Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.491434 | 4.8897 | 2e-06 |
2 | -0.021601 | -0.2149 | 0.415134 |
3 | -0.238656 | -2.3746 | 0.009748 |
4 | -0.289226 | -2.8778 | 0.002453 |
5 | -0.221704 | -2.2059 | 0.014851 |
6 | -0.021704 | -0.216 | 0.414736 |
7 | 0.036634 | 0.3645 | 0.358129 |
8 | 0.00531 | 0.0528 | 0.478986 |
9 | 0.038054 | 0.3786 | 0.352886 |
10 | 0.016253 | 0.1617 | 0.43593 |
11 | 0.01133 | 0.1127 | 0.455236 |
12 | -0.013099 | -0.1303 | 0.448283 |
13 | -0.052589 | -0.5233 | 0.300984 |
14 | -0.13493 | -1.3425 | 0.091247 |
15 | -0.070541 | -0.7019 | 0.242202 |
16 | -0.038874 | -0.3868 | 0.349872 |
17 | 0.001805 | 0.018 | 0.492854 |
18 | 0.122437 | 1.2182 | 0.113015 |
19 | 0.065152 | 0.6483 | 0.25916 |
20 | -0.08687 | -0.8643 | 0.194743 |
21 | -0.193737 | -1.9277 | 0.028381 |
22 | -0.070722 | -0.7037 | 0.241642 |
23 | 0.11363 | 1.1306 | 0.130476 |
24 | 0.148858 | 1.4811 | 0.070875 |
25 | 0.135689 | 1.3501 | 0.090034 |
26 | 0.139413 | 1.3871 | 0.084256 |
27 | 0.057461 | 0.5717 | 0.284401 |
28 | -0.100611 | -1.0011 | 0.159617 |
29 | -0.09327 | -0.928 | 0.177827 |
30 | -0.134766 | -1.3409 | 0.091509 |
31 | -0.096621 | -0.9614 | 0.169356 |
32 | -0.006211 | -0.0618 | 0.475423 |
33 | 0.069062 | 0.6872 | 0.246794 |
34 | 0.049387 | 0.4914 | 0.312118 |
35 | 0.022978 | 0.2286 | 0.409813 |
36 | -0.008553 | -0.0851 | 0.466174 |
37 | -0.043118 | -0.429 | 0.334422 |
38 | 0.023596 | 0.2348 | 0.407434 |
39 | 0.003002 | 0.0299 | 0.488117 |
40 | -0.018532 | -0.1844 | 0.427043 |
41 | -0.039081 | -0.3888 | 0.349111 |
42 | -0.006567 | -0.0653 | 0.474017 |
43 | -0.018497 | -0.184 | 0.427178 |
44 | 0.03249 | 0.3233 | 0.373586 |
45 | 0.01827 | 0.1818 | 0.428063 |
46 | -0.05411 | -0.5384 | 0.295757 |
47 | -0.056215 | -0.5593 | 0.288599 |
48 | -0.072055 | -0.7169 | 0.237551 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.491434 | 4.8897 | 2e-06 |
2 | -0.346883 | -3.4514 | 0.000411 |
3 | -0.080765 | -0.8036 | 0.211777 |
4 | -0.157787 | -1.57 | 0.059808 |
5 | -0.069886 | -0.6954 | 0.24423 |
6 | 0.072289 | 0.7193 | 0.236835 |
7 | -0.131048 | -1.3039 | 0.097643 |
8 | -0.039096 | -0.389 | 0.349056 |
9 | 0.048395 | 0.4815 | 0.315603 |
10 | -0.074399 | -0.7403 | 0.230446 |
11 | 0.052439 | 0.5218 | 0.301502 |
12 | -0.082382 | -0.8197 | 0.207181 |
13 | -0.037954 | -0.3776 | 0.353252 |
14 | -0.120234 | -1.1963 | 0.117216 |
15 | 0.046422 | 0.4619 | 0.322586 |
16 | -0.111755 | -1.1119 | 0.134427 |
17 | 0.00752 | 0.0748 | 0.470254 |
18 | 0.101682 | 1.0117 | 0.157068 |
19 | -0.168376 | -1.6753 | 0.048514 |
20 | -0.065004 | -0.6468 | 0.259634 |
21 | -0.162549 | -1.6173 | 0.054493 |
22 | 0.12567 | 1.2504 | 0.10705 |
23 | 0.105912 | 1.0538 | 0.147267 |
24 | -0.143932 | -1.4321 | 0.077632 |
25 | 0.13684 | 1.3615 | 0.088218 |
26 | 0.077102 | 0.7672 | 0.222408 |
27 | 0.01239 | 0.1233 | 0.45107 |
28 | -0.1193 | -1.187 | 0.119029 |
29 | 0.07127 | 0.7091 | 0.239955 |
30 | -0.138618 | -1.3792 | 0.085465 |
31 | 0.059391 | 0.5909 | 0.277957 |
32 | 0.00705 | 0.0701 | 0.472111 |
33 | -0.061501 | -0.6119 | 0.270993 |
34 | 0.029378 | 0.2923 | 0.385333 |
35 | -0.089123 | -0.8868 | 0.188678 |
36 | 0.003292 | 0.0328 | 0.486969 |
37 | 0.006882 | 0.0685 | 0.472771 |
38 | 0.042403 | 0.4219 | 0.337004 |
39 | 0.015182 | 0.1511 | 0.440117 |
40 | -0.006296 | -0.0626 | 0.475086 |
41 | -0.10287 | -1.0235 | 0.154274 |
42 | 0.026677 | 0.2654 | 0.395615 |
43 | 0.051291 | 0.5103 | 0.305474 |
44 | -0.024246 | -0.2412 | 0.404932 |
45 | -0.080371 | -0.7997 | 0.212906 |
46 | -0.029589 | -0.2944 | 0.38453 |
47 | 0.010919 | 0.1086 | 0.456854 |
48 | -0.087502 | -0.8706 | 0.193029 |