Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.674596 | 8.0387 | 0 |
2 | 0.275832 | 3.2869 | 0.000638 |
3 | 0.022735 | 0.2709 | 0.393422 |
4 | 0.102027 | 1.2158 | 0.113041 |
5 | 0.384066 | 4.5767 | 5e-06 |
6 | 0.46496 | 5.5406 | 0 |
7 | 0.392595 | 4.6783 | 3e-06 |
8 | 0.098375 | 1.1723 | 0.121524 |
9 | -0.006866 | -0.0818 | 0.467453 |
10 | 0.196707 | 2.344 | 0.010231 |
11 | 0.532431 | 6.3447 | 0 |
12 | 0.79658 | 9.4924 | 0 |
13 | 0.525917 | 6.267 | 0 |
14 | 0.15697 | 1.8705 | 0.031735 |
15 | -0.085484 | -1.0187 | 0.155049 |
16 | -0.019343 | -0.2305 | 0.409016 |
17 | 0.227624 | 2.7125 | 0.003752 |
18 | 0.313804 | 3.7394 | 0.000133 |
19 | 0.265775 | 3.1671 | 0.000943 |
20 | 0.007686 | 0.0916 | 0.463578 |
21 | -0.095582 | -1.139 | 0.128312 |
22 | 0.080601 | 0.9605 | 0.169227 |
23 | 0.385136 | 4.5894 | 5e-06 |
24 | 0.618568 | 7.3711 | 0 |
25 | 0.388446 | 4.6289 | 4e-06 |
26 | 0.059917 | 0.714 | 0.238202 |
27 | -0.160362 | -1.9109 | 0.029014 |
28 | -0.104848 | -1.2494 | 0.106785 |
29 | 0.130049 | 1.5497 | 0.061719 |
30 | 0.201691 | 2.4034 | 0.008767 |
31 | 0.166261 | 1.9812 | 0.024748 |
32 | -0.062623 | -0.7462 | 0.228379 |
33 | -0.160366 | -1.911 | 0.029011 |
34 | -0.001432 | -0.0171 | 0.493204 |
35 | 0.269969 | 3.2171 | 0.000802 |
36 | 0.476626 | 5.6797 | 0 |
37 | 0.264686 | 3.1541 | 0.000983 |
38 | -0.023886 | -0.2846 | 0.388169 |
39 | -0.202823 | -2.4169 | 0.008461 |
40 | -0.169249 | -2.0168 | 0.022799 |
41 | 0.033043 | 0.3938 | 0.347176 |
42 | 0.092925 | 1.1073 | 0.135011 |
43 | 0.072155 | 0.8598 | 0.195666 |
44 | -0.113115 | -1.3479 | 0.089916 |
45 | -0.193447 | -2.3052 | 0.011302 |
46 | -0.05519 | -0.6577 | 0.255908 |
47 | 0.179239 | 2.1359 | 0.017202 |
48 | 0.363625 | 4.3331 | 1.4e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.674596 | 8.0387 | 0 |
2 | -0.328941 | -3.9198 | 6.9e-05 |
3 | -0.005443 | -0.0649 | 0.474187 |
4 | 0.359597 | 4.2851 | 1.7e-05 |
5 | 0.342617 | 4.0827 | 3.7e-05 |
6 | -0.16634 | -1.9822 | 0.024695 |
7 | 0.142206 | 1.6946 | 0.046173 |
8 | -0.239728 | -2.8567 | 0.002462 |
9 | 0.22089 | 2.6322 | 0.004711 |
10 | 0.365052 | 4.3501 | 1.3e-05 |
11 | 0.321374 | 3.8296 | 9.6e-05 |
12 | 0.357154 | 4.256 | 1.9e-05 |
13 | -0.49097 | -5.8506 | 0 |
14 | -0.054023 | -0.6438 | 0.260385 |
15 | -0.022641 | -0.2698 | 0.393852 |
16 | -0.12131 | -1.4456 | 0.075249 |
17 | -0.205039 | -2.4433 | 0.00789 |
18 | -0.009285 | -0.1106 | 0.456026 |
19 | 0.036876 | 0.4394 | 0.330512 |
20 | 0.029606 | 0.3528 | 0.36238 |
21 | -0.00615 | -0.0733 | 0.470841 |
22 | 0.06615 | 0.7883 | 0.215927 |
23 | 0.085341 | 1.017 | 0.155451 |
24 | 0.055211 | 0.6579 | 0.25583 |
25 | -0.086355 | -1.029 | 0.152604 |
26 | 0.048014 | 0.5722 | 0.284062 |
27 | 0.028053 | 0.3343 | 0.369328 |
28 | -0.061465 | -0.7324 | 0.232554 |
29 | 0.040716 | 0.4852 | 0.314146 |
30 | -0.167201 | -1.9924 | 0.024121 |
31 | 0.028426 | 0.3387 | 0.367654 |
32 | -0.016297 | -0.1942 | 0.423149 |
33 | -0.041781 | -0.4979 | 0.309671 |
34 | -0.001768 | -0.0211 | 0.491612 |
35 | 0.013808 | 0.1645 | 0.434771 |
36 | -0.014077 | -0.1677 | 0.433511 |
37 | -0.044747 | -0.5332 | 0.297359 |
38 | 0.066058 | 0.7872 | 0.216245 |
39 | 0.093721 | 1.1168 | 0.13298 |
40 | -0.166081 | -1.9791 | 0.024871 |
41 | -0.032163 | -0.3833 | 0.35105 |
42 | 0.034585 | 0.4121 | 0.340435 |
43 | 0.015629 | 0.1862 | 0.426262 |
44 | 0.021141 | 0.2519 | 0.400732 |
45 | -0.02679 | -0.3192 | 0.375008 |
46 | -0.013502 | -0.1609 | 0.436204 |
47 | 0.049925 | 0.5949 | 0.276419 |
48 | 0.012894 | 0.1537 | 0.439052 |