Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.453027 | 5.2246 | 0 |
2 | 0.0699 | 0.8061 | 0.210804 |
3 | 0.270107 | 3.115 | 0.001127 |
4 | 0.549761 | 6.3401 | 0 |
5 | 0.109516 | 1.263 | 0.1044 |
6 | -0.168969 | -1.9486 | 0.026721 |
7 | 0.064877 | 0.7482 | 0.227832 |
8 | 0.435919 | 5.0273 | 1e-06 |
9 | 0.083616 | 0.9643 | 0.16832 |
10 | -0.157652 | -1.8181 | 0.035647 |
11 | 0.103809 | 1.1972 | 0.116683 |
12 | 0.456 | 5.2589 | 0 |
13 | 0.08111 | 0.9354 | 0.175638 |
14 | -0.200683 | -2.3144 | 0.011089 |
15 | 0.020787 | 0.2397 | 0.405456 |
16 | 0.379766 | 4.3797 | 1.2e-05 |
17 | 0.089704 | 1.0345 | 0.151387 |
18 | -0.146074 | -1.6846 | 0.047205 |
19 | 0.056788 | 0.6549 | 0.256829 |
20 | 0.44272 | 5.1057 | 1e-06 |
21 | 0.130051 | 1.4998 | 0.068016 |
22 | -0.149272 | -1.7215 | 0.043744 |
23 | 0.045434 | 0.524 | 0.300586 |
24 | 0.342324 | 3.9479 | 6.4e-05 |
25 | 0.002179 | 0.0251 | 0.489994 |
26 | -0.270958 | -3.1248 | 0.001092 |
27 | -0.123782 | -1.4275 | 0.077887 |
28 | 0.193923 | 2.2364 | 0.013495 |
29 | -0.067482 | -0.7782 | 0.218904 |
30 | -0.329805 | -3.8035 | 0.000108 |
31 | -0.153381 | -1.7689 | 0.039604 |
32 | 0.189108 | 2.1809 | 0.015475 |
33 | -0.065891 | -0.7599 | 0.224333 |
34 | -0.294639 | -3.3979 | 0.000448 |
35 | -0.125244 | -1.4444 | 0.075491 |
36 | 0.189581 | 2.1864 | 0.01527 |
37 | -0.067945 | -0.7836 | 0.21734 |
38 | -0.277736 | -3.203 | 0.000851 |
39 | -0.143974 | -1.6604 | 0.049597 |
40 | 0.165445 | 1.908 | 0.029273 |
41 | -0.04463 | -0.5147 | 0.303808 |
42 | -0.232947 | -2.6865 | 0.004071 |
43 | -0.1051 | -1.2121 | 0.113816 |
44 | 0.200228 | 2.3091 | 0.011238 |
45 | -0.02222 | -0.2563 | 0.399076 |
46 | -0.229368 | -2.6452 | 0.004574 |
47 | -0.119572 | -1.379 | 0.085109 |
48 | 0.100856 | 1.1631 | 0.123429 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.453027 | 5.2246 | 0 |
2 | -0.170281 | -1.9638 | 0.025821 |
3 | 0.401946 | 4.6355 | 4e-06 |
4 | 0.359755 | 4.1489 | 3e-05 |
5 | -0.443465 | -5.1143 | 1e-06 |
6 | -0.013321 | -0.1536 | 0.439069 |
7 | 0.059089 | 0.6814 | 0.248387 |
8 | 0.347347 | 4.0058 | 5.1e-05 |
9 | -0.188712 | -2.1763 | 0.015648 |
10 | 0.018879 | 0.2177 | 0.413988 |
11 | 0.077936 | 0.8988 | 0.185191 |
12 | 0.143485 | 1.6547 | 0.050167 |
13 | -0.150407 | -1.7346 | 0.042567 |
14 | -0.082685 | -0.9536 | 0.171015 |
15 | 0.012781 | 0.1474 | 0.441519 |
16 | 0.163709 | 1.888 | 0.030603 |
17 | 0.08956 | 1.0329 | 0.151772 |
18 | 0.005613 | 0.0647 | 0.474243 |
19 | -0.071646 | -0.8263 | 0.205067 |
20 | 0.169963 | 1.9601 | 0.026037 |
21 | -0.101122 | -1.1662 | 0.12281 |
22 | 0.008571 | 0.0988 | 0.460705 |
23 | -5.5e-05 | -6e-04 | 0.499746 |
24 | -0.101747 | -1.1734 | 0.121366 |
25 | -0.037255 | -0.4296 | 0.334076 |
26 | -0.042761 | -0.4931 | 0.311362 |
27 | -0.104208 | -1.2018 | 0.11579 |
28 | -0.030138 | -0.3476 | 0.364355 |
29 | -0.017431 | -0.201 | 0.420495 |
30 | -0.077079 | -0.8889 | 0.187827 |
31 | -0.000366 | -0.0042 | 0.498318 |
32 | -0.015513 | -0.1789 | 0.429144 |
33 | -0.04812 | -0.555 | 0.28993 |
34 | 0.042391 | 0.4889 | 0.312869 |
35 | -0.034864 | -0.4021 | 0.344137 |
36 | 0.002363 | 0.0273 | 0.48915 |
37 | -0.082947 | -0.9566 | 0.170254 |
38 | 0.070712 | 0.8155 | 0.208124 |
39 | -0.080421 | -0.9275 | 0.177683 |
40 | 4e-06 | 1e-04 | 0.49998 |
41 | 0.017985 | 0.2074 | 0.418 |
42 | 0.090966 | 1.0491 | 0.148025 |
43 | -0.042443 | -0.4895 | 0.312654 |
44 | 0.044092 | 0.5085 | 0.305974 |
45 | -0.02895 | -0.3339 | 0.369504 |
46 | -0.013927 | -0.1606 | 0.436322 |
47 | 0.055899 | 0.6447 | 0.260128 |
48 | -0.166459 | -1.9197 | 0.028519 |