Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.717133 | 7.4527 | 0 |
2 | 0.358367 | 3.7243 | 0.000157 |
3 | 0.072532 | 0.7538 | 0.226313 |
4 | 0.028775 | 0.299 | 0.382743 |
5 | 0.162922 | 1.6931 | 0.046656 |
6 | 0.203997 | 2.12 | 0.018148 |
7 | 0.135492 | 1.4081 | 0.080991 |
8 | -0.014234 | -0.1479 | 0.441339 |
9 | 0.011292 | 0.1174 | 0.453399 |
10 | 0.256361 | 2.6642 | 0.00445 |
11 | 0.593879 | 6.1718 | 0 |
12 | 0.762624 | 7.9254 | 0 |
13 | 0.547679 | 5.6917 | 0 |
14 | 0.229092 | 2.3808 | 0.009513 |
15 | -0.01979 | -0.2057 | 0.418721 |
16 | -0.054115 | -0.5624 | 0.287511 |
17 | 0.094122 | 0.9781 | 0.165094 |
18 | 0.101179 | 1.0515 | 0.147692 |
19 | 0.048041 | 0.4993 | 0.309307 |
20 | -0.106451 | -1.1063 | 0.135534 |
21 | -0.077778 | -0.8083 | 0.210351 |
22 | 0.147874 | 1.5368 | 0.063639 |
23 | 0.454837 | 4.7268 | 3e-06 |
24 | 0.586793 | 6.0981 | 0 |
25 | 0.410217 | 4.2631 | 2.2e-05 |
26 | 0.138985 | 1.4444 | 0.075764 |
27 | -0.093136 | -0.9679 | 0.167628 |
28 | -0.102124 | -1.0613 | 0.145461 |
29 | 0.009928 | 0.1032 | 0.459007 |
30 | 0.02334 | 0.2426 | 0.404404 |
31 | -0.044894 | -0.4666 | 0.320878 |
32 | -0.166577 | -1.7311 | 0.043143 |
33 | -0.165021 | -1.7149 | 0.044611 |
34 | 0.052797 | 0.5487 | 0.292178 |
35 | 0.303936 | 3.1586 | 0.001028 |
36 | 0.421796 | 4.3834 | 1.4e-05 |
37 | 0.259364 | 2.6954 | 0.004078 |
38 | 0.027404 | 0.2848 | 0.388177 |
39 | -0.162227 | -1.6859 | 0.04735 |
40 | -0.156697 | -1.6284 | 0.053173 |
41 | -0.066457 | -0.6906 | 0.245638 |
42 | -0.066457 | -0.6906 | 0.245637 |
43 | -0.127176 | -1.3216 | 0.094539 |
44 | -0.256103 | -2.6615 | 0.004483 |
45 | -0.247931 | -2.5766 | 0.005664 |
46 | -0.07469 | -0.7762 | 0.219664 |
47 | 0.138986 | 1.4444 | 0.075762 |
48 | 0.224298 | 2.331 | 0.010806 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.717133 | 7.4527 | 0 |
2 | -0.320992 | -3.3358 | 0.000583 |
3 | -0.084386 | -0.877 | 0.191225 |
4 | 0.251817 | 2.617 | 0.005072 |
5 | 0.20144 | 2.0934 | 0.019326 |
6 | -0.216654 | -2.2515 | 0.013188 |
7 | -0.04635 | -0.4817 | 0.315501 |
8 | -0.001304 | -0.0135 | 0.494608 |
9 | 0.324695 | 3.3743 | 0.000514 |
10 | 0.364552 | 3.7885 | 0.000125 |
11 | 0.380232 | 3.9515 | 6.9e-05 |
12 | 0.160328 | 1.6662 | 0.049288 |
13 | -0.345716 | -3.5928 | 0.000247 |
14 | -0.075842 | -0.7882 | 0.216161 |
15 | -0.030126 | -0.3131 | 0.377412 |
16 | -0.129661 | -1.3475 | 0.090323 |
17 | 0.127596 | 1.326 | 0.093816 |
18 | -0.211572 | -2.1987 | 0.015015 |
19 | 0.137816 | 1.4322 | 0.077483 |
20 | -0.092113 | -0.9573 | 0.170285 |
21 | 0.044674 | 0.4643 | 0.321695 |
22 | -0.053693 | -0.558 | 0.289 |
23 | 0.110756 | 1.151 | 0.126134 |
24 | -0.045493 | -0.4728 | 0.318663 |
25 | 0.026957 | 0.2802 | 0.389949 |
26 | 0.005339 | 0.0555 | 0.477929 |
27 | -0.054316 | -0.5645 | 0.286803 |
28 | -0.054829 | -0.5698 | 0.284998 |
29 | 0.019758 | 0.2053 | 0.418848 |
30 | -0.067379 | -0.7002 | 0.242648 |
31 | 0.005691 | 0.0591 | 0.476473 |
32 | 0.06411 | 0.6663 | 0.253334 |
33 | -0.142173 | -1.4775 | 0.071225 |
34 | 0.0076 | 0.079 | 0.468598 |
35 | -0.000554 | -0.0058 | 0.497708 |
36 | -0.061407 | -0.6382 | 0.262361 |
37 | -0.058542 | -0.6084 | 0.272105 |
38 | 0.045654 | 0.4744 | 0.318069 |
39 | 0.026949 | 0.2801 | 0.389981 |
40 | -0.058452 | -0.6075 | 0.272413 |
41 | 0.020243 | 0.2104 | 0.416887 |
42 | -0.108784 | -1.1305 | 0.130382 |
43 | 0.031415 | 0.3265 | 0.372348 |
44 | -0.047442 | -0.493 | 0.311495 |
45 | -0.059545 | -0.6188 | 0.268671 |
46 | -0.108206 | -1.1245 | 0.131646 |
47 | 0.016627 | 0.1728 | 0.431568 |
48 | -0.087205 | -0.9063 | 0.183409 |