Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.182459 | 2.8964 | 0.002053 |
2 | -0.045344 | -0.7198 | 0.236154 |
3 | 0.017389 | 0.276 | 0.391369 |
4 | 0.269555 | 4.2791 | 1.3e-05 |
5 | 0.571013 | 9.0646 | 0 |
6 | 0.048383 | 0.7681 | 0.221584 |
7 | -0.066891 | -1.0619 | 0.144658 |
8 | 0.025807 | 0.4097 | 0.341196 |
9 | 0.310136 | 4.9233 | 1e-06 |
10 | 0.457639 | 7.2648 | 0 |
11 | -0.016911 | -0.2684 | 0.394287 |
12 | -0.063378 | -1.0061 | 0.157666 |
13 | 0.046402 | 0.7366 | 0.231024 |
14 | 0.30765 | 4.8838 | 1e-06 |
15 | 0.323702 | 5.1386 | 0 |
16 | 0.008595 | 0.1364 | 0.445791 |
17 | 0.001479 | 0.0235 | 0.490647 |
18 | 0.111786 | 1.7745 | 0.03859 |
19 | 0.31646 | 5.0237 | 0 |
20 | 0.245021 | 3.8896 | 6.4e-05 |
21 | -0.01904 | -0.3022 | 0.381356 |
22 | 0.004639 | 0.0736 | 0.470674 |
23 | 0.09435 | 1.4978 | 0.067724 |
24 | 0.310852 | 4.9346 | 1e-06 |
25 | 0.140419 | 2.2291 | 0.013345 |
26 | -0.066677 | -1.0585 | 0.14543 |
27 | -0.014622 | -0.2321 | 0.408316 |
28 | 0.048864 | 0.7757 | 0.219331 |
29 | 0.252361 | 4.0061 | 4.1e-05 |
30 | 0.116896 | 1.8557 | 0.032334 |
31 | -0.068415 | -1.0861 | 0.139247 |
32 | -0.031046 | -0.4928 | 0.311277 |
33 | 0.125575 | 1.9934 | 0.023646 |
34 | 0.187421 | 2.9752 | 0.001606 |
35 | 0.04767 | 0.7567 | 0.224956 |
36 | -0.091879 | -1.4585 | 0.072969 |
37 | -0.000557 | -0.0088 | 0.496475 |
38 | 0.131679 | 2.0903 | 0.018795 |
39 | 0.176228 | 2.7975 | 0.002774 |
40 | 0.043327 | 0.6878 | 0.246107 |
41 | -0.076704 | -1.2176 | 0.112251 |
42 | 0.016595 | 0.2634 | 0.396212 |
43 | 0.079466 | 1.2615 | 0.10415 |
44 | 0.129239 | 2.0516 | 0.020621 |
45 | -0.023549 | -0.3738 | 0.354426 |
46 | -0.070972 | -1.1266 | 0.130482 |
47 | -0.009293 | -0.1475 | 0.441417 |
48 | 0.08594 | 1.3643 | 0.086852 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.182459 | 2.8964 | 0.002053 |
2 | -0.081343 | -1.2913 | 0.098894 |
3 | 0.042879 | 0.6807 | 0.248347 |
4 | 0.26516 | 4.2093 | 1.8e-05 |
5 | 0.529934 | 8.4124 | 0 |
6 | -0.082509 | -1.3098 | 0.095731 |
7 | -0.024009 | -0.3811 | 0.351714 |
8 | -0.056043 | -0.8897 | 0.187248 |
9 | 0.114003 | 1.8097 | 0.035764 |
10 | 0.214994 | 3.4129 | 0.000374 |
11 | -0.02907 | -0.4615 | 0.322429 |
12 | -0.005611 | -0.0891 | 0.464548 |
13 | -0.057738 | -0.9166 | 0.180124 |
14 | 0.028253 | 0.4485 | 0.327088 |
15 | 0.050214 | 0.7971 | 0.213063 |
16 | 0.118233 | 1.8769 | 0.030845 |
17 | 0.078758 | 1.2502 | 0.106184 |
18 | 0.03612 | 0.5734 | 0.283449 |
19 | 0.027662 | 0.4391 | 0.330473 |
20 | 0.007449 | 0.1182 | 0.452984 |
21 | -0.015504 | -0.2461 | 0.402898 |
22 | -3e-04 | -0.0048 | 0.4981 |
23 | -0.047529 | -0.7545 | 0.225625 |
24 | 0.074304 | 1.1795 | 0.119648 |
25 | -0.056563 | -0.8979 | 0.185045 |
26 | -0.073554 | -1.1676 | 0.122028 |
27 | -0.058909 | -0.9352 | 0.175301 |
28 | -0.117142 | -1.8596 | 0.032056 |
29 | 0.019648 | 0.3119 | 0.377687 |
30 | 0.092158 | 1.463 | 0.072363 |
31 | 0.014329 | 0.2275 | 0.410124 |
32 | -0.040767 | -0.6471 | 0.259062 |
33 | 0.054722 | 0.8687 | 0.192921 |
34 | -0.120874 | -1.9188 | 0.028069 |
35 | -0.00959 | -0.1522 | 0.439563 |
36 | -0.034231 | -0.5434 | 0.293669 |
37 | 0.048223 | 0.7655 | 0.222341 |
38 | 0.018859 | 0.2994 | 0.382447 |
39 | 0.028788 | 0.457 | 0.324032 |
40 | 0.006297 | 0.1 | 0.460228 |
41 | -0.009661 | -0.1534 | 0.439116 |
42 | 0.001569 | 0.0249 | 0.490075 |
43 | -0.085679 | -1.3601 | 0.087504 |
44 | 0.062668 | 0.9948 | 0.160386 |
45 | -0.031743 | -0.5039 | 0.307382 |
46 | 0.034398 | 0.5461 | 0.292755 |
47 | -0.073062 | -1.1598 | 0.12361 |
48 | 0.003974 | 0.0631 | 0.474873 |