Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.773479 | 6.5632 | 0 |
2 | 0.384595 | 3.2634 | 0.000843 |
3 | 0.108593 | 0.9214 | 0.179949 |
4 | 0.072963 | 0.6191 | 0.268899 |
5 | 0.211927 | 1.7983 | 0.038164 |
6 | 0.332749 | 2.8235 | 0.00307 |
7 | 0.283874 | 2.4087 | 0.009284 |
8 | 0.152855 | 1.297 | 0.099383 |
9 | 0.057955 | 0.4918 | 0.312191 |
10 | 0.059113 | 0.5016 | 0.308742 |
11 | 0.1418 | 1.2032 | 0.116418 |
12 | 0.177949 | 1.5099 | 0.067717 |
13 | 0.012591 | 0.1068 | 0.457606 |
14 | -0.182436 | -1.548 | 0.063001 |
15 | -0.279012 | -2.3675 | 0.010299 |
16 | -0.259843 | -2.2048 | 0.01533 |
17 | -0.180145 | -1.5286 | 0.065374 |
18 | -0.164399 | -1.395 | 0.083657 |
19 | -0.278658 | -2.3645 | 0.010377 |
20 | -0.416703 | -3.5358 | 0.000358 |
21 | -0.459032 | -3.895 | 0.000109 |
22 | -0.365777 | -3.1037 | 0.001365 |
23 | -0.182272 | -1.5466 | 0.063169 |
24 | -0.057224 | -0.4856 | 0.314376 |
25 | -0.128456 | -1.09 | 0.139677 |
26 | -0.252511 | -2.1426 | 0.017762 |
27 | -0.299704 | -2.5431 | 0.006569 |
28 | -0.235893 | -2.0016 | 0.024547 |
29 | -0.118462 | -1.0052 | 0.159088 |
30 | -0.060953 | -0.5172 | 0.303301 |
31 | -0.119573 | -1.0146 | 0.156844 |
32 | -0.196389 | -1.6664 | 0.049988 |
33 | -0.181801 | -1.5426 | 0.063652 |
34 | -0.050462 | -0.4282 | 0.334898 |
35 | 0.138697 | 1.1769 | 0.121559 |
36 | 0.249882 | 2.1203 | 0.018713 |
37 | 0.168863 | 1.4329 | 0.078114 |
38 | 0.026341 | 0.2235 | 0.411886 |
39 | -0.047318 | -0.4015 | 0.344619 |
40 | -0.013844 | -0.1175 | 0.453408 |
41 | 0.083378 | 0.7075 | 0.240773 |
42 | 0.148709 | 1.2618 | 0.10554 |
43 | 0.117953 | 1.0009 | 0.160122 |
44 | 0.049402 | 0.4192 | 0.338162 |
45 | 0.006098 | 0.0517 | 0.479437 |
46 | 0.01466 | 0.1244 | 0.450676 |
47 | 0.071307 | 0.6051 | 0.27352 |
48 | 0.124174 | 1.0537 | 0.147782 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.773479 | 6.5632 | 0 |
2 | -0.531888 | -4.5132 | 1.2e-05 |
3 | 0.223193 | 1.8939 | 0.031131 |
4 | 0.237597 | 2.0161 | 0.023762 |
5 | 0.139842 | 1.1866 | 0.119643 |
6 | -0.055011 | -0.4668 | 0.321031 |
7 | -0.1525 | -1.294 | 0.099899 |
8 | 0.185195 | 1.5714 | 0.060233 |
9 | 0.011349 | 0.0963 | 0.461776 |
10 | -0.007439 | -0.0631 | 0.474923 |
11 | 0.069667 | 0.5911 | 0.278138 |
12 | -0.133022 | -1.1287 | 0.131379 |
13 | -0.430862 | -3.656 | 0.000242 |
14 | 0.287265 | 2.4375 | 0.008629 |
15 | -0.120378 | -1.0214 | 0.155233 |
16 | -0.261764 | -2.2211 | 0.014744 |
17 | -0.046245 | -0.3924 | 0.34796 |
18 | -0.110116 | -0.9344 | 0.176619 |
19 | -0.164678 | -1.3973 | 0.083301 |
20 | -0.152081 | -1.2905 | 0.100511 |
21 | 0.113286 | 0.9613 | 0.169819 |
22 | 0.088092 | 0.7475 | 0.228603 |
23 | -0.062518 | -0.5305 | 0.298705 |
24 | 0.026244 | 0.2227 | 0.412205 |
25 | 0.021318 | 0.1809 | 0.428482 |
26 | 0.088788 | 0.7534 | 0.226835 |
27 | 0.014416 | 0.1223 | 0.451491 |
28 | 0.051462 | 0.4367 | 0.331829 |
29 | -0.080437 | -0.6825 | 0.248546 |
30 | -0.053975 | -0.458 | 0.324168 |
31 | -0.048389 | -0.4106 | 0.341295 |
32 | -0.032612 | -0.2767 | 0.391394 |
33 | 0.022918 | 0.1945 | 0.423178 |
34 | 0.004676 | 0.0397 | 0.48423 |
35 | -0.005649 | -0.0479 | 0.48095 |
36 | -0.024288 | -0.2061 | 0.418652 |
37 | -0.105699 | -0.8969 | 0.186384 |
38 | -0.020938 | -0.1777 | 0.429742 |
39 | -0.044473 | -0.3774 | 0.353505 |
40 | -0.100782 | -0.8552 | 0.197648 |
41 | -0.022396 | -0.19 | 0.424909 |
42 | 0.032815 | 0.2784 | 0.390736 |
43 | -0.029909 | -0.2538 | 0.400191 |
44 | -0.034569 | -0.2933 | 0.385058 |
45 | -0.102693 | -0.8714 | 0.193221 |
46 | -0.031231 | -0.265 | 0.395881 |
47 | -0.005861 | -0.0497 | 0.480238 |
48 | 0.072417 | 0.6145 | 0.270417 |