Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.470068 | 5.1493 | 1e-06 |
2 | 0.263449 | 2.8859 | 0.002314 |
3 | 0.137393 | 1.5051 | 0.067467 |
4 | -0.048318 | -0.5293 | 0.298789 |
5 | -0.149293 | -1.6354 | 0.052291 |
6 | -0.277304 | -3.0377 | 0.001463 |
7 | -0.193611 | -2.1209 | 0.017994 |
8 | -0.097985 | -1.0734 | 0.14263 |
9 | 0.028697 | 0.3144 | 0.376897 |
10 | 0.093056 | 1.0194 | 0.155036 |
11 | 0.272221 | 2.982 | 0.001734 |
12 | 0.72629 | 7.9561 | 0 |
13 | 0.293246 | 3.2123 | 0.000845 |
14 | 0.136823 | 1.4988 | 0.068274 |
15 | 0.046742 | 0.512 | 0.304785 |
16 | -0.110833 | -1.2141 | 0.113543 |
17 | -0.160419 | -1.7573 | 0.040708 |
18 | -0.293747 | -3.2178 | 0.000831 |
19 | -0.216268 | -2.3691 | 0.009714 |
20 | -0.110613 | -1.2117 | 0.114002 |
21 | -0.006654 | -0.0729 | 0.471008 |
22 | 0.078808 | 0.8633 | 0.194847 |
23 | 0.280276 | 3.0703 | 0.001323 |
24 | 0.662857 | 7.2612 | 0 |
25 | 0.302562 | 3.3144 | 0.000607 |
26 | 0.143736 | 1.5746 | 0.058996 |
27 | 0.025995 | 0.2848 | 0.388158 |
28 | -0.122311 | -1.3399 | 0.091412 |
29 | -0.164519 | -1.8022 | 0.037011 |
30 | -0.301616 | -3.304 | 0.000628 |
31 | -0.217792 | -2.3858 | 0.009303 |
32 | -0.137046 | -1.5013 | 0.067958 |
33 | -0.075043 | -0.8221 | 0.206337 |
34 | 0.008806 | 0.0965 | 0.461657 |
35 | 0.156957 | 1.7194 | 0.044062 |
36 | 0.479321 | 5.2507 | 0 |
37 | 0.191531 | 2.0981 | 0.018996 |
38 | 0.071024 | 0.778 | 0.219042 |
39 | -0.019209 | -0.2104 | 0.416849 |
40 | -0.125756 | -1.3776 | 0.085448 |
41 | -0.161178 | -1.7656 | 0.040002 |
42 | -0.272441 | -2.9844 | 0.001722 |
43 | -0.190947 | -2.0917 | 0.019286 |
44 | -0.13345 | -1.4619 | 0.073195 |
45 | -0.071293 | -0.781 | 0.218179 |
46 | 0.029729 | 0.3257 | 0.372623 |
47 | 0.160204 | 1.7549 | 0.04091 |
48 | 0.457571 | 5.0124 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.470068 | 5.1493 | 1e-06 |
2 | 0.054535 | 0.5974 | 0.275681 |
3 | -0.006859 | -0.0751 | 0.470116 |
4 | -0.156277 | -1.7119 | 0.044747 |
5 | -0.105641 | -1.1572 | 0.124737 |
6 | -0.188293 | -2.0627 | 0.020652 |
7 | 0.054636 | 0.5985 | 0.275316 |
8 | 0.055219 | 0.6049 | 0.273196 |
9 | 0.120016 | 1.3147 | 0.095557 |
10 | 0.013281 | 0.1455 | 0.442285 |
11 | 0.214316 | 2.3477 | 0.010263 |
12 | 0.673896 | 7.3822 | 0 |
13 | -0.565816 | -6.1982 | 0 |
14 | -0.140631 | -1.5405 | 0.063031 |
15 | 0.055179 | 0.6045 | 0.27334 |
16 | 0.033731 | 0.3695 | 0.356202 |
17 | 0.024152 | 0.2646 | 0.395895 |
18 | -0.041503 | -0.4546 | 0.325095 |
19 | 0.012037 | 0.1319 | 0.447658 |
20 | -0.004244 | -0.0465 | 0.481497 |
21 | 0.052111 | 0.5708 | 0.284586 |
22 | 0.225233 | 2.4673 | 0.007512 |
23 | 0.145916 | 1.5984 | 0.056289 |
24 | -0.096455 | -1.0566 | 0.146407 |
25 | -0.046034 | -0.5043 | 0.307496 |
26 | -0.074444 | -0.8155 | 0.208204 |
27 | -0.093463 | -1.0238 | 0.153986 |
28 | 0.071995 | 0.7887 | 0.215931 |
29 | 0.001054 | 0.0116 | 0.495402 |
30 | 0.011561 | 0.1266 | 0.449716 |
31 | 0.025062 | 0.2745 | 0.392071 |
32 | -0.118795 | -1.3013 | 0.097819 |
33 | -0.025539 | -0.2798 | 0.390071 |
34 | 0.025529 | 0.2797 | 0.390113 |
35 | -0.205654 | -2.2528 | 0.013044 |
36 | 0.014928 | 0.1635 | 0.435189 |
37 | 0.006702 | 0.0734 | 0.4708 |
38 | 0.057595 | 0.6309 | 0.264646 |
39 | 0.058896 | 0.6452 | 0.260023 |
40 | -0.027087 | -0.2967 | 0.383595 |
41 | -0.056223 | -0.6159 | 0.269566 |
42 | 0.066586 | 0.7294 | 0.233585 |
43 | -0.063519 | -0.6958 | 0.243945 |
44 | 0.020788 | 0.2277 | 0.410127 |
45 | 0.078097 | 0.8555 | 0.196988 |
46 | -0.066364 | -0.727 | 0.234326 |
47 | 0.043375 | 0.4752 | 0.317771 |
48 | 0.063401 | 0.6945 | 0.244347 |