Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.631016 | 5.3543 | 0 |
2 | 0.363528 | 3.0846 | 0.001445 |
3 | 0.342704 | 2.9079 | 0.002417 |
4 | 0.329387 | 2.7949 | 0.003325 |
5 | 0.13166 | 1.1172 | 0.133818 |
6 | -0.142909 | -1.2126 | 0.114619 |
7 | 0.104274 | 0.8848 | 0.189605 |
8 | 0.287429 | 2.4389 | 0.008599 |
9 | 0.269272 | 2.2848 | 0.012635 |
10 | 0.243735 | 2.0682 | 0.021109 |
11 | 0.423184 | 3.5908 | 0.000299 |
12 | 0.669245 | 5.6787 | 0 |
13 | 0.374295 | 3.176 | 0.001099 |
14 | 0.125236 | 1.0627 | 0.145744 |
15 | 0.118493 | 1.0054 | 0.159024 |
16 | 0.107594 | 0.913 | 0.182154 |
17 | -0.053875 | -0.4571 | 0.324473 |
18 | -0.269393 | -2.2859 | 0.012603 |
19 | -0.067831 | -0.5756 | 0.283351 |
20 | 0.083416 | 0.7078 | 0.240673 |
21 | 0.055929 | 0.4746 | 0.318264 |
22 | 0.047257 | 0.401 | 0.344809 |
23 | 0.187424 | 1.5903 | 0.058069 |
24 | 0.39038 | 3.3125 | 0.000724 |
25 | 0.167846 | 1.4242 | 0.079351 |
26 | -0.030265 | -0.2568 | 0.399031 |
27 | -0.023996 | -0.2036 | 0.419614 |
28 | -0.036552 | -0.3102 | 0.378671 |
29 | -0.155473 | -1.3192 | 0.095636 |
30 | -0.327202 | -2.7764 | 0.0035 |
31 | -0.171495 | -1.4552 | 0.074982 |
32 | -0.04095 | -0.3475 | 0.364625 |
33 | -0.055532 | -0.4712 | 0.31946 |
34 | -0.062747 | -0.5324 | 0.298034 |
35 | 0.028491 | 0.2418 | 0.40483 |
36 | 0.199523 | 1.693 | 0.047388 |
37 | 0.034515 | 0.2929 | 0.385233 |
38 | -0.119433 | -1.0134 | 0.157125 |
39 | -0.134397 | -1.1404 | 0.128951 |
40 | -0.137749 | -1.1688 | 0.123162 |
41 | -0.209089 | -1.7742 | 0.040131 |
42 | -0.348697 | -2.9588 | 0.002089 |
43 | -0.225753 | -1.9156 | 0.029695 |
44 | -0.135407 | -1.149 | 0.127186 |
45 | -0.146271 | -1.2411 | 0.10929 |
46 | -0.138842 | -1.1781 | 0.121315 |
47 | -0.073626 | -0.6247 | 0.26706 |
48 | 0.024286 | 0.2061 | 0.418657 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.631016 | 5.3543 | 0 |
2 | -0.057581 | -0.4886 | 0.313309 |
3 | 0.227463 | 1.9301 | 0.028768 |
4 | 0.050593 | 0.4293 | 0.334495 |
5 | -0.216195 | -1.8345 | 0.035357 |
6 | -0.308165 | -2.6149 | 0.005433 |
7 | 0.58551 | 4.9682 | 2e-06 |
8 | 0.069295 | 0.588 | 0.279189 |
9 | 0.140422 | 1.1915 | 0.118681 |
10 | 0.060965 | 0.5173 | 0.303265 |
11 | 0.254943 | 2.1633 | 0.016921 |
12 | 0.176303 | 1.496 | 0.069515 |
13 | -0.36058 | -3.0596 | 0.001556 |
14 | -0.145666 | -1.236 | 0.110235 |
15 | -0.023811 | -0.202 | 0.420225 |
16 | -0.12992 | -1.1024 | 0.136978 |
17 | 0.030287 | 0.257 | 0.398959 |
18 | 0.005904 | 0.0501 | 0.480092 |
19 | -0.085406 | -0.7247 | 0.235493 |
20 | -0.140037 | -1.1882 | 0.11932 |
21 | 0.043734 | 0.3711 | 0.355828 |
22 | 0.041235 | 0.3499 | 0.363722 |
23 | 0.019951 | 0.1693 | 0.433023 |
24 | 0.099105 | 0.8409 | 0.201585 |
25 | -0.014498 | -0.123 | 0.451217 |
26 | -0.045181 | -0.3834 | 0.351287 |
27 | -0.012826 | -0.1088 | 0.456819 |
28 | -0.027272 | -0.2314 | 0.408827 |
29 | 0.033562 | 0.2848 | 0.388315 |
30 | -0.023133 | -0.1963 | 0.422469 |
31 | -0.055817 | -0.4736 | 0.318601 |
32 | -0.026369 | -0.2237 | 0.411793 |
33 | 0.023889 | 0.2027 | 0.419968 |
34 | -0.096342 | -0.8175 | 0.208174 |
35 | -0.050897 | -0.4319 | 0.333562 |
36 | 0.048355 | 0.4103 | 0.3414 |
37 | -0.054898 | -0.4658 | 0.321374 |
38 | 0.013729 | 0.1165 | 0.453793 |
39 | -0.076896 | -0.6525 | 0.258084 |
40 | 0.018298 | 0.1553 | 0.438524 |
41 | -0.012016 | -0.102 | 0.459535 |
42 | 0.002711 | 0.023 | 0.490856 |
43 | 0.007082 | 0.0601 | 0.476124 |
44 | -0.087466 | -0.7422 | 0.230199 |
45 | -0.081682 | -0.6931 | 0.245241 |
46 | 0.067476 | 0.5726 | 0.284366 |
47 | 0.004208 | 0.0357 | 0.485807 |
48 | -0.210672 | -1.7876 | 0.039024 |