Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.437023 | 4.7873 | 2e-06 |
2 | 0.167506 | 1.8349 | 0.034496 |
3 | 0.265657 | 2.9101 | 0.002154 |
4 | 0.157933 | 1.7301 | 0.043095 |
5 | 0.066719 | 0.7309 | 0.23314 |
6 | 0.09807 | 1.0743 | 0.142421 |
7 | 0.066654 | 0.7302 | 0.233357 |
8 | 0.154067 | 1.6877 | 0.047031 |
9 | 0.224531 | 2.4596 | 0.007667 |
10 | 0.118715 | 1.3005 | 0.097968 |
11 | 0.339674 | 3.7209 | 0.000152 |
12 | 0.788049 | 8.6326 | 0 |
13 | 0.326617 | 3.5779 | 0.00025 |
14 | 0.078685 | 0.8619 | 0.195218 |
15 | 0.154567 | 1.6932 | 0.046506 |
16 | 0.068646 | 0.752 | 0.226768 |
17 | -0.006055 | -0.0663 | 0.473613 |
18 | 0.021459 | 0.2351 | 0.407276 |
19 | -0.013941 | -0.1527 | 0.43944 |
20 | 0.058652 | 0.6425 | 0.260887 |
21 | 0.117224 | 1.2841 | 0.100786 |
22 | 0.035707 | 0.3911 | 0.348192 |
23 | 0.232415 | 2.546 | 0.006082 |
24 | 0.628709 | 6.8872 | 0 |
25 | 0.23653 | 2.5911 | 0.005377 |
26 | 0.004659 | 0.051 | 0.479692 |
27 | 0.068946 | 0.7553 | 0.225785 |
28 | -0.003879 | -0.0425 | 0.483088 |
29 | -0.085255 | -0.9339 | 0.176109 |
30 | -0.038218 | -0.4187 | 0.338108 |
31 | -0.049752 | -0.545 | 0.293379 |
32 | 0.01149 | 0.1259 | 0.450024 |
33 | 0.070185 | 0.7688 | 0.221751 |
34 | -0.006169 | -0.0676 | 0.473118 |
35 | 0.172877 | 1.8938 | 0.030332 |
36 | 0.517945 | 5.6738 | 0 |
37 | 0.156146 | 1.7105 | 0.04488 |
38 | -0.04417 | -0.4839 | 0.314683 |
39 | 0.02634 | 0.2885 | 0.386717 |
40 | -0.043895 | -0.4808 | 0.315751 |
41 | -0.117862 | -1.2911 | 0.099573 |
42 | -0.06494 | -0.7114 | 0.239112 |
43 | -0.086706 | -0.9498 | 0.172058 |
44 | -0.038836 | -0.4254 | 0.335645 |
45 | 3.8e-05 | 4e-04 | 0.499832 |
46 | -0.059409 | -0.6508 | 0.258214 |
47 | 0.083676 | 0.9166 | 0.180589 |
48 | 0.371681 | 4.0716 | 4.2e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.437023 | 4.7873 | 2e-06 |
2 | -0.029027 | -0.318 | 0.375527 |
3 | 0.251152 | 2.7512 | 0.003429 |
4 | -0.065295 | -0.7153 | 0.237917 |
5 | 0.018035 | 0.1976 | 0.421859 |
6 | 0.026804 | 0.2936 | 0.384777 |
7 | -0.009629 | -0.1055 | 0.458087 |
8 | 0.169555 | 1.8574 | 0.032855 |
9 | 0.097145 | 1.0642 | 0.144693 |
10 | -0.027308 | -0.2991 | 0.382675 |
11 | 0.35138 | 3.8492 | 9.6e-05 |
12 | 0.688644 | 7.5437 | 0 |
13 | -0.387259 | -4.2422 | 2.2e-05 |
14 | -0.13079 | -1.4327 | 0.077268 |
15 | -0.190576 | -2.0877 | 0.019472 |
16 | 0.019606 | 0.2148 | 0.415154 |
17 | -0.028042 | -0.3072 | 0.379616 |
18 | -0.03943 | -0.4319 | 0.333282 |
19 | -0.092959 | -1.0183 | 0.155289 |
20 | -0.094482 | -1.035 | 0.151375 |
21 | -0.006278 | -0.0688 | 0.472642 |
22 | 0.058346 | 0.6391 | 0.261973 |
23 | 0.053398 | 0.5849 | 0.279842 |
24 | 0.126464 | 1.3853 | 0.084258 |
25 | -0.060743 | -0.6654 | 0.253533 |
26 | -0.016916 | -0.1853 | 0.426652 |
27 | -0.021455 | -0.235 | 0.407294 |
28 | 0.010625 | 0.1164 | 0.453769 |
29 | -0.077318 | -0.847 | 0.199346 |
30 | 0.041284 | 0.4522 | 0.325956 |
31 | 0.045067 | 0.4937 | 0.311215 |
32 | 0.016365 | 0.1793 | 0.429012 |
33 | 0.027036 | 0.2962 | 0.383807 |
34 | -0.050011 | -0.5478 | 0.29241 |
35 | 0.030707 | 0.3364 | 0.368585 |
36 | -0.001684 | -0.0185 | 0.492655 |
37 | -0.077585 | -0.8499 | 0.198535 |
38 | 0.026895 | 0.2946 | 0.384396 |
39 | 0.014061 | 0.154 | 0.438922 |
40 | -0.003735 | -0.0409 | 0.483714 |
41 | -0.004537 | -0.0497 | 0.480223 |
42 | -0.025812 | -0.2828 | 0.388924 |
43 | -0.076837 | -0.8417 | 0.200812 |
44 | -0.03782 | -0.4143 | 0.3397 |
45 | -0.065552 | -0.7181 | 0.237051 |
46 | 0.037737 | 0.4134 | 0.340029 |
47 | -0.110336 | -1.2087 | 0.114582 |
48 | -0.076389 | -0.8368 | 0.202186 |