Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.361502 | 3.7394 | 0.000149 |
2 | -0.243349 | -2.5172 | 0.006655 |
3 | -0.553208 | -5.7224 | 0 |
4 | -0.396714 | -4.1036 | 4e-05 |
5 | 0.092332 | 0.9551 | 0.170843 |
6 | 0.457746 | 4.735 | 3e-06 |
7 | 0.279343 | 2.8895 | 0.002336 |
8 | -0.133803 | -1.3841 | 0.084609 |
9 | -0.355243 | -3.6747 | 0.000187 |
10 | -0.264476 | -2.7358 | 0.003644 |
11 | 0.117371 | 1.2141 | 0.113692 |
12 | 0.554773 | 5.7386 | 0 |
13 | 0.165884 | 1.7159 | 0.044535 |
14 | -0.168232 | -1.7402 | 0.042349 |
15 | -0.298905 | -3.0919 | 0.001268 |
16 | -0.20266 | -2.0963 | 0.019205 |
17 | 0.074335 | 0.7689 | 0.221816 |
18 | 0.268388 | 2.7762 | 0.003247 |
19 | 0.094679 | 0.9794 | 0.164803 |
20 | -0.137715 | -1.4245 | 0.078601 |
21 | -0.238654 | -2.4687 | 0.007572 |
22 | -0.165102 | -1.7078 | 0.045284 |
23 | 0.056338 | 0.5828 | 0.280639 |
24 | 0.384977 | 3.9822 | 6.2e-05 |
25 | 0.075117 | 0.777 | 0.219431 |
26 | -0.111894 | -1.1574 | 0.124836 |
27 | -0.199531 | -2.064 | 0.02072 |
28 | -0.143975 | -1.4893 | 0.069677 |
29 | 0.01252 | 0.1295 | 0.448601 |
30 | 0.138498 | 1.4326 | 0.077439 |
31 | 0.071205 | 0.7366 | 0.231504 |
32 | -0.061033 | -0.6313 | 0.264586 |
33 | -0.105634 | -1.0927 | 0.138493 |
34 | -0.08529 | -0.8822 | 0.189812 |
35 | 0.028951 | 0.2995 | 0.382579 |
36 | 0.237872 | 2.4606 | 0.007736 |
37 | -0.023474 | -0.2428 | 0.404305 |
38 | -0.109546 | -1.1332 | 0.129841 |
39 | -0.098592 | -1.0198 | 0.155053 |
40 | -0.005477 | -0.0567 | 0.477462 |
41 | 0.13928 | 1.4407 | 0.076291 |
42 | 0.191706 | 1.983 | 0.024964 |
43 | -0.00626 | -0.0648 | 0.474246 |
44 | -0.215962 | -2.2339 | 0.013784 |
45 | -0.232394 | -2.4039 | 0.00897 |
46 | -0.076682 | -0.7932 | 0.214706 |
47 | 0.169014 | 1.7483 | 0.041641 |
48 | 0.378717 | 3.9175 | 7.9e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.361502 | 3.7394 | 0.000149 |
2 | -0.430261 | -4.4507 | 1.1e-05 |
3 | -0.383755 | -3.9696 | 6.5e-05 |
4 | -0.198183 | -2.05 | 0.021404 |
5 | 0.074661 | 0.7723 | 0.22082 |
6 | 0.151684 | 1.569 | 0.059797 |
7 | -0.131044 | -1.3555 | 0.089052 |
8 | -0.150115 | -1.5528 | 0.061712 |
9 | -0.025935 | -0.2683 | 0.394502 |
10 | -0.031948 | -0.3305 | 0.370845 |
11 | 0.084379 | 0.8728 | 0.192357 |
12 | 0.393252 | 4.0678 | 4.5e-05 |
13 | -0.393254 | -4.0679 | 4.5e-05 |
14 | 0.142212 | 1.4711 | 0.072105 |
15 | 0.222702 | 2.3036 | 0.011587 |
16 | -0.023777 | -0.246 | 0.403095 |
17 | -0.092713 | -0.959 | 0.169853 |
18 | -0.067483 | -0.698 | 0.243331 |
19 | -0.064781 | -0.6701 | 0.252117 |
20 | 0.031736 | 0.3283 | 0.371673 |
21 | -0.137069 | -1.4179 | 0.07957 |
22 | -0.113036 | -1.1693 | 0.12245 |
23 | -0.12921 | -1.3366 | 0.092101 |
24 | 0.157992 | 1.6343 | 0.052569 |
25 | -0.129643 | -1.341 | 0.091373 |
26 | 0.006327 | 0.0655 | 0.473969 |
27 | -0.096336 | -0.9965 | 0.160625 |
28 | 0.026262 | 0.2717 | 0.393204 |
29 | -0.057393 | -0.5937 | 0.27699 |
30 | -0.09341 | -0.9662 | 0.168051 |
31 | 0.039323 | 0.4068 | 0.342497 |
32 | -0.103827 | -1.074 | 0.142619 |
33 | -0.009763 | -0.101 | 0.459874 |
34 | 0.048782 | 0.5046 | 0.307438 |
35 | -0.008939 | -0.0925 | 0.463252 |
36 | -0.042742 | -0.4421 | 0.329643 |
37 | -0.114481 | -1.1842 | 0.119479 |
38 | 0.001239 | 0.0128 | 0.494899 |
39 | 0.050936 | 0.5269 | 0.29968 |
40 | 0.029267 | 0.3027 | 0.381336 |
41 | 0.13912 | 1.4391 | 0.076525 |
42 | 0.054064 | 0.5592 | 0.288583 |
43 | -0.122727 | -1.2695 | 0.103509 |
44 | -0.108169 | -1.1189 | 0.132843 |
45 | -0.011854 | -0.1226 | 0.451321 |
46 | -0.015403 | -0.1593 | 0.436854 |
47 | 0.023927 | 0.2475 | 0.402496 |
48 | -0.066742 | -0.6904 | 0.245725 |