Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.441842 | 3.723 | 0.000196 |
2 | -0.176102 | -1.4839 | 0.071136 |
3 | -0.367767 | -3.0989 | 0.001392 |
4 | -0.196831 | -1.6585 | 0.050812 |
5 | 0.321856 | 2.712 | 0.004192 |
6 | 0.684161 | 5.7648 | 0 |
7 | 0.339475 | 2.8605 | 0.002776 |
8 | -0.135451 | -1.1413 | 0.128783 |
9 | -0.319658 | -2.6935 | 0.004408 |
10 | -0.14208 | -1.1972 | 0.117608 |
11 | 0.30571 | 2.576 | 0.006039 |
12 | 0.583811 | 4.9193 | 3e-06 |
13 | 0.244016 | 2.0561 | 0.021725 |
14 | -0.189654 | -1.5981 | 0.057237 |
15 | -0.297807 | -2.5094 | 0.007189 |
16 | -0.107387 | -0.9049 | 0.184299 |
17 | 0.279643 | 2.3563 | 0.010611 |
18 | 0.457578 | 3.8556 | 0.000126 |
19 | 0.119857 | 1.0099 | 0.157978 |
20 | -0.203865 | -1.7178 | 0.045097 |
21 | -0.279204 | -2.3526 | 0.010709 |
22 | -0.107031 | -0.9019 | 0.18509 |
23 | 0.238122 | 2.0065 | 0.024309 |
24 | 0.357539 | 3.0127 | 0.001793 |
25 | 0.072199 | 0.6084 | 0.272445 |
26 | -0.196197 | -1.6532 | 0.051354 |
27 | -0.264814 | -2.2314 | 0.014408 |
28 | -0.130568 | -1.1002 | 0.137484 |
29 | 0.177772 | 1.4979 | 0.069292 |
30 | 0.232757 | 1.9612 | 0.026886 |
31 | -0.00581 | -0.049 | 0.480547 |
32 | -0.186483 | -1.5713 | 0.060276 |
33 | -0.248558 | -2.0944 | 0.019898 |
34 | -0.143656 | -1.2105 | 0.115057 |
35 | 0.108555 | 0.9147 | 0.181723 |
36 | 0.119992 | 1.0111 | 0.157708 |
37 | -0.056677 | -0.4776 | 0.317213 |
38 | -0.173669 | -1.4634 | 0.073891 |
39 | -0.201472 | -1.6976 | 0.046978 |
40 | -0.125228 | -1.0552 | 0.147458 |
41 | 0.050976 | 0.4295 | 0.33442 |
42 | 0.061632 | 0.5193 | 0.302577 |
43 | -0.091179 | -0.7683 | 0.222432 |
44 | -0.170071 | -1.433 | 0.078117 |
45 | -0.180951 | -1.5247 | 0.065886 |
46 | -0.107174 | -0.9031 | 0.184773 |
47 | 0.033664 | 0.2837 | 0.388748 |
48 | 0.042309 | 0.3565 | 0.361262 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.441842 | 3.723 | 0.000196 |
2 | -0.461403 | -3.8879 | 0.000113 |
3 | -0.079233 | -0.6676 | 0.253268 |
4 | -0.015952 | -0.1344 | 0.446728 |
5 | 0.449751 | 3.7897 | 0.000157 |
6 | 0.406395 | 3.4243 | 0.000514 |
7 | -0.117954 | -0.9939 | 0.161825 |
8 | 0.051406 | 0.4332 | 0.333107 |
9 | 0.003428 | 0.0289 | 0.488518 |
10 | 0.090939 | 0.7663 | 0.223028 |
11 | 0.106878 | 0.9006 | 0.18543 |
12 | 0.135549 | 1.1422 | 0.128613 |
13 | -0.162206 | -1.3668 | 0.088005 |
14 | -0.024138 | -0.2034 | 0.419704 |
15 | 0.049653 | 0.4184 | 0.338465 |
16 | -0.007167 | -0.0604 | 0.476008 |
17 | 0.005799 | 0.0489 | 0.480581 |
18 | -0.068886 | -0.5804 | 0.281727 |
19 | -0.123202 | -1.0381 | 0.151369 |
20 | 0.071511 | 0.6026 | 0.274359 |
21 | -0.062888 | -0.5299 | 0.298916 |
22 | -0.052779 | -0.4447 | 0.328936 |
23 | -0.025655 | -0.2162 | 0.414736 |
24 | -0.025295 | -0.2131 | 0.415914 |
25 | 0.02176 | 0.1834 | 0.427521 |
26 | 0.025102 | 0.2115 | 0.416548 |
27 | -0.058227 | -0.4906 | 0.3126 |
28 | -0.103821 | -0.8748 | 0.192314 |
29 | 0.0393 | 0.3311 | 0.370755 |
30 | -0.123463 | -1.0403 | 0.150861 |
31 | 0.02233 | 0.1882 | 0.425646 |
32 | -0.017555 | -0.1479 | 0.441414 |
33 | -0.095257 | -0.8027 | 0.212428 |
34 | -0.047338 | -0.3989 | 0.345591 |
35 | -0.021217 | -0.1788 | 0.429311 |
36 | -0.101517 | -0.8554 | 0.197605 |
37 | 0.012478 | 0.1051 | 0.45828 |
38 | -0.03149 | -0.2653 | 0.395757 |
39 | 0.019331 | 0.1629 | 0.435535 |
40 | -0.033631 | -0.2834 | 0.388856 |
41 | -0.029282 | -0.2467 | 0.402911 |
42 | 0.027909 | 0.2352 | 0.40738 |
43 | -0.03134 | -0.2641 | 0.396242 |
44 | -0.011156 | -0.094 | 0.462685 |
45 | -0.019825 | -0.1671 | 0.433903 |
46 | 0.037628 | 0.3171 | 0.376065 |
47 | -0.039406 | -0.332 | 0.370419 |
48 | 0.094179 | 0.7936 | 0.215046 |