Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.371589 | 3.4259 | 0.000473 |
2 | 0.174859 | 1.6121 | 0.055321 |
3 | -0.03997 | -0.3685 | 0.356705 |
4 | -0.2081 | -1.9186 | 0.029197 |
5 | -0.274001 | -2.5262 | 0.006693 |
6 | -0.502064 | -4.6288 | 7e-06 |
7 | -0.253953 | -2.3413 | 0.010778 |
8 | -0.184777 | -1.7036 | 0.046059 |
9 | -0.057195 | -0.5273 | 0.299675 |
10 | 0.076813 | 0.7082 | 0.240386 |
11 | 0.261638 | 2.4122 | 0.009004 |
12 | 0.757193 | 6.981 | 0 |
13 | 0.254573 | 2.3471 | 0.010624 |
14 | 0.081456 | 0.751 | 0.227367 |
15 | -0.125173 | -1.154 | 0.12586 |
16 | -0.243986 | -2.2494 | 0.013535 |
17 | -0.280671 | -2.5877 | 0.005681 |
18 | -0.446278 | -4.1145 | 4.5e-05 |
19 | -0.237954 | -2.1938 | 0.015489 |
20 | -0.157835 | -1.4552 | 0.074654 |
21 | -0.059382 | -0.5475 | 0.292744 |
22 | 0.016778 | 0.1547 | 0.438719 |
23 | 0.198581 | 1.8308 | 0.035315 |
24 | 0.612738 | 5.6492 | 0 |
25 | 0.257526 | 2.3743 | 0.009918 |
26 | 0.123255 | 1.1364 | 0.129501 |
27 | -0.052542 | -0.4844 | 0.31467 |
28 | -0.162373 | -1.497 | 0.069048 |
29 | -0.177473 | -1.6362 | 0.052746 |
30 | -0.339784 | -3.1327 | 0.001188 |
31 | -0.168594 | -1.5544 | 0.061907 |
32 | -0.096631 | -0.8909 | 0.18775 |
33 | -0.031381 | -0.2893 | 0.386521 |
34 | 0.034869 | 0.3215 | 0.374318 |
35 | 0.15732 | 1.4504 | 0.075311 |
36 | 0.491054 | 4.5273 | 1e-05 |
37 | 0.229832 | 2.1189 | 0.018506 |
38 | 0.109667 | 1.0111 | 0.157425 |
39 | -0.040299 | -0.3715 | 0.355581 |
40 | -0.142758 | -1.3162 | 0.095829 |
41 | -0.149716 | -1.3803 | 0.085554 |
42 | -0.281818 | -2.5982 | 0.005522 |
43 | -0.134124 | -1.2366 | 0.109827 |
44 | -0.084113 | -0.7755 | 0.220104 |
45 | -0.041906 | -0.3864 | 0.3501 |
46 | 0.018295 | 0.1687 | 0.433228 |
47 | 0.097115 | 0.8954 | 0.186562 |
48 | 0.354541 | 3.2687 | 0.00078 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.371589 | 3.4259 | 0.000473 |
2 | 0.042673 | 0.3934 | 0.347497 |
3 | -0.137188 | -1.2648 | 0.104698 |
4 | -0.187956 | -1.7329 | 0.043373 |
5 | -0.144694 | -1.334 | 0.092881 |
6 | -0.402587 | -3.7117 | 0.000183 |
7 | 0.025404 | 0.2342 | 0.407692 |
8 | -0.113807 | -1.0493 | 0.148518 |
9 | -0.100983 | -0.931 | 0.17724 |
10 | -0.054932 | -0.5065 | 0.306926 |
11 | 0.144133 | 1.3288 | 0.093728 |
12 | 0.65699 | 6.0571 | 0 |
13 | -0.390677 | -3.6019 | 0.000265 |
14 | -0.254652 | -2.3478 | 0.010605 |
15 | -0.090482 | -0.8342 | 0.203253 |
16 | 0.047018 | 0.4335 | 0.332882 |
17 | 0.008497 | 0.0783 | 0.468871 |
18 | 0.013341 | 0.123 | 0.4512 |
19 | -0.231779 | -2.1369 | 0.01774 |
20 | -0.118452 | -1.0921 | 0.138944 |
21 | -0.037287 | -0.3438 | 0.365934 |
22 | -0.026838 | -0.2474 | 0.402585 |
23 | -0.03936 | -0.3629 | 0.358798 |
24 | -0.010476 | -0.0966 | 0.461642 |
25 | 0.03747 | 0.3455 | 0.365303 |
26 | 0.047469 | 0.4376 | 0.331377 |
27 | 0.064396 | 0.5937 | 0.277145 |
28 | -0.069929 | -0.6447 | 0.260426 |
29 | 0.0287 | 0.2646 | 0.395978 |
30 | -0.045514 | -0.4196 | 0.337911 |
31 | 0.052686 | 0.4857 | 0.3142 |
32 | 0.014075 | 0.1298 | 0.448531 |
33 | 0.004587 | 0.0423 | 0.483184 |
34 | 0.084217 | 0.7764 | 0.219822 |
35 | -0.073469 | -0.6774 | 0.250011 |
36 | -0.096518 | -0.8898 | 0.188029 |
37 | -0.02468 | -0.2275 | 0.410275 |
38 | -0.00534 | -0.0492 | 0.480425 |
39 | 0.024215 | 0.2233 | 0.411937 |
40 | 0.041263 | 0.3804 | 0.352289 |
41 | -0.075909 | -0.6998 | 0.242967 |
42 | 0.038678 | 0.3566 | 0.36114 |
43 | 0.059556 | 0.5491 | 0.292194 |
44 | -0.030123 | -0.2777 | 0.390951 |
45 | -0.053567 | -0.4939 | 0.311338 |
46 | 0.022734 | 0.2096 | 0.417241 |
47 | 0.02823 | 0.2603 | 0.397643 |
48 | -0.002765 | -0.0255 | 0.48986 |