Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.393056 | 4.0658 | 4.6e-05 |
2 | 0.035695 | 0.3692 | 0.356344 |
3 | -0.144744 | -1.4972 | 0.068637 |
4 | -0.273835 | -2.8326 | 0.002759 |
5 | -0.354972 | -3.6719 | 0.000189 |
6 | -0.320451 | -3.3148 | 0.000626 |
7 | -0.289273 | -2.9923 | 0.001719 |
8 | -0.123419 | -1.2767 | 0.102244 |
9 | -0.057793 | -0.5978 | 0.275615 |
10 | 0.089407 | 0.9248 | 0.178568 |
11 | 0.330176 | 3.4154 | 0.000451 |
12 | 0.500705 | 5.1793 | 1e-06 |
13 | 0.273006 | 2.824 | 0.002829 |
14 | 0.038082 | 0.3939 | 0.347209 |
15 | -0.085415 | -0.8835 | 0.189462 |
16 | -0.120849 | -1.2501 | 0.107001 |
17 | -0.244374 | -2.5278 | 0.006469 |
18 | -0.209636 | -2.1685 | 0.016168 |
19 | -0.240049 | -2.4831 | 0.007289 |
20 | -0.135535 | -1.402 | 0.081907 |
21 | -0.166415 | -1.7214 | 0.044033 |
22 | 0.018191 | 0.1882 | 0.42555 |
23 | 0.323242 | 3.3436 | 0.00057 |
24 | 0.452161 | 4.6772 | 4e-06 |
25 | 0.215598 | 2.2302 | 0.013912 |
26 | 0.067509 | 0.6983 | 0.243247 |
27 | -0.005775 | -0.0597 | 0.476239 |
28 | -0.05303 | -0.5485 | 0.292229 |
29 | -0.161417 | -1.6697 | 0.04895 |
30 | -0.185118 | -1.9149 | 0.029089 |
31 | -0.326442 | -3.3767 | 0.000512 |
32 | -0.19925 | -2.0611 | 0.020861 |
33 | -0.143297 | -1.4823 | 0.070604 |
34 | -0.029986 | -0.3102 | 0.378513 |
35 | 0.34331 | 3.5512 | 0.000286 |
36 | 0.466712 | 4.8277 | 2e-06 |
37 | 0.22058 | 2.2817 | 0.012243 |
38 | 0.080398 | 0.8316 | 0.203731 |
39 | -0.012967 | -0.1341 | 0.446777 |
40 | -0.136959 | -1.4167 | 0.079736 |
41 | -0.146278 | -1.5131 | 0.066599 |
42 | -0.239771 | -2.4802 | 0.007345 |
43 | -0.176626 | -1.827 | 0.035241 |
44 | -0.08695 | -0.8994 | 0.185225 |
45 | -0.0892 | -0.9227 | 0.179121 |
46 | 0.058316 | 0.6032 | 0.273818 |
47 | 0.236614 | 2.4476 | 0.008005 |
48 | 0.259707 | 2.6864 | 0.004187 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.393056 | 4.0658 | 4.6e-05 |
2 | -0.140506 | -1.4534 | 0.074519 |
3 | -0.127313 | -1.3169 | 0.095337 |
4 | -0.194411 | -2.011 | 0.02342 |
5 | -0.229866 | -2.3778 | 0.009597 |
6 | -0.185744 | -1.9214 | 0.028674 |
7 | -0.26938 | -2.7865 | 0.003153 |
8 | -0.148653 | -1.5377 | 0.063539 |
9 | -0.303305 | -3.1374 | 0.001101 |
10 | -0.196352 | -2.0311 | 0.022363 |
11 | 0.002807 | 0.029 | 0.488447 |
12 | 0.170978 | 1.7686 | 0.039905 |
13 | -0.101668 | -1.0517 | 0.147663 |
14 | -0.102673 | -1.0621 | 0.1453 |
15 | -0.011032 | -0.1141 | 0.454681 |
16 | 0.087038 | 0.9003 | 0.184983 |
17 | -0.047836 | -0.4948 | 0.31087 |
18 | 0.067296 | 0.6961 | 0.243931 |
19 | -0.108741 | -1.1248 | 0.131589 |
20 | -0.020761 | -0.2148 | 0.415183 |
21 | -0.263021 | -2.7207 | 0.003802 |
22 | -0.085668 | -0.8862 | 0.18876 |
23 | 0.069052 | 0.7143 | 0.238305 |
24 | 0.050516 | 0.5225 | 0.301186 |
25 | -0.151266 | -1.5647 | 0.060302 |
26 | -0.070913 | -0.7335 | 0.232419 |
27 | 0.038248 | 0.3956 | 0.346581 |
28 | 0.04897 | 0.5065 | 0.306757 |
29 | 0.029833 | 0.3086 | 0.379114 |
30 | 0.046387 | 0.4798 | 0.316164 |
31 | -0.245522 | -2.5397 | 0.006266 |
32 | 0.003765 | 0.0389 | 0.484505 |
33 | -0.03632 | -0.3757 | 0.353944 |
34 | -0.172219 | -1.7815 | 0.038838 |
35 | 0.128281 | 1.3269 | 0.093675 |
36 | 0.027516 | 0.2846 | 0.38824 |
37 | -0.054332 | -0.562 | 0.287641 |
38 | -0.089736 | -0.9282 | 0.177686 |
39 | 0.021383 | 0.2212 | 0.412683 |
40 | -0.152123 | -1.5736 | 0.059269 |
41 | 0.068065 | 0.7041 | 0.241461 |
42 | -0.170758 | -1.7663 | 0.040096 |
43 | 0.122875 | 1.271 | 0.103237 |
44 | 0.051039 | 0.528 | 0.299312 |
45 | 0.043254 | 0.4474 | 0.327738 |
46 | 0.007729 | 0.0799 | 0.468215 |
47 | -0.010764 | -0.1113 | 0.455775 |
48 | -0.08344 | -0.8631 | 0.195003 |