Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.620682 | 4.8078 | 5e-06 |
2 | 0.066288 | 0.5135 | 0.304756 |
3 | -0.255023 | -1.9754 | 0.026414 |
4 | -0.258465 | -2.0021 | 0.024902 |
5 | -0.107484 | -0.8326 | 0.204195 |
6 | -0.041972 | -0.3251 | 0.373114 |
7 | -0.082158 | -0.6364 | 0.263471 |
8 | -0.201403 | -1.5601 | 0.062003 |
9 | -0.229047 | -1.7742 | 0.040553 |
10 | 0.00615 | 0.0476 | 0.48108 |
11 | 0.447616 | 3.4672 | 0.000489 |
12 | 0.725979 | 5.6234 | 0 |
13 | 0.443708 | 3.4369 | 0.000537 |
14 | 0.019741 | 0.1529 | 0.439491 |
15 | -0.236029 | -1.8283 | 0.03624 |
16 | -0.22956 | -1.7782 | 0.040222 |
17 | -0.116188 | -0.9 | 0.185862 |
18 | -0.076394 | -0.5917 | 0.278122 |
19 | -0.101649 | -0.7874 | 0.217081 |
20 | -0.19672 | -1.5238 | 0.066408 |
21 | -0.233982 | -1.8124 | 0.037463 |
22 | -0.041103 | -0.3184 | 0.37565 |
23 | 0.281127 | 2.1776 | 0.016689 |
24 | 0.495965 | 3.8417 | 0.000149 |
25 | 0.315523 | 2.444 | 0.008741 |
26 | -0.006939 | -0.0537 | 0.478657 |
27 | -0.1984 | -1.5368 | 0.0648 |
28 | -0.198296 | -1.536 | 0.064899 |
29 | -0.129616 | -1.004 | 0.159704 |
30 | -0.108168 | -0.8379 | 0.202716 |
31 | -0.125289 | -0.9705 | 0.167851 |
32 | -0.200052 | -1.5496 | 0.063249 |
33 | -0.206866 | -1.6024 | 0.057162 |
34 | -0.057629 | -0.4464 | 0.32846 |
35 | 0.158611 | 1.2286 | 0.11201 |
36 | 0.319821 | 2.4773 | 0.008036 |
37 | 0.215805 | 1.6716 | 0.049904 |
38 | -0.011662 | -0.0903 | 0.464163 |
39 | -0.146061 | -1.1314 | 0.131198 |
40 | -0.161356 | -1.2499 | 0.108102 |
41 | -0.128521 | -0.9955 | 0.161741 |
42 | -0.098343 | -0.7618 | 0.224593 |
43 | -0.100209 | -0.7762 | 0.220335 |
44 | -0.136526 | -1.0575 | 0.147255 |
45 | -0.112229 | -0.8693 | 0.194068 |
46 | -0.029209 | -0.2262 | 0.410889 |
47 | 0.083643 | 0.6479 | 0.259762 |
48 | 0.171053 | 1.325 | 0.095103 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.620682 | 4.8078 | 5e-06 |
2 | -0.518838 | -4.0189 | 8.3e-05 |
3 | 0.010059 | 0.0779 | 0.469077 |
4 | 0.026842 | 0.2079 | 0.417997 |
5 | -0.020727 | -0.1606 | 0.436492 |
6 | -0.155738 | -1.2063 | 0.116211 |
7 | -0.057378 | -0.4444 | 0.329159 |
8 | -0.208004 | -1.6112 | 0.056193 |
9 | 0.000824 | 0.0064 | 0.497463 |
10 | 0.276168 | 2.1392 | 0.01825 |
11 | 0.451784 | 3.4995 | 0.000443 |
12 | 0.260284 | 2.0162 | 0.024134 |
13 | -0.385282 | -2.9844 | 0.002053 |
14 | 0.253686 | 1.965 | 0.027022 |
15 | -0.019786 | -0.1533 | 0.439354 |
16 | -0.018308 | -0.1418 | 0.443851 |
17 | -0.122404 | -0.9481 | 0.173431 |
18 | 0.008219 | 0.0637 | 0.474725 |
19 | -0.014869 | -0.1152 | 0.454347 |
20 | -0.077688 | -0.6018 | 0.274797 |
21 | -0.044965 | -0.3483 | 0.364417 |
22 | 0.038298 | 0.2967 | 0.383876 |
23 | -0.206685 | -1.601 | 0.057318 |
24 | 0.118332 | 0.9166 | 0.181513 |
25 | -0.008204 | -0.0635 | 0.474772 |
26 | -0.091705 | -0.7103 | 0.240121 |
27 | 0.022546 | 0.1746 | 0.430975 |
28 | -0.023982 | -0.1858 | 0.426629 |
29 | -0.041621 | -0.3224 | 0.374136 |
30 | -0.048401 | -0.3749 | 0.354525 |
31 | -0.003035 | -0.0235 | 0.49066 |
32 | -0.04301 | -0.3332 | 0.370089 |
33 | 0.047611 | 0.3688 | 0.356791 |
34 | -0.108704 | -0.842 | 0.201561 |
35 | -0.028068 | -0.2174 | 0.414312 |
36 | -0.031533 | -0.2443 | 0.403933 |
37 | 0.062881 | 0.4871 | 0.313991 |
38 | -0.106397 | -0.8241 | 0.20656 |
39 | 0.020348 | 0.1576 | 0.437644 |
40 | -0.041326 | -0.3201 | 0.374999 |
41 | -0.01955 | -0.1514 | 0.440071 |
42 | 0.065501 | 0.5074 | 0.306877 |
43 | -0.004767 | -0.0369 | 0.485334 |
44 | 0.009957 | 0.0771 | 0.469389 |
45 | 0.07442 | 0.5765 | 0.283231 |
46 | -0.102748 | -0.7959 | 0.214618 |
47 | -0.011355 | -0.088 | 0.465102 |
48 | -0.062256 | -0.4822 | 0.315698 |