Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.418374 | 3.55 | 0.000342 |
2 | 0.041387 | 0.3512 | 0.363239 |
3 | 0.102389 | 0.8688 | 0.193923 |
4 | -0.014414 | -0.1223 | 0.4515 |
5 | 0.306472 | 2.6005 | 0.005645 |
6 | 0.703155 | 5.9665 | 0 |
7 | 0.310518 | 2.6348 | 0.00515 |
8 | -0.067111 | -0.5695 | 0.285409 |
9 | 0.020221 | 0.1716 | 0.432124 |
10 | -0.033558 | -0.2847 | 0.388327 |
11 | 0.243865 | 2.0693 | 0.021056 |
12 | 0.650771 | 5.522 | 0 |
13 | 0.285774 | 2.4249 | 0.008912 |
14 | -0.026861 | -0.2279 | 0.410176 |
15 | -0.038518 | -0.3268 | 0.372369 |
16 | -0.157419 | -1.3357 | 0.09292 |
17 | 0.112473 | 0.9544 | 0.171547 |
18 | 0.444455 | 3.7713 | 0.000165 |
19 | 0.145569 | 1.2352 | 0.110387 |
20 | -0.114783 | -0.974 | 0.166668 |
21 | -0.0852 | -0.7229 | 0.236028 |
22 | -0.198335 | -1.6829 | 0.04836 |
23 | 0.041546 | 0.3525 | 0.362736 |
24 | 0.415963 | 3.5296 | 0.000365 |
25 | 0.111496 | 0.9461 | 0.173637 |
26 | -0.113231 | -0.9608 | 0.169934 |
27 | -0.118781 | -1.0079 | 0.158442 |
28 | -0.258449 | -2.193 | 0.015769 |
29 | -0.056771 | -0.4817 | 0.315734 |
30 | 0.204323 | 1.7337 | 0.043623 |
31 | 0.019549 | 0.1659 | 0.434357 |
32 | -0.198982 | -1.6884 | 0.047829 |
33 | -0.16975 | -1.4404 | 0.077048 |
34 | -0.259099 | -2.1985 | 0.015563 |
35 | -0.124157 | -1.0535 | 0.147816 |
36 | 0.158146 | 1.3419 | 0.091921 |
37 | 0.005712 | 0.0485 | 0.480739 |
38 | -0.183862 | -1.5601 | 0.061558 |
39 | -0.169634 | -1.4394 | 0.077186 |
40 | -0.243304 | -2.0645 | 0.021287 |
41 | -0.154786 | -1.3134 | 0.096608 |
42 | 0.03496 | 0.2966 | 0.383797 |
43 | -0.070021 | -0.5942 | 0.277137 |
44 | -0.216241 | -1.8349 | 0.035328 |
45 | -0.184832 | -1.5684 | 0.060592 |
46 | -0.229245 | -1.9452 | 0.027827 |
47 | -0.141653 | -1.202 | 0.116658 |
48 | 0.015359 | 0.1303 | 0.448337 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.418374 | 3.55 | 0.000342 |
2 | -0.162007 | -1.3747 | 0.086748 |
3 | 0.186786 | 1.5849 | 0.058682 |
4 | -0.174093 | -1.4772 | 0.071988 |
5 | 0.54026 | 4.5843 | 9e-06 |
6 | 0.466538 | 3.9587 | 8.7e-05 |
7 | -0.167555 | -1.4218 | 0.079708 |
8 | -0.285304 | -2.4209 | 0.009003 |
9 | 0.131971 | 1.1198 | 0.133259 |
10 | 0.005226 | 0.0443 | 0.482377 |
11 | 0.154382 | 1.31 | 0.097184 |
12 | 0.201454 | 1.7094 | 0.045843 |
13 | -0.073006 | -0.6195 | 0.268779 |
14 | 0.06877 | 0.5835 | 0.28068 |
15 | -0.206417 | -1.7515 | 0.042058 |
16 | -0.225472 | -1.9132 | 0.02985 |
17 | -0.027011 | -0.2292 | 0.409684 |
18 | -0.046763 | -0.3968 | 0.346346 |
19 | -0.085988 | -0.7296 | 0.23399 |
20 | 0.040135 | 0.3406 | 0.367215 |
21 | 0.107091 | 0.9087 | 0.18327 |
22 | -0.013227 | -0.1122 | 0.455476 |
23 | -0.056929 | -0.4831 | 0.31526 |
24 | 0.072319 | 0.6136 | 0.270691 |
25 | -0.097507 | -0.8274 | 0.205379 |
26 | -0.001485 | -0.0126 | 0.49499 |
27 | -0.091899 | -0.7798 | 0.219036 |
28 | 0.04892 | 0.4151 | 0.339651 |
29 | -0.035247 | -0.2991 | 0.38287 |
30 | -0.20787 | -1.7638 | 0.041001 |
31 | 0.071241 | 0.6045 | 0.273707 |
32 | -0.071814 | -0.6094 | 0.2721 |
33 | 0.05375 | 0.4561 | 0.32485 |
34 | -0.028366 | -0.2407 | 0.405238 |
35 | -0.077294 | -0.6559 | 0.257002 |
36 | 0.016151 | 0.137 | 0.44569 |
37 | 0.054457 | 0.4621 | 0.322708 |
38 | -0.173335 | -1.4708 | 0.072852 |
39 | 0.115145 | 0.977 | 0.165911 |
40 | 0.095807 | 0.813 | 0.209463 |
41 | -0.045849 | -0.389 | 0.349196 |
42 | -0.113105 | -0.9597 | 0.170203 |
43 | -0.042539 | -0.361 | 0.359595 |
44 | 0.044181 | 0.3749 | 0.354423 |
45 | -0.035945 | -0.305 | 0.380623 |
46 | -0.078942 | -0.6698 | 0.25255 |
47 | 0.130166 | 1.1045 | 0.136529 |
48 | -0.027623 | -0.2344 | 0.407674 |