Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.094788 | 0.8263 | 0.205598 |
2 | -0.610621 | -5.3233 | 0 |
3 | 0.072923 | 0.6357 | 0.263432 |
4 | 0.735204 | 6.4094 | 0 |
5 | 0.049315 | 0.4299 | 0.334235 |
6 | -0.557272 | -4.8582 | 3e-06 |
7 | 0.061121 | 0.5328 | 0.29785 |
8 | 0.633691 | 5.5244 | 0 |
9 | -0.029552 | -0.2576 | 0.398696 |
10 | -0.571324 | -4.9807 | 2e-06 |
11 | 0.049639 | 0.4327 | 0.333212 |
12 | 0.646974 | 5.6402 | 0 |
13 | -0.052769 | -0.46 | 0.323403 |
14 | -0.611165 | -5.328 | 0 |
15 | 0.005097 | 0.0444 | 0.482336 |
16 | 0.585829 | 5.1071 | 1e-06 |
17 | -0.066353 | -0.5785 | 0.282334 |
18 | -0.576526 | -5.026 | 2e-06 |
19 | -0.033009 | -0.2878 | 0.387154 |
20 | 0.484053 | 4.2199 | 3.3e-05 |
21 | -0.104401 | -0.9101 | 0.182811 |
22 | -0.577146 | -5.0314 | 2e-06 |
23 | -0.032012 | -0.2791 | 0.390474 |
24 | 0.413132 | 3.6016 | 0.000281 |
25 | -0.117332 | -1.0229 | 0.154805 |
26 | -0.506956 | -4.4195 | 1.6e-05 |
27 | 0.001823 | 0.0159 | 0.493679 |
28 | 0.408643 | 3.5625 | 0.000319 |
29 | -0.139034 | -1.2121 | 0.11462 |
30 | -0.470189 | -4.099 | 5.1e-05 |
31 | 0.003951 | 0.0344 | 0.486307 |
32 | 0.396582 | 3.4573 | 0.000448 |
33 | -0.062742 | -0.547 | 0.293001 |
34 | -0.433986 | -3.7834 | 0.000153 |
35 | 0.003955 | 0.0345 | 0.486292 |
36 | 0.398992 | 3.4783 | 0.000419 |
37 | -0.038689 | -0.3373 | 0.368417 |
38 | -0.319272 | -2.7833 | 0.003392 |
39 | 0.032163 | 0.2804 | 0.389969 |
40 | 0.336957 | 2.9375 | 0.002189 |
41 | -0.02954 | -0.2575 | 0.398735 |
42 | -0.295939 | -2.5799 | 0.005905 |
43 | 0.048861 | 0.426 | 0.335669 |
44 | 0.304157 | 2.6516 | 0.004873 |
45 | -0.046323 | -0.4038 | 0.343734 |
46 | -0.274768 | -2.3954 | 0.009533 |
47 | 0.072003 | 0.6277 | 0.266038 |
48 | 0.285157 | 2.4859 | 0.007559 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.094788 | 0.8263 | 0.205598 |
2 | -0.625223 | -5.4506 | 0 |
3 | 0.374826 | 3.2677 | 0.000815 |
4 | 0.490189 | 4.2734 | 2.8e-05 |
5 | -0.024379 | -0.2125 | 0.41613 |
6 | -0.059474 | -0.5185 | 0.302814 |
7 | 0.059796 | 0.5213 | 0.301841 |
8 | 0.119122 | 1.0385 | 0.151169 |
9 | -0.14841 | -1.2938 | 0.099824 |
10 | -0.117165 | -1.0214 | 0.155148 |
11 | -0.01407 | -0.1227 | 0.45135 |
12 | 0.249518 | 2.1753 | 0.016361 |
13 | -0.114638 | -0.9994 | 0.160388 |
14 | -0.083502 | -0.728 | 0.234438 |
15 | -0.126506 | -1.1029 | 0.136785 |
16 | 0.033488 | 0.2919 | 0.385565 |
17 | -0.081002 | -0.7062 | 0.241124 |
18 | 0.02868 | 0.25 | 0.40162 |
19 | -0.175202 | -1.5274 | 0.065409 |
20 | -0.042175 | -0.3677 | 0.35707 |
21 | -0.100392 | -0.8752 | 0.192112 |
22 | -0.071975 | -0.6275 | 0.266118 |
23 | -0.081813 | -0.7132 | 0.238945 |
24 | -0.179297 | -1.5631 | 0.061095 |
25 | 0.021862 | 0.1906 | 0.424677 |
26 | 0.083301 | 0.7262 | 0.234972 |
27 | 0.058987 | 0.5142 | 0.30429 |
28 | -0.034522 | -0.301 | 0.382134 |
29 | -0.115068 | -1.0031 | 0.159489 |
30 | -0.000424 | -0.0037 | 0.498529 |
31 | -0.075244 | -0.656 | 0.256914 |
32 | 0.034187 | 0.298 | 0.383244 |
33 | 0.085448 | 0.7449 | 0.22931 |
34 | -0.035302 | -0.3078 | 0.379556 |
35 | 0.021297 | 0.1857 | 0.426602 |
36 | 0.067194 | 0.5858 | 0.279877 |
37 | -0.033397 | -0.2911 | 0.385867 |
38 | 0.153922 | 1.3419 | 0.091818 |
39 | -0.120664 | -1.0519 | 0.148083 |
40 | -0.003554 | -0.031 | 0.487681 |
41 | 0.003034 | 0.0264 | 0.489485 |
42 | -0.077096 | -0.6721 | 0.251777 |
43 | -0.051324 | -0.4474 | 0.327919 |
44 | -0.15961 | -1.3914 | 0.084075 |
45 | -0.10272 | -0.8955 | 0.186675 |
46 | -0.029026 | -0.253 | 0.400461 |
47 | 0.136429 | 1.1894 | 0.119 |
48 | -0.128963 | -1.1243 | 0.132219 |