Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.46892 | 5.627 | 0 |
2 | 0.251917 | 3.023 | 0.001482 |
3 | 0.12694 | 1.5233 | 0.064941 |
4 | -0.088595 | -1.0631 | 0.144748 |
5 | -0.187123 | -2.2455 | 0.01313 |
6 | -0.286874 | -3.4425 | 0.000377 |
7 | -0.231986 | -2.7838 | 0.003047 |
8 | -0.135154 | -1.6218 | 0.053512 |
9 | 0.015786 | 0.1894 | 0.425013 |
10 | 0.068062 | 0.8167 | 0.207711 |
11 | 0.250199 | 3.0024 | 0.00158 |
12 | 0.692127 | 8.3055 | 0 |
13 | 0.262375 | 3.1485 | 0.000998 |
14 | 0.10715 | 1.2858 | 0.100288 |
15 | 0.026586 | 0.319 | 0.375084 |
16 | -0.149158 | -1.7899 | 0.037786 |
17 | -0.205416 | -2.465 | 0.007439 |
18 | -0.305513 | -3.6662 | 0.000173 |
19 | -0.264732 | -3.1768 | 0.000911 |
20 | -0.15553 | -1.8664 | 0.032012 |
21 | -0.024233 | -0.2908 | 0.385813 |
22 | 0.064555 | 0.7747 | 0.219904 |
23 | 0.28033 | 3.364 | 0.000492 |
24 | 0.652781 | 7.8334 | 0 |
25 | 0.275585 | 3.307 | 0.000595 |
26 | 0.100405 | 1.2049 | 0.115118 |
27 | -0.032987 | -0.3958 | 0.346402 |
28 | -0.188228 | -2.2587 | 0.012701 |
29 | -0.241393 | -2.8967 | 0.00218 |
30 | -0.349705 | -4.1965 | 2.4e-05 |
31 | -0.283711 | -3.4045 | 0.000429 |
32 | -0.187251 | -2.247 | 0.01308 |
33 | -0.098794 | -1.1855 | 0.11888 |
34 | -0.02856 | -0.3427 | 0.366153 |
35 | 0.125317 | 1.5038 | 0.067411 |
36 | 0.45431 | 5.4517 | 0 |
37 | 0.139482 | 1.6738 | 0.048172 |
38 | 0.005366 | 0.0644 | 0.474375 |
39 | -0.090336 | -1.084 | 0.140082 |
40 | -0.203111 | -2.4373 | 0.008008 |
41 | -0.251052 | -3.0126 | 0.00153 |
42 | -0.352789 | -4.2335 | 2e-05 |
43 | -0.274811 | -3.2977 | 0.000614 |
44 | -0.203098 | -2.4372 | 0.008011 |
45 | -0.097698 | -1.1724 | 0.121491 |
46 | 0.016291 | 0.1955 | 0.422642 |
47 | 0.16606 | 1.9927 | 0.024091 |
48 | 0.495102 | 5.9412 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.46892 | 5.627 | 0 |
2 | 0.04106 | 0.4927 | 0.311482 |
3 | -0.007181 | -0.0862 | 0.465726 |
4 | -0.197113 | -2.3654 | 0.009673 |
5 | -0.109844 | -1.3181 | 0.094777 |
6 | -0.167466 | -2.0096 | 0.023171 |
7 | 0.009515 | 0.1142 | 0.454627 |
8 | 0.029833 | 0.358 | 0.360434 |
9 | 0.126442 | 1.5173 | 0.065691 |
10 | -0.01992 | -0.239 | 0.405708 |
11 | 0.202644 | 2.4317 | 0.008127 |
12 | 0.639599 | 7.6752 | 0 |
13 | -0.566288 | -6.7955 | 0 |
14 | -0.121335 | -1.456 | 0.073782 |
15 | 0.06667 | 0.8 | 0.212504 |
16 | 0.033907 | 0.4069 | 0.34235 |
17 | -0.061957 | -0.7435 | 0.2292 |
18 | -0.027531 | -0.3304 | 0.370798 |
19 | -0.01405 | -0.1686 | 0.433175 |
20 | -0.013601 | -0.1632 | 0.43529 |
21 | 0.056253 | 0.675 | 0.250369 |
22 | 0.266768 | 3.2012 | 0.000842 |
23 | 0.148466 | 1.7816 | 0.038462 |
24 | -0.087379 | -1.0486 | 0.148071 |
25 | -0.130592 | -1.5671 | 0.059643 |
26 | -0.125248 | -1.503 | 0.067517 |
27 | -0.167961 | -2.0155 | 0.022855 |
28 | 0.118798 | 1.4256 | 0.078078 |
29 | 0.029238 | 0.3509 | 0.363103 |
30 | -0.079014 | -0.9482 | 0.172316 |
31 | 0.040134 | 0.4816 | 0.315407 |
32 | -0.07538 | -0.9046 | 0.183605 |
33 | -0.071512 | -0.8581 | 0.196118 |
34 | -0.056328 | -0.6759 | 0.250081 |
35 | -0.20641 | -2.4769 | 0.007205 |
36 | 0.056164 | 0.674 | 0.250705 |
37 | -0.084003 | -1.008 | 0.157564 |
38 | 0.009935 | 0.1192 | 0.452635 |
39 | 0.104755 | 1.2571 | 0.105384 |
40 | -0.115349 | -1.3842 | 0.084222 |
41 | -0.129326 | -1.5519 | 0.061439 |
42 | 0.073712 | 0.8845 | 0.188938 |
43 | -0.008826 | -0.1059 | 0.457901 |
44 | -0.083118 | -0.9974 | 0.160117 |
45 | 0.069763 | 0.8372 | 0.201946 |
46 | 0.042473 | 0.5097 | 0.305531 |
47 | -0.012106 | -0.1453 | 0.442349 |
48 | 0.052141 | 0.6257 | 0.266254 |