Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.663664 | 5.6314 | 0 |
2 | 0.294956 | 2.5028 | 0.007296 |
3 | -0.006926 | -0.0588 | 0.476649 |
4 | -0.367116 | -3.1151 | 0.00132 |
5 | -0.652937 | -5.5404 | 0 |
6 | -0.799623 | -6.785 | 0 |
7 | -0.639245 | -5.4242 | 0 |
8 | -0.315998 | -2.6813 | 0.004543 |
9 | 0.010407 | 0.0883 | 0.464939 |
10 | 0.290081 | 2.4614 | 0.008118 |
11 | 0.587897 | 4.9885 | 2e-06 |
12 | 0.821917 | 6.9742 | 0 |
13 | 0.554832 | 4.7079 | 6e-06 |
14 | 0.25402 | 2.1554 | 0.017236 |
15 | 0.004818 | 0.0409 | 0.483753 |
16 | -0.292861 | -2.485 | 0.00764 |
17 | -0.525597 | -4.4598 | 1.5e-05 |
18 | -0.650951 | -5.5235 | 0 |
19 | -0.525294 | -4.4573 | 1.5e-05 |
20 | -0.259283 | -2.2001 | 0.015505 |
21 | -0.009723 | -0.0825 | 0.467237 |
22 | 0.227197 | 1.9278 | 0.02891 |
23 | 0.470847 | 3.9953 | 7.7e-05 |
24 | 0.65056 | 5.5202 | 0 |
25 | 0.447939 | 3.8009 | 0.00015 |
26 | 0.196934 | 1.671 | 0.049527 |
27 | 0.008929 | 0.0758 | 0.46991 |
28 | -0.210636 | -1.7873 | 0.039048 |
29 | -0.406749 | -3.4514 | 0.000469 |
30 | -0.502798 | -4.2664 | 3e-05 |
31 | -0.408352 | -3.465 | 0.000449 |
32 | -0.211116 | -1.7914 | 0.038718 |
33 | -0.007342 | -0.0623 | 0.47525 |
34 | 0.172364 | 1.4626 | 0.07397 |
35 | 0.342873 | 2.9094 | 0.002407 |
36 | 0.494991 | 4.2001 | 3.8e-05 |
37 | 0.342068 | 2.9025 | 0.002455 |
38 | 0.153597 | 1.3033 | 0.098311 |
39 | 0.013388 | 0.1136 | 0.454935 |
40 | -0.157824 | -1.3392 | 0.092362 |
41 | -0.296415 | -2.5152 | 0.007065 |
42 | -0.370952 | -3.1476 | 0.001198 |
43 | -0.299961 | -2.5453 | 0.006531 |
44 | -0.159051 | -1.3496 | 0.090688 |
45 | -0.005336 | -0.0453 | 0.482004 |
46 | 0.126831 | 1.0762 | 0.142717 |
47 | 0.237767 | 2.0175 | 0.023685 |
48 | 0.336241 | 2.8531 | 0.002824 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.663664 | 5.6314 | 0 |
2 | -0.26002 | -2.2063 | 0.015275 |
3 | -0.155279 | -1.3176 | 0.09591 |
4 | -0.432408 | -3.6691 | 0.000232 |
5 | -0.375505 | -3.1863 | 0.001066 |
6 | -0.493265 | -4.1855 | 4e-05 |
7 | -0.154978 | -1.315 | 0.096335 |
8 | -0.12642 | -1.0727 | 0.143492 |
9 | -0.111026 | -0.9421 | 0.17465 |
10 | -0.310509 | -2.6348 | 0.005151 |
11 | -0.026259 | -0.2228 | 0.412156 |
12 | 0.35077 | 2.9764 | 0.001985 |
13 | -0.479442 | -4.0682 | 6e-05 |
14 | -0.022431 | -0.1903 | 0.424793 |
15 | -0.099268 | -0.8423 | 0.2012 |
16 | 0.078736 | 0.6681 | 0.253103 |
17 | -0.046605 | -0.3955 | 0.346839 |
18 | 0.071079 | 0.6031 | 0.274162 |
19 | -0.055801 | -0.4735 | 0.318648 |
20 | -0.052817 | -0.4482 | 0.327688 |
21 | -0.037288 | -0.3164 | 0.376306 |
22 | 0.028142 | 0.2388 | 0.405972 |
23 | 0.01453 | 0.1233 | 0.451111 |
24 | 0.042545 | 0.361 | 0.359575 |
25 | -0.049855 | -0.423 | 0.336765 |
26 | -0.115253 | -0.978 | 0.165685 |
27 | 0.000164 | 0.0014 | 0.499445 |
28 | 0.070936 | 0.6019 | 0.274562 |
29 | -0.030382 | -0.2578 | 0.398647 |
30 | 0.080779 | 0.6854 | 0.247637 |
31 | -0.032805 | -0.2784 | 0.390766 |
32 | -0.060479 | -0.5132 | 0.304697 |
33 | 0.097339 | 0.826 | 0.20578 |
34 | 0.002103 | 0.0178 | 0.492905 |
35 | -0.046556 | -0.395 | 0.346992 |
36 | 0.074435 | 0.6316 | 0.264825 |
37 | -0.019168 | -0.1626 | 0.435627 |
38 | 0.057354 | 0.4867 | 0.313988 |
39 | -0.064765 | -0.5495 | 0.292166 |
40 | 0.013841 | 0.1174 | 0.453417 |
41 | 0.052492 | 0.4454 | 0.328681 |
42 | 0.006546 | 0.0555 | 0.477928 |
43 | 0.087461 | 0.7421 | 0.230212 |
44 | -0.025372 | -0.2153 | 0.415074 |
45 | 0.043845 | 0.372 | 0.35548 |
46 | 0.008556 | 0.0726 | 0.471164 |
47 | 0.023043 | 0.1955 | 0.422766 |
48 | -0.148956 | -1.2639 | 0.105166 |