Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.395925 | 3.3595 | 0.000626 |
2 | 0.185944 | 1.5778 | 0.059499 |
3 | 0.149841 | 1.2714 | 0.103831 |
4 | -0.001606 | -0.0136 | 0.494583 |
5 | -0.091201 | -0.7739 | 0.220772 |
6 | -0.218698 | -1.8557 | 0.033793 |
7 | -0.166054 | -1.409 | 0.081568 |
8 | -0.079958 | -0.6785 | 0.249825 |
9 | 0.004813 | 0.0408 | 0.483767 |
10 | 0.003455 | 0.0293 | 0.488345 |
11 | 0.193353 | 1.6407 | 0.052615 |
12 | 0.687155 | 5.8307 | 0 |
13 | 0.240407 | 2.0399 | 0.022514 |
14 | 0.073074 | 0.6201 | 0.268591 |
15 | 0.065453 | 0.5554 | 0.290176 |
16 | -0.064533 | -0.5476 | 0.292837 |
17 | -0.099397 | -0.8434 | 0.200897 |
18 | -0.197446 | -1.6754 | 0.049098 |
19 | -0.170536 | -1.447 | 0.076112 |
20 | -0.064827 | -0.5501 | 0.291986 |
21 | -0.030775 | -0.2611 | 0.397368 |
22 | -0.007639 | -0.0648 | 0.47425 |
23 | 0.187876 | 1.5942 | 0.057639 |
24 | 0.556615 | 4.723 | 6e-06 |
25 | 0.204597 | 1.7361 | 0.043415 |
26 | 0.059357 | 0.5037 | 0.308018 |
27 | 0.010628 | 0.0902 | 0.464197 |
28 | -0.085795 | -0.728 | 0.234489 |
29 | -0.120918 | -1.026 | 0.154157 |
30 | -0.222744 | -1.89 | 0.031389 |
31 | -0.177796 | -1.5087 | 0.067882 |
32 | -0.082754 | -0.7022 | 0.242412 |
33 | -0.072173 | -0.6124 | 0.271098 |
34 | -0.063081 | -0.5353 | 0.29706 |
35 | 0.068418 | 0.5805 | 0.281679 |
36 | 0.359459 | 3.0501 | 0.0016 |
37 | 0.101261 | 0.8592 | 0.196533 |
38 | 0.004712 | 0.04 | 0.484108 |
39 | -0.041644 | -0.3534 | 0.362426 |
40 | -0.107168 | -0.9094 | 0.183099 |
41 | -0.120339 | -1.0211 | 0.15531 |
42 | -0.211537 | -1.795 | 0.038429 |
43 | -0.163795 | -1.3898 | 0.084429 |
44 | -0.111188 | -0.9435 | 0.1743 |
45 | -0.097553 | -0.8278 | 0.205268 |
46 | -0.055731 | -0.4729 | 0.318861 |
47 | 0.021975 | 0.1865 | 0.426302 |
48 | 0.242864 | 2.0608 | 0.021469 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.395925 | 3.3595 | 0.000626 |
2 | 0.034613 | 0.2937 | 0.384915 |
3 | 0.077253 | 0.6555 | 0.257113 |
4 | -0.107512 | -0.9123 | 0.182336 |
5 | -0.085565 | -0.726 | 0.235083 |
6 | -0.187717 | -1.5928 | 0.057789 |
7 | 0.001694 | 0.0144 | 0.494285 |
8 | 0.037797 | 0.3207 | 0.374677 |
9 | 0.095314 | 0.8088 | 0.210658 |
10 | -0.030082 | -0.2553 | 0.399627 |
11 | 0.207648 | 1.762 | 0.041161 |
12 | 0.65715 | 5.5761 | 0 |
13 | -0.422048 | -3.5812 | 0.000309 |
14 | -0.196207 | -1.6649 | 0.050142 |
15 | -0.058184 | -0.4937 | 0.311509 |
16 | -0.00423 | -0.0359 | 0.485734 |
17 | 0.04504 | 0.3822 | 0.351729 |
18 | 0.121902 | 1.0344 | 0.152212 |
19 | 0.020308 | 0.1723 | 0.431835 |
20 | 0.00796 | 0.0675 | 0.473167 |
21 | -0.054471 | -0.4622 | 0.322666 |
22 | 0.121511 | 1.0311 | 0.152984 |
23 | 0.106922 | 0.9073 | 0.183648 |
24 | -0.04993 | -0.4237 | 0.336535 |
25 | -0.076194 | -0.6465 | 0.259998 |
26 | -0.015569 | -0.1321 | 0.447635 |
27 | -0.135657 | -1.1511 | 0.126752 |
28 | 0.078618 | 0.6671 | 0.253421 |
29 | -0.004449 | -0.0378 | 0.484995 |
30 | -0.042193 | -0.358 | 0.360689 |
31 | 0.069326 | 0.5883 | 0.279102 |
32 | -0.022262 | -0.1889 | 0.425353 |
33 | 0.013291 | 0.1128 | 0.455261 |
34 | -0.087318 | -0.7409 | 0.230576 |
35 | -0.245001 | -2.0789 | 0.020595 |
36 | -0.02708 | -0.2298 | 0.409457 |
37 | 0.033961 | 0.2882 | 0.387023 |
38 | 0.089777 | 0.7618 | 0.224338 |
39 | 0.095621 | 0.8114 | 0.209914 |
40 | -0.071883 | -0.6099 | 0.271909 |
41 | -0.078423 | -0.6654 | 0.253947 |
42 | -0.022395 | -0.19 | 0.42491 |
43 | -0.064208 | -0.5448 | 0.293781 |
44 | -0.083963 | -0.7124 | 0.239245 |
45 | -0.001175 | -0.01 | 0.496037 |
46 | 0.036781 | 0.3121 | 0.377934 |
47 | 0.025822 | 0.2191 | 0.413594 |
48 | -0.044887 | -0.3809 | 0.352207 |