21 | -0.345319 | -3.146 | 0.001149 |
22 | -0.315725 | -2.8764 | 0.002555 |
23 | 0.143578 | 1.3081 | 0.097232 |
24 | 0.6777 | 6.1741 | 0 |
25 | 0.225262 | 2.0522 | 0.021649 |
26 | -0.258437 | -2.3545 | 0.010455 |
27 | -0.315411 | -2.8735 | 0.002577 |
28 | -0.209653 | -1.91 | 0.029791 |
29 | 0.052229 | 0.4758 | 0.317722 |
30 | 0.282501 | 2.5737 | 0.005919 |
31 | 0.122385 | 1.115 | 0.134039 |
32 | -0.123654 | -1.1265 | 0.131591 |
33 | -0.2541 | -2.315 | 0.011542 |
34 | -0.240943 | -2.1951 | 0.015475 |
35 | 0.081867 | 0.7458 | 0.228934 |
36 | 0.530567 | 4.8337 | 3e-06 |
37 | 0.205111 | 1.8687 | 0.0326 |
38 | -0.198162 | -1.8053 | 0.037324 |
39 | -0.231427 | -2.1084 | 0.019006 |
40 | -0.142755 | -1.3006 | 0.098505 |
41 | 0.034672 | 0.3159 | 0.376445 |
42 | 0.214103 | 1.9506 | 0.027242 |
43 | 0.115059 | 1.0482 | 0.148786 |
44 | -0.10093 | -0.9195 | 0.180245 |
45 | -0.186964 | -1.7033 | 0.046124 |
46 | -0.186045 | -1.6949 | 0.046917 |
47 | 0.049799 | 0.4537 | 0.325618 |
48 | 0.397168 | 3.6184 | 0.000254 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.260354 | 2.3719 | 0.010005 |
2 | -0.4738 | -4.3165 | 2.2e-05 |
3 | -0.211143 | -1.9236 | 0.028916 |
4 | -0.327033 | -2.9794 | 0.001893 |
5 | -0.006459 | -0.0588 | 0.47661 |
6 | 0.149447 | 1.3615 | 0.088516 |
7 | -0.110182 | -1.0038 | 0.159195 |
8 | -0.035697 | -0.3252 | 0.37292 |
9 | -0.284209 | -2.5893 | 0.005678 |
10 | -0.363014 | -3.3072 | 0.000697 |
11 | 0.048884 | 0.4454 | 0.328612 |
12 | 0.627187 | 5.7139 | 0 |
13 | -0.272832 | -2.4856 | 0.00747 |
14 | 0.102617 | 0.9349 | 0.176279 |
15 | 0.025477 | 0.2321 | 0.408512 |
16 | 0.070484 | 0.6421 | 0.261275 |
17 | -0.074343 | -0.6773 | 0.25005 |
18 | -0.203535 | -1.8543 | 0.033624 |
19 | -0.074796 | -0.6814 | 0.248751 |
20 | -0.189168 | -1.7234 | 0.04427 |
21 | -0.083715 | -0.7627 | 0.223907 |
22 | -0.149095 | -1.3583 | 0.089021 |
23 | -0.12171 | -1.1088 | 0.135353 |
24 | -0.048694 | -0.4436 | 0.329236 |
25 | -0.020249 | -0.1845 | 0.427045 |
26 | 0.04092 | 0.3728 | 0.355124 |
27 | -0.007837 | -0.0714 | 0.471625 |
28 | -0.010623 | -0.0968 | 0.461569 |
29 | -0.109624 | -0.9987 | 0.160415 |
30 | 0.01276 | 0.1162 | 0.453868 |
31 | -0.059422 | -0.5414 | 0.294855 |
32 | -0.026166 | -0.2384 | 0.406087 |
33 | 0.028216 | 0.2571 | 0.398885 |
34 | 0.013663 | 0.1245 | 0.450621 |
35 | -0.112075 | -1.0211 | 0.155099 |
36 | -0.066926 | -0.6097 | 0.271854 |
37 | -0.066434 | -0.6052 | 0.273333 |
38 | -0.114594 | -1.044 | 0.149759 |
39 | -0.045859 | -0.4178 | 0.338589 |
40 | -0.028827 | -0.2626 | 0.396744 |
41 | -0.038154 | -0.3476 | 0.364509 |
42 | -0.07847 | -0.7149 | 0.23834 |
43 | 0.057051 | 0.5198 | 0.302308 |
44 | -0.076937 | -0.7009 | 0.242653 |
45 | 0.034391 | 0.3133 | 0.377412 |
46 | -0.075799 | -0.6906 | 0.245883 |
47 | 0.052404 | 0.4774 | 0.317159 |
48 | -0.137564 | -1.2533 | 0.106814 |