Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305599 | 3.6672 | 0.000172 |
2 | -0.234266 | -2.8112 | 0.002812 |
3 | -0.348944 | -4.1873 | 2.4e-05 |
4 | -0.267478 | -3.2097 | 0.000819 |
5 | 0.065989 | 0.7919 | 0.214868 |
6 | 0.188954 | 2.2674 | 0.012426 |
7 | 0.046243 | 0.5549 | 0.289905 |
8 | -0.250134 | -3.0016 | 0.001583 |
9 | -0.31583 | -3.79 | 0.00011 |
10 | -0.213672 | -2.5641 | 0.005685 |
11 | 0.305427 | 3.6651 | 0.000173 |
12 | 0.863497 | 10.362 | 0 |
13 | 0.261055 | 3.1327 | 0.001049 |
14 | -0.20045 | -2.4054 | 0.008712 |
15 | -0.330434 | -3.9652 | 5.8e-05 |
16 | -0.259598 | -3.1152 | 0.001109 |
17 | 0.056582 | 0.679 | 0.24912 |
18 | 0.154818 | 1.8578 | 0.032618 |
19 | 0.031651 | 0.3798 | 0.352321 |
20 | -0.243594 | -2.9231 | 0.002013 |
21 | -0.28984 | -3.4781 | 0.000334 |
22 | -0.175878 | -2.1105 | 0.01827 |
23 | 0.285993 | 3.4319 | 0.000391 |
24 | 0.738463 | 8.8616 | 0 |
25 | 0.216501 | 2.598 | 0.005176 |
26 | -0.186679 | -2.2402 | 0.013306 |
27 | -0.306193 | -3.6743 | 0.000168 |
28 | -0.249855 | -2.9983 | 0.0016 |
29 | 0.039088 | 0.4691 | 0.319871 |
30 | 0.12556 | 1.5067 | 0.067037 |
31 | 0.022015 | 0.2642 | 0.39601 |
32 | -0.226692 | -2.7203 | 0.003663 |
33 | -0.255212 | -3.0625 | 0.00131 |
34 | -0.164685 | -1.9762 | 0.02502 |
35 | 0.244646 | 2.9357 | 0.001937 |
36 | 0.655192 | 7.8623 | 0 |
37 | 0.186808 | 2.2417 | 0.013255 |
38 | -0.161913 | -1.943 | 0.026986 |
39 | -0.298072 | -3.5769 | 0.000237 |
40 | -0.235775 | -2.8293 | 0.002666 |
41 | 0.022385 | 0.2686 | 0.394303 |
42 | 0.116285 | 1.3954 | 0.082519 |
43 | 0.022052 | 0.2646 | 0.395841 |
44 | -0.2157 | -2.5884 | 0.005315 |
45 | -0.232981 | -2.7958 | 0.002942 |
46 | -0.142538 | -1.7105 | 0.044668 |
47 | 0.221002 | 2.652 | 0.004449 |
48 | 0.566583 | 6.799 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305599 | 3.6672 | 0.000172 |
2 | -0.361409 | -4.3369 | 1.4e-05 |
3 | -0.178932 | -2.1472 | 0.016727 |
4 | -0.206318 | -2.4758 | 0.007226 |
5 | 0.092299 | 1.1076 | 0.134943 |
6 | -0.044666 | -0.536 | 0.296394 |
7 | -0.088651 | -1.0638 | 0.144598 |
8 | -0.298018 | -3.5762 | 0.000238 |
9 | -0.184704 | -2.2164 | 0.014115 |
10 | -0.32476 | -3.8971 | 7.4e-05 |
11 | 0.268772 | 3.2253 | 0.000779 |
12 | 0.743775 | 8.9253 | 0 |
13 | -0.133928 | -1.6071 | 0.055107 |
14 | 0.195858 | 2.3503 | 0.010058 |
15 | 0.085098 | 1.0212 | 0.154442 |
16 | 0.039345 | 0.4721 | 0.318769 |
17 | -0.066135 | -0.7936 | 0.214362 |
18 | -0.066909 | -0.8029 | 0.211675 |
19 | 0.011326 | 0.1359 | 0.446038 |
20 | -0.131075 | -1.5729 | 0.058968 |
21 | -0.014393 | -0.1727 | 0.43156 |
22 | 0.018394 | 0.2207 | 0.412807 |
23 | -0.102183 | -1.2262 | 0.111063 |
24 | -0.013433 | -0.1612 | 0.436082 |
25 | -0.050631 | -0.6076 | 0.272213 |
26 | -0.069009 | -0.8281 | 0.20449 |
27 | -0.004979 | -0.0597 | 0.476219 |
28 | -0.073904 | -0.8868 | 0.18832 |
29 | -0.03029 | -0.3635 | 0.358388 |
30 | -0.045685 | -0.5482 | 0.292194 |
31 | 0.000441 | 0.0053 | 0.497892 |
32 | 0.000765 | 0.0092 | 0.496342 |
33 | 0.001387 | 0.0166 | 0.493372 |
34 | -0.096709 | -1.1605 | 0.123881 |
35 | -0.060603 | -0.7272 | 0.234129 |
36 | 0.0728 | 0.8736 | 0.191894 |
37 | -0.063289 | -0.7595 | 0.224408 |
38 | 0.021685 | 0.2602 | 0.397533 |
39 | -0.083143 | -0.9977 | 0.160045 |
40 | 0.070596 | 0.8472 | 0.199158 |
41 | -0.09016 | -1.0819 | 0.140549 |
42 | 0.062398 | 0.7488 | 0.227607 |
43 | -0.014882 | -0.1786 | 0.429259 |
44 | -0.063159 | -0.7579 | 0.224871 |
45 | -0.029937 | -0.3592 | 0.35997 |
46 | 0.050686 | 0.6082 | 0.271997 |
47 | -0.04202 | -0.5042 | 0.307432 |
48 | -0.089703 | -1.0764 | 0.141765 |